Strategic Advisers Core Income Fund

Fund Profile

Fund profile

Tickers

FPCIX

Fund manager

Fidelity Rutland Square Trust II

Total assets

$51.73 bn

Liabilities

$8.82 bn

Net assets

$42.91 bn

Number of holdings

9.35 k

Top 200 of 9346 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Sai Total Bond Fund	3.42 bn	376.33 mm shares	7.98	Common equity	Long	USA
PIMCO Mortgage Opportunities and BdInstl	1.82 bn	195.62 mm shares	4.24	Common equity	Long	USA
iShares 7-10 Year Treasury Bond ETF	1.74 bn	18.27 mm shares	4.05	Common equity	Long	USA
Fidelity Sai Us Treasury Bond Index Fund	1.49 bn	169.42 mm shares	3.48	Common equity	Long	USA
American Funds Bond Fund of Amer F2	1.38 bn	121.63 mm shares	3.22	Common equity	Long	USA
Voya Intermediate Bond I	1.36 bn	154.65 mm shares	3.16	Common equity	Long	USA
US TREASURY RP 4.64% 12/2/24	1.33 bn	1.33 bn principal	3.09	Repurchase agreement	Long	USA
DoubleLine Total Return Bond N	1.26 bn	142.35 mm shares	2.93	Common equity	Long	USA
Baird Aggregate Bond Inst	1.11 bn	112.73 mm shares	2.59	Common equity	Long	USA
PIMCO Income Instl	1.11 bn	103.87 mm shares	2.58	Common equity	Long	USA
Baird Core Plus Bond Inst	1.01 bn	98.57 mm shares	2.35	Common equity	Long	USA
US TREASURY RP 4.6% 12/2/24	1.00 bn	1.00 bn principal	2.33	Repurchase agreement	Long	USA
JHancock Bond R6	754.16 mm	55.33 mm shares	1.76	Common equity	Long	USA
UMBS 30YR 4.5% 01/01/2055 #TBA	704.33 mm	733.20 mm principal	1.64	ABS-mortgage backed security	Long	USA
JPMorgan Core Bond R6	686.71 mm	66.61 mm shares	1.60	Common equity	Long	USA
UMBS 30YR 5.5% 01/01/2055 #TBA	609.53 mm	610.60 mm principal	1.42	ABS-mortgage backed security	Long	USA
XRT SPDR S&P Retail ETF	514.76 mm	18.47 mm shares	1.20	Common equity	Long	USA
UMBS 30YR 4% 01/01/2055 #TBA	474.05 mm	506.50 mm principal	1.10	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 11/15/2034	385.91 mm	384.17 mm principal	0.90	Debt	Long	USA
UMBS 30YR 5% 01/01/2055 #TBA	381.67 mm	389.01 mm principal	0.89	ABS-mortgage backed security	Long	USA
Columbia Mortgage Opportunities A	380.32 mm	46.32 mm shares	0.89	Common equity	Long	USA
Fidelity Sai Long-Term Treasury Bond Index Fund	376.10 mm	52.38 mm shares	0.88	Common equity	Long	USA
FIMM MM Government Portfolio - Instl Cl	354.82 mm	354.82 mm shares	0.83	Common equity	Long	USA
UST NOTES 4.125% 07/31/2031	310.86 mm	311.05 mm principal	0.72	Debt	Long	USA
Hartford Total Return Bond I	302.12 mm	33.13 mm shares	0.70	Common equity	Long	USA
State Street Instl US Govt MMkt Premier	299.41 mm	299.41 mm shares	0.70	Common equity	Long	USA
TCW Emerging Markets Income N	288.69 mm	33.65 mm shares	0.67	Common equity	Long	USA
Fidelity Securities Lending Cash Central Fund	287.52 mm	287.49 mm shares	0.67	Short-term investment vehicle	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	281.54 mm	351.17 mm principal	0.66	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2026	281.31 mm	281.71 mm principal	0.66	Debt	Long	USA
SSGA Active Trust: SPDR DoubleLine Total Return Tactical ETF	252.60 mm	6.25 mm shares	0.59	Common equity	Long	USA
Fidelity Cash Central Fund	249.10 mm	249.05 mm shares	0.58	Short-term investment vehicle	Long	USA
UST NOTES 4.125% 10/31/2029	245.75 mm	245.39 mm principal	0.57	Debt	Long	USA
T. Rowe Price Emerging Markets Bond I	241.69 mm	25.96 mm shares	0.56	Common equity	Long	USA
GNII II 6% 12/01/2054 #TBA	229.69 mm	227.31 mm principal	0.54	ABS-mortgage backed security	Long	USA
iShares Core US Aggregate Bond ETF	229.10 mm	2.31 mm shares	0.53	Common equity	Long	USA
Fidelity U.S. Bond Index Fund	219.48 mm	21.06 mm shares	0.51	Common equity	Long	USA
NYLI MacKay U.S. Infrastructure Bd Cl A	195.75 mm	26.00 mm shares	0.46	Common equity	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	193.38 mm	197.74 mm principal	0.45	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	184.14 mm	193.10 mm principal	0.43	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	184.08 mm	188.90 mm principal	0.43	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	184.02 mm	179.90 mm principal	0.43	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	176.35 mm	174.26 mm principal	0.41	ABS-mortgage backed security	Long	USA
UST NOTES 4.875% 10/31/2030	149.66 mm	144.03 mm principal	0.35	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	146.51 mm	149.20 mm principal	0.34	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	135.27 mm	142.11 mm principal	0.32	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	127.52 mm	126.30 mm principal	0.30	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	123.64 mm	128.73 mm principal	0.29	ABS-mortgage backed security	Long	USA
GNII II 2% 12/01/2054 #TBA	121.93 mm	148.30 mm principal	0.28	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.375% 05/15/2051	121.80 mm	180.31 mm principal	0.28	Debt	Long	USA
GNII II 5.5% 12/01/2054 #TBA	121.46 mm	121.30 mm principal	0.28	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	120.07 mm	132.50 mm principal	0.28	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	118.20 mm	147.25 mm principal	0.28	ABS-mortgage backed security	Long	USA
BlackRock Fund Advisors	116.44 mm	2.23 mm shares	0.27	Common equity	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	115.79 mm	154.20 mm principal	0.27	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2052	98.60 mm	105.75 mm principal	0.23	Debt	Long	USA
UMBS 30YR 5.5% 12/01/2054 #TBA	96.96 mm	97.10 mm principal	0.23	ABS-mortgage backed security	Long	USA
UST NOTES 2.75% 07/31/2027	93.35 mm	96.73 mm principal	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 1.25% 05/15/2050	92.52 mm	180.98 mm principal	0.22	Debt	Long	USA
GNII II 3% 12/01/2054 #TBA	91.98 mm	103.75 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	91.14 mm	92.87 mm principal	0.21	ABS-mortgage backed security	Long	USA
USTN TII 2.125% 02/15/2054	88.38 mm	86.60 mm principal	0.21	Debt	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	80.22 mm	95.83 mm principal	0.19	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	76.26 mm	87.51 mm principal	0.18	Debt	Long	USA
UST NOTES 1.25% 11/30/2026	75.82 mm	80.30 mm principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	74.57 mm	78.16 mm principal	0.17	Debt	Long	USA
GNII II 2% 01/01/2055 #TBA	71.21 mm	86.53 mm principal	0.17	ABS-mortgage backed security	Long	USA
BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025	70.22 mm	470.30 mm principal	0.16	Debt	Long	Brazil
UMBS 30YR 3% 12/01/2054 #TBA	66.61 mm	76.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
UMBS 30YR 5% 12/01/2054 #TBA	64.41 mm	65.65 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 05/31/2030	63.84 mm	65.00 mm principal	0.15	Debt	Long	USA
GNII II 3.5% 12/01/2054 #TBA	63.52 mm	69.49 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2031	62.97 mm	63.00 mm principal	0.15	Debt	Long	USA
GNII II 2.5% 12/01/2054 #TBA	62.60 mm	73.22 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 2.75% 05/31/2029	60.89 mm	64.46 mm principal	0.14	Debt	Long	USA
UST NOTES 0.75% 04/30/2026	60.62 mm	63.68 mm principal	0.14	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	56.98 mm	56.62 mm principal	0.13	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	56.53 mm	57.84 mm principal	0.13	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	56.43 mm	50.95 mm principal	0.13	Debt	Long	USA
UST NOTES 3.625% 09/30/2031	55.68 mm	57.40 mm principal	0.13	Debt	Long	USA
UST NOTES 4.625% 09/30/2030	55.68 mm	54.28 mm principal	0.13	Debt	Long	USA
UST NOTES 0.5% 10/31/2027	54.38 mm	60.32 mm principal	0.13	Debt	Long	USA
UNITED STATES TREASURY BOND 4.5% 11/15/2054	53.88 mm	52.78 mm principal	0.13	Debt	Long	USA
GNII II 5% 12/01/2054 #TBA	53.20 mm	53.96 mm principal	0.12	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029	51.44 mm	49.68 mm principal	0.12	Debt	Long	USA
UST NOTES 4.375% 07/15/2027	50.57 mm	50.28 mm principal	0.12	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 11/25/2054	49.53 mm	49.67 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2043	49.28 mm	47.51 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	49.13 mm	75.20 mm principal	0.11	Debt	Long	USA
GNII II 3.5% 01/01/2055 #TBA	48.09 mm	52.58 mm principal	0.11	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029	47.46 mm	45.13 mm principal	0.11	Debt	Long	USA
GNII II 4.5% 12/01/2054 #TBA	46.75 mm	48.44 mm principal	0.11	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	46.35 mm	45.26 mm principal	0.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 08/15/2049	45.23 mm	68.27 mm principal	0.11	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	45.08 mm	49.67 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 1.625% 11/15/2050	44.90 mm	79.82 mm principal	0.10	Debt	Long	USA
GNII II 3% 01/01/2055 #TBA	44.77 mm	50.48 mm principal	0.10	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	41.00 mm	38.75 mm principal	0.10	Debt	Long	USA
UMBS 30YR 4% 12/01/2054 #TBA	40.37 mm	43.15 mm principal	0.09	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 4.654%/VAR 10/18/2030	40.00 mm	40.36 mm principal	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	39.85 mm	40.80 mm principal	0.09	Debt	Long	USA
UST NOTES 4.5% 03/31/2026	39.45 mm	39.35 mm principal	0.09	Debt	Long	USA
JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030	39.00 mm	39.35 mm principal	0.09	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	38.70 mm	41.03 mm principal	0.09	Debt	Long	USA
UST NOTES 4% 01/15/2027	38.27 mm	38.41 mm principal	0.09	Debt	Long	USA
GNII II 5.5% 01/01/2055 #TBA	36.95 mm	36.92 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	35.17 mm	34.53 mm principal	0.08	Debt	Long	USA
UST NOTES 4.625% 10/15/2026	35.11 mm	34.85 mm principal	0.08	Debt	Long	USA
GREYWOLF CLO II LTD TSFR3M+140 04/15/2034 144A	35.03 mm	35.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UST NOTES 2.875% 05/15/2028	34.30 mm	35.73 mm principal	0.08	Debt	Long	USA
PETROLEOS MEXICANOS 6.5% 03/13/2027	32.88 mm	33.70 mm principal	0.08	Debt	Long	Mexico
UNITED STATES TREASURY BOND 1.75% 08/15/2041	32.25 mm	47.24 mm principal	0.08	Debt	Long	USA
FHLG 30YR 1.5% 04/01/2051#SD8139	32.10 mm	42.01 mm principal	0.07	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 11/15/2027	31.98 mm	31.97 mm principal	0.07	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	30.94 mm	29.77 mm principal	0.07	Debt	Long	USA
GNII II 6.5% 12/01/2054 #TBA	30.90 mm	30.39 mm principal	0.07	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 6.087%/VAR 10/23/2029	30.77 mm	29.40 mm principal	0.07	Debt	Long	USA
C Citigroup Inc.	30.70 mm	31.40 mm principal	0.07	Debt	Long	USA
MS Morgan Stanley	29.26 mm	32.48 mm principal	0.07	Debt	Long	USA
USTCOUP 5/15/39	29.16 mm	56.40 mm principal	0.07	Debt	Long	USA
CIFC FUNDING 2018-II LTD 2018-2A A1R TSFR3M+137 10/20/2037 144A	28.91 mm	28.75 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
USTN TII 0.125% 02/15/2051	28.65 mm	39.60 mm principal	0.07	Debt	Long	USA
UST NOTES 0.375% 01/31/2026	28.28 mm	29.60 mm principal	0.07	Debt	Long	USA
UMBS 30YR 3% 01/01/2055 #TBA	28.25 mm	32.40 mm principal	0.07	ABS-mortgage backed security	Long	USA
USTCOUP 8/15/39	28.08 mm	54.89 mm principal	0.07	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	27.42 mm	38.73 mm principal	0.06	Debt	Long	USA
FNMA 30YR 2% 03/01/2051#MA4281	26.72 mm	33.16 mm principal	0.06	ABS-mortgage backed security	Long	USA
REGATTA XXIX FUNDING LTD 2024-3A A TSFR3M+138 09/06/2037 144A	26.04 mm	26.00 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLG 30YR 5% 11/01/2053#SD8371	25.60 mm	26.08 mm principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 1.5% 11/30/2028	25.53 mm	28.23 mm principal	0.06	Debt	Long	USA
GNII II 2.5% 09/20/2051#MA7589	25.32 mm	29.59 mm principal	0.06	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 01/01/2055 #TBA	25.29 mm	25.00 mm principal	0.06	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	25.17 mm	24.30 mm principal	0.06	Debt	Long	UK
UST NOTES 3.75% 04/15/2026	24.93 mm	25.11 mm principal	0.06	Debt	Long	USA
FHLG 30YR 5.5% 11/01/2052#SD8268	24.77 mm	24.71 mm principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 04/01/2052#CB3411	24.39 mm	26.81 mm principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 05/01/2052#MA4644	24.37 mm	26.01 mm principal	0.06	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 6.407%/VAR 11/01/2029	24.09 mm	22.80 mm principal	0.06	Debt	Long	USA
OHA CREDIT FUNDING 2024-17A A TSFR3M+132 01/18/2038 144A	24.03 mm	24.03 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
T-MOBILE USA INC 3.875% 04/15/2030	23.93 mm	25.05 mm principal	0.06	Debt	Long	USA
NORTHWOODS CAPITAL XV LTD TSFR3M+147.161 06/20/2034 144A	23.79 mm	23.75 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNII II 4% 12/01/2054 #TBA	23.59 mm	25.08 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#MA4807	23.41 mm	23.35 mm principal	0.05	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	22.98 mm	25.63 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 06/01/2052#MA4684	22.97 mm	23.86 mm principal	0.05	ABS-mortgage backed security	Long	USA
GNII II 3% 09/20/2051#MA7590	22.97 mm	25.86 mm principal	0.05	ABS-mortgage backed security	Long	USA
BATTALION CLO XI LTD / BATTALION CLO XI LLC TSFR3M+141.161 04/24/2034 144A	22.78 mm	22.75 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ELMWOOD CLO II LTD TSFR3M+135 10/20/2037 144A	22.75 mm	22.75 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047	22.58 mm	26.43 mm principal	0.05	Debt	Long	USA
WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030	22.52 mm	24.65 mm principal	0.05	Debt	Long	USA
C Citigroup Inc.	22.44 mm	23.29 mm principal	0.05	Debt	Long	USA
GNII II 2% 10/20/2050#MA6930	22.22 mm	26.99 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2054#MA5552	21.94 mm	22.36 mm principal	0.05	ABS-mortgage backed security	Long	USA
SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A	21.77 mm	21.90 mm principal	0.05	Debt	Long	France
WELLS FARGO and CO NEW 4.3% 07/22/2027	21.67 mm	21.89 mm principal	0.05	Debt	Long	USA
FNMA 30YR 2% 05/01/2051#MA4325	21.52 mm	26.71 mm principal	0.05	ABS-mortgage backed security	Long	USA
T AT&T Inc.	21.34 mm	29.00 mm principal	0.05	Debt	Long	USA
GNII II 2% 12/20/2050#MA7051	21.21 mm	25.77 mm principal	0.05	ABS-mortgage backed security	Long	USA
GNII II 2.5% 04/20/2052#	21.15 mm	24.72 mm principal	0.05	ABS-mortgage backed security	Long	USA
UST NOTES 0.5% 08/31/2027	21.14 mm	23.31 mm principal	0.05	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 02/15/2050	21.13 mm	33.94 mm principal	0.05	Debt	Long	USA
EUROPEAN UNION 2.875% 10/05/2029 REGS	21.13 mm	19.50 mm principal	0.05	Debt	Long	Belgium
FNMA 30YR 2.5% 11/01/2051#MA4466	21.07 mm	25.09 mm principal	0.05	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2053	20.69 mm	19.55 mm principal	0.05	Debt	Long	USA
UST NOTES 3.375% 09/15/2027	20.68 mm	21.09 mm principal	0.05	Debt	Long	USA
FNMA 30YR 1.5% 02/01/2051#MA4254	20.50 mm	26.83 mm principal	0.05	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032	20.00 mm	22.87 mm principal	0.05	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 08/15/2043	19.96 mm	22.41 mm principal	0.05	Debt	Long	USA
OKE ONEOK, Inc.	19.78 mm	20.07 mm principal	0.05	Debt	Long	USA
FNMA 30YR 4.5% 07/01/2052#MA4656	19.65 mm	20.41 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#MA4438	19.60 mm	23.29 mm principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 06/01/2035#QN2586	19.54 mm	21.62 mm principal	0.05	ABS-mortgage backed security	Long	USA
USTCOUP 5/15/41	19.33 mm	41.45 mm principal	0.05	Debt	Long	USA
UST NOTES 1.25% 08/15/2031	19.23 mm	23.10 mm principal	0.04	Debt	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	19.20 mm	24.51 mm principal	0.04	Debt	Long	Mexico
FNMA 30YR 2% 04/01/2051#MA4305	19.18 mm	23.80 mm principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2052#FS0977	18.97 mm	21.50 mm principal	0.04	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.375% 11/15/2048	18.97 mm	22.85 mm principal	0.04	Debt	Long	USA
KKR CLO TRUST TSFR3M+143.161 07/20/2034 144A	18.92 mm	18.90 mm principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BA The Boeing Company	18.90 mm	19.56 mm principal	0.04	Debt	Long	USA
FHLG 30YR 4% 05/01/2052#	18.84 mm	20.09 mm principal	0.04	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 05/15/2041	18.58 mm	24.86 mm principal	0.04	Debt	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	18.47 mm	18.42 mm principal	0.04	ABS-mortgage backed security	Long	USA
UST NOTES 0.75% 05/31/2026	18.47 mm	19.45 mm principal	0.04	Debt	Long	USA
FHLG 30YR 2% 05/01/2051#SD8146	18.07 mm	22.43 mm principal	0.04	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 09/01/2054#SD6419	18.06 mm	17.52 mm principal	0.04	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 12/31/2029	17.95 mm	18.14 mm principal	0.04	Debt	Long	USA
AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A	17.74 mm	19.07 mm principal	0.04	Debt	Long	Cayman Islands
UNITED STATES TREASURY BOND 1.875% 02/15/2041	17.69 mm	25.05 mm principal	0.04	Debt	Long	USA
BANK 2021-BNK32 2.349% 04/15/2054	17.54 mm	20.00 mm principal	0.04	ABS-mortgage backed security	Long	USA
GNII II 3.5% 01/20/2052#MA7829	17.49 mm	19.11 mm principal	0.04	ABS-mortgage backed security	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2023-1 5.84% 01/18/2028 144A	17.28 mm	17.10 mm principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 2.375% 03/31/2029	16.95 mm	18.20 mm principal	0.04	Debt	Long	USA
GNMA II 3.5% 10/20/2054#MA9961	16.92 mm	18.51 mm principal	0.04	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 09/01/2054#SD7574	16.73 mm	16.34 mm principal	0.04	ABS-mortgage backed security	Long	USA
UNITED KINGDOM G.B. and N.IRELAND 4.375% 07/31/2054 REGS	16.58 mm	13.87 mm principal	0.04	Debt	Long	UK
USTCOUP 8/15/40	16.49 mm	33.99 mm principal	0.04	Debt	Long	USA
FNMA 30YR 2% 10/01/2050#MA4158	16.28 mm	20.16 mm principal	0.04	ABS-mortgage backed security	Long	USA
UST NOTES 3.125% 08/31/2029	16.22 mm	16.94 mm principal	0.04	Debt	Long	USA
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A	16.12 mm	16.58 mm principal	0.04	ABS-mortgage backed security	Long	USA