Fidelity Total Bond ETF

Fund Profile

Fund profile

Tickers

FBND

Fund manager

Fidelity Merrimack Street Trust

Total assets

$21.77 bn

Liabilities

$5.12 bn

Net assets

$16.64 bn

Number of holdings

4.18 k

FBND stock data

1M 3M 6M 1Y

Top 200 of 4178 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	1.27 bn	1.27 bn shares	7.61	Short-term investment vehicle	Long	USA
UST NOTES 3.625% 08/31/2029	766.23 mm	781.81 mm principal	4.60	Debt	Long	USA
UST NOTES 3.75% 08/31/2031	518.53 mm	530.53 mm principal	3.12	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	506.02 mm	631.17 mm principal	3.04	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	440.93 mm	451.44 mm principal	2.65	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	341.35 mm	350.30 mm principal	2.05	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	337.95 mm	330.37 mm principal	2.03	Debt	Long	USA
UST NOTES 4.625% 04/30/2029	303.27 mm	297.13 mm principal	1.82	Debt	Long	USA
UST NOTES 3.875% 12/31/2029	296.84 mm	300.00 mm principal	1.78	Debt	Long	USA
UST NOTES 3.5% 09/30/2029	274.42 mm	281.70 mm principal	1.65	Debt	Long	USA
UST NOTES 4.25% 11/15/2034	269.21 mm	268.00 mm principal	1.62	Debt	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	266.60 mm	318.45 mm principal	1.60	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	266.55 mm	272.56 mm principal	1.60	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	232.11 mm	223.28 mm principal	1.39	Debt	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	220.28 mm	274.43 mm principal	1.32	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	194.31 mm	192.30 mm principal	1.17	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 07/31/2031	190.78 mm	190.90 mm principal	1.15	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	175.84 mm	173.75 mm principal	1.06	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	171.10 mm	196.34 mm principal	1.03	Debt	Long	USA
UST NOTES 4% 02/15/2034	140.44 mm	142.59 mm principal	0.84	Debt	Long	USA
UST NOTES 4.125% 11/15/2032	140.25 mm	140.45 mm principal	0.84	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	139.81 mm	146.61 mm principal	0.84	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	138.31 mm	146.65 mm principal	0.83	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	135.58 mm	142.12 mm principal	0.81	Debt	Long	USA
GNII II 2% 12/01/2054 #TBA	134.39 mm	163.45 mm principal	0.81	ABS-mortgage backed security	Long	USA
UST NOTES 1.875% 02/15/2032	132.33 mm	154.00 mm principal	0.80	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	131.15 mm	129.39 mm principal	0.79	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	130.83 mm	129.15 mm principal	0.79	Debt	Long	USA
UST NOTES 3.625% 09/30/2031	117.66 mm	121.30 mm principal	0.71	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	112.55 mm	111.48 mm principal	0.68	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028	108.09 mm	112.48 mm principal	0.65	Debt	Long	USA
GNII II 5.5% 12/01/2054 #TBA	106.19 mm	106.05 mm principal	0.64	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029	102.97 mm	104.30 mm principal	0.62	Debt	Long	USA
GNII II 3% 12/01/2054 #TBA	96.55 mm	108.90 mm principal	0.58	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 03/31/2031	90.48 mm	90.51 mm principal	0.54	Debt	Long	USA
MS Morgan Stanley	89.73 mm	91.12 mm principal	0.54	Debt	Long	USA
UMBS 30YR 2.5% 01/01/2055 #TBA	88.82 mm	106.00 mm principal	0.53	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031	86.72 mm	88.08 mm principal	0.52	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	83.44 mm	80.30 mm principal	0.50	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	83.28 mm	82.75 mm principal	0.50	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	81.81 mm	83.70 mm principal	0.49	Debt	Long	USA
GNII II 6.5% 12/01/2054 #TBA	81.18 mm	79.85 mm principal	0.49	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/01/2054 #TBA	78.59 mm	85.98 mm principal	0.47	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	78.26 mm	80.41 mm principal	0.47	Debt	Long	USA
UST NOTES 4.625% 04/30/2031	77.47 mm	75.39 mm principal	0.47	Debt	Long	USA
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028	76.54 mm	78.74 mm principal	0.46	Debt	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	73.94 mm	81.60 mm principal	0.44	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	73.80 mm	84.70 mm principal	0.44	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	72.65 mm	72.90 mm principal	0.44	Debt	Long	USA
GNII II 2% 01/01/2055 #TBA	70.92 mm	86.18 mm principal	0.43	ABS-mortgage backed security	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030	68.67 mm	68.14 mm principal	0.41	Debt	Long	Luxembourg
GNII II 5% 12/01/2054 #TBA	68.37 mm	69.35 mm principal	0.41	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2031	65.97 mm	66.00 mm principal	0.40	Debt	Long	USA
GNII II 2.5% 12/01/2054 #TBA	65.83 mm	77.00 mm principal	0.40	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	64.20 mm	62.70 mm principal	0.39	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031	60.72 mm	61.90 mm principal	0.36	Debt	Long	USA
GNII II 4.5% 12/01/2054 #TBA	60.31 mm	62.50 mm principal	0.36	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2049	59.67 mm	78.95 mm principal	0.36	Debt	Long	USA
UST NOTES 4% 01/31/2031	59.59 mm	60.00 mm principal	0.36	Debt	Long	USA
PETROLEOS MEXICANOS 5.95% 01/28/2031	59.58 mm	69.38 mm principal	0.36	Debt	Long	Mexico
OXY Occidental Petroleum Corporation	57.08 mm	51.25 mm principal	0.34	Debt	Long	USA
BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031	55.91 mm	62.66 mm principal	0.34	Debt	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033	55.24 mm	60.41 mm principal	0.33	Debt	Long	USA
AES The AES Corporation	55.14 mm	65.06 mm principal	0.33	Debt	Long	USA
GNII II 2% 02/20/2052#MA7880	54.37 mm	66.12 mm principal	0.33	ABS-mortgage backed security	Long	USA
ET+E Energy Transfer Operating, L.P.	53.33 mm	56.52 mm principal	0.32	Debt	Long	USA
OHI Omega Healthcare Investors, Inc.	52.79 mm	61.45 mm principal	0.32	Debt	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	51.24 mm	53.35 mm principal	0.31	ABS-mortgage backed security	Long	USA
GNII II 3% 01/01/2055 #TBA	51.16 mm	57.68 mm principal	0.31	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	51.13 mm	54.35 mm principal	0.31	Debt	Long	USA
UMBS 15YR 4.5% 12/01/2039 #TBA	49.43 mm	50.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
WMB The Williams Companies, Inc.	48.29 mm	51.86 mm principal	0.29	Debt	Long	USA
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032	46.64 mm	51.69 mm principal	0.28	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 08/15/2049	46.38 mm	70.00 mm principal	0.28	Debt	Long	USA
GNII II 3.5% 01/01/2055 #TBA	44.34 mm	48.48 mm principal	0.27	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3% 08/15/2052	43.29 mm	56.14 mm principal	0.26	Debt	Long	USA
C Citigroup Inc.	43.01 mm	44.15 mm principal	0.26	Debt	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	42.83 mm	41.70 mm principal	0.26	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	42.63 mm	49.97 mm principal	0.26	Debt	Long	USA
GNII II 5.5% 01/01/2055 #TBA	41.72 mm	41.70 mm principal	0.25	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	41.07 mm	52.44 mm principal	0.25	Debt	Long	Mexico
UNITED STATES TREASURY BOND 4.375% 08/15/2043	40.16 mm	40.60 mm principal	0.24	Debt	Long	USA
FNMA 30YR 2.5% 07/01/2049#SD3738	39.95 mm	46.05 mm principal	0.24	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	39.59 mm	45.39 mm principal	0.24	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	39.40 mm	63.90 mm principal	0.24	Debt	Long	USA
FNMA 30YR 5% 11/01/2054#MA5530	39.25 mm	40.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
BAT CAPITAL CORP 4.906% 04/02/2030	37.80 mm	37.86 mm principal	0.23	Debt	Long	USA
T-MOBILE USA INC 3.875% 04/15/2030	37.46 mm	39.21 mm principal	0.23	Debt	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053	37.43 mm	44.21 mm principal	0.22	Debt	Long	USA
GNII II 4% 12/01/2054 #TBA	36.68 mm	39.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	36.57 mm	43.66 mm principal	0.22	Debt	Long	USA
PEEBLES PARK CLO LTD 24-1A A TSFR3M+150 04/21/2037 144A	36.24 mm	36.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Jersey
COF Capital One Financial Corporation	35.78 mm	35.59 mm principal	0.22	Debt	Long	USA
RR 28 LTD / RR 28 LLC TSFR3M+155 04/15/2039 144A	35.63 mm	35.40 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HCA INC 3.5% 09/01/2030	35.49 mm	38.47 mm principal	0.21	Debt	Long	USA
GNMA II 3.5% 10/20/2054#MA9961	34.75 mm	38.02 mm principal	0.21	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	33.13 mm	37.89 mm principal	0.20	Debt	Long	USA
FHLG 30YR 2% 05/51#RA5117	32.43 mm	39.92 mm principal	0.19	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	31.76 mm	31.67 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2052#FS7176	30.75 mm	35.08 mm principal	0.18	ABS-mortgage backed security	Long	USA
CRBG Corebridge Financial, Inc.	30.20 mm	31.30 mm principal	0.18	Debt	Long	USA
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A	30.09 mm	30.50 mm principal	0.18	Debt	Long	Cayman Islands
GNII II 6.5% 01/01/2055 #TBA	30.03 mm	29.55 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 11/01/2054#	29.57 mm	29.60 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 08/01/2049#SD7503	29.44 mm	31.95 mm principal	0.18	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	28.77 mm	25.74 mm principal	0.17	Debt	Long	USA
UMBS 30YR 4% 12/01/2054 #TBA	28.44 mm	30.40 mm principal	0.17	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	27.89 mm	27.28 mm principal	0.17	Debt	Long	USA
CVS CVS Health Corporation	27.56 mm	28.10 mm principal	0.17	Debt	Long	USA
ALLY Ally Financial Inc.	27.13 mm	25.63 mm principal	0.16	Debt	Long	USA
T AT&T Inc.	26.73 mm	32.44 mm principal	0.16	Debt	Long	USA
BCS Barclays PLC	26.06 mm	25.53 mm principal	0.16	Debt	Long	UK
NI NiSource Inc.	25.64 mm	27.16 mm principal	0.15	Debt	Long	USA
UMBS 30YR 6.5% 01/01/2055 #TBA	25.49 mm	24.90 mm principal	0.15	ABS-mortgage backed security	Long	USA
CRBG Corebridge Financial, Inc.	24.92 mm	26.85 mm principal	0.15	Debt	Long	USA
DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030	24.69 mm	25.00 mm principal	0.15	Debt	Long	USA
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052	24.56 mm	30.55 mm principal	0.15	Debt	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032	24.45 mm	27.56 mm principal	0.15	Debt	Long	Ireland
CEDAR FUNDING LTD 19-10A AR2 TSFR3M+136 10/20/2037 144A	23.99 mm	23.99 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SABRA HEALTH CARE LP 3.2% 12/01/2031	23.19 mm	26.49 mm principal	0.14	Debt	Long	USA
FNMA 30YR 5.5% 11/01/2054#MA5531	22.92 mm	22.95 mm principal	0.14	ABS-mortgage backed security	Long	USA
DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A	22.80 mm	25.86 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
ALLY FINL INC 8% 11/01/2031	22.73 mm	20.23 mm principal	0.14	Debt	Long	USA
BA The Boeing Company	22.73 mm	22.83 mm principal	0.14	Debt	Long	USA
DOMINOS PIZZA MASTER ISR LLC 2018-1A A2II 4.328% 07/25/2048 144A	22.37 mm	22.85 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Credit Suisse Group AG	22.17 mm	23.10 mm principal	0.13	Debt	Long	Switzerland
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A	22.13 mm	21.70 mm principal	0.13	Debt	Long	USA
FHLG 30YR 4% 02/01/2053#SD6527	21.77 mm	22.99 mm principal	0.13	ABS-mortgage backed security	Long	USA
MPLX MPLX LP	21.77 mm	24.54 mm principal	0.13	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	21.73 mm	21.56 mm principal	0.13	Debt	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	21.62 mm	21.54 mm principal	0.13	Debt	Long	USA
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030	21.51 mm	22.56 mm principal	0.13	Debt	Long	USA
WESTERN GAS PARTNERS LP STEP 02/01/2030	21.40 mm	22.53 mm principal	0.13	Debt	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	21.35 mm	22.29 mm principal	0.13	ABS-mortgage backed security	Long	USA
BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A	20.85 mm	20.71 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 09/01/2054#RJ2406	20.80 mm	21.13 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2054#	20.80 mm	20.82 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2052#MA4562	20.70 mm	25.80 mm principal	0.12	ABS-mortgage backed security	Long	USA
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031	20.47 mm	23.79 mm principal	0.12	Debt	Long	USA
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A	20.45 mm	20.40 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Blackstone Private Credit Fund	19.90 mm	20.00 mm principal	0.12	Debt	Long	USA
CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A	19.66 mm	19.64 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	19.62 mm	19.32 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	19.40 mm	29.70 mm principal	0.12	Debt	Long	USA
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A	19.30 mm	22.50 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A	19.24 mm	19.21 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VICI PROPERTIES LP 4.75% 02/15/2028	19.01 mm	19.13 mm principal	0.11	Debt	Long	USA
LOW Lowe's Companies, Inc.	18.95 mm	20.32 mm principal	0.11	Debt	Long	USA
GNII II 2.5% 05/20/2052#MA8042	18.75 mm	21.92 mm principal	0.11	ABS-mortgage backed security	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	18.68 mm	18.70 mm principal	0.11	ABS-mortgage backed security	Long	USA
CNC Centene Corporation	18.58 mm	20.63 mm principal	0.11	Debt	Long	USA
FNMA 30YR 2.5% 01/01/2052#FP0069	18.47 mm	21.95 mm principal	0.11	ABS-mortgage backed security	Long	USA
CELANESE US HLDGS LLC 6.8% 11/15/2030	18.34 mm	17.42 mm principal	0.11	Debt	Long	USA
GNII II 2.5% 04/20/2052#	18.21 mm	21.29 mm principal	0.11	ABS-mortgage backed security	Long	USA
FORD MTR CR CO LLC 7.122% 11/07/2033	17.74 mm	16.50 mm principal	0.11	Debt	Long	USA
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059	17.72 mm	16.39 mm principal	0.11	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	17.51 mm	20.55 mm principal	0.11	ABS-mortgage backed security	Long	USA
UBS GROUP AG 5.428%/VAR 02/08/2030 144A	17.39 mm	17.10 mm principal	0.10	Debt	Long	Switzerland
T-MOBILE USA INC 2.25% 11/15/2031	17.30 mm	20.46 mm principal	0.10	Debt	Long	USA
FNMA 30YR 2.5% 01/01/2052#CB2629	17.07 mm	20.19 mm principal	0.10	ABS-mortgage backed security	Long	USA
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A	16.79 mm	16.74 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA 15YR 2.5% 09/01/2036#CB1756	16.59 mm	17.91 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 01/01/2050#FS3728	16.55 mm	17.73 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	16.15 mm	19.62 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	16.05 mm	26.95 mm principal	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2053	15.87 mm	15.00 mm principal	0.10	Debt	Long	USA
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A	15.85 mm	15.35 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
Fidelity Securities Lending Cash Central Fund	15.85 mm	15.85 mm shares	0.10	Short-term investment vehicle	Long	USA
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033	15.60 mm	15.78 mm principal	0.09	Debt	Long	USA
FNMA 30YR 5% 12/01/2054#MA5552	15.51 mm	15.80 mm principal	0.09	ABS-mortgage backed security	Long	USA
DNKN 2017-1A A2II 4.03% 11/20/2047 144A	15.49 mm	15.96 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	15.21 mm	15.50 mm principal	0.09	ABS-mortgage backed security	Long	USA
MADISON PARK FUNDING 2015 19A AR3 TSFR3M+160 01/22/2037 144A	14.97 mm	14.87 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A	14.93 mm	14.34 mm principal	0.09	Debt	Long	USA
FNMA 30YR 3% 02/01/2052#FS0898	14.92 mm	17.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
TOYOTA AUTO LN EXTD NT TR 2021-1 1.07% 02/27/2034 144A	14.55 mm	15.20 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
Ares Strategic Income Fund	14.52 mm	14.47 mm principal	0.09	Debt	Long	USA
BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035	14.38 mm	14.00 mm principal	0.09	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	14.29 mm	14.63 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.203% 02/25/2031	14.27 mm	13.80 mm principal	0.09	ABS-mortgage backed security	Long	USA
MPLX MPLX LP	14.18 mm	14.38 mm principal	0.09	Debt	Long	USA
VICI PROPERTIES LP 4.95% 02/15/2030	14.02 mm	14.18 mm principal	0.08	Debt	Long	USA
HESS CORP 7.125% 03/15/2033	13.84 mm	12.19 mm principal	0.08	Debt	Long	USA
FHLG 30YR 5.5% 11/01/2052#SD3410	13.80 mm	13.64 mm principal	0.08	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 6.25% 05/15/2030	13.69 mm	12.40 mm principal	0.08	Debt	Long	USA
FNMA 30YR 6.5% 01/01/2054#CB7801	13.67 mm	13.20 mm principal	0.08	ABS-mortgage backed security	Long	USA
ENERGY TRANSFER LP 5.4% 10/01/2047	13.63 mm	14.49 mm principal	0.08	Debt	Long	USA
BCS Barclays PLC	13.54 mm	12.90 mm principal	0.08	Debt	Long	UK
RRAM 2022-24A A1AR TSFR3M+173 01/15/2036 144A	13.50 mm	13.50 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Bermuda
RRAM 2022-24A TSFR3M+131 01/15/2037 144A	13.50 mm	13.50 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Bermuda
MORGAN STANLEY 4.889%/VAR 07/20/2033	13.40 mm	13.54 mm principal	0.08	Debt	Long	USA
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	13.17 mm	13.13 mm principal	0.08	ABS-mortgage backed security	Long	USA
GNMA II 4% 10/20/2052#MA8346	13.15 mm	13.96 mm principal	0.08	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A	12.93 mm	12.89 mm principal	0.08	ABS-mortgage backed security	Long	USA
CEDAR FUNDING LTD 24-18A A TSFR3M+155 04/23/2037 144A	12.59 mm	12.50 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Jersey
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028	12.48 mm	12.10 mm principal	0.07	Debt	Long	Ireland
GNII II 3.5% 11/20/2054#MB0022	12.48 mm	13.65 mm principal	0.07	ABS-mortgage backed security	Long	USA
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A	12.45 mm	12.26 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FHLG 15YR 5.5% 07/01/2039#SB8315	12.45 mm	12.30 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 05/01/2042#FS4603	12.42 mm	14.56 mm principal	0.07	ABS-mortgage backed security	Long	USA