Fidelity Total Bond K6 Fund

Fund Profile

Fund profile

Tickers

FTKFX

Fund manager

Fidelity Government Income Fund

Total assets

$6.79 bn

Liabilities

$1.37 bn

Net assets

$5.42 bn

Number of holdings

4.19 k

Top 200 of 4189 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	332.84 mm	332.77 mm shares	6.14	Short-term investment vehicle	Long	USA
Fidelity Floating Rate Central Fund	243.36 mm	2.49 mm shares	4.49	Common equity	Long	USA
UST NOTES 4.25% 06/30/2031	205.26 mm	200.01 mm principal	3.79	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	177.70 mm	177.01 mm principal	3.28	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	165.63 mm	161.52 mm principal	3.05	Debt	Long	USA
UMBS 30YR 2% 09/01/2054 #TBA	161.35 mm	197.28 mm principal	2.98	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 04/30/2031	153.99 mm	147.00 mm principal	2.84	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	149.53 mm	144.30 mm principal	2.76	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	138.21 mm	132.20 mm principal	2.55	Debt	Long	USA
UST NOTES 3.75% 12/31/2028	125.18 mm	125.19 mm principal	2.31	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	112.90 mm	105.64 mm principal	2.08	Debt	Long	USA
UST NOTES 4% 07/31/2029	101.17 mm	100.00 mm principal	1.87	Debt	Long	USA
UST NOTES 4.125% 03/31/2031	81.80 mm	80.32 mm principal	1.51	Debt	Long	USA
UST NOTES 4.125% 07/31/2031	73.33 mm	72.00 mm principal	1.35	Debt	Long	USA
UMBS 30YR 2% 10/01/2054 #TBA	72.85 mm	88.95 mm principal	1.34	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 09/01/2054 #TBA	71.05 mm	83.35 mm principal	1.31	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 04/30/2029	68.50 mm	66.03 mm principal	1.26	Debt	Long	USA
UST NOTES 4% 02/15/2034	60.22 mm	59.85 mm principal	1.11	Debt	Long	USA
UMBS 30YR 6% 09/01/2054 #TBA	59.93 mm	58.85 mm principal	1.11	ABS-mortgage backed security	Long	USA
GNII II 6% 09/01/2054 #TBA	53.16 mm	52.40 mm principal	0.98	ABS-mortgage backed security	Long	USA
UMBS 30YR 5.5% 09/01/2054 #TBA	52.96 mm	52.60 mm principal	0.98	ABS-mortgage backed security	Long	USA
Fidelity Securities Lending Cash Central Fund	48.77 mm	48.76 mm shares	0.90	Short-term investment vehicle	Long	USA
UMBS 30YR 6.5% 09/01/2054 #TBA	46.87 mm	45.53 mm principal	0.86	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 08/15/2033	40.53 mm	40.62 mm principal	0.75	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	35.38 mm	35.51 mm principal	0.65	Debt	Long	USA
GNII II 3% 09/01/2054 #TBA	33.78 mm	37.35 mm principal	0.62	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 12/31/2030	32.92 mm	33.02 mm principal	0.61	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	32.09 mm	32.68 mm principal	0.59	Debt	Long	USA
GNII II 2% 09/01/2054 #TBA	29.80 mm	35.40 mm principal	0.55	ABS-mortgage backed security	Long	USA
GNII II 5.5% 09/01/2054 #TBA	29.69 mm	29.50 mm principal	0.55	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2052#MA7880	28.06 mm	33.35 mm principal	0.52	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 02/28/2029	27.17 mm	26.60 mm principal	0.50	Debt	Long	USA
UMBS 30YR 2.5% 10/01/2054 #TBA	27.01 mm	31.65 mm principal	0.50	ABS-mortgage backed security	Long	USA
GNII II 3.5% 09/01/2054 #TBA	26.85 mm	28.85 mm principal	0.50	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/31/2031	25.27 mm	25.00 mm principal	0.47	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	24.42 mm	38.51 mm principal	0.45	Debt	Long	USA
PETROLEOS MEXICANOS 5.95% 01/28/2031	24.38 mm	29.47 mm principal	0.45	Debt	Long	Mexico
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032	24.32 mm	27.82 mm principal	0.45	Debt	Long	USA
UMBS 30YR 3% 09/01/2054 #TBA	22.92 mm	25.85 mm principal	0.42	ABS-mortgage backed security	Long	USA
GNII II 6% 10/01/2054 #TBA	22.16 mm	21.85 mm principal	0.41	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	21.40 mm	34.88 mm principal	0.39	Debt	Long	USA
GNII II 6.5% 09/01/2054 #TBA	20.83 mm	20.40 mm principal	0.38	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	20.15 mm	19.48 mm principal	0.37	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	19.11 mm	24.72 mm principal	0.35	Debt	Long	USA
PEEBLES PARK CLO LTD 24-1A A TSFR3M+150 04/21/2037 144A	18.07 mm	18.00 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Jersey
RR 28 LTD / RR 28 LLC TSFR3M+155 04/15/2039 144A	17.83 mm	17.80 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNII II 5% 09/01/2054 #TBA	17.69 mm	17.73 mm principal	0.33	ABS-mortgage backed security	Long	USA
GNII II 5% 10/01/2054 #TBA	17.66 mm	17.73 mm principal	0.33	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	17.16 mm	19.12 mm principal	0.32	Debt	Long	USA
UMBS 15YR 5.5% 09/01/2039 #TBA	16.25 mm	16.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	16.21 mm	24.09 mm principal	0.30	Debt	Long	USA
C Citigroup Inc.	16.14 mm	16.22 mm principal	0.30	Debt	Long	USA
GNII II 5.5% 10/01/2054 #TBA	15.67 mm	15.58 mm principal	0.29	ABS-mortgage backed security	Long	USA
BlackRock, Inc.	15.31 mm	410.73 k shares	0.28	Common equity	Long	USA
UMBS 15YR 5% 09/01/2039 #TBA	15.31 mm	15.20 mm principal	0.28	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034	14.44 mm	14.00 mm principal	0.27	Debt	Long	USA
Broadcom Pte. Ltd.	14.28 mm	17.03 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 02/15/2047	14.22 mm	17.65 mm principal	0.26	Debt	Long	USA
GNII II 2.5% 09/01/2054 #TBA	13.98 mm	16.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	13.81 mm	15.40 mm principal	0.25	Debt	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	13.47 mm	13.32 mm principal	0.25	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	12.76 mm	12.57 mm principal	0.24	Debt	Long	USA
UMBS 30YR 3% 10/01/2054 #TBA	12.60 mm	14.20 mm principal	0.23	ABS-mortgage backed security	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	12.36 mm	12.52 mm principal	0.23	ABS-mortgage backed security	Long	USA
GNII II 2.5% 05/20/2052#MA8042	11.93 mm	13.66 mm principal	0.22	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	11.92 mm	11.95 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 09/01/2039 #TBA	11.78 mm	13.03 mm principal	0.22	ABS-mortgage backed security	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034	11.46 mm	11.00 mm principal	0.21	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	11.30 mm	10.86 mm principal	0.21	Debt	Long	USA
BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034	11.28 mm	11.00 mm principal	0.21	Debt	Long	USA
GNII II 2.5% 04/20/2052#	11.27 mm	12.90 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	11.19 mm	11.53 mm principal	0.21	ABS-mortgage backed security	Long	USA
DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A	10.98 mm	12.33 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
MORGAN STANLEY 4.889%/VAR 07/20/2033	10.92 mm	10.95 mm principal	0.20	Debt	Long	USA
Credit Suisse Group AG	10.85 mm	10.00 mm principal	0.20	Debt	Long	Switzerland
GNII II 3% 10/01/2054 #TBA	10.68 mm	11.80 mm principal	0.20	ABS-mortgage backed security	Long	USA
BAT CAPITAL CORP 6% 02/20/2034	10.54 mm	10.00 mm principal	0.19	Debt	Long	USA
GNII II 4% 09/01/2054 #TBA	10.13 mm	10.60 mm principal	0.19	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028	9.95 mm	10.00 mm principal	0.18	Debt	Long	USA
ET Energy Transfer LP	9.84 mm	9.00 mm principal	0.18	Debt	Long	USA
FNMA 30YR 2.5% 01/01/2052#FP0069	9.80 mm	11.45 mm principal	0.18	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034	9.57 mm	9.00 mm principal	0.18	Debt	Long	USA
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A	9.43 mm	9.42 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLG 30YR 2% 03/01/2051#SD4957	9.39 mm	11.38 mm principal	0.17	ABS-mortgage backed security	Long	USA
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	9.37 mm	9.13 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033	9.28 mm	9.23 mm principal	0.17	Debt	Long	USA
BCS Barclays PLC	9.11 mm	8.58 mm principal	0.17	Debt	Long	UK
PETROLEOS MEXICANOS 6.75% 09/21/2047	9.08 mm	13.34 mm principal	0.17	Debt	Long	Mexico
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A	8.83 mm	8.45 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
OXY Occidental Petroleum Corporation	8.62 mm	8.00 mm principal	0.16	Debt	Long	USA
CRBG Corebridge Financial, Inc.	8.56 mm	9.24 mm principal	0.16	Debt	Long	USA
UMBS 30YR 4% 09/01/2054 #TBA	8.49 mm	8.95 mm principal	0.16	ABS-mortgage backed security	Long	USA
OHI Omega Healthcare Investors, Inc.	8.49 mm	10.03 mm principal	0.16	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	8.45 mm	9.92 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	8.45 mm	9.70 mm principal	0.16	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	8.35 mm	8.30 mm principal	0.15	Debt	Long	USA
FNMA 20YR 2.5% 09/01/2042#FS6944	8.29 mm	9.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	8.23 mm	11.40 mm principal	0.15	Debt	Long	USA
FNMA 30YR 2.5% 01/01/2052#CB2629	8.20 mm	9.51 mm principal	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	8.18 mm	11.77 mm principal	0.15	Debt	Long	USA
COF Capital One Financial Corporation	8.17 mm	7.24 mm principal	0.15	Debt	Long	USA
HCA INC 3.5% 09/01/2030	8.12 mm	8.71 mm principal	0.15	Debt	Long	USA
T-MOBILE USA INC 5.05% 07/15/2033	8.10 mm	8.00 mm principal	0.15	Debt	Long	USA
GNII II 2% 10/20/2050#MA6930	8.02 mm	9.52 mm principal	0.15	ABS-mortgage backed security	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	7.99 mm	8.09 mm principal	0.15	ABS-mortgage backed security	Long	USA
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A	7.94 mm	9.24 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
AES The AES Corporation	7.82 mm	8.29 mm principal	0.14	Debt	Long	USA
UMBS 30YR 3.5% 09/01/2054 #TBA	7.71 mm	8.38 mm principal	0.14	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033	7.67 mm	7.71 mm principal	0.14	Debt	Long	USA
EXC Exelon Corporation	7.67 mm	7.87 mm principal	0.14	Debt	Long	USA
FHLG 20YR 2% 04/01/2042#SC0481	7.58 mm	8.74 mm principal	0.14	ABS-mortgage backed security	Long	USA
MADISON PARK FUNDING 2015 19A AR3 TSFR3M+160 01/22/2037 144A	7.37 mm	7.33 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Broadcom Pte. Ltd.	7.35 mm	8.42 mm principal	0.14	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	7.32 mm	8.27 mm principal	0.13	Debt	Long	USA
WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034	7.31 mm	7.13 mm principal	0.13	Debt	Long	USA
MORGAN STANLEY 5.424%/VAR 07/21/2034	7.19 mm	7.00 mm principal	0.13	Debt	Long	USA
CEDAR FUNDING LTD 24-18A A TSFR3M+155 04/23/2037 144A	7.14 mm	7.10 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Jersey
FNMA 30YR 3.5% 01/01/2050#FS3728	7.13 mm	7.51 mm principal	0.13	ABS-mortgage backed security	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033	7.07 mm	6.91 mm principal	0.13	Debt	Long	Luxembourg
UST NOTES 4% 06/30/2028	7.06 mm	7.00 mm principal	0.13	Debt	Long	USA
RRAM 2022-24A A1AR TSFR3M+173 01/15/2036 144A	7.03 mm	7.00 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Bermuda
T AT&T Inc.	6.91 mm	8.34 mm principal	0.13	Debt	Long	USA
DUK Duke Energy Corporation	6.82 mm	7.00 mm principal	0.13	Debt	Long	USA
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	6.73 mm	6.74 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 11/01/2050#SD7527	6.73 mm	8.06 mm principal	0.12	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029	6.71 mm	6.50 mm principal	0.12	Debt	Long	USA
JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029	6.67 mm	6.50 mm principal	0.12	Debt	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034	6.54 mm	6.31 mm principal	0.12	Debt	Long	USA
VICI PROPERTIES LP 5.125% 05/15/2032	6.41 mm	6.49 mm principal	0.12	Debt	Long	USA
MORGAN STANLEY 5.831%/VAR 4/19/2035	6.35 mm	6.00 mm principal	0.12	Debt	Long	USA
CELANESE US HLDGS LLC 6.379% 07/15/2032	6.34 mm	6.00 mm principal	0.12	Debt	Long	USA
BA The Boeing Company	6.29 mm	6.30 mm principal	0.12	Debt	Long	USA
C Citigroup Inc.	6.27 mm	6.31 mm principal	0.12	Debt	Long	USA
MORGAN STANLEY 5.164/VAR 04/20/2029	6.11 mm	6.00 mm principal	0.11	Debt	Long	USA
FHLG 30YR 2% 05/51#RA5117	6.11 mm	7.36 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0898	6.10 mm	6.83 mm principal	0.11	ABS-mortgage backed security	Long	USA
AASET 2021-1 TR 2.95% 11/16/2041 144A	6.09 mm	6.55 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
BA The Boeing Company	6.05 mm	5.74 mm principal	0.11	Debt	Long	USA
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A	6.02 mm	5.81 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 4.5% 10/01/2052#MA4784	6.00 mm	6.16 mm principal	0.11	ABS-mortgage backed security	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032	5.94 mm	6.96 mm principal	0.11	Debt	Long	Luxembourg
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033	5.93 mm	6.53 mm principal	0.11	Debt	Long	USA
FNMA 30YR 5.5% 04/01/2054#CB8330	5.89 mm	5.84 mm principal	0.11	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	5.86 mm	6.03 mm principal	0.11	Debt	Long	USA
ESSEX PORTFOLIO LP 5.5% 04/01/2034	5.83 mm	5.68 mm principal	0.11	Debt	Long	USA
WESTERN GAS PARTNERS LP STEP 02/01/2030	5.74 mm	6.00 mm principal	0.11	Debt	Long	USA
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A	5.74 mm	6.29 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 05/15/2040	5.72 mm	8.83 mm principal	0.11	Debt	Long	USA
SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032	5.66 mm	6.10 mm principal	0.10	Debt	Long	USA
DRYDEN 2022-108A A1R CLO LTD / DRYDEN 2022-108A A1R CLO LLC TSFR3M+136 07/18/2037 144A	5.61 mm	5.61 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Jersey
OHI Omega Healthcare Investors, Inc.	5.53 mm	6.20 mm principal	0.10	Debt	Long	USA
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029	5.48 mm	5.50 mm principal	0.10	Debt	Long	USA
CVS CVS Health Corporation	5.42 mm	5.33 mm principal	0.10	Debt	Long	USA
MPLX MPLX LP	5.41 mm	5.46 mm principal	0.10	Debt	Long	USA
MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051	5.35 mm	5.49 mm principal	0.10	ABS-mortgage backed security	Long	USA
CNQ Canadian Natural Resources Limited	5.26 mm	5.40 mm principal	0.10	Debt	Long	Canada
FNMA 20YR 2% 02/01/2042#MA4540	5.26 mm	6.10 mm principal	0.10	ABS-mortgage backed security	Long	USA
DB MASTER FIN LLC 4.352% 05/20/2049	5.25 mm	5.41 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
COF Capital One Financial Corporation	5.23 mm	5.00 mm principal	0.10	Debt	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032	5.22 mm	5.87 mm principal	0.10	Debt	Long	Ireland
UST NOTES 2.875% 04/30/2029	5.21 mm	5.41 mm principal	0.10	Debt	Long	USA
HUM Humana Inc.	5.19 mm	5.07 mm principal	0.10	Debt	Long	USA
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A	5.18 mm	5.04 mm principal	0.10	Debt	Long	USA
JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035	5.15 mm	5.00 mm principal	0.09	Debt	Long	USA
UBS GROUP AG 5.4280/VAR 02/08/2030 144A	5.12 mm	5.00 mm principal	0.09	Debt	Long	Switzerland
FNMA 30YR 4% 09/01/2046#FS2334	5.12 mm	5.25 mm principal	0.09	ABS-mortgage backed security	Long	USA
BlackRock Fund Advisors	5.11 mm	64.35 k shares	0.09	Common equity	Long	USA
DEUTSCHE BANK AG NEW YORK BNCH 5.882/VAR 07/08/2031	5.07 mm	5.00 mm principal	0.09	Debt	Long	USA
FNMA 30YR 5.5% 08/01/2054#CB9059	5.04 mm	5.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
OAK HILL CREDIT PARTNERS TSFR3M+135 07/20/2037 144A	5.03 mm	5.03 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE and CO 4.323/VAR 04/26/2028	4.98 mm	5.00 mm principal	0.09	Debt	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027	4.94 mm	4.75 mm principal	0.09	Debt	Long	Ireland
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	4.90 mm	4.92 mm principal	0.09	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 A4 4.0299% 08/15/2051	4.90 mm	5.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A	4.89 mm	4.70 mm principal	0.09	Debt	Long	Cayman Islands
FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047	4.80 mm	5.27 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A	4.74 mm	4.74 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BENCHMARK 2021-B29 MORTGAGE TRUST 2.205% 09/15/2054	4.70 mm	5.20 mm principal	0.09	ABS-mortgage backed security	Long	USA
SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A	4.69 mm	4.75 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 09/01/2052#CB4599	4.67 mm	5.08 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 09/01/2053#CB7399	4.63 mm	4.49 mm principal	0.09	ABS-mortgage backed security	Long	USA
ALLEGRO CLO XII LTD TSFR3M+144 07/21/2037 144A	4.62 mm	4.62 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OXY Occidental Petroleum Corporation	4.62 mm	4.00 mm principal	0.09	Debt	Long	USA
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A	4.62 mm	4.56 mm principal	0.09	Debt	Long	USA
FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A	4.62 mm	4.61 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030	4.58 mm	5.00 mm principal	0.08	Debt	Long	USA
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A	4.57 mm	4.55 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Jersey
GS The Goldman Sachs Group, Inc.	4.55 mm	4.66 mm principal	0.08	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2% 08/15/2048	4.54 mm	5.28 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029	4.49 mm	4.77 mm principal	0.08	Debt	Long	USA
GNII II 2% 10/01/2054 #TBA	4.43 mm	5.25 mm principal	0.08	ABS-mortgage backed security	Long	USA
BX TRUST 0.8% 06/15/2023 144A	4.42 mm	4.47 mm principal	0.08	ABS-mortgage backed security	Long	USA
DFS Discover Financial Services	4.37 mm	4.38 mm principal	0.08	Debt	Long	USA
C Citigroup Inc.	4.35 mm	4.37 mm principal	0.08	Debt	Long	USA
CSAIL 2019-C15 COML MTG TR 4.0529% 03/15/2052	4.33 mm	4.48 mm principal	0.08	ABS-mortgage backed security	Long	USA
FORD MTR CR CO LLC 7.122% 11/07/2033	4.32 mm	4.00 mm principal	0.08	Debt	Long	USA
SABRA HEALTH CARE LP 3.2% 12/01/2031	4.31 mm	4.97 mm principal	0.08	Debt	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	4.31 mm	4.31 mm principal	0.08	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A	4.31 mm	4.33 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 02/01/2052#CB2765	4.28 mm	5.20 mm principal	0.08	ABS-mortgage backed security	Long	USA