Fund profile
Tickers
FSIGX
Fund manager
Total assets
$41.84 bn
Liabilities
$6.96 bn
Net assets
$34.88 bn
Number of holdings
5.12 k
Top 200 of 5123 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UST NOTES 4% 10/31/2029 | 1.25 bn | 1.27 bn principal | 3.59 | Debt | Long | USA |
UST NOTES 4.125% 11/15/2032 | 939.94 mm | 950.00 mm principal | 2.69 | Debt | Long | USA |
UST NOTES 1.25% 05/31/2028 | 885.99 mm | 1.00 bn principal | 2.54 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.125% 08/15/2053 | 819.92 mm | 856.45 mm principal | 2.35 | Debt | Long | USA |
Fidelity Cash Central Fund | 725.01 mm | 724.86 mm shares | 2.08 | Short-term investment vehicle | Long | USA |
UST NOTES 2.875% 05/15/2032 | 592.84 mm | 655.93 mm principal | 1.70 | Debt | Long | USA |
UST NOTES 4.375% 11/30/2030 | 583.08 mm | 580.00 mm principal | 1.67 | Debt | Long | USA |
UST NOTES 3.5% 02/15/2033 | 574.48 mm | 609.00 mm principal | 1.65 | Debt | Long | USA |
Fidelity Securities Lending Cash Central Fund | 569.11 mm | 569.05 mm shares | 1.63 | Short-term investment vehicle | Long | USA |
UMBS 30YR 2% 03/01/2054 #TBA | 566.59 mm | 720.80 mm principal | 1.62 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 3% 03/01/2054 #TBA | 525.31 mm | 614.00 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3% 02/15/2047 | 506.22 mm | 648.00 mm principal | 1.45 | Debt | Long | USA |
UST NOTES 4% 06/30/2028 | 493.96 mm | 500.00 mm principal | 1.42 | Debt | Long | USA |
UST NOTES 4% 07/31/2030 | 492.11 mm | 500.00 mm principal | 1.41 | Debt | Long | USA |
UST NOTES 4.875% 10/31/2030 | 491.03 mm | 475.00 mm principal | 1.41 | Debt | Long | USA |
UST NOTES 2.75% 08/15/2032 | 487.25 mm | 545.77 mm principal | 1.40 | Debt | Long | USA |
UST NOTES 4.5% 11/15/2033 | 458.51 mm | 450.00 mm principal | 1.31 | Debt | Long | USA |
UST NOTES 4.125% 07/31/2028 | 446.85 mm | 450.00 mm principal | 1.28 | Debt | Long | USA |
GNII II 2% 03/01/2054 #TBA | 415.47 mm | 510.53 mm principal | 1.19 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.875% 11/30/2029 | 367.31 mm | 375.00 mm principal | 1.05 | Debt | Long | USA |
UMBS 30YR 6% 03/01/2054 #TBA | 363.18 mm | 361.60 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
GNII II 2% 04/01/2054 #TBA | 351.45 mm | 431.58 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 04/01/2054 #TBA | 326.87 mm | 415.30 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2% 08/15/2051 | 318.78 mm | 517.65 mm principal | 0.91 | Debt | Long | USA |
UST NOTES 4.875% 10/31/2028 | 281.07 mm | 274.36 mm principal | 0.81 | Debt | Long | USA |
UST NOTES 3.875% 08/15/2033 | 273.91 mm | 282.34 mm principal | 0.79 | Debt | Long | USA |
UMBS 30YR 6.5% 03/01/2054 #TBA | 266.23 mm | 261.65 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.875% 11/15/2051 | 262.73 mm | 440.99 mm principal | 0.75 | Debt | Long | USA |
GNII II 3% 03/01/2054 #TBA | 251.57 mm | 286.88 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 03/01/2054 #TBA | 240.09 mm | 236.85 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.125% 08/31/2029 | 235.94 mm | 250.00 mm principal | 0.68 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.25% 02/15/2052 | 220.34 mm | 336.84 mm principal | 0.63 | Debt | Long | USA |
GNII II 2.5% 03/01/2054 #TBA | 217.48 mm | 257.03 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2% 11/15/2041 | 215.74 mm | 311.61 mm principal | 0.62 | Debt | Long | USA |
UST NOTES 2.5% 03/31/2027 | 201.40 mm | 213.00 mm principal | 0.58 | Debt | Long | USA |
UMBS 30YR 3% 04/01/2054 #TBA | 188.64 mm | 220.25 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.625% 02/15/2053 | 174.86 mm | 200.00 mm principal | 0.50 | Debt | Long | USA |
UST NOTES 4% 02/15/2034 | 171.58 mm | 175.00 mm principal | 0.49 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.75% 08/15/2041 | 158.90 mm | 238.59 mm principal | 0.46 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | 148.67 mm | 152.53 mm principal | 0.43 | Debt | Long | USA |
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | 147.80 mm | 155.77 mm principal | 0.42 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.25% 05/15/2042 | 137.75 mm | 163.80 mm principal | 0.39 | Debt | Long | USA |
UST NOTES 1.125% 08/31/2028 | 131.33 mm | 150.72 mm principal | 0.38 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.625% 05/15/2053 | 131.24 mm | 150.00 mm principal | 0.38 | Debt | Long | USA |
UST NOTES 2.625% 07/31/2029 | 124.33 mm | 135.00 mm principal | 0.36 | Debt | Long | USA |
GNII II 3% 04/01/2054 #TBA | 119.96 mm | 136.70 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
PETROLEOS MEXICANOS 6.84% 01/23/2030 | 116.78 mm | 136.62 mm principal | 0.33 | Debt | Long | Mexico |
UNITED STATES TREASURY BOND 4.75% 11/15/2053 | 106.39 mm | 100.00 mm principal | 0.30 | Debt | Long | USA |
GNII II 6% 03/01/2054 #TBA | 105.14 mm | 104.60 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 103.01 mm | 104.47 mm principal | 0.30 | Debt | Long | USA |
FORD MTR CR CO LLC 4.063% 11/01/2024 | 100.23 mm | 101.63 mm principal | 0.29 | Debt | Long | USA |
UMBS 30YR 5% 03/01/2054 #TBA | 98.15 mm | 101.20 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2.5% 04/01/2052#SD8205 | 94.95 mm | 115.47 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 5.5% 03/01/2054 #TBA | 94.48 mm | 95.50 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
GNII II 5% 03/01/2054 #TBA | 92.69 mm | 94.90 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
WMB Williams Cos Inc | 90.54 mm | 90.95 mm principal | 0.26 | Debt | Long | USA |
MORGAN STANLEY 4.889%/VAR 07/20/2033 | 90.49 mm | 94.21 mm principal | 0.26 | Debt | Long | USA |
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | 90.04 mm | 97.37 mm principal | 0.26 | Debt | Long | USA |
UST NOTES 3.625% 05/31/2028 | 89.56 mm | 92.00 mm principal | 0.26 | Debt | Long | USA |
GNII II 3.5% 03/01/2054 #TBA | 89.00 mm | 98.40 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
PETROLEOS MEXICANOS 7.69% 01/23/2050 | 85.92 mm | 124.73 mm principal | 0.25 | Debt | Long | Mexico |
SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A | 85.73 mm | 87.08 mm principal | 0.25 | Debt | Long | France |
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | 82.33 mm | 82.07 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | 80.86 mm | 81.60 mm principal | 0.23 | Debt | Long | Italy |
UST NOTES 4.625% 03/15/2026 | 79.51 mm | 79.51 mm principal | 0.23 | Debt | Long | USA |
Blackstone Private Credit Fund | 79.36 mm | 80.61 mm principal | 0.23 | Debt | Long | USA |
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | 73.69 mm | 77.50 mm principal | 0.21 | Debt | Long | USA |
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 144A | 71.81 mm | 70.16 mm principal | 0.21 | Debt | Long | Ireland |
OHI Omega Healthcare Investors, Inc. | 71.19 mm | 74.03 mm principal | 0.20 | Debt | Long | USA |
DEUTSCHE BANK AG 4.5% 04/01/2025 | 69.51 mm | 70.87 mm principal | 0.20 | Debt | Long | Germany |
COF Capital One Financial Corp. | 68.69 mm | 72.12 mm principal | 0.20 | Debt | Long | USA |
GNII II 6.5% 04/01/2054 #TBA | 68.48 mm | 67.60 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 5% 11/01/2053#FS7252 | 63.88 mm | 65.85 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
ARCC Ares Capital Corp | 63.22 mm | 65.90 mm principal | 0.18 | Debt | Long | USA |
UMBS 30YR 4% 03/01/2054 #TBA | 62.99 mm | 68.45 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2.875% 05/15/2052 | 62.96 mm | 83.62 mm principal | 0.18 | Debt | Long | USA |
Broadcom Pte. Ltd. | 62.77 mm | 75.13 mm principal | 0.18 | Debt | Long | USA |
AES AES Corp. | 60.76 mm | 66.88 mm principal | 0.17 | Debt | Long | USA |
PETROLEOS MEXICANOS 6.75% 09/21/2047 | 60.55 mm | 95.36 mm principal | 0.17 | Debt | Long | Mexico |
Broadcom Pte. Ltd. | 60.39 mm | 75.13 mm principal | 0.17 | Debt | Long | USA |
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | 59.15 mm | 59.75 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.625% 03/31/2028 | 57.85 mm | 59.40 mm principal | 0.17 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 57.30 mm | 53.95 mm principal | 0.16 | Debt | Long | USA |
Credit Suisse Group AG | 57.13 mm | 58.13 mm principal | 0.16 | Debt | Long | Switzerland |
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A | 56.24 mm | 56.24 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JPM JPMorgan Chase & Co. | 55.64 mm | 56.15 mm principal | 0.16 | Debt | Long | USA |
C Citigroup Inc | 54.40 mm | 57.59 mm principal | 0.16 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 53.80 mm | 57.86 mm principal | 0.15 | Debt | Long | USA |
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | 53.53 mm | 54.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
T AT&T, Inc. | 52.78 mm | 75.00 mm principal | 0.15 | Debt | Long | USA |
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | 51.83 mm | 52.07 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 2% 02/20/2051#MA7192 | 51.35 mm | 63.04 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A | 51.21 mm | 51.49 mm principal | 0.15 | Debt | Long | USA |
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | 50.99 mm | 53.36 mm principal | 0.15 | Debt | Long | USA |
ORCL Oracle Corp. | 50.92 mm | 59.04 mm principal | 0.15 | Debt | Long | USA |
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | 50.81 mm | 58.62 mm principal | 0.15 | Debt | Long | USA |
WMB Williams Cos Inc | 50.41 mm | 55.86 mm principal | 0.14 | Debt | Long | USA |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | 50.40 mm | 63.82 mm principal | 0.14 | Debt | Long | USA |
ORCL Oracle Corp. | 50.39 mm | 56.23 mm principal | 0.14 | Debt | Long | USA |
GNII II 5.5% 03/01/2054 #TBA | 49.98 mm | 50.30 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
MS Morgan Stanley | 49.67 mm | 54.68 mm principal | 0.14 | Debt | Long | USA |
GNMA II 2.5% 08/20/2051#785602 | 49.11 mm | 58.70 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GNII II 2% 01/20/2052#MA7826 | 48.76 mm | 59.93 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2.5% 05/01/2051#SD7540 | 48.51 mm | 58.07 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | 48.47 mm | 51.62 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2% 04/01/2052#SD8204 | 48.27 mm | 61.34 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030 | 48.25 mm | 55.00 mm principal | 0.14 | Debt | Long | USA |
Credit Suisse Group AG | 48.16 mm | 52.37 mm principal | 0.14 | Debt | Long | Switzerland |
RPAI Retail Properties of America, Inc. | 48.05 mm | 50.93 mm principal | 0.14 | Debt | Long | USA |
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | 47.71 mm | 51.73 mm principal | 0.14 | Debt | Long | France |
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A | 47.71 mm | 47.70 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Spectrum Management Holding Company, LLC | 47.68 mm | 50.62 mm principal | 0.14 | Debt | Long | USA |
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | 46.84 mm | 52.20 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 46.78 mm | 48.30 mm principal | 0.13 | Debt | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A | 46.59 mm | 46.93 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | 46.48 mm | 46.46 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BENCHMARK 2018-B8 A5 MORTGAGE TRUST 4.2317% 01/15/2052 | 46.47 mm | 49.69 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 3.5% 03/01/2054 #TBA | 46.46 mm | 52.23 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Broadcom Pte. Ltd. | 46.40 mm | 60.67 mm principal | 0.13 | Debt | Long | USA |
RAI Reynolds American Inc | 46.05 mm | 50.68 mm principal | 0.13 | Debt | Long | USA |
BAYER US FIN II LLC 4.25% 12/15/2025 144A | 45.10 mm | 46.39 mm principal | 0.13 | Debt | Long | USA |
OXY Occidental Petroleum Corp. | 44.87 mm | 40.63 mm principal | 0.13 | Debt | Long | USA |
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 | 44.39 mm | 46.82 mm principal | 0.13 | Debt | Long | USA |
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A | 44.30 mm | 44.26 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AES AES Corp. | 44.22 mm | 45.86 mm principal | 0.13 | Debt | Long | USA |
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | 44.20 mm | 44.16 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BANK OF AMERICA CORPORATION 4.25% 10/22/2026 | 44.15 mm | 45.12 mm principal | 0.13 | Debt | Long | USA |
FHLM 30YR 5.5% 05/01/2053#RA9058 | 43.89 mm | 43.86 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
T-MOBILE USA INC 3.875% 04/15/2030 | 43.71 mm | 47.09 mm principal | 0.13 | Debt | Long | USA |
GNII II 2.5% 07/20/2051#MA7472 | 43.67 mm | 51.61 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | 43.39 mm | 43.84 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FLATIRON CLO 20 LTD / LLC TSFR3M+130 11/20/2033 144A | 43.18 mm | 43.08 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REGIONS BANK OF ALABAMA 6.45% 06/26/2037 | 43.11 mm | 42.48 mm principal | 0.12 | Debt | Long | USA |
NI NiSource Inc | 43.01 mm | 47.86 mm principal | 0.12 | Debt | Long | USA |
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | 42.98 mm | 43.17 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A | 42.81 mm | 42.88 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RR 7 LTD TSFR3M+134 01/15/2037 144A | 42.69 mm | 42.69 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UST NOTES 4% 02/15/2027 | 42.58 mm | 42.93 mm principal | 0.12 | Debt | Long | USA |
BCS Barclays plc | 42.53 mm | 44.89 mm principal | 0.12 | Debt | Long | UK |
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 | 42.52 mm | 46.35 mm principal | 0.12 | Debt | Long | USA |
COOPERATIEVE RABOBANK UA 4.375% 08/04/2025 | 41.74 mm | 42.56 mm principal | 0.12 | Debt | Long | Netherlands |
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 | 41.58 mm | 51.93 mm principal | 0.12 | Debt | Long | USA |
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A TSFR3M+124.161 04/19/2034 144A | 41.37 mm | 41.34 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AASET 2021-2 TR 2.798% 01/15/2047 144A | 41.32 mm | 47.49 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
BCS Barclays plc | 41.31 mm | 42.73 mm principal | 0.12 | Debt | Long | UK |
GS Goldman Sachs Group, Inc. | 41.21 mm | 50.63 mm principal | 0.12 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 4.2% 08/26/2024 | 41.11 mm | 41.42 mm principal | 0.12 | Debt | Long | USA |
BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A | 41.00 mm | 40.97 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FHLG 30YR 2% 03/01/2052#SD8199 | 40.88 mm | 51.95 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 | 40.86 mm | 42.70 mm principal | 0.12 | Debt | Long | USA |
BCS Barclays plc | 40.85 mm | 41.31 mm principal | 0.12 | Debt | Long | UK |
VICI PROPERTIES LP 4.95% 02/15/2030 | 40.51 mm | 42.56 mm principal | 0.12 | Debt | Long | USA |
UNM Unum Group | 40.35 mm | 41.57 mm principal | 0.12 | Debt | Long | USA |
FNMA 30YR 5% 12/01/2052#CB5221 | 40.28 mm | 41.43 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 2% 06/01/2035#QN2375 | 40.19 mm | 45.19 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
MAGNETITE IX LTD /LLC TSFR3M+139.161 10/25/2034 144A | 39.91 mm | 39.91 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VTRS Viatris Inc | 39.71 mm | 47.15 mm principal | 0.11 | Debt | Long | USA |
FHLG 15YR 2% 12/01/2036#SB8132 | 39.56 mm | 44.78 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GNII II 2% 01/20/2051#MA7135 | 39.46 mm | 48.43 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
SABRA HEALTH CARE LP 3.2% 12/01/2031 | 39.37 mm | 48.56 mm principal | 0.11 | Debt | Long | USA |
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A | 39.30 mm | 39.36 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
BCS Barclays plc | 39.04 mm | 37.88 mm principal | 0.11 | Debt | Long | UK |
SYF Synchrony Financial | 38.94 mm | 42.03 mm principal | 0.11 | Debt | Long | USA |
Blackstone Private Credit Fund | 38.80 mm | 38.30 mm principal | 0.11 | Debt | Long | USA |
MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A | 38.68 mm | 38.62 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COF Capital One Financial Corp. | 38.53 mm | 39.51 mm principal | 0.11 | Debt | Long | USA |
CNC Centene Corp. | 38.49 mm | 43.68 mm principal | 0.11 | Debt | Long | USA |
SYF Synchrony Financial | 38.45 mm | 40.31 mm principal | 0.11 | Debt | Long | USA |
BNP PARIBAS 2.219%/VAR 06/09/2026 144A | 38.40 mm | 40.11 mm principal | 0.11 | Debt | Long | France |
ALLY Ally Financial Inc | 38.27 mm | 36.75 mm principal | 0.11 | Debt | Long | USA |
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | 38.25 mm | 38.00 mm principal | 0.11 | Debt | Long | USA |
DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 | 38.15 mm | 50.31 mm principal | 0.11 | Debt | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 38.12 mm | 44.76 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | 38.06 mm | 43.60 mm principal | 0.11 | Debt | Long | USA |
FHLG 30YR 1.5% 04/01/2051#SD8139 | 38.00 mm | 50.69 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A | 37.96 mm | 37.98 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A | 37.92 mm | 37.87 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX TRUST 2019 TSFR1M+191.448 10/15/2036 144A | 37.90 mm | 38.02 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.375% 12/15/2026 | 37.89 mm | 37.97 mm principal | 0.11 | Debt | Long | USA |
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | 37.61 mm | 38.77 mm principal | 0.11 | Debt | Long | USA |
MAGALLANES INC 5.141% 03/15/2052 | 37.45 mm | 46.09 mm principal | 0.11 | Debt | Long | USA |
FNMA 30YR 3.5% 04/01/2052#MA4580 | 37.30 mm | 41.90 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | 37.22 mm | 37.02 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A | 37.07 mm | 37.50 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A | 37.03 mm | 36.99 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CNC Centene Corp. | 37.00 mm | 39.09 mm principal | 0.11 | Debt | Long | USA |
UTAH ACQUISITION SUB INC 3.95% 06/15/2026 | 36.90 mm | 38.23 mm principal | 0.11 | Debt | Long | USA |
BAMLL COML MTG SECS TR 2019 3.287% 11/05/2032 144A | 36.88 mm | 38.60 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 10/01/2050#CA7229 | 36.65 mm | 43.81 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 2.5% 09/01/2036#MA4419 | 36.61 mm | 40.35 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
SYF Synchrony Financial | 36.59 mm | 36.93 mm principal | 0.10 | Debt | Long | USA |
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A | 36.52 mm | 36.55 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DAIMLER TRUCKS RETAIL TRUST 2023-1 6.03% 09/15/2025 | 36.42 mm | 36.38 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
BARINGS CLO LTD 2020-IV TSFR3M+148.161 01/20/2032 144A | 36.05 mm | 36.00 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA CLO 2019-2 LLC TSFR3M+153.161 07/20/2032 144A | 35.99 mm | 35.93 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A | 35.82 mm | 35.80 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029 | 35.78 mm | 34.60 mm principal | 0.10 | Debt | Long | USA |
PETROLEOS MEXICANOS 6.49% 01/23/2027 | 35.77 mm | 38.27 mm principal | 0.10 | Debt | Long | Mexico |
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | 35.71 mm | 35.71 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 01/01/2052#FS1648 | 35.45 mm | 43.12 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |