Strategic Advisers Fidelity Core Income Fund

Fund Profile

Fund profile

Tickers

FIWGX

Fund manager

Fidelity Rutland Square Trust II

Total assets

$86.93 bn

Liabilities

$16.42 bn

Net assets

$70.50 bn

Number of holdings

6.23 k

Top 200 of 6226 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Sai Total Bond Fund	16.38 bn	1.80 bn shares	23.23	Common equity	Long	USA
Fidelity Sai Us Treasury Bond Index Fund	6.11 bn	693.55 mm shares	8.67	Common equity	Long	USA
FIDELITY SAI INTERMEDIATE TREASURY BOND INDEX FUND	2.78 bn	286.96 mm shares	3.95	Common equity	Long	USA
Fidelity Sai Long-Term Treasury Bond Index Fund	2.55 bn	355.69 mm shares	3.62	Common equity	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	1.42 bn	1.78 bn principal	2.02	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	1.36 bn	1.36 bn shares	1.93	Short-term investment vehicle	Long	USA
GNII II 6% 12/01/2054 #TBA	1.32 bn	1.31 bn principal	1.87	ABS-mortgage backed security	Long	USA
FIDELITY REAL ESTATE INCOME FUNDZ	1.26 bn	102.32 mm shares	1.78	Common equity	Long	USA
Fidelity Advisor New Markets Income Fund - Class Z	1.18 bn	91.74 mm shares	1.67	Common equity	Long	USA
UST NOTES 3.875% 08/15/2034	1.03 bn	1.06 bn principal	1.46	Debt	Long	USA
FIDELITY ADVISOR FLOATING RATE HIGH INCOME FUNDZ	925.99 mm	99.25 mm shares	1.31	Common equity	Long	USA
UST NOTES 4.125% 07/31/2031	902.67 mm	903.23 mm principal	1.28	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	790.31 mm	782.73 mm principal	1.12	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	702.22 mm	874.83 mm principal	1.00	ABS-mortgage backed security	Long	USA
Fidelity SAI International Credit Fund	662.53 mm	61.57 mm shares	0.94	Common equity	Long	USA
GNII II 3% 12/01/2054 #TBA	653.62 mm	737.25 mm principal	0.93	ABS-mortgage backed security	Long	USA
GNII II 2% 12/01/2054 #TBA	636.91 mm	774.65 mm principal	0.90	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 11/15/2033	613.93 mm	600.17 mm principal	0.87	Debt	Long	USA
GNII II 5.5% 12/01/2054 #TBA	577.84 mm	577.08 mm principal	0.82	ABS-mortgage backed security	Long	USA
FIDELITY SAI SHORT-TERM BOND FUND	486.74 mm	50.13 mm shares	0.69	Common equity	Long	USA
UST NOTES 3.5% 01/31/2030	459.52 mm	472.80 mm principal	0.65	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	453.63 mm	463.85 mm principal	0.64	Debt	Long	USA
UST NOTES 4% 02/28/2030	418.75 mm	420.90 mm principal	0.59	Debt	Long	USA
FIMM MM Government Portfolio - Instl Cl	409.99 mm	409.99 mm shares	0.58	Common equity	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	405.36 mm	424.90 mm principal	0.57	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	396.99 mm	392.28 mm principal	0.56	ABS-mortgage backed security	Long	USA
GNII II 2% 01/01/2055 #TBA	395.62 mm	480.73 mm principal	0.56	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 09/30/2031	391.15 mm	403.25 mm principal	0.55	Debt	Long	USA
UNITED STATES TREASURY BOND 2.375% 05/15/2051	351.75 mm	520.73 mm principal	0.50	Debt	Long	USA
GNII II 3% 01/01/2055 #TBA	346.33 mm	390.43 mm principal	0.49	ABS-mortgage backed security	Long	USA
Fidelity U.S. Bond Index Fund	343.20 mm	32.94 mm shares	0.49	Common equity	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	308.02 mm	300.83 mm principal	0.44	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	307.42 mm	409.40 mm principal	0.44	Debt	Long	USA
GNII II 3.5% 12/01/2054 #TBA	299.29 mm	327.40 mm principal	0.42	ABS-mortgage backed security	Long	USA
FIDELITY SAI INFLATION-PROTECTED BOND INDEX FUND	286.39 mm	28.50 mm shares	0.41	Common equity	Long	USA
GNII II 3.5% 01/01/2055 #TBA	282.96 mm	309.38 mm principal	0.40	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 02/15/2033	278.95 mm	292.52 mm principal	0.40	Debt	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	272.31 mm	312.52 mm principal	0.39	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	265.87 mm	293.40 mm principal	0.38	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 05/31/2030	263.82 mm	268.62 mm principal	0.37	Debt	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	251.75 mm	256.54 mm principal	0.36	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 07/31/2028	233.51 mm	233.50 mm principal	0.33	Debt	Long	USA
FHLG 30YR 1.5% 04/01/2051#SD8139	216.11 mm	282.83 mm principal	0.31	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	213.35 mm	244.82 mm principal	0.30	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	213.22 mm	205.20 mm principal	0.30	Debt	Long	USA
GNII II 5.5% 01/01/2055 #TBA	208.65 mm	208.53 mm principal	0.30	ABS-mortgage backed security	Long	USA
UST NOTES 3.375% 05/15/2033	208.62 mm	221.20 mm principal	0.30	Debt	Long	USA
GNII II 5% 12/01/2054 #TBA	205.77 mm	208.70 mm principal	0.29	ABS-mortgage backed security	Long	USA
GNII II 6.5% 12/01/2054 #TBA	205.43 mm	202.05 mm principal	0.29	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 12/31/2027	197.60 mm	198.98 mm principal	0.28	Debt	Long	USA
GNII II 4.5% 12/01/2054 #TBA	190.97 mm	197.90 mm principal	0.27	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 08/31/2030	188.03 mm	188.03 mm principal	0.27	Debt	Long	USA
FIDELITY SAI HIGH INCOME FUND	171.57 mm	18.47 mm shares	0.24	Common equity	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	168.57 mm	172.59 mm principal	0.24	Debt	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	161.00 mm	167.63 mm principal	0.23	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 09/30/2030	160.02 mm	156.00 mm principal	0.23	Debt	Long	USA
GNII II 2.5% 05/20/2052#MA8042	155.76 mm	182.10 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	149.35 mm	178.40 mm principal	0.21	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 11/15/2034	145.80 mm	145.14 mm principal	0.21	Debt	Long	USA
UST NOTES 3.5% 04/30/2030	139.39 mm	143.60 mm principal	0.20	Debt	Long	USA
UST NOTES 1.875% 02/28/2029	137.07 mm	150.00 mm principal	0.19	Debt	Long	USA
UST NOTES 3.875% 12/31/2029	133.58 mm	135.00 mm principal	0.19	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2053	126.98 mm	120.00 mm principal	0.18	Debt	Long	USA
GNII II 2% 10/20/2050#MA6930	126.57 mm	153.75 mm principal	0.18	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 11/15/2032	125.52 mm	125.70 mm principal	0.18	Debt	Long	USA
UST NOTES 4.625% 09/30/2028	121.09 mm	119.00 mm principal	0.17	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	120.03 mm	122.85 mm principal	0.17	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	114.23 mm	125.85 mm principal	0.16	Debt	Long	USA
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033	112.35 mm	112.45 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	107.18 mm	103.10 mm principal	0.15	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	106.87 mm	105.44 mm principal	0.15	Debt	Long	USA
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033	105.30 mm	106.51 mm principal	0.15	Debt	Long	USA
UST NOTES 4.375% 08/31/2028	104.88 mm	104.00 mm principal	0.15	Debt	Long	USA
GNMA II 3.5% 10/20/2054#MA9961	99.00 mm	108.32 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 10/01/2054#SD8469	98.70 mm	98.81 mm principal	0.14	ABS-mortgage backed security	Long	USA
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A	94.41 mm	94.11 mm principal	0.13	Debt	Long	Italy
GNII II 3.5% 11/20/2054#MB0022	94.07 mm	102.92 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNMA II 4.5% 04/20/2053#MA8799	92.01 mm	95.24 mm principal	0.13	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	89.80 mm	89.55 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	83.10 mm	81.58 mm principal	0.12	Debt	Long	USA
FIDELITY SAI SHORT-TERM TREASURY BOND INDEX FUND	78.87 mm	7.98 mm shares	0.11	Common equity	Long	USA
UMBS 15YR 5% 12/01/2039 #TBA	77.11 mm	76.95 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 02/28/2031	76.67 mm	76.18 mm principal	0.11	Debt	Long	USA
GNII II 6.5% 01/01/2055 #TBA	75.97 mm	74.75 mm principal	0.11	ABS-mortgage backed security	Long	USA
HES Hess Corporation	74.50 mm	72.98 mm principal	0.11	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029	73.66 mm	80.22 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	73.42 mm	76.66 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 05/31/2031	73.41 mm	71.43 mm principal	0.10	Debt	Long	USA
UST NOTES 4% 01/15/2027	73.11 mm	73.37 mm principal	0.10	Debt	Long	USA
UST NOTES 4.625% 10/15/2026	72.53 mm	72.00 mm principal	0.10	Debt	Long	USA
FNMA 30YR 3.5% 04/01/2052#CB3331	71.95 mm	78.45 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA II 4% 10/20/2052#MA8346	70.84 mm	75.17 mm principal	0.10	ABS-mortgage backed security	Long	USA
TOYOTA AUTO LN EXTD NT TR 2021-1 1.07% 02/27/2034 144A	69.77 mm	72.90 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 3.875% 08/15/2033	69.51 mm	71.12 mm principal	0.10	Debt	Long	USA
UST NOTES 4.5% 05/15/2027	69.49 mm	68.94 mm principal	0.10	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	69.14 mm	68.24 mm principal	0.10	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.203% 02/25/2031	68.17 mm	65.90 mm principal	0.10	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033	68.02 mm	65.64 mm principal	0.10	Debt	Long	USA
FHLG 30YR 5.5% 03/01/2054#SD8408	67.90 mm	67.97 mm principal	0.10	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	65.99 mm	59.59 mm principal	0.09	Debt	Long	USA
UST NOTES 4.625% 09/15/2026	65.95 mm	65.50 mm principal	0.09	Debt	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	65.81 mm	66.06 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 15YR 1% 12/01/2036#FS1679	65.26 mm	77.51 mm principal	0.09	ABS-mortgage backed security	Long	USA
AES The AES Corporation	64.03 mm	75.54 mm principal	0.09	Debt	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	63.91 mm	63.05 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 05/01/2053#CB6337	63.22 mm	61.25 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0404	62.60 mm	73.55 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	60.27 mm	70.74 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.482% 01/25/2029	60.18 mm	58.40 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.65% 02/25/2028	59.99 mm	61.50 mm principal	0.09	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	59.22 mm	75.61 mm principal	0.08	Debt	Long	Mexico
GNMA II 2.5% 08/20/2051#785602	58.79 mm	69.43 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/01/2051#SD7532	58.63 mm	71.70 mm principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	58.29 mm	66.75 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	57.82 mm	56.29 mm principal	0.08	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	57.65 mm	60.56 mm principal	0.08	Debt	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	57.63 mm	64.28 mm principal	0.08	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	56.86 mm	65.20 mm principal	0.08	Debt	Long	USA
BA The Boeing Company	55.45 mm	55.69 mm principal	0.08	Debt	Long	USA
FHLG 30YR 5% 12/01/2054#SD8491	55.38 mm	56.44 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 12/01/2054#SD8493	54.36 mm	54.40 mm principal	0.08	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	54.05 mm	65.67 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	53.97 mm	53.82 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2045#FM3047	53.29 mm	55.53 mm principal	0.08	ABS-mortgage backed security	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A	53.23 mm	53.04 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 05/01/2052#CB3509	53.06 mm	56.00 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 01/01/2051#FM7484	52.47 mm	61.49 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	51.60 mm	50.90 mm principal	0.07	ABS-mortgage backed security	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	50.84 mm	50.59 mm principal	0.07	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/31/2031	50.73 mm	51.90 mm principal	0.07	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028	50.20 mm	51.49 mm principal	0.07	ABS-mortgage backed security	Long	USA
DNB BANK ASA 1.535%/VAR 05/25/2027 144A	49.50 mm	51.99 mm principal	0.07	Debt	Long	Norway
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	49.37 mm	49.31 mm principal	0.07	ABS-mortgage backed security	Long	USA
GNII II 2.5% 04/20/2052#	49.28 mm	57.62 mm principal	0.07	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 4.889%/VAR 07/20/2033	49.00 mm	49.50 mm principal	0.07	Debt	Long	USA
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033	48.85 mm	50.04 mm principal	0.07	Debt	Long	USA
FNMA 30YR 6% 08/01/2054#CB9061	47.90 mm	47.24 mm principal	0.07	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032	47.39 mm	52.52 mm principal	0.07	Debt	Long	USA
UST NOTES 3.375% 09/15/2027	46.79 mm	47.71 mm principal	0.07	Debt	Long	USA
FHLG 30YR 2% 05/51#SD7541	46.57 mm	57.02 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 03/01/2052#SD8200	46.13 mm	54.97 mm principal	0.07	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	46.06 mm	70.50 mm principal	0.07	Debt	Long	USA
FNMA 30YR 2.5% 11/01/2051#MA4466	45.27 mm	53.91 mm principal	0.06	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	45.14 mm	43.00 mm principal	0.06	Debt	Long	USA
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A	45.13 mm	44.93 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
MS Morgan Stanley	44.57 mm	47.37 mm principal	0.06	Debt	Long	USA
GNII II 2% 02/20/2052#MA7880	44.32 mm	53.90 mm principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2029	43.36 mm	43.30 mm principal	0.06	Debt	Long	USA
MORGAN STANLEY 6.342%/VAR 10/18/2033	43.26 mm	39.95 mm principal	0.06	Debt	Long	USA
UST NOTES 3.75% 08/15/2027	43.09 mm	43.51 mm principal	0.06	Debt	Long	USA
FNMA 20YR 2% 11/01/2040#	42.62 mm	49.83 mm principal	0.06	ABS-mortgage backed security	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047	42.46 mm	49.71 mm principal	0.06	Debt	Long	USA
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032	42.46 mm	50.00 mm principal	0.06	Debt	Long	USA
CIT Cit Group Inc	42.41 mm	40.92 mm principal	0.06	Debt	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0454	42.38 mm	50.08 mm principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	41.81 mm	46.33 mm principal	0.06	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 09/01/2054#SD6419	41.67 mm	40.41 mm principal	0.06	ABS-mortgage backed security	Long	USA
ARCC Ares Capital Corporation	41.51 mm	42.00 mm principal	0.06	Debt	Long	USA
Credit Suisse Group AG	41.42 mm	43.15 mm principal	0.06	Debt	Long	Switzerland
FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025	41.14 mm	41.45 mm principal	0.06	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	41.04 mm	40.91 mm principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 10/01/2051#FM9049	40.87 mm	46.28 mm principal	0.06	ABS-mortgage backed security	Long	USA
GNII II 2.5% 07/20/2051#MA7472	40.57 mm	47.42 mm principal	0.06	ABS-mortgage backed security	Long	USA
DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC 86A A1R TSFR3M+136.161 07/17/2034 144A	40.39 mm	40.32 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A	40.08 mm	41.08 mm principal	0.06	ABS-mortgage backed security	Long	USA
MFA 2022-RPL1 TR 3.3% 08/25/2061 144A	40.06 mm	43.03 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	39.98 mm	40.01 mm principal	0.06	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 4.25% 10/22/2026	39.86 mm	40.22 mm principal	0.06	Debt	Long	USA
FNMA 30YR 2.5% 10/01/2051#MA4438	39.69 mm	47.17 mm principal	0.06	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	39.63 mm	48.14 mm principal	0.06	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A	39.54 mm	41.01 mm principal	0.06	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	39.39 mm	40.43 mm principal	0.06	Debt	Long	USA
TOWD PT MTG TR 2022 3.75% 07/25/2062 144A	39.33 mm	42.02 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	39.05 mm	38.44 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
TPR Tapestry, Inc.	38.99 mm	45.14 mm principal	0.06	Debt	Long	USA
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	38.93 mm	38.81 mm principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/15/2034	38.79 mm	39.38 mm principal	0.06	Debt	Long	USA
BANK 2018-BNK10 3.688% 02/15/2061	38.68 mm	40.10 mm principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/52#RA6824	38.55 mm	47.48 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 06/01/2035#BP5763	38.51 mm	42.63 mm principal	0.05	ABS-mortgage backed security	Long	USA
ET+E Energy Transfer Operating, L.P.	38.03 mm	42.64 mm principal	0.05	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	38.01 mm	40.28 mm principal	0.05	Debt	Long	USA
FNMA 30YR 3.5% 04/01/2052#MA4580	37.92 mm	41.81 mm principal	0.05	ABS-mortgage backed security	Long	USA
T AT&T Inc.	37.56 mm	41.31 mm principal	0.05	Debt	Long	USA
FNMA 30YR 4% 03/01/2050#FM3663	37.43 mm	39.57 mm principal	0.05	ABS-mortgage backed security	Long	USA
GNII II 2.5% 02/20/2052#MA7881	37.02 mm	43.29 mm principal	0.05	ABS-mortgage backed security	Long	USA
T AT&T Inc.	36.77 mm	49.96 mm principal	0.05	Debt	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	36.36 mm	35.86 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0898	36.35 mm	41.42 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 06/01/2035#MA4042	36.32 mm	40.20 mm principal	0.05	ABS-mortgage backed security	Long	USA
GNII II 3.5% 07/20/2049#MA6039	36.27 mm	39.38 mm principal	0.05	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048	35.91 mm	41.12 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025	35.79 mm	35.94 mm principal	0.05	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	35.75 mm	35.61 mm principal	0.05	Debt	Long	USA
DEUTSCHE BANK AG 4.5% 04/01/2025	35.60 mm	35.72 mm principal	0.05	Debt	Long	Germany
BCS Barclays PLC	35.46 mm	35.94 mm principal	0.05	Debt	Long	UK
BC Brunswick Corporation	35.40 mm	34.50 mm principal	0.05	Debt	Long	USA
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A	35.39 mm	38.17 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	35.27 mm	40.00 mm principal	0.05	Debt	Long	USA
FNMA 30YR 2% 01/01/2052#FS0286	34.56 mm	42.57 mm principal	0.05	ABS-mortgage backed security	Long	USA