Fund profile
Tickers
FTBFX, FEPAX, FCEPX, FEPTX, FEPIX, FBKWX
Fund manager
Total assets
$41.23 bn
Liabilities
$6.19 bn
Net assets
$35.03 bn
Number of holdings
6.86 k
Top 200 of 6864 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UST NOTES 3.375% 05/15/2033 | 1.05 bn | 1.13 bn principal | 3.00 | Debt | Long | USA |
Fidelity Cash Central Fund | 1.00 bn | 1.00 bn shares | 2.86 | Short-term investment vehicle | Long | USA |
UST NOTES 4.875% 10/31/2028 | 857.53 mm | 837.07 mm principal | 2.45 | Debt | Long | USA |
Fidelity Securities Lending Cash Central Fund | 765.84 mm | 765.76 mm shares | 2.19 | Short-term investment vehicle | Long | USA |
UST NOTES 4.875% 10/31/2030 | 728.79 mm | 705.00 mm principal | 2.08 | Debt | Long | USA |
UST NOTES 2.75% 08/15/2032 | 687.80 mm | 770.41 mm principal | 1.96 | Debt | Long | USA |
UST NOTES 4% 06/30/2028 | 605.09 mm | 612.48 mm principal | 1.73 | Debt | Long | USA |
UST NOTES 4% 01/31/2031 | 590.25 mm | 600.00 mm principal | 1.68 | Debt | Long | USA |
UST NOTES 4.5% 11/15/2033 | 530.10 mm | 520.27 mm principal | 1.51 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.125% 08/15/2053 | 481.23 mm | 502.67 mm principal | 1.37 | Debt | Long | USA |
UST NOTES 2.75% 05/31/2029 | 414.31 mm | 446.00 mm principal | 1.18 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2% 08/15/2051 | 411.52 mm | 668.25 mm principal | 1.17 | Debt | Long | USA |
UMBS 30YR 3% 03/01/2054 #TBA | 409.38 mm | 478.50 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.625% 02/15/2053 | 409.04 mm | 467.85 mm principal | 1.17 | Debt | Long | USA |
UST NOTES 2.875% 05/15/2032 | 400.50 mm | 443.11 mm principal | 1.14 | Debt | Long | USA |
UMBS 30YR 2% 03/01/2054 #TBA | 394.24 mm | 501.55 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
GNII II 2% 03/01/2054 #TBA | 340.21 mm | 418.05 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
UST NOTES 4% 10/31/2029 | 325.98 mm | 330.70 mm principal | 0.93 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3% 02/15/2047 | 309.52 mm | 396.21 mm principal | 0.88 | Debt | Long | USA |
GNII II 2% 04/01/2054 #TBA | 304.77 mm | 374.25 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6% 03/01/2054 #TBA | 304.23 mm | 302.90 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.875% 09/30/2029 | 293.98 mm | 300.00 mm principal | 0.84 | Debt | Long | USA |
UST NOTES 4.125% 07/31/2028 | 273.08 mm | 275.00 mm principal | 0.78 | Debt | Long | USA |
UST NOTES 3.875% 08/15/2033 | 266.15 mm | 274.33 mm principal | 0.76 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.875% 11/15/2051 | 238.36 mm | 400.08 mm principal | 0.68 | Debt | Long | USA |
UST NOTES 3.75% 12/31/2028 | 236.67 mm | 242.18 mm principal | 0.68 | Debt | Long | USA |
GNII II 3% 03/01/2054 #TBA | 229.63 mm | 261.85 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 04/01/2054 #TBA | 226.50 mm | 287.78 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.125% 08/31/2029 | 226.29 mm | 239.78 mm principal | 0.65 | Debt | Long | USA |
UST NOTES 3.875% 12/31/2029 | 220.33 mm | 225.00 mm principal | 0.63 | Debt | Long | USA |
UST NOTES 4.125% 11/15/2032 | 219.16 mm | 221.50 mm principal | 0.63 | Debt | Long | USA |
UST NOTES 4.375% 11/30/2030 | 206.84 mm | 205.75 mm principal | 0.59 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | 197.28 mm | 202.39 mm principal | 0.56 | Debt | Long | USA |
UMBS 30YR 6.5% 03/01/2054 #TBA | 194.44 mm | 191.10 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 03/01/2054 #TBA | 190.93 mm | 188.35 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 03/01/2054 #TBA | 172.91 mm | 204.35 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.5% 01/31/2030 | 169.24 mm | 176.40 mm principal | 0.48 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.625% 05/15/2053 | 156.61 mm | 179.00 mm principal | 0.45 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.25% 05/15/2042 | 154.05 mm | 183.19 mm principal | 0.44 | Debt | Long | USA |
UMBS 30YR 3% 04/01/2054 #TBA | 152.75 mm | 178.35 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.75% 08/15/2041 | 138.98 mm | 208.68 mm principal | 0.40 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2% 11/15/2041 | 138.19 mm | 199.60 mm principal | 0.39 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.125% 05/15/2040 | 127.94 mm | 207.33 mm principal | 0.37 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.875% 05/15/2052 | 126.10 mm | 167.48 mm principal | 0.36 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 122.07 mm | 128.00 mm principal | 0.35 | Debt | Long | USA |
UST NOTES 4% 02/15/2034 | 117.66 mm | 120.00 mm principal | 0.34 | Debt | Long | USA |
GNII II 3% 04/01/2054 #TBA | 109.52 mm | 124.80 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.75% 11/15/2053 | 106.39 mm | 100.00 mm principal | 0.30 | Debt | Long | USA |
UMBS 30YR 2.5% 03/01/2054 #TBA | 105.28 mm | 128.15 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 93.84 mm | 98.01 mm principal | 0.27 | Debt | Long | USA |
UMBS 30YR 5% 03/01/2054 #TBA | 92.81 mm | 95.70 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | 86.47 mm | 89.14 mm principal | 0.25 | Debt | Long | USA |
UMBS 30YR 5.5% 03/01/2054 #TBA | 85.77 mm | 86.70 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | 85.05 mm | 89.63 mm principal | 0.24 | Debt | Long | USA |
GNII II 6% 03/01/2054 #TBA | 83.53 mm | 83.10 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNII II 3.5% 03/01/2054 #TBA | 83.07 mm | 91.85 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
DEUTSCHE BANK AG 4.5% 04/01/2025 | 80.98 mm | 82.56 mm principal | 0.23 | Debt | Long | Germany |
FORD MTR CR CO LLC 4.063% 11/01/2024 | 76.52 mm | 77.59 mm principal | 0.22 | Debt | Long | USA |
UST NOTES 1.25% 09/30/2028 | 73.52 mm | 84.07 mm principal | 0.21 | Debt | Long | USA |
MORGAN STANLEY 6.407%/VAR 11/01/2029 | 73.07 mm | 70.00 mm principal | 0.21 | Debt | Long | USA |
PETROLEOS MEXICANOS 6.5% 03/13/2027 | 69.72 mm | 74.75 mm principal | 0.20 | Debt | Long | Mexico |
UST NOTES 4.625% 11/15/2026 | 69.10 mm | 68.84 mm principal | 0.20 | Debt | Long | USA |
SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A | 69.06 mm | 70.15 mm principal | 0.20 | Debt | Long | France |
MORGAN STANLEY 4.889%/VAR 07/20/2033 | 67.05 mm | 69.81 mm principal | 0.19 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 65.73 mm | 70.69 mm principal | 0.19 | Debt | Long | USA |
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | 65.31 mm | 65.91 mm principal | 0.19 | Debt | Long | Italy |
UBS GROUP AG 5.4280/VAR 02/08/2030 144A | 64.57 mm | 65.00 mm principal | 0.18 | Debt | Long | Switzerland |
GREAT OUTDOORS TERM B2 1LN 03/05/2028 | 64.33 mm | 64.34 mm principal | 0.18 | Loan | Long | USA |
GNII II 5% 03/01/2054 #TBA | 64.27 mm | 65.80 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 3.5% 03/01/2054 #TBA | 64.12 mm | 72.08 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.625% 05/31/2028 | 63.28 mm | 65.00 mm principal | 0.18 | Debt | Long | USA |
Blackstone Private Credit Fund | 62.67 mm | 63.66 mm principal | 0.18 | Debt | Long | USA |
FNMA 30YR 5% 11/01/2053#FS7252 | 62.37 mm | 64.30 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
PETROLEOS MEXICANOS 6.84% 01/23/2030 | 61.38 mm | 71.81 mm principal | 0.18 | Debt | Long | Mexico |
FHLG 30YR 2.5% 04/01/2052#SD8205 | 59.78 mm | 72.69 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 04/01/2054 #TBA | 58.80 mm | 58.05 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 | 58.49 mm | 60.90 mm principal | 0.17 | Debt | Long | USA |
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | 56.81 mm | 57.38 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GNII II 5.5% 03/01/2054 #TBA | 56.64 mm | 57.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | 55.91 mm | 55.73 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | 55.55 mm | 58.41 mm principal | 0.16 | Debt | Long | USA |
PETROLEOS MEXICANOS 5.95% 01/28/2031 | 55.01 mm | 70.85 mm principal | 0.16 | Debt | Long | Mexico |
GS Goldman Sachs Group, Inc. | 54.30 mm | 64.04 mm principal | 0.16 | Debt | Long | USA |
Broadcom Pte. Ltd. | 53.22 mm | 63.71 mm principal | 0.15 | Debt | Long | USA |
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 144A | 50.35 mm | 49.19 mm principal | 0.14 | Debt | Long | Ireland |
COF Capital One Financial Corp. | 49.95 mm | 52.44 mm principal | 0.14 | Debt | Long | USA |
DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032 | 49.83 mm | 60.84 mm principal | 0.14 | Debt | Long | USA |
MAGALLANES INC 5.141% 03/15/2052 | 48.71 mm | 59.94 mm principal | 0.14 | Debt | Long | USA |
UST NOTES 4.625% 03/15/2026 | 46.68 mm | 46.68 mm principal | 0.13 | Debt | Long | USA |
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A | 46.30 mm | 46.56 mm principal | 0.13 | Debt | Long | USA |
ARCC Ares Capital Corp | 45.97 mm | 47.92 mm principal | 0.13 | Debt | Long | USA |
Broadcom Pte. Ltd. | 45.39 mm | 56.47 mm principal | 0.13 | Debt | Long | USA |
JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035 | 44.76 mm | 45.00 mm principal | 0.13 | Debt | Long | USA |
MORGAN STANLEY 5.25/VAR 04/21/2034 | 44.17 mm | 45.00 mm principal | 0.13 | Debt | Long | USA |
FNMA 30YR 3% 04/01/2050#FM3830 | 43.02 mm | 49.47 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2.5% 04/01/2054 #TBA | 42.61 mm | 51.80 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
ORCL Oracle Corp. | 42.44 mm | 49.21 mm principal | 0.12 | Debt | Long | USA |
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 | 41.51 mm | 41.00 mm principal | 0.12 | Debt | Long | USA |
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A | 41.31 mm | 41.30 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | 41.06 mm | 41.42 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.375% 08/15/2043 | 40.14 mm | 41.00 mm principal | 0.11 | Debt | Long | USA |
FNMA 15YR 2.5% 09/01/2036#MA4419 | 39.74 mm | 43.80 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 39.70 mm | 42.03 mm principal | 0.11 | Debt | Long | USA |
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A | 39.31 mm | 39.31 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNMA II 2.5% 08/20/2051#785602 | 38.99 mm | 46.60 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
T-MOBILE USA INC 3.875% 04/15/2030 | 38.99 mm | 42.00 mm principal | 0.11 | Debt | Long | USA |
FHLG 15YR 2% 05/01/2035#QN2352 | 38.89 mm | 43.73 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029 | 38.89 mm | 40.20 mm principal | 0.11 | Debt | Long | USA |
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 | 38.64 mm | 36.40 mm principal | 0.11 | Debt | Long | USA |
Credit Suisse Group AG | 38.31 mm | 38.98 mm principal | 0.11 | Debt | Long | Switzerland |
FNMA 30YR 6.5% 10/01/2053#CB7348 | 38.06 mm | 37.36 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3.5% 04/01/2052#MA4580 | 37.61 mm | 42.26 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A | 37.52 mm | 37.59 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | 37.40 mm | 39.14 mm principal | 0.11 | Debt | Long | USA |
INDONESIA REPUBLIC OF 4.2% 10/15/2050 | 37.35 mm | 44.91 mm principal | 0.11 | Debt | Long | Indonesia |
BCS Barclays plc | 37.27 mm | 36.16 mm principal | 0.11 | Debt | Long | UK |
MAGALLANES INC 4.279% 03/15/2032 | 37.07 mm | 42.02 mm principal | 0.11 | Debt | Long | USA |
PETROLEOS MEXICANOS 7.69% 01/23/2050 | 36.87 mm | 53.53 mm principal | 0.11 | Debt | Long | Mexico |
EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A | 36.65 mm | 36.61 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A | 36.44 mm | 37.55 mm principal | 0.10 | Debt | Long | Cayman Islands |
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | 36.42 mm | 42.02 mm principal | 0.10 | Debt | Long | USA |
FLATIRON CLO 20 LTD / LLC TSFR3M+130 11/20/2033 144A | 35.86 mm | 35.77 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNII II 2% 02/20/2051#MA7192 | 35.78 mm | 43.92 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
MS Morgan Stanley | 35.68 mm | 39.28 mm principal | 0.10 | Debt | Long | USA |
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049 | 35.09 mm | 34.23 mm principal | 0.10 | Debt | Long | USA |
JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029 | 35.09 mm | 35.00 mm principal | 0.10 | Debt | Long | USA |
ORCL Oracle Corp. | 35.06 mm | 39.12 mm principal | 0.10 | Debt | Long | USA |
COF Capital One Financial Corp. | 35.02 mm | 35.91 mm principal | 0.10 | Debt | Long | USA |
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A | 34.89 mm | 35.69 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
OHI Omega Healthcare Investors, Inc. | 34.82 mm | 39.64 mm principal | 0.10 | Debt | Long | USA |
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | 34.70 mm | 37.62 mm principal | 0.10 | Debt | Long | France |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | 34.66 mm | 43.89 mm principal | 0.10 | Debt | Long | USA |
Broadcom Pte. Ltd. | 34.32 mm | 44.88 mm principal | 0.10 | Debt | Long | USA |
PETROLEOS MEXICANOS 6.49% 01/23/2027 | 34.20 mm | 36.59 mm principal | 0.10 | Debt | Long | Mexico |
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A | 34.07 mm | 34.32 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 3.5% 04/01/2052#RA7063 | 33.91 mm | 38.10 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | 33.91 mm | 36.67 mm principal | 0.10 | Debt | Long | USA |
ALLY Ally Financial Inc | 33.65 mm | 32.32 mm principal | 0.10 | Debt | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | 33.62 mm | 33.97 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | 33.47 mm | 35.00 mm principal | 0.10 | Debt | Long | USA |
Credit Suisse Group AG | 33.44 mm | 36.36 mm principal | 0.10 | Debt | Long | Switzerland |
FNMA 20YR 2% 11/01/2040# | 33.39 mm | 39.64 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A | 33.30 mm | 33.25 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | 33.22 mm | 33.00 mm principal | 0.09 | Debt | Long | USA |
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | 32.69 mm | 36.44 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | 32.20 mm | 32.18 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AES AES Corp. | 32.04 mm | 33.23 mm principal | 0.09 | Debt | Long | USA |
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | 32.01 mm | 32.15 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A | 31.80 mm | 31.78 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | 31.76 mm | 31.75 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ET+E Energy Transfer Operating, L.P. | 31.69 mm | 36.76 mm principal | 0.09 | Debt | Long | USA |
FNMA 30YR 2.5% 01/01/2052#FS1648 | 31.66 mm | 38.51 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
VICI PROPERTIES LP 4.95% 02/15/2030 | 31.55 mm | 33.15 mm principal | 0.09 | Debt | Long | USA |
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 | 31.46 mm | 33.18 mm principal | 0.09 | Debt | Long | USA |
BARINGS CLO LTD 2020-IV TSFR3M+148.161 01/20/2032 144A | 31.34 mm | 31.30 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A | 31.32 mm | 31.30 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHI Omega Healthcare Investors, Inc. | 31.23 mm | 32.48 mm principal | 0.09 | Debt | Long | USA |
RR 7 LTD TSFR3M+134 01/15/2037 144A | 31.23 mm | 31.23 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA 30YR 4% 10/01/2051#FS1133 | 31.13 mm | 33.41 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
SYF Synchrony Financial | 31.08 mm | 32.58 mm principal | 0.09 | Debt | Long | USA |
FNMA 15YR 2% 07/01/2036#MA4383 | 31.07 mm | 35.09 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A | 31.00 mm | 31.03 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035 | 30.91 mm | 31.00 mm principal | 0.09 | Debt | Long | USA |
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A | 30.54 mm | 30.41 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AASET 2021-2 TR 2.798% 01/15/2047 144A | 30.37 mm | 34.90 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 | 30.23 mm | 32.96 mm principal | 0.09 | Debt | Long | USA |
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A | 30.23 mm | 30.27 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | 30.20 mm | 32.17 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2% 03/01/2051#MA4281 | 30.17 mm | 38.19 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
ENERGY TRANSFER LP 5.4% 10/01/2047 | 30.13 mm | 33.22 mm principal | 0.09 | Debt | Long | USA |
SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A | 30.08 mm | 30.05 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FHLG 30YR 3% 09/01/2051#RA5841 | 30.07 mm | 35.14 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
GNII II 2% 03/20/2052# | 29.96 mm | 36.83 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 10/01/2050#CA7229 | 29.85 mm | 35.68 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 | 29.66 mm | 31.00 mm principal | 0.08 | Debt | Long | USA |
WMB Williams Cos Inc | 29.63 mm | 32.83 mm principal | 0.08 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 29.42 mm | 26.64 mm principal | 0.08 | Debt | Long | USA |
SABRA HEALTH CARE LP 3.2% 12/01/2031 | 29.25 mm | 36.07 mm principal | 0.08 | Debt | Long | USA |
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | 28.94 mm | 28.94 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A TSFR3M+124.161 04/19/2034 144A | 28.87 mm | 28.86 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ALLY FINL INC 8% 11/01/2031 | 28.81 mm | 26.24 mm principal | 0.08 | Debt | Long | USA |
UNITED STATES TREASURY BOND 6.25% 05/15/2030 | 28.77 mm | 26.00 mm principal | 0.08 | Debt | Long | USA |
FHLG 30YR 3% 11/01/2049#SD7509 | 28.71 mm | 32.97 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Blackstone Private Credit Fund | 28.69 mm | 28.32 mm principal | 0.08 | Debt | Long | USA |
MAGNETITE IX LTD /LLC TSFR3M+139.161 10/25/2034 144A | 28.66 mm | 28.66 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A | 28.66 mm | 28.71 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A | 28.64 mm | 28.62 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | 28.64 mm | 29.12 mm principal | 0.08 | Debt | Long | USA |
FHLG 15YR 2% 06/01/2036#SB8107 | 28.59 mm | 32.28 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
GOLDEN NUGGET TERM B 1LN 01/27/2029 | 28.56 mm | 28.55 mm principal | 0.08 | Loan | Long | USA |
GNII II 2% 01/20/2051#MA7135 | 28.55 mm | 35.05 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
QATAR ST 4.4% 04/16/2050 144A | 28.51 mm | 32.67 mm principal | 0.08 | Debt | Long | Qatar |
MAGNETITE CLO LTD 2021-29A A TSFR3M+125.161 01/15/2034 144A | 28.45 mm | 28.45 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS | 28.42 mm | 24.00 mm principal | 0.08 | Debt | Long | Germany |
T-MOBILE USA INC 2.25% 11/15/2031 | 28.40 mm | 35.00 mm principal | 0.08 | Debt | Long | USA |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 | 28.40 mm | 36.71 mm principal | 0.08 | Debt | Long | USA |
NI NiSource Inc | 28.33 mm | 31.52 mm principal | 0.08 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 28.31 mm | 34.78 mm principal | 0.08 | Debt | Long | USA |
DAIMLER TRUCKS RETAIL TRUST 2023-1 6.03% 09/15/2025 | 28.29 mm | 28.26 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | USA |
COF Capital One Financial Corp. | 28.24 mm | 25.81 mm principal | 0.08 | Debt | Long | USA |