Fidelity SAI Total Bond Fund

Fund Profile

Fund profile

Tickers

FSMTX

Fund manager

Fidelity Real Estate Index Fund

Total assets

$23.56 bn

Liabilities

$3.62 bn

Net assets

$19.93 bn

Number of holdings

6.44 k

Top 200 of 6439 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 2.75% 08/15/2032	632.14 mm	683.54 mm principal	3.17	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	576.40 mm	599.00 mm principal	2.89	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	534.86 mm	516.15 mm principal	2.68	Debt	Long	USA
UMBS 30YR 2% 09/01/2054 #TBA	466.89 mm	570.85 mm principal	2.34	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	420.42 mm	420.33 mm shares	2.11	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	270.88 mm	275.85 mm principal	1.36	Debt	Long	USA
UST NOTES 4.25% 06/30/2031	268.20 mm	261.34 mm principal	1.35	Debt	Long	USA
UMBS 30YR 2% 10/01/2054 #TBA	264.53 mm	323.00 mm principal	1.33	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	246.00 mm	245.04 mm principal	1.23	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	234.04 mm	369.16 mm principal	1.17	Debt	Long	USA
UST NOTES 3.125% 08/31/2029	218.74 mm	225.16 mm principal	1.10	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	208.36 mm	339.57 mm principal	1.05	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	202.54 mm	213.25 mm principal	1.02	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 02/15/2047	197.60 mm	245.21 mm principal	0.99	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	193.81 mm	183.00 mm principal	0.97	Debt	Long	USA
UST NOTES 3.875% 12/31/2029	187.93 mm	187.00 mm principal	0.94	Debt	Long	USA
UMBS 30YR 6% 09/01/2054 #TBA	183.13 mm	179.83 mm principal	0.92	ABS-mortgage backed security	Long	USA
GNII II 3% 09/01/2054 #TBA	169.24 mm	187.15 mm principal	0.85	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	157.60 mm	218.35 mm principal	0.79	Debt	Long	USA
UST NOTES 2.875% 05/15/2032	154.86 mm	165.53 mm principal	0.78	Debt	Long	USA
UST NOTES 1.75% 01/31/2029	134.61 mm	146.46 mm principal	0.68	Debt	Long	USA
GNII II 6% 09/01/2054 #TBA	129.35 mm	127.50 mm principal	0.65	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 11/30/2029	125.66 mm	125.00 mm principal	0.63	Debt	Long	USA
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033	122.91 mm	121.49 mm principal	0.62	Debt	Long	USA
UMBS 30YR 2.5% 09/01/2054 #TBA	119.94 mm	140.70 mm principal	0.60	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	115.62 mm	108.18 mm principal	0.58	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	106.48 mm	122.20 mm principal	0.53	Debt	Long	USA
GNII II 5.5% 09/01/2054 #TBA	103.06 mm	102.40 mm principal	0.52	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 11/15/2032	101.87 mm	100.00 mm principal	0.51	Debt	Long	USA
UST NOTES 4% 01/31/2029	101.01 mm	100.00 mm principal	0.51	Debt	Long	USA
GNII II 3.5% 09/01/2054 #TBA	95.71 mm	102.85 mm principal	0.48	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 01/31/2030	88.89 mm	90.10 mm principal	0.45	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	87.88 mm	113.71 mm principal	0.44	Debt	Long	USA
UMBS 30YR 2.5% 10/01/2054 #TBA	87.05 mm	102.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2052#MA7880	84.11 mm	100.00 mm principal	0.42	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	77.49 mm	111.48 mm principal	0.39	Debt	Long	USA
GNII II 5% 09/01/2054 #TBA	75.96 mm	76.13 mm principal	0.38	ABS-mortgage backed security	Long	USA
GNII II 5% 10/01/2054 #TBA	75.86 mm	76.13 mm principal	0.38	ABS-mortgage backed security	Long	USA
GNII II 2% 09/01/2054 #TBA	74.30 mm	88.25 mm principal	0.37	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033	72.27 mm	73.22 mm principal	0.36	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	71.20 mm	72.92 mm principal	0.36	Debt	Long	USA
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033	70.23 mm	70.57 mm principal	0.35	Debt	Long	USA
UMBS 30YR 5.5% 09/01/2054 #TBA	64.71 mm	64.28 mm principal	0.32	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 09/01/2054 #TBA	63.90 mm	72.08 mm principal	0.32	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	61.30 mm	70.26 mm principal	0.31	Debt	Long	USA
UST NOTES 4% 02/15/2034	60.98 mm	60.60 mm principal	0.31	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 05/15/2040	55.90 mm	86.36 mm principal	0.28	Debt	Long	USA
C Citigroup Inc.	54.48 mm	54.78 mm principal	0.27	Debt	Long	USA
GNII II 5.5% 10/01/2054 #TBA	54.41 mm	54.08 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNII II 6% 10/01/2054 #TBA	53.95 mm	53.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033	53.61 mm	53.31 mm principal	0.27	Debt	Long	USA
GNII II 3% 10/01/2054 #TBA	53.49 mm	59.10 mm principal	0.27	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	52.79 mm	58.85 mm principal	0.26	Debt	Long	USA
UMBS 30YR 4% 09/01/2054 #TBA	52.49 mm	55.35 mm principal	0.26	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 09/01/2039 #TBA	52.26 mm	51.90 mm principal	0.26	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 08/15/2033	52.10 mm	52.21 mm principal	0.26	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	49.41 mm	49.41 mm shares	0.25	Short-term investment vehicle	Long	USA
UST NOTES 3.75% 08/15/2027	44.57 mm	44.62 mm principal	0.22	Debt	Long	USA
MORGAN STANLEY 4.889%/VAR 07/20/2033	44.10 mm	44.21 mm principal	0.22	Debt	Long	USA
GNII II 6.5% 09/01/2054 #TBA	43.90 mm	43.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG 4.5% 04/01/2025	43.63 mm	43.90 mm principal	0.22	Debt	Long	Germany
VZ Verizon Communications Inc.	43.50 mm	51.21 mm principal	0.22	Debt	Long	USA
FORD MTR CR CO LLC 4.063% 11/01/2024	42.50 mm	42.63 mm principal	0.21	Debt	Long	USA
JXN Jackson Financial Inc.	40.96 mm	39.68 mm principal	0.21	Debt	Long	USA
GNII II 2.5% 04/20/2052#	40.73 mm	46.62 mm principal	0.20	ABS-mortgage backed security	Long	USA
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032	40.32 mm	46.12 mm principal	0.20	Debt	Long	USA
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052	38.34 mm	50.41 mm principal	0.19	Debt	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	38.27 mm	38.39 mm principal	0.19	ABS-mortgage backed security	Long	USA
Blackstone Private Credit Fund	38.23 mm	38.44 mm principal	0.19	Debt	Long	USA
PETROLEOS MEXICANOS 5.95% 01/28/2031	38.12 mm	46.09 mm principal	0.19	Debt	Long	Mexico
AES The AES Corporation	35.60 mm	36.31 mm principal	0.18	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	35.49 mm	36.81 mm principal	0.18	Debt	Long	USA
AES The AES Corporation	35.24 mm	37.33 mm principal	0.18	Debt	Long	USA
GNII II 4% 09/01/2054 #TBA	34.88 mm	36.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	34.71 mm	39.24 mm principal	0.17	Debt	Long	USA
WMB The Williams Companies, Inc.	34.37 mm	34.93 mm principal	0.17	Debt	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	34.27 mm	34.23 mm principal	0.17	ABS-mortgage backed security	Long	USA
AASET 2022-1 LTD 6% 05/16/2047 144A	33.84 mm	33.83 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PETROLEOS MEXICANOS 6.5% 03/13/2027	33.45 mm	34.78 mm principal	0.17	Debt	Long	Mexico
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A	32.60 mm	32.49 mm principal	0.16	Debt	Long	Italy
VTRS Viatris Inc.	32.59 mm	37.03 mm principal	0.16	Debt	Long	USA
Credit Suisse Group AG	32.54 mm	30.00 mm principal	0.16	Debt	Long	Switzerland
FHLG 30YR 1.5% 04/01/2051#SD8139	32.28 mm	41.26 mm principal	0.16	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 6.407%/VAR 11/01/2029	31.97 mm	30.00 mm principal	0.16	Debt	Long	USA
GREAT OUTDOORS TERM B2 1LN 03/05/2028	31.81 mm	31.83 mm principal	0.16	Loan	Long	USA
UMBS 30YR 6.5% 09/01/2054 #TBA	31.10 mm	30.20 mm principal	0.16	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031	30.70 mm	30.80 mm principal	0.15	Debt	Long	USA
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031	30.55 mm	30.87 mm principal	0.15	Debt	Long	USA
FNMA 30YR 4.5% 09/01/2052#FS3425	29.11 mm	29.88 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	28.99 mm	34.42 mm principal	0.15	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	28.73 mm	29.45 mm principal	0.14	Debt	Long	USA
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A	28.71 mm	28.37 mm principal	0.14	Debt	Long	USA
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027	27.80 mm	26.72 mm principal	0.14	Debt	Long	Ireland
COF Capital One Financial Corporation	27.75 mm	27.62 mm principal	0.14	Debt	Long	USA
PETROLEOS MEXICANOS 6.7% 02/16/2032	27.47 mm	32.00 mm principal	0.14	Debt	Long	Mexico
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A	27.27 mm	27.26 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNII II 2% 02/20/2051#MA7192	27.24 mm	32.34 mm principal	0.14	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 10/01/2054 #TBA	27.09 mm	30.53 mm principal	0.14	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	26.73 mm	30.39 mm principal	0.13	Debt	Long	USA
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A	26.38 mm	26.96 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNII II 4.5% 09/01/2054 #TBA	26.28 mm	26.85 mm principal	0.13	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032	26.24 mm	29.68 mm principal	0.13	Debt	Long	USA
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025	26.02 mm	26.16 mm principal	0.13	Debt	Long	USA
LOW Lowe's Companies, Inc.	25.77 mm	27.42 mm principal	0.13	Debt	Long	USA
UST NOTES 4% 10/31/2029	25.27 mm	25.00 mm principal	0.13	Debt	Long	USA
ARCC Ares Capital Corporation	25.27 mm	25.76 mm principal	0.13	Debt	Long	USA
FHLG 30YR 3% 11/01/2049#SD7509	25.23 mm	27.91 mm principal	0.13	ABS-mortgage backed security	Long	USA
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	25.13 mm	25.24 mm principal	0.13	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051	25.06 mm	26.16 mm principal	0.13	Debt	Long	USA
SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A	25.06 mm	25.04 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLG 15YR 2% 06/01/2035#QN2486	24.96 mm	27.32 mm principal	0.13	ABS-mortgage backed security	Long	USA
ALLY Ally Financial Inc.	24.91 mm	25.00 mm principal	0.12	Debt	Long	USA
JPMORGAN CHASE and CO 4.323/VAR 04/26/2028	24.89 mm	25.00 mm principal	0.12	Debt	Long	USA
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032	24.62 mm	27.40 mm principal	0.12	Debt	Long	Luxembourg
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059	24.47 mm	22.29 mm principal	0.12	Debt	Long	USA
COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A	24.35 mm	24.34 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BCS Barclays PLC	24.29 mm	23.95 mm principal	0.12	Debt	Long	UK
FHLG 30YR 2.5% 05/01/2051#SD7540	24.17 mm	27.89 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	24.10 mm	27.89 mm principal	0.12	ABS-mortgage backed security	Long	USA
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A	23.78 mm	23.69 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Jersey
UNITED STATES TREASURY BOND 4.625% 05/15/2044	23.69 mm	22.75 mm principal	0.12	Debt	Long	USA
FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A	23.44 mm	23.42 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ET+E Energy Transfer Operating, L.P.	23.39 mm	24.73 mm principal	0.12	Debt	Long	USA
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033	23.33 mm	22.30 mm principal	0.12	Debt	Long	USA
CNC Centene Corporation	23.31 mm	25.48 mm principal	0.12	Debt	Long	USA
Broadcom Pte. Ltd.	23.23 mm	27.71 mm principal	0.12	Debt	Long	USA
ALLY Ally Financial Inc.	23.19 mm	21.84 mm principal	0.12	Debt	Long	USA
PETROLEOS MEXICANOS 7.69% 01/23/2050	23.18 mm	31.23 mm principal	0.12	Debt	Long	Mexico
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	23.12 mm	23.43 mm principal	0.12	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029	23.09 mm	22.50 mm principal	0.12	Debt	Long	USA
GNII II 2.5% 05/20/2052#MA8042	22.68 mm	25.96 mm principal	0.11	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	22.58 mm	22.35 mm principal	0.11	Debt	Long	USA
GNII II 2% 01/20/2051#MA7135	22.53 mm	26.74 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 03/01/2051#FM7460	22.50 mm	23.45 mm principal	0.11	ABS-mortgage backed security	Long	USA
BA The Boeing Company	22.27 mm	23.60 mm principal	0.11	Debt	Long	USA
T-MOBILE USA INC 3.875% 04/15/2030	22.13 mm	23.00 mm principal	0.11	Debt	Long	USA
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A	22.08 mm	24.20 mm principal	0.11	Debt	Long	USA
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049	22.04 mm	21.04 mm principal	0.11	Debt	Long	USA
C Citigroup Inc.	21.98 mm	22.34 mm principal	0.11	Debt	Long	USA
PUGET ENERGY INC 4.224% 03/15/2032	21.93 mm	23.79 mm principal	0.11	Debt	Long	USA
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029	21.69 mm	21.00 mm principal	0.11	Debt	Long	USA
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A	21.60 mm	21.05 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047	21.57 mm	25.86 mm principal	0.11	Debt	Long	USA
Credit Suisse Group AG	21.54 mm	21.56 mm principal	0.11	Debt	Long	Switzerland
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030	21.23 mm	21.24 mm principal	0.11	Debt	Long	USA
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A	21.13 mm	21.12 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INDONESIA REPUBLIC OF 4.2% 10/15/2050	21.04 mm	24.00 mm principal	0.11	Debt	Long	Indonesia
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A	20.99 mm	21.31 mm principal	0.11	Debt	Long	Cayman Islands
PETROLEOS MEXICANOS 6.35% 02/12/2048	20.94 mm	31.73 mm principal	0.11	Debt	Long	Mexico
FNMA 30YR 5.5% 11/01/2052#CB5139	20.85 mm	20.65 mm principal	0.10	ABS-mortgage backed security	Long	USA
SABRA HEALTH CARE LP 3.2% 12/01/2031	20.85 mm	24.04 mm principal	0.10	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	20.73 mm	20.42 mm principal	0.10	Debt	Long	USA
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029	20.62 mm	20.70 mm principal	0.10	Debt	Long	USA
VICI PROPERTIES LP 4.95% 02/15/2030	20.60 mm	20.68 mm principal	0.10	Debt	Long	USA
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A	20.51 mm	20.55 mm principal	0.10	ABS-mortgage backed security	Long	USA
OAK HILL CREDIT PARTNERS TSFR3M+135 07/20/2037 144A	20.10 mm	20.10 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MS Morgan Stanley	19.99 mm	21.07 mm principal	0.10	Debt	Long	USA
FNMA 30YR 1.5% 07/01/2051#MA4377	19.97 mm	25.54 mm principal	0.10	ABS-mortgage backed security	Long	USA
STZ Constellation Brands, Inc.	19.93 mm	20.00 mm principal	0.10	Debt	Long	USA
BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028	19.89 mm	20.00 mm principal	0.10	Debt	Long	USA
FNMA 30YR 3.5% 05/01/2052#CB3755	19.84 mm	21.55 mm principal	0.10	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 4.21%/VAR 04/20/2028	19.82 mm	20.00 mm principal	0.10	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A	19.71 mm	19.90 mm principal	0.10	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	19.57 mm	18.48 mm principal	0.10	Debt	Long	UK
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A	19.32 mm	19.10 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A	19.24 mm	19.23 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028	19.23 mm	19.75 mm principal	0.10	Debt	Long	USA
Blackstone Private Credit Fund	19.23 mm	18.93 mm principal	0.10	Debt	Long	USA
HCA INC 3.5% 09/01/2030	18.94 mm	20.32 mm principal	0.10	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	18.93 mm	21.35 mm principal	0.09	Debt	Long	USA
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053	18.79 mm	22.95 mm principal	0.09	Debt	Long	USA
Credit Suisse Group AG	18.77 mm	19.42 mm principal	0.09	Debt	Long	Switzerland
OHI Omega Healthcare Investors, Inc.	18.70 mm	22.10 mm principal	0.09	Debt	Long	USA
FNMA 30YR 3.5% 09/01/2052#FS5330	18.69 mm	20.30 mm principal	0.09	ABS-mortgage backed security	Long	USA
ALLEGRO CLO XII LTD TSFR3M+144 07/21/2037 144A	18.47 mm	18.44 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA 30YR 2.5% 05/01/2051#CB0404	18.31 mm	21.13 mm principal	0.09	ABS-mortgage backed security	Long	USA
OHI Omega Healthcare Investors, Inc.	18.28 mm	18.50 mm principal	0.09	Debt	Long	USA
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A	18.24 mm	18.28 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A	18.03 mm	18.20 mm principal	0.09	ABS-mortgage backed security	Long	USA
ENERGY TRANSFER LP 5.4% 10/01/2047	17.97 mm	19.22 mm principal	0.09	Debt	Long	USA
ORCL Oracle Corporation	17.95 mm	19.34 mm principal	0.09	Debt	Long	USA
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A	17.80 mm	17.79 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A	17.79 mm	18.67 mm principal	0.09	Debt	Long	France
OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A	17.63 mm	17.58 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	17.61 mm	19.67 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
Broadcom Pte. Ltd.	17.59 mm	22.02 mm principal	0.09	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	17.59 mm	17.41 mm principal	0.09	Debt	Long	USA
RR 7 LTD TSFR3M+134 01/15/2037 144A	17.53 mm	17.53 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA 30YR 3.5% 04/01/2052#MA4580	17.53 mm	19.04 mm principal	0.09	ABS-mortgage backed security	Long	USA
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A	17.45 mm	17.45 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLG 30YR 2% 05/51#SD7541	17.43 mm	20.94 mm principal	0.09	ABS-mortgage backed security	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A	17.41 mm	17.39 mm principal	0.09	ABS-mortgage backed security	Long	USA
Cigna Holding Co	17.39 mm	20.00 mm principal	0.09	Debt	Long	USA
GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS	17.34 mm	14.30 mm principal	0.09	Debt	Long	Germany
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	17.29 mm	17.31 mm principal	0.09	ABS-mortgage backed security	Long	USA
WMB The Williams Companies, Inc.	17.28 mm	18.44 mm principal	0.09	Debt	Long	USA
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030	17.25 mm	17.43 mm principal	0.09	Debt	Long	USA
FNMA 30YR 3.5% 06/01/2051#CB0867	17.24 mm	18.59 mm principal	0.09	ABS-mortgage backed security	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	17.16 mm	17.38 mm principal	0.09	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A	17.04 mm	17.80 mm principal	0.09	ABS-mortgage backed security	Long	USA