Fidelity Conservative Income Bond Fund

Fund Profile

Fund profile

Tickers

FCNVX, FCNYX, FCNQX, FCNWX

Fund manager

Fidelity SAI Municipal Income

Total assets

$6.34 bn

Liabilities

$55.12 mm

Net assets

$6.28 bn

Number of holdings

293.00

Top 200 of 293 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	742.51 mm	742.36 mm shares	11.82	Short-term investment vehicle	Long	USA
UST BILLS 0% 03/13/2025	395.09 mm	400.00 mm principal	6.29	Debt	Long	USA
UST BILLS 0% 01/02/2025	287.91 mm	289.03 mm principal	4.58	Debt	Long	USA
UST NOTES 4.125% 01/31/2025	251.31 mm	251.50 mm principal	4.00	Debt	Long	USA
UST NOTES 4.75% 07/31/2025	85.91 mm	85.75 mm principal	1.37	Debt	Long	USA
ATHENE GLOBAL FUNDING FRN SOFRINDX+71.5 01/07/2025 144A	31.45 mm	31.45 mm principal	0.50	Debt	Long	USA
UST NOTES 4.25% 01/31/2026	30.97 mm	31.00 mm principal	0.49	Debt	Long	USA
CITIGROUP INC 2.014%/VAR 01/25/2026	28.46 mm	28.60 mm principal	0.45	Debt	Long	USA
PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A	28.07 mm	28.00 mm principal	0.45	Debt	Long	USA
CANADIAN IMPRL BK COMM NY BRH YCD SOFR+35 09/23/2025	28.01 mm	28.00 mm principal	0.45	Debt	Long	USA
TD VCP SOFR+35 10/3/25	28.01 mm	28.00 mm principal	0.45	Debt	Long	Canada
BOFA CP SOFR+39 11/21/25	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 11/18/2025	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+35 11/19/2025	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+0 12/03/2025	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
STATE ST BK and TR CO BOSTON CD SOFR+32 11/17/2025	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
MIZUHO BANK LTD NY BRANCH YCD SOFR+35 11/17/2025	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
ING US FUNDING LLC VCP SOFR+35 11/26/2025	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
INGFDL VCP SOFR+21 6/16/25	28.00 mm	28.00 mm principal	0.45	Debt	Long	USA
NABLTD VCP SOFR+25 8/27/25	28.00 mm	28.00 mm principal	0.45	Debt	Long	Australia
BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+35 12/19/2025	27.80 mm	27.80 mm principal	0.44	Debt	Long	USA
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A	27.14 mm	27.15 mm principal	0.43	Debt	Long	USA
CANADIAN IMPERIAL BK OF COMM FRN SOFRINDX+94 04/07/2025	27.03 mm	26.96 mm principal	0.43	Debt	Long	Canada
BMW US CAPITAL LLC FRN SOFRINDX+84 04/01/2025 144A	27.00 mm	26.95 mm principal	0.43	Debt	Long	USA
CRBG Corebridge Financial, Inc.	26.09 mm	26.22 mm principal	0.42	Debt	Long	USA
COREBRIDGE GLOBAL FUNDING FRN SOFR+130 09/25/2026 144A	26.04 mm	25.80 mm principal	0.41	Debt	Long	USA
ORCL Oracle Corporation	25.54 mm	25.75 mm principal	0.41	Debt	Long	USA
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A	25.43 mm	25.20 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027	25.16 mm	25.00 mm principal	0.40	Debt	Long	Canada
TORONTO DOMINION BANK FRN SOFR+48 10/10/2025	25.09 mm	25.00 mm principal	0.40	Debt	Long	Canada
NISSAN MASTER OWNER TR RECEIVABLES SOFR30A+190 02/15/2028 144A	25.07 mm	25.00 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027	25.01 mm	25.00 mm principal	0.40	Debt	Long	USA
BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+35 10/10/2025	25.01 mm	25.00 mm principal	0.40	Debt	Long	USA
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+40 11/12/2025	25.01 mm	25.00 mm principal	0.40	Debt	Long	USA
BOFA CP SOFR+40 10/17/25	25.00 mm	25.00 mm principal	0.40	Debt	Long	USA
MIZUHO BANK LTD NY BRANCH YCD 4.65% 03/05/2025	25.00 mm	25.00 mm principal	0.40	Debt	Long	USA
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+38 09/09/2025	25.00 mm	25.00 mm principal	0.40	Debt	Long	USA
COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A	24.99 mm	25.00 mm principal	0.40	Debt	Long	Australia
PCG+A Pacific Gas & Electric Co.	24.65 mm	24.60 mm principal	0.39	Debt	Long	USA
BCS Barclays PLC	24.54 mm	24.50 mm principal	0.39	Debt	Long	UK
JPMORGAN CHASE and CO 5.546%/VAR 12/15/2025	24.00 mm	24.00 mm principal	0.38	Debt	Long	USA
JOHN DEERE OWNER TRUST 2024 5.19% 02/16/2027	23.36 mm	23.30 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025	23.33 mm	23.38 mm principal	0.37	Debt	Long	Ireland
T-MOBILE USA INC 3.5% 04/15/2025	23.05 mm	23.17 mm principal	0.37	Debt	Long	USA
SUMITOMO MITSUI TR BANK LTD NY YCD 4.65% 03/05/2025	23.00 mm	23.00 mm principal	0.37	Debt	Long	USA
CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027	22.84 mm	22.97 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
TORONTO DOMINION BANK - NY YCD FEDL+40 08/22/2025	22.02 mm	22.00 mm principal	0.35	Debt	Long	USA
MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+38 07/23/2025	22.02 mm	22.00 mm principal	0.35	Debt	Long	USA
SVENSKA HANDELSBANKEN NY YCD SOFR+35 07/15/2025	22.02 mm	22.00 mm principal	0.35	Debt	Long	USA
BMOM VCP SOFR+35 8/7/25	22.02 mm	22.00 mm principal	0.35	Debt	Long	Canada
RBC VCP SOFR+35 7/9/25	22.01 mm	22.00 mm principal	0.35	Debt	Long	Canada
SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+29 04/14/2025	22.01 mm	22.00 mm principal	0.35	Debt	Long	USA
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+22 01/22/2025	22.00 mm	22.00 mm principal	0.35	Debt	Long	USA
C Citigroup Inc.	21.57 mm	21.70 mm principal	0.34	Debt	Long	USA
HSBC USA INC CP .0552 06/06/2025	21.46 mm	22.00 mm principal	0.34	Debt	Long	USA
HSBC USA INC CP .048 08/15/2025	21.28 mm	22.00 mm principal	0.34	Debt	Long	USA
MO Altria Group, Inc.	21.27 mm	21.50 mm principal	0.34	Debt	Long	USA
UBS AG STAMFORD BRH FRN SOFRINDX+126 02/21/2025	21.25 mm	21.20 mm principal	0.34	Debt	Long	USA
RAI Reynolds American Inc	21.18 mm	21.22 mm principal	0.34	Debt	Long	USA
ING GROEP NV 3.869%/VAR 03/28/2026	20.92 mm	21.00 mm principal	0.33	Debt	Long	Netherlands
ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A	20.92 mm	20.75 mm principal	0.33	Debt	Long	USA
UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A	20.75 mm	20.75 mm principal	0.33	Debt	Long	UK
HCA INC 5.375% 02/01/2025	20.75 mm	20.75 mm principal	0.33	Debt	Long	USA
AMERICAN EXPRESS CR ACC MST TR 3.75% 08/15/2027	20.72 mm	20.84 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
DANSKE BANK AS (UNGTD) 6.466%/VAR 01/09/2026 144A	20.35 mm	20.32 mm principal	0.32	Debt	Long	Denmark
AMERICAN HONDA FINANCE CORP 5.8% 10/03/2025	20.30 mm	20.10 mm principal	0.32	Debt	Long	USA
GENERAL MTRS FINL CO INC FRN SOFRINDX+130 04/07/2025	20.28 mm	20.23 mm principal	0.32	Debt	Long	USA
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.95% 03/30/2025 144A	20.00 mm	20.00 mm principal	0.32	Debt	Long	USA
HSBC HSBC Holdings plc	20.00 mm	20.00 mm principal	0.32	Debt	Long	UK
COX COMMUNICATIONS INC 3.85% 02/01/2025 144A	19.95 mm	20.00 mm principal	0.32	Debt	Long	USA
CHASE AUTO OWNER TRUST 5.25% 09/27/2027 144A	19.94 mm	19.87 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
DISCOVER CARD EXECUTION NT TR 1.96% 02/15/2027	19.89 mm	20.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027	19.87 mm	20.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
MORGAN STANLEY 1.593%/VAR 05/04/2027	19.83 mm	20.75 mm principal	0.32	Debt	Long	USA
MORGAN STANLEY BK NA SALT LAKE 5.479% 07/16/2025	19.59 mm	19.50 mm principal	0.31	Debt	Long	USA
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026	19.39 mm	19.94 mm principal	0.31	Debt	Long	USA
ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A	19.36 mm	19.00 mm principal	0.31	Debt	Long	Netherlands
MS Morgan Stanley	19.34 mm	19.55 mm principal	0.31	Debt	Long	USA
DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A	19.19 mm	19.00 mm principal	0.31	Debt	Long	Denmark
COOPERATIEVE RABOBANK UA 1.004%/VAR 09/24/2026 144A	19.17 mm	19.80 mm principal	0.31	Debt	Long	Netherlands
WELLS FARGO and CO NEW 2.188%/VAR 04/30/2026	19.11 mm	19.32 mm principal	0.30	Debt	Long	USA
CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025	19.11 mm	19.00 mm principal	0.30	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	19.11 mm	19.00 mm principal	0.30	Debt	Long	USA
BANK OF NOVA SCOTIA 5.45% 06/12/2025	19.08 mm	19.00 mm principal	0.30	Debt	Long	Canada
CELANESE US HLDGS LLC 6.05% 03/15/2025	19.03 mm	19.00 mm principal	0.30	Debt	Long	USA
ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027	19.02 mm	19.00 mm principal	0.30	Debt	Long	Canada
ROYAL BANK OF CANADA 4.95% 04/25/2025	19.02 mm	19.00 mm principal	0.30	Debt	Long	Canada
AMERICAN HONDA FINANCE CORP FRN SOFR+45 06/13/2025	19.01 mm	19.00 mm principal	0.30	Debt	Long	USA
GENERAL MTRS FINL CO INC 2.9% 02/26/2025	18.96 mm	19.06 mm principal	0.30	Debt	Long	USA
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025	18.90 mm	19.00 mm principal	0.30	Debt	Long	UK
Intercontinental Exchange, Inc.	18.90 mm	19.00 mm principal	0.30	Debt	Long	USA
US BANCORP DEL 5.727%/VAR 10/21/2026	18.86 mm	18.72 mm principal	0.30	Debt	Long	USA
BCS Barclays PLC	18.82 mm	19.00 mm principal	0.30	Debt	Long	UK
TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026	18.80 mm	18.80 mm principal	0.30	Debt	Long	USA
TRUIST FINANCIAL CORP 5.9%/VAR 10/28/2026	18.77 mm	18.60 mm principal	0.30	Debt	Long	USA
AXP American Express Company	18.77 mm	18.51 mm principal	0.30	Debt	Long	USA
BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027	18.76 mm	18.70 mm principal	0.30	Debt	Long	Canada
DEUTSCHE BANK AG NEW YORK BNCH 6.119%/VAR 07/14/2026	18.73 mm	18.60 mm principal	0.30	Debt	Long	USA
MPC Marathon Petroleum Corporation	18.73 mm	18.75 mm principal	0.30	Debt	Long	USA
CITIBANK NA FRN SOFR+70.8 08/06/2026	18.72 mm	18.65 mm principal	0.30	Debt	Long	USA
SOUTHERN CALIFORNIA EDISON CO 3.7% 08/01/2025	18.66 mm	18.80 mm principal	0.30	Debt	Long	USA
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A	18.65 mm	18.60 mm principal	0.30	Debt	Long	USA
WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025	18.64 mm	18.72 mm principal	0.30	Debt	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	18.63 mm	18.60 mm principal	0.30	Debt	Long	Japan
CITIBANK NA FRN SOFR+71.2 11/19/2027	18.60 mm	18.60 mm principal	0.30	Debt	Long	USA
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026	18.60 mm	18.70 mm principal	0.30	Debt	Long	USA
BANK OF MONTREAL QUE 5.92% 09/25/2025	18.58 mm	18.40 mm principal	0.30	Debt	Long	Canada
COOPERATIEVE RABOBANK UA 1.339%/VAR 06/24/2026 144A	18.57 mm	18.96 mm principal	0.30	Debt	Long	Netherlands
BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A	18.51 mm	18.40 mm principal	0.29	Debt	Long	USA
BA The Boeing Company	18.48 mm	18.50 mm principal	0.29	Debt	Long	USA
SANTANDER HLDGS USA INC 4.5% 07/17/2025	18.43 mm	18.50 mm principal	0.29	Debt	Long	USA
TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A	18.42 mm	18.41 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026	18.41 mm	18.30 mm principal	0.29	Debt	Long	USA
BCS Barclays PLC	18.41 mm	18.50 mm principal	0.29	Debt	Long	UK
NWG NatWest Group plc	18.40 mm	18.00 mm principal	0.29	Debt	Long	UK
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027	18.38 mm	18.30 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
CITIBANK NA 5.864% 09/29/2025	18.26 mm	18.10 mm principal	0.29	Debt	Long	USA
VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A	18.18 mm	18.05 mm principal	0.29	Debt	Long	USA
TOYOTA MOTOR CREDIT CORP 5.6% 09/11/2025	18.14 mm	18.00 mm principal	0.29	Debt	Long	USA
BANK OF AMERICA NA 5.65% 08/18/2025	18.12 mm	18.00 mm principal	0.29	Debt	Long	USA
CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026	18.09 mm	18.00 mm principal	0.29	Debt	Long	USA
BANK OF AMERICA CORPORATION 1.53%/VAR 12/06/2025	17.99 mm	18.00 mm principal	0.29	Debt	Long	USA
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A	17.89 mm	17.85 mm principal	0.28	Debt	Long	USA
CARMAX AUTO OWNER TRUST 2024-3 5.21% 09/15/2027	17.62 mm	17.55 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A	17.23 mm	17.17 mm principal	0.27	Debt	Long	UK
SMFG Sumitomo Mitsui Financial Group, Inc.	17.14 mm	17.70 mm principal	0.27	Debt	Long	Japan
CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027	17.06 mm	17.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
CANADIAN IMPERIAL BK OF COMM YCP SOFR+22 02/03/2025	17.00 mm	17.00 mm principal	0.27	Debt	Long	Canada
BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027	16.94 mm	16.97 mm principal	0.27	Debt	Long	Canada
US BANCORP DEL 1.45% 05/12/2025	16.75 mm	17.00 mm principal	0.27	Debt	Long	USA
SWEDBANK AB FRN SOFRINDX+91 04/04/2025 144A	16.75 mm	16.72 mm principal	0.27	Debt	Long	Sweden
GENERAL MTRS FINL CO INC 3.8% 04/07/2025	16.72 mm	16.80 mm principal	0.27	Debt	Long	USA
COREBRIDGE GLOBAL FUNDING 5.35% 06/24/2026 144A	16.48 mm	16.32 mm principal	0.26	Debt	Long	USA
JPMORGAN CHASE and CO 2.083%/VAR 04/22/2026	16.41 mm	16.59 mm principal	0.26	Debt	Long	USA
CAPITAL ONE NATL ASN MCLEAN VA 2.28%/VAR 01/28/2026	16.40 mm	16.48 mm principal	0.26	Debt	Long	USA
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026	16.33 mm	16.10 mm principal	0.26	Debt	Long	USA
DCP MIDSTREAM OPER LP 5.375% 07/15/2025	15.96 mm	15.93 mm principal	0.25	Debt	Long	USA
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025	15.95 mm	16.00 mm principal	0.25	Debt	Long	USA
SANTANDER HLDGS USA INC 3.45% 06/02/2025	15.90 mm	16.03 mm principal	0.25	Debt	Long	USA
RF Regions Financial Corporation	15.79 mm	15.98 mm principal	0.25	Debt	Long	USA
GMF FLOORPLAN OWNER REVOLVING TR 4.68% 11/15/2028 144A	15.70 mm	15.70 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027	15.67 mm	15.66 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027	15.67 mm	15.66 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO BK NATL ASSN FRN SOFR+80 08/01/2025	15.44 mm	15.39 mm principal	0.25	Debt	Long	USA
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54% 11/16/2026 144A	15.40 mm	15.35 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
PSX Phillips 66	15.34 mm	15.41 mm principal	0.24	Debt	Long	USA
BCS Barclays PLC	15.30 mm	15.00 mm principal	0.24	Debt	Long	UK
ALLY Ally Financial Inc.	15.13 mm	15.10 mm principal	0.24	Debt	Long	USA
LEN Lennar Corporation	14.98 mm	15.00 mm principal	0.24	Debt	Long	USA
RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026	14.97 mm	15.00 mm principal	0.24	Debt	Long	USA
DAIMLER TRUCKS RETAIL TRUST 2024-1 5.6% 04/15/2026	14.96 mm	14.91 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORPORATION 3.384%/VAR 04/02/2026	14.92 mm	15.00 mm principal	0.24	Debt	Long	USA
GM FINANCIAL LEASING TRUST 2024-1 5.18% 06/22/2026	14.74 mm	14.71 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026	14.66 mm	14.60 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026	14.60 mm	14.55 mm principal	0.23	Debt	Long	USA
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 5.43% 09/21/2026	14.59 mm	14.52 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
TOYOTA AUTO RECEIVABLES OWNER TR 2024-B A2B TSFR1M+36 03/15/2027	14.38 mm	14.38 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
HD The Home Depot, Inc.	14.28 mm	14.25 mm principal	0.23	Debt	Long	USA
BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025	14.21 mm	14.25 mm principal	0.23	Debt	Long	USA
JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027	14.18 mm	14.16 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Credit Suisse Group AG	14.11 mm	14.00 mm principal	0.22	Debt	Long	Switzerland
UBS GROUP AG 3.75% 03/26/2025	14.10 mm	14.15 mm principal	0.22	Debt	Long	Switzerland
UBS GROUP AG 1.364%/VAR 01/30/2027 144A	14.09 mm	14.70 mm principal	0.22	Debt	Long	Switzerland
PNC The PNC Financial Services Group, Inc.	14.07 mm	14.00 mm principal	0.22	Debt	Long	USA
BPCE SA FRN SOFR+57 01/14/2025 144A	14.04 mm	14.03 mm principal	0.22	Debt	Long	France
COF Capital One Financial Corporation	13.96 mm	14.00 mm principal	0.22	Debt	Long	USA
DG Dollar General Corporation	13.89 mm	14.00 mm principal	0.22	Debt	Long	USA
PROTECTIVE LIFE GLOBAL FUNDING 5.209% 04/14/2026 144A	13.89 mm	13.80 mm principal	0.22	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	13.89 mm	14.00 mm principal	0.22	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	13.88 mm	14.00 mm principal	0.22	Debt	Long	USA
MFG Mizuho Financial Group, Inc.	13.82 mm	14.00 mm principal	0.22	Debt	Long	Japan
WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028	13.82 mm	13.76 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
HSBC HSBC Holdings plc	13.80 mm	14.00 mm principal	0.22	Debt	Long	UK
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027	13.78 mm	13.78 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.51% 10/15/2026 144A	13.75 mm	13.69 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
ALLY AUTO RECEIVABLES TRUST 2024-1 5.32% 01/15/2027	13.75 mm	13.73 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026	13.73 mm	14.00 mm principal	0.22	Debt	Long	USA
KEYCORP SOFRINDX+125 05/23/2025	13.67 mm	13.64 mm principal	0.22	Debt	Long	USA
TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A	13.61 mm	13.56 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.21% 08/16/2027	13.50 mm	13.45 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027	13.39 mm	13.40 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
BANK OF NEW YORK MELLON FRN SOFR+45 03/13/2026	13.31 mm	13.31 mm principal	0.21	Debt	Long	USA
BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026	13.09 mm	13.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
HYUNDAI AUTO RECEIVABLES TR 2024-A 5.29% 04/15/2027	13.06 mm	13.02 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
CVS CVS Health Corporation	13.04 mm	13.08 mm principal	0.21	Debt	Long	USA
AMGN Amgen Inc.	13.01 mm	13.00 mm principal	0.21	Debt	Long	USA
BANK OF AMERICA CORPORATION 3.366%/VAR 01/23/2026	12.97 mm	13.00 mm principal	0.21	Debt	Long	USA
BERKSHIRE HATHAWAY ENERGY COMPANY 3.5% 02/01/2025	12.96 mm	13.00 mm principal	0.21	Debt	Long	USA
D Dominion Energy, Inc.	12.94 mm	13.00 mm principal	0.21	Debt	Long	USA
ENB Enbridge Inc.	12.93 mm	13.00 mm principal	0.21	Debt	Long	Canada
Cigna Holding Co	12.93 mm	13.00 mm principal	0.21	Debt	Long	USA
RCI Rogers Communications Inc.	12.92 mm	13.00 mm principal	0.21	Debt	Long	Canada
HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A	12.91 mm	12.87 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
SCHW The Charles Schwab Corporation	12.78 mm	12.80 mm principal	0.20	Debt	Long	USA
CANADIAN PAC RY CO 2.9% 02/01/2025	12.76 mm	12.80 mm principal	0.20	Debt	Long	Canada
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 A2B SOFR30A+65 03/16/2027	12.72 mm	12.71 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
FORDO 2024-B 5.4% 04/15/2027	12.72 mm	12.66 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	12.52 mm	13.00 mm principal	0.20	Debt	Long	USA
VERIZON MASTER TRUST STEP 01/22/2029	12.52 mm	12.60 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
IFF International Flavors & Fragrances Inc.	12.51 mm	12.90 mm principal	0.20	Debt	Long	USA