Fidelity Series Investment Grade Bond Fund

Fund Profile

Fund profile

Tickers

FSIGX

Fund manager

Fidelity SAI Municipal Income

Total assets

$43.74 bn

Liabilities

$8.96 bn

Net assets

$34.78 bn

Number of holdings

4.93 k

Top 200 of 4931 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 4% 10/31/2029	1.26 bn	1.27 bn principal	3.64	Debt	Long	USA
UST NOTES 4.125% 11/15/2032	948.66 mm	950.00 mm principal	2.73	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	819.06 mm	1.02 bn principal	2.35	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	774.46 mm	811.78 mm principal	2.23	Debt	Long	USA
Fidelity Cash Central Fund	718.88 mm	718.74 mm shares	2.07	Short-term investment vehicle	Long	USA
GNII II 6% 12/01/2054 #TBA	598.45 mm	592.25 mm principal	1.72	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 11/30/2030	587.59 mm	580.00 mm principal	1.69	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	580.74 mm	609.00 mm principal	1.67	Debt	Long	USA
UST NOTES 2.875% 05/15/2032	533.57 mm	580.93 mm principal	1.53	Debt	Long	USA
UST NOTES 4% 07/31/2030	497.07 mm	500.00 mm principal	1.43	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	495.37 mm	545.77 mm principal	1.42	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	493.55 mm	475.00 mm principal	1.42	Debt	Long	USA
UST NOTES 4% 02/15/2034	472.76 mm	480.00 mm principal	1.36	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	460.32 mm	450.00 mm principal	1.32	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	438.74 mm	449.20 mm principal	1.26	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 02/15/2047	437.61 mm	558.00 mm principal	1.26	Debt	Long	USA
GNII II 3% 12/01/2054 #TBA	415.82 mm	469.03 mm principal	1.20	ABS-mortgage backed security	Long	USA
GNII II 2% 12/01/2054 #TBA	395.68 mm	481.25 mm principal	1.14	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 05/31/2028	389.54 mm	429.35 mm principal	1.12	Debt	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	386.44 mm	481.43 mm principal	1.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 02/28/2031	383.96 mm	381.50 mm principal	1.10	Debt	Long	USA
UST NOTES 3.875% 11/30/2029	371.16 mm	375.00 mm principal	1.07	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	364.45 mm	360.95 mm principal	1.05	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 08/31/2029	349.89 mm	357.00 mm principal	1.01	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	319.20 mm	517.65 mm principal	0.92	Debt	Long	USA
GNII II 5.5% 12/01/2054 #TBA	309.26 mm	308.85 mm principal	0.89	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2029	301.87 mm	300.00 mm principal	0.87	Debt	Long	USA
UST NOTES 3.625% 09/30/2031	288.68 mm	297.61 mm principal	0.83	Debt	Long	USA
UST NOTES 4.625% 04/30/2031	283.61 mm	276.00 mm principal	0.82	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	275.95 mm	282.34 mm principal	0.79	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	262.70 mm	440.99 mm principal	0.76	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	251.06 mm	257.64 mm principal	0.72	Debt	Long	USA
UST NOTES 3.125% 08/31/2029	239.46 mm	250.00 mm principal	0.69	Debt	Long	USA
GNII II 2% 01/01/2055 #TBA	237.24 mm	288.27 mm principal	0.68	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 09/30/2029	237.11 mm	243.40 mm principal	0.68	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	220.57 mm	311.61 mm principal	0.63	Debt	Long	USA
GNII II 3% 01/01/2055 #TBA	220.35 mm	248.40 mm principal	0.63	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	220.06 mm	336.84 mm principal	0.63	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	204.13 mm	201.70 mm principal	0.59	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 07/31/2031	174.89 mm	175.00 mm principal	0.50	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	174.30 mm	200.00 mm principal	0.50	Debt	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	162.92 mm	238.59 mm principal	0.47	Debt	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	153.51 mm	149.93 mm principal	0.44	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	153.10 mm	152.53 mm principal	0.44	Debt	Long	USA
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033	152.07 mm	155.77 mm principal	0.44	Debt	Long	USA
GNII II 3.5% 01/01/2055 #TBA	151.55 mm	165.70 mm principal	0.44	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	146.98 mm	162.20 mm principal	0.42	ABS-mortgage backed security	Long	USA
GNII II 2.5% 12/01/2054 #TBA	145.18 mm	169.80 mm principal	0.42	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	140.06 mm	163.80 mm principal	0.40	Debt	Long	USA
UST NOTES 1.125% 08/31/2028	135.17 mm	150.72 mm principal	0.39	Debt	Long	USA
GNII II 6.5% 12/01/2054 #TBA	134.87 mm	132.65 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNII II 5% 12/01/2054 #TBA	134.28 mm	136.20 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/01/2054 #TBA	131.36 mm	143.70 mm principal	0.38	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	130.85 mm	150.00 mm principal	0.38	Debt	Long	USA
GNII II 5.5% 01/01/2055 #TBA	116.17 mm	116.10 mm principal	0.33	ABS-mortgage backed security	Long	USA
UST NOTES 2.5% 03/31/2027	113.73 mm	118.00 mm principal	0.33	Debt	Long	USA
GNII II 4.5% 12/01/2054 #TBA	111.02 mm	115.05 mm principal	0.32	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 11/15/2034	108.49 mm	108.00 mm principal	0.31	Debt	Long	USA
UST NOTES 4% 07/31/2029	99.58 mm	100.00 mm principal	0.29	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	98.77 mm	101.00 mm principal	0.28	Debt	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	97.69 mm	124.73 mm principal	0.28	Debt	Long	Mexico
MORGAN STANLEY 4.889%/VAR 07/20/2033	93.26 mm	94.21 mm principal	0.27	Debt	Long	USA
UST NOTES 3.75% 08/31/2031	92.85 mm	95.00 mm principal	0.27	Debt	Long	USA
FHLG 30YR 5.5% 11/01/2054#	86.49 mm	86.59 mm principal	0.25	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	83.15 mm	99.33 mm principal	0.24	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051	83.09 mm	87.45 mm principal	0.24	Debt	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	82.48 mm	82.07 mm principal	0.24	ABS-mortgage backed security	Long	USA
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A	81.86 mm	81.60 mm principal	0.24	Debt	Long	Italy
Blackstone Private Credit Fund	80.41 mm	80.61 mm principal	0.23	Debt	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	77.07 mm	76.85 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	76.34 mm	77.80 mm principal	0.22	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031	76.02 mm	77.50 mm principal	0.22	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	73.22 mm	74.03 mm principal	0.21	Debt	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027	72.69 mm	70.16 mm principal	0.21	Debt	Long	Ireland
PETROLEOS MEXICANOS 6.7% 02/16/2032	71.59 mm	80.79 mm principal	0.21	Debt	Long	Mexico
DEUTSCHE BANK AG 4.5% 04/01/2025	70.64 mm	70.87 mm principal	0.20	Debt	Long	Germany
COF Capital One Financial Corporation	70.32 mm	72.12 mm principal	0.20	Debt	Long	USA
PETROLEOS MEXICANOS 6.75% 09/21/2047	68.17 mm	95.36 mm principal	0.20	Debt	Long	Mexico
Broadcom Pte. Ltd.	65.53 mm	75.13 mm principal	0.19	Debt	Long	USA
ARCC Ares Capital Corporation	65.01 mm	65.90 mm principal	0.19	Debt	Long	USA
GNII II 2% 10/20/2050#MA6930	64.91 mm	78.85 mm principal	0.19	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	62.94 mm	75.13 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	62.79 mm	83.62 mm principal	0.18	Debt	Long	USA
AES The AES Corporation	62.28 mm	66.88 mm principal	0.18	Debt	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	59.52 mm	59.75 mm principal	0.17	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	59.02 mm	61.45 mm principal	0.17	ABS-mortgage backed security	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047	57.99 mm	67.89 mm principal	0.17	Debt	Long	USA
FHLG 30YR 5.5% 09/01/2054#	57.29 mm	57.35 mm principal	0.16	ABS-mortgage backed security	Long	USA
OXY Occidental Petroleum Corporatio	56.82 mm	53.95 mm principal	0.16	Debt	Long	USA
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A	56.30 mm	56.24 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UNITED STATES TREASURY BOND 4.125% 08/15/2044	56.24 mm	59.08 mm principal	0.16	Debt	Long	USA
C Citigroup Inc.	56.10 mm	57.59 mm principal	0.16	Debt	Long	USA
T AT&T Inc.	55.19 mm	75.00 mm principal	0.16	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	55.05 mm	57.86 mm principal	0.16	Debt	Long	USA
GNII II 2% 02/20/2051#MA7192	54.24 mm	65.90 mm principal	0.16	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052	54.21 mm	67.44 mm principal	0.16	Debt	Long	USA
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A	53.00 mm	58.62 mm principal	0.15	Debt	Long	USA
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030	52.98 mm	53.36 mm principal	0.15	Debt	Long	USA
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A	52.68 mm	54.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
ORCL Oracle Corporation	52.31 mm	56.23 mm principal	0.15	Debt	Long	USA
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A	52.30 mm	52.07 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
WMB The Williams Companies, Inc.	52.03 mm	55.86 mm principal	0.15	Debt	Long	USA
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A	51.96 mm	51.49 mm principal	0.15	Debt	Long	USA
MS Morgan Stanley	51.44 mm	54.68 mm principal	0.15	Debt	Long	USA
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	51.03 mm	50.96 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	50.75 mm	50.06 mm principal	0.15	ABS-mortgage backed security	Long	USA
RPAI Retail Properties of America, Inc.	50.44 mm	50.93 mm principal	0.15	Debt	Long	USA
Spectrum Management Holding Company, LLC	50.30 mm	50.62 mm principal	0.14	Debt	Long	USA
Credit Suisse Group AG	50.26 mm	52.37 mm principal	0.14	Debt	Long	Switzerland
RAI Reynolds American Inc	50.11 mm	50.68 mm principal	0.14	Debt	Long	USA
JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030	50.04 mm	55.00 mm principal	0.14	Debt	Long	USA
GNII II 6.5% 01/01/2055 #TBA	49.90 mm	49.10 mm principal	0.14	ABS-mortgage backed security	Long	USA
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A	49.79 mm	51.73 mm principal	0.14	Debt	Long	France
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A	49.19 mm	52.20 mm principal	0.14	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	48.57 mm	60.67 mm principal	0.14	Debt	Long	USA
BENCHMARK 2018-B8 A5 MORTGAGE TRUST 4.2317% 01/15/2052	47.87 mm	49.69 mm principal	0.14	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	47.78 mm	48.30 mm principal	0.14	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	47.56 mm	47.55 mm shares	0.14	Short-term investment vehicle	Long	USA
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A	46.59 mm	46.46 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA II 2.5% 08/20/2051#785602	46.54 mm	54.96 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD7540	46.43 mm	54.62 mm principal	0.13	ABS-mortgage backed security	Long	USA
BAYER US FIN II LLC 4.25% 12/15/2025 144A	45.99 mm	46.39 mm principal	0.13	Debt	Long	USA
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	45.61 mm	44.90 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028	45.51 mm	46.82 mm principal	0.13	Debt	Long	USA
AES The AES Corporation	45.31 mm	45.86 mm principal	0.13	Debt	Long	USA
OXY Occidental Petroleum Corporatio	45.25 mm	40.63 mm principal	0.13	Debt	Long	USA
T-MOBILE USA INC 3.875% 04/15/2030	44.99 mm	47.09 mm principal	0.13	Debt	Long	USA
BANK OF AMERICA CORPORATION 4.25% 10/22/2026	44.71 mm	45.12 mm principal	0.13	Debt	Long	USA
REGIONS BANK OF ALABAMA 6.45% 06/26/2037	44.61 mm	42.48 mm principal	0.13	Debt	Long	USA
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A	44.39 mm	44.26 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BCS Barclays PLC	44.29 mm	44.89 mm principal	0.13	Debt	Long	UK
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A	44.25 mm	44.16 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NI NiSource Inc.	44.23 mm	47.86 mm principal	0.13	Debt	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032	44.16 mm	51.93 mm principal	0.13	Debt	Long	Luxembourg
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027	44.01 mm	46.35 mm principal	0.13	Debt	Long	Luxembourg
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A	43.64 mm	43.84 mm principal	0.13	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	43.20 mm	50.63 mm principal	0.12	Debt	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	43.14 mm	43.17 mm principal	0.12	ABS-mortgage backed security	Long	USA
OAK HILL CREDIT PARTNERS TSFR3M+135 07/20/2037 144A	42.96 mm	42.83 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A	42.94 mm	42.88 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RR 7 LTD TSFR3M+134 01/15/2037 144A	42.75 mm	42.69 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SABRA HEALTH CARE LP 3.2% 12/01/2031	42.51 mm	48.56 mm principal	0.12	Debt	Long	USA
GNII II 2% 01/20/2051#MA7135	42.44 mm	51.53 mm principal	0.12	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	42.32 mm	42.73 mm principal	0.12	Debt	Long	UK
COOPERATIEVE RABOBANK UA 4.375% 08/04/2025	42.28 mm	42.56 mm principal	0.12	Debt	Long	Netherlands
VICI PROPERTIES LP 4.95% 02/15/2030	42.08 mm	42.56 mm principal	0.12	Debt	Long	USA
UNM Unum Group	42.06 mm	41.57 mm principal	0.12	Debt	Long	USA
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030	41.90 mm	42.70 mm principal	0.12	Debt	Long	USA
FHLM 30YR 5.5% 05/01/2053#RA9058	41.40 mm	41.01 mm principal	0.12	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	41.35 mm	41.31 mm principal	0.12	Debt	Long	UK
GNII II 2.5% 07/20/2051#MA7472	41.11 mm	48.05 mm principal	0.12	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	41.08 mm	40.95 mm principal	0.12	ABS-mortgage backed security	Long	USA
BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A	41.02 mm	40.97 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A	40.76 mm	40.81 mm principal	0.12	ABS-mortgage backed security	Long	USA
SYF Synchrony Financial	40.59 mm	42.03 mm principal	0.12	Debt	Long	USA
MAGNETITE IX LTD /LLC TSFR3M+135 10/25/2037 144A	40.12 mm	39.91 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030	39.84 mm	43.60 mm principal	0.11	Debt	Long	USA
BCS Barclays PLC	39.78 mm	37.88 mm principal	0.11	Debt	Long	UK
COF Capital One Financial Corporation	39.72 mm	39.51 mm principal	0.11	Debt	Long	USA
BNP PARIBAS 2.219%/VAR 06/09/2026 144A	39.51 mm	40.11 mm principal	0.11	Debt	Long	France
CNC Centene Corporation	39.49 mm	43.68 mm principal	0.11	Debt	Long	USA
ALLEGRO CLO XII LTD TSFR3M+144 07/21/2037 144A	39.45 mm	39.31 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A	39.38 mm	39.36 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029	38.96 mm	38.00 mm principal	0.11	Debt	Long	USA
ALLY Ally Financial Inc.	38.91 mm	36.75 mm principal	0.11	Debt	Long	USA
Blackstone Private Credit Fund	38.90 mm	38.30 mm principal	0.11	Debt	Long	USA
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033	38.73 mm	38.77 mm principal	0.11	Debt	Long	USA
MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A	38.68 mm	38.62 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA 30YR 4% 04/01/2045#FM2986	38.54 mm	40.24 mm principal	0.11	ABS-mortgage backed security	Long	USA
AASET 2021-2 TR 2.798% 01/15/2047 144A	38.38 mm	41.99 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 12/01/2052#CB5221	38.21 mm	38.86 mm principal	0.11	ABS-mortgage backed security	Long	USA
EATON VANCE CLO 2020-2A AR2 LTD TSFR3M+138 07/15/2038 144A	38.06 mm	37.87 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A	38.05 mm	37.98 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PETROLEOS MEXICANOS 6.49% 01/23/2027	37.56 mm	38.27 mm principal	0.11	Debt	Long	Mexico
CNC Centene Corporation	37.47 mm	39.09 mm principal	0.11	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.203% 02/25/2031	37.24 mm	36.00 mm principal	0.11	ABS-mortgage backed security	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A	37.16 mm	37.02 mm principal	0.11	ABS-mortgage backed security	Long	USA
FLATIRON CLO LT 21-1A A1R TSFR3M+136 10/19/2037 144A	37.07 mm	36.88 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLG 30YR 1.5% 04/01/2051#SD8139	36.96 mm	48.37 mm principal	0.11	ABS-mortgage backed security	Long	USA
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A	36.58 mm	36.55 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029	36.54 mm	34.60 mm principal	0.11	Debt	Long	USA
FHLG 15YR 2% 06/01/2035#QN2375	36.54 mm	40.44 mm principal	0.11	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	36.43 mm	37.36 mm principal	0.10	Debt	Long	USA
PETROLEOS MEXICANOS 6.5% 03/13/2027	36.38 mm	37.29 mm principal	0.10	Debt	Long	Mexico
LOW Lowe's Companies, Inc.	36.33 mm	44.06 mm principal	0.10	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	36.32 mm	36.57 mm principal	0.10	Debt	Long	USA
COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A	35.86 mm	35.80 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A	35.75 mm	37.49 mm principal	0.10	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032	35.69 mm	42.03 mm principal	0.10	Debt	Long	USA
FNMA 30YR 3.5% 04/01/2052#MA4580	35.53 mm	39.17 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	35.28 mm	40.40 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	35.24 mm	31.83 mm principal	0.10	Debt	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	35.20 mm	40.40 mm principal	0.10	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029	35.09 mm	34.50 mm principal	0.10	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	34.92 mm	39.60 mm principal	0.10	Debt	Long	USA
BA The Boeing Company	34.90 mm	36.50 mm principal	0.10	Debt	Long	USA
SBA TOWER TR 2.836% 01/15/2050 144A	34.86 mm	34.96 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	34.82 mm	34.71 mm principal	0.10	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	34.75 mm	34.05 mm principal	0.10	Debt	Long	UK
FNMA 30YR 2.5% 10/01/2050#CA7229	34.73 mm	40.78 mm principal	0.10	ABS-mortgage backed security	Long	USA