Fund profile
Tickers
FSMTX
Fund manager
Total assets
$23.66 bn
Liabilities
$3.61 bn
Net assets
$20.05 bn
Number of holdings
6.57 k
Top 200 of 6572 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UST NOTES 2.75% 08/15/2032 | 610.25 mm | 683.54 mm principal | 3.04 | Debt | Long | USA |
UST NOTES 3.375% 05/15/2033 | 558.80 mm | 599.00 mm principal | 2.79 | Debt | Long | USA |
Fidelity Cash Central Fund | 491.40 mm | 491.30 mm shares | 2.45 | Short-term investment vehicle | Long | USA |
UST NOTES 4.875% 10/31/2028 | 444.67 mm | 434.05 mm principal | 2.22 | Debt | Long | USA |
Fidelity Securities Lending Cash Central Fund | 362.71 mm | 362.67 mm shares | 1.81 | Short-term investment vehicle | Long | USA |
UST NOTES 4.875% 10/31/2030 | 313.23 mm | 303.00 mm principal | 1.56 | Debt | Long | USA |
UNITED STATES TREASURY BOND 4.125% 08/15/2053 | 277.99 mm | 290.38 mm principal | 1.39 | Debt | Long | USA |
UST NOTES 1.125% 08/31/2028 | 257.34 mm | 295.34 mm principal | 1.28 | Debt | Long | USA |
UMBS 30YR 3% 03/01/2054 #TBA | 254.76 mm | 297.78 mm principal | 1.27 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 03/01/2054 #TBA | 240.47 mm | 305.93 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2% 08/15/2051 | 227.33 mm | 369.16 mm principal | 1.13 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.25% 02/15/2052 | 215.59 mm | 329.57 mm principal | 1.08 | Debt | Long | USA |
UST NOTES 3.125% 08/31/2029 | 212.49 mm | 225.16 mm principal | 1.06 | Debt | Long | USA |
GNII II 2% 03/01/2054 #TBA | 204.18 mm | 250.90 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.875% 11/15/2051 | 202.31 mm | 339.57 mm principal | 1.01 | Debt | Long | USA |
UST NOTES 4.125% 11/15/2032 | 197.88 mm | 200.00 mm principal | 0.99 | Debt | Long | USA |
UST NOTES 2.625% 07/31/2029 | 196.40 mm | 213.25 mm principal | 0.98 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3% 02/15/2047 | 191.56 mm | 245.21 mm principal | 0.96 | Debt | Long | USA |
UST NOTES 3.875% 12/31/2029 | 183.12 mm | 187.00 mm principal | 0.91 | Debt | Long | USA |
GNII II 2% 04/01/2054 #TBA | 182.50 mm | 224.10 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6% 03/01/2054 #TBA | 154.77 mm | 154.10 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 2% 11/15/2041 | 151.17 mm | 218.35 mm principal | 0.75 | Debt | Long | USA |
UST NOTES 2.875% 05/15/2032 | 149.61 mm | 165.53 mm principal | 0.75 | Debt | Long | USA |
GNII II 3% 03/01/2054 #TBA | 141.93 mm | 161.85 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 04/01/2054 #TBA | 138.62 mm | 176.13 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
UST NOTES 1.75% 01/31/2029 | 130.20 mm | 146.46 mm principal | 0.65 | Debt | Long | USA |
UMBS 30YR 6.5% 03/01/2054 #TBA | 125.15 mm | 123.00 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 03/01/2054 #TBA | 123.97 mm | 122.30 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.875% 11/30/2029 | 122.44 mm | 125.00 mm principal | 0.61 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | 118.42 mm | 121.49 mm principal | 0.59 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.25% 05/15/2042 | 103.18 mm | 122.70 mm principal | 0.51 | Debt | Long | USA |
UST NOTES 4% 01/31/2029 | 98.84 mm | 100.00 mm principal | 0.49 | Debt | Long | USA |
GNII II 2.5% 03/01/2054 #TBA | 97.12 mm | 114.78 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 3% 04/01/2054 #TBA | 92.97 mm | 108.55 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
UST NOTES 3.5% 01/31/2030 | 86.44 mm | 90.10 mm principal | 0.43 | Debt | Long | USA |
UNITED STATES TREASURY BOND 2.875% 05/15/2052 | 85.62 mm | 113.71 mm principal | 0.43 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.625% 05/15/2053 | 74.37 mm | 85.00 mm principal | 0.37 | Debt | Long | USA |
UNITED STATES TREASURY BOND 1.75% 08/15/2041 | 74.24 mm | 111.48 mm principal | 0.37 | Debt | Long | USA |
UST NOTES 4% 06/30/2028 | 74.09 mm | 75.00 mm principal | 0.37 | Debt | Long | USA |
UST NOTES 4% 10/31/2029 | 73.93 mm | 75.00 mm principal | 0.37 | Debt | Long | USA |
UMBS 30YR 3.5% 03/01/2054 #TBA | 71.65 mm | 80.55 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 69.54 mm | 72.92 mm principal | 0.35 | Debt | Long | USA |
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | 69.47 mm | 73.22 mm principal | 0.35 | Debt | Long | USA |
GNII II 3% 04/01/2054 #TBA | 67.70 mm | 77.15 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | 67.48 mm | 70.57 mm principal | 0.34 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3% 08/15/2052 | 66.28 mm | 85.74 mm principal | 0.33 | Debt | Long | USA |
UST NOTES 1.5% 11/30/2028 | 66.12 mm | 75.00 mm principal | 0.33 | Debt | Long | USA |
UMBS 30YR 5.5% 03/01/2054 #TBA | 62.52 mm | 63.20 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
GNII II 3.5% 03/01/2054 #TBA | 61.82 mm | 68.35 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 5% 03/01/2054 #TBA | 61.00 mm | 62.90 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Broadcom Pte. Ltd. | 58.69 mm | 70.26 mm principal | 0.29 | Debt | Long | USA |
GNII II 6% 03/01/2054 #TBA | 57.29 mm | 57.00 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 1.125% 05/15/2040 | 53.29 mm | 86.36 mm principal | 0.27 | Debt | Long | USA |
C Citigroup Inc | 52.45 mm | 54.78 mm principal | 0.26 | Debt | Long | USA |
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | 51.72 mm | 53.31 mm principal | 0.26 | Debt | Long | USA |
UNITED STATES TREASURY BOND 3.625% 02/15/2053 | 51.45 mm | 58.85 mm principal | 0.26 | Debt | Long | USA |
UST NOTES 3.875% 08/15/2033 | 50.66 mm | 52.21 mm principal | 0.25 | Debt | Long | USA |
UST NOTES 4.125% 07/31/2028 | 49.65 mm | 50.00 mm principal | 0.25 | Debt | Long | USA |
UMBS 30YR 2.5% 03/01/2054 #TBA | 44.28 mm | 53.90 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 04/01/2054 #TBA | 43.10 mm | 42.55 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
DEUTSCHE BANK AG 4.5% 04/01/2025 | 43.06 mm | 43.90 mm principal | 0.21 | Debt | Long | Germany |
MORGAN STANLEY 4.889%/VAR 07/20/2033 | 42.46 mm | 44.21 mm principal | 0.21 | Debt | Long | USA |
GREAT OUTDOORS TERM B2 1LN 03/05/2028 | 42.45 mm | 42.46 mm principal | 0.21 | Loan | Long | USA |
GNII II 5% 03/01/2054 #TBA | 42.10 mm | 43.10 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FORD MTR CR CO LLC 4.063% 11/01/2024 | 42.05 mm | 42.63 mm principal | 0.21 | Debt | Long | USA |
VZ Verizon Communications Inc | 41.52 mm | 51.21 mm principal | 0.21 | Debt | Long | USA |
MAGALLANES INC 4.279% 03/15/2032 | 40.69 mm | 46.12 mm principal | 0.20 | Debt | Long | USA |
PETROLEOS MEXICANOS 6.5% 03/13/2027 | 39.80 mm | 42.67 mm principal | 0.20 | Debt | Long | Mexico |
JXN Jackson Financial Inc - Ordinary Shares | 39.55 mm | 39.68 mm principal | 0.20 | Debt | Long | USA |
FHLG 30YR 2.5% 04/01/2052#SD8205 | 38.44 mm | 46.75 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Blackstone Private Credit Fund | 37.84 mm | 38.44 mm principal | 0.19 | Debt | Long | USA |
SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A | 35.93 mm | 36.50 mm principal | 0.18 | Debt | Long | France |
FNMA 30YR 5% 11/01/2053#FS7252 | 35.65 mm | 36.75 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
AES AES Corp. | 35.01 mm | 36.31 mm principal | 0.17 | Debt | Long | USA |
AASET 2022-1 LTD 6% 05/16/2047 144A | 34.93 mm | 35.55 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | 34.34 mm | 34.23 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 34.23 mm | 36.81 mm principal | 0.17 | Debt | Long | USA |
VTRS Viatris Inc | 34.13 mm | 40.52 mm principal | 0.17 | Debt | Long | USA |
AES AES Corp. | 33.91 mm | 37.33 mm principal | 0.17 | Debt | Long | USA |
MAGALLANES INC 5.141% 03/15/2052 | 33.87 mm | 41.68 mm principal | 0.17 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 33.28 mm | 39.25 mm principal | 0.17 | Debt | Long | USA |
WMB Williams Cos Inc | 33.23 mm | 34.93 mm principal | 0.17 | Debt | Long | USA |
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | 32.21 mm | 32.51 mm principal | 0.16 | Debt | Long | Italy |
FHLG 30YR 1.5% 04/01/2051#SD8139 | 31.90 mm | 42.56 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY 6.407%/VAR 11/01/2029 | 31.32 mm | 30.00 mm principal | 0.16 | Debt | Long | USA |
Credit Suisse Group AG | 31.29 mm | 30.00 mm principal | 0.16 | Debt | Long | Switzerland |
FNMA 30YR 3% 06/01/2052#FS6120 | 30.66 mm | 35.82 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
PETROLEOS MEXICANOS 5.95% 01/28/2031 | 29.58 mm | 38.11 mm principal | 0.15 | Debt | Long | Mexico |
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 | 29.58 mm | 30.80 mm principal | 0.15 | Debt | Long | USA |
UST NOTES 4% 02/15/2034 | 29.41 mm | 30.00 mm principal | 0.15 | Debt | Long | USA |
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | 29.35 mm | 30.87 mm principal | 0.15 | Debt | Long | USA |
FNMA 30YR 4.5% 09/01/2052#FS3425 | 29.15 mm | 30.76 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
PETROLEOS MEXICANOS 6.84% 01/23/2030 | 28.25 mm | 33.05 mm principal | 0.14 | Debt | Long | Mexico |
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A | 28.21 mm | 28.37 mm principal | 0.14 | Debt | Long | USA |
COF Capital One Financial Corp. | 28.05 mm | 29.45 mm principal | 0.14 | Debt | Long | USA |
UST NOTES 4.625% 11/15/2026 | 27.53 mm | 27.43 mm principal | 0.14 | Debt | Long | USA |
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 144A | 27.35 mm | 26.72 mm principal | 0.14 | Debt | Long | Ireland |
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A | 27.24 mm | 27.26 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COF Capital One Financial Corp. | 27.02 mm | 27.62 mm principal | 0.13 | Debt | Long | USA |
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | 26.93 mm | 29.12 mm principal | 0.13 | Debt | Long | USA |
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | 26.73 mm | 26.96 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A | 26.72 mm | 26.69 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FHLG 15YR 2% 06/01/2035#QN2486 | 26.71 mm | 30.03 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
GNII II 5.5% 03/01/2054 #TBA | 25.93 mm | 26.10 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 | 25.79 mm | 26.16 mm principal | 0.13 | Debt | Long | USA |
FNMA 30YR 4% 10/01/2052#CB4818 | 25.75 mm | 27.97 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
VZ Verizon Communications Inc | 25.61 mm | 30.39 mm principal | 0.13 | Debt | Long | USA |
FHLG 30YR 3% 11/01/2049#SD7509 | 25.42 mm | 29.19 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 2.5% 09/01/2036#MA4419 | 25.15 mm | 27.72 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
LOW Lowe`s Cos., Inc. | 24.92 mm | 27.42 mm principal | 0.12 | Debt | Long | USA |
ARCC Ares Capital Corp | 24.72 mm | 25.76 mm principal | 0.12 | Debt | Long | USA |
GNII II 2% 02/20/2051#MA7192 | 24.59 mm | 30.19 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 4.323/VAR 04/26/2028 | 24.40 mm | 25.00 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 |
DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032 | 24.31 mm | 29.68 mm principal | 0.12 | Debt | Long | USA |
GNMA II 2.5% 08/20/2051#785602 | 24.29 mm | 29.04 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
ALLY Ally Financial Inc | 24.28 mm | 25.00 mm principal | 0.12 | Debt | Long | USA |
FHLG 30YR 2.5% 05/01/2051#SD7540 | 24.26 mm | 29.04 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 24.01 mm | 23.95 mm principal | 0.12 | Debt | Long | UK |
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 | 23.66 mm | 22.29 mm principal | 0.12 | Debt | Long | USA |
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | 23.19 mm | 23.43 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
GNII II 2% 03/20/2052# | 23.15 mm | 28.45 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3.625% 01/15/2032 | 23.03 mm | 27.40 mm principal | 0.11 | Debt | Long | USA |
FNMA 30YR 4% 03/01/2051#FM7460 | 22.98 mm | 24.64 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
DRYDEN 76 CLO LTD TSFR3M+141.161 10/20/2034 144A | 22.81 mm | 22.81 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BA Boeing Co. | 22.75 mm | 23.60 mm principal | 0.11 | Debt | Long | USA |
ALLY Ally Financial Inc | 22.74 mm | 21.84 mm principal | 0.11 | Debt | Long | USA |
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 | 22.58 mm | 22.30 mm principal | 0.11 | Debt | Long | USA |
JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029 | 22.56 mm | 22.50 mm principal | 0.11 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 22.55 mm | 24.73 mm principal | 0.11 | Debt | Long | USA |
CNC Centene Corp. | 22.46 mm | 25.48 mm principal | 0.11 | Debt | Long | USA |
Broadcom Pte. Ltd. | 22.27 mm | 27.71 mm principal | 0.11 | Debt | Long | USA |
UST NOTES 4.375% 12/15/2026 | 22.24 mm | 22.29 mm principal | 0.11 | Debt | Long | USA |
FNMA 30YR 2.5% 01/01/2052#FS1648 | 22.10 mm | 26.88 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
COF Capital One Financial Corp. | 21.79 mm | 22.35 mm principal | 0.11 | Debt | Long | USA |
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049 | 21.57 mm | 21.04 mm principal | 0.11 | Debt | Long | USA |
PETROLEOS MEXICANOS 7.69% 01/23/2050 | 21.51 mm | 31.23 mm principal | 0.11 | Debt | Long | Mexico |
BX TRUST 2019 TSFR1M+191.448 10/15/2036 144A | 21.46 mm | 21.53 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
T-MOBILE USA INC 3.875% 04/15/2030 | 21.35 mm | 23.00 mm principal | 0.11 | Debt | Long | USA |
PUGET ENERGY INC 4.224% 03/15/2032 | 21.28 mm | 23.79 mm principal | 0.11 | Debt | Long | USA |
Credit Suisse Group AG | 21.19 mm | 21.56 mm principal | 0.11 | Debt | Long | Switzerland |
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | 21.14 mm | 21.00 mm principal | 0.11 | Debt | Long | USA |
C Citigroup Inc | 21.11 mm | 22.34 mm principal | 0.11 | Debt | Long | USA |
FNMA 30YR 5.5% 11/01/2052#CB5139 | 21.09 mm | 21.27 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A | 21.09 mm | 21.12 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ORCL Oracle Corp. | 21.06 mm | 24.42 mm principal | 0.11 | Debt | Long | USA |
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | 20.97 mm | 24.20 mm principal | 0.10 | Debt | Long | USA |
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A | 20.65 mm | 20.65 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOLDEN NUGGET TERM B 1LN 01/27/2029 | 20.59 mm | 20.58 mm principal | 0.10 | Loan | Long | USA |
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | 20.56 mm | 21.31 mm principal | 0.10 | Debt | Long | Cayman Islands |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | 20.42 mm | 25.86 mm principal | 0.10 | Debt | Long | USA |
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | 20.29 mm | 21.24 mm principal | 0.10 | Debt | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029 | 20.13 mm | 22.55 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GNII II 2% 01/20/2051#MA7135 | 20.06 mm | 24.62 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029 | 20.02 mm | 20.70 mm principal | 0.10 | Debt | Long | USA |
INDONESIA REPUBLIC OF 4.2% 10/15/2050 | 19.96 mm | 24.00 mm principal | 0.10 | Debt | Long | Indonesia |
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | 19.69 mm | 19.90 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
VICI PROPERTIES LP 4.95% 02/15/2030 | 19.68 mm | 20.68 mm principal | 0.10 | Debt | Long | USA |
FNMA 30YR 1.5% 07/01/2051#MA4377 | 19.62 mm | 26.18 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A | 19.61 mm | 20.06 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
SABRA HEALTH CARE LP 3.2% 12/01/2031 | 19.49 mm | 24.04 mm principal | 0.10 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 | 19.44 mm | 20.00 mm principal | 0.10 | Debt | Long | USA |
PETROLEOS MEXICANOS 6.35% 02/12/2048 | 19.42 mm | 31.73 mm principal | 0.10 | Debt | Long | Mexico |
FLATIRON CLO 20 LTD / LLC TSFR3M+130 11/20/2033 144A | 19.39 mm | 19.34 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MORGAN STANLEY 4.21%/VAR 04/20/2028 | 19.36 mm | 20.00 mm principal | 0.10 | Debt | Long | USA |
STZ Constellation Brands Inc - Ordinary Shares | 19.34 mm | 20.00 mm principal | 0.10 | Debt | Long | USA |
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A | 19.23 mm | 19.23 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Blackstone Private Credit Fund | 19.18 mm | 18.93 mm principal | 0.10 | Debt | Long | USA |
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A | 19.18 mm | 19.10 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A | 19.16 mm | 19.30 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
MS Morgan Stanley | 19.14 mm | 21.07 mm principal | 0.10 | Debt | Long | USA |
BCS Barclays plc | 19.05 mm | 18.48 mm principal | 0.09 | Debt | Long | UK |
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 | 18.72 mm | 19.75 mm principal | 0.09 | Debt | Long | USA |
FNMA 30YR 2.5% 05/01/2051#CB0404 | 18.42 mm | 21.98 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
ET+E Energy Transfer Operating, L.P. | 18.40 mm | 21.35 mm principal | 0.09 | Debt | Long | USA |
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | 18.29 mm | 18.28 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SYF Synchrony Financial | 18.22 mm | 19.10 mm principal | 0.09 | Debt | Long | USA |
OHI Omega Healthcare Investors, Inc. | 18.18 mm | 22.84 mm principal | 0.09 | Debt | Long | USA |
HCA INC 3.5% 09/01/2030 | 18.15 mm | 20.32 mm principal | 0.09 | Debt | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 18.00 mm | 21.13 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
Credit Suisse Group AG | 17.86 mm | 19.42 mm principal | 0.09 | Debt | Long | Switzerland |
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 | 17.82 mm | 22.95 mm principal | 0.09 | Debt | Long | USA |
UMBS 30YR 2.5% 04/01/2054 #TBA | 17.81 mm | 21.65 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
DAIMLER TRUCKS RETAIL TRUST 2023-1 6.03% 09/15/2025 | 17.81 mm | 17.79 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | USA |
OHI Omega Healthcare Investors, Inc. | 17.79 mm | 18.50 mm principal | 0.09 | Debt | Long | USA |
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A | 17.78 mm | 17.79 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA 30YR 3.5% 04/01/2052#MA4580 | 17.71 mm | 19.89 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | 17.58 mm | 17.58 mm principal | 0.09 | ABS-mortgage backed security | 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 |
FHLG 30YR 2% 05/51#SD7541 | 17.49 mm | 21.86 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | 17.48 mm | 17.39 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
COLUMBIA CENT CLO 32 LTD / COLUMBIA CENT CLO 32 CORP TSFR3M+170 07/24/2034 144A | 17.44 mm | 17.43 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A | 17.43 mm | 17.45 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA 2020 TSFR3M+141.161 07/16/2034 144A | 17.43 mm | 17.43 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ENERGY TRANSFER LP 5.4% 10/01/2047 | 17.43 mm | 19.22 mm principal | 0.09 | Debt | Long | USA |
FNMA 30YR 3.5% 06/01/2051#CB0867 | 17.43 mm | 19.46 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
ORCL Oracle Corp. | 17.33 mm | 19.34 mm principal | 0.09 | Debt | Long | USA |
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | 17.30 mm | 17.38 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | 17.22 mm | 18.67 mm principal | 0.09 | Debt | Long | France |
GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS | 17.17 mm | 14.50 mm principal | 0.09 | Debt | Long | Germany |