Fund profile
Tickers
FZOLX
Fund manager
Total assets
$6.45 bn
Liabilities
$372.82 mm
Net assets
$6.08 bn
Number of holdings
426.00
Top 200 of 426 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UST NOTES 3% 06/30/2024 | 355.66 mm | 358.45 mm principal | 5.85 | Debt | Long | USA |
Fidelity Securities Lending Cash Central Fund | 350.99 mm | 350.95 mm shares | 5.78 | Short-term investment vehicle | Long | USA |
UST NOTES 4.125% 01/31/2025 | 333.58 mm | 336.50 mm principal | 5.49 | Debt | Long | USA |
UST NOTES 4.75% 07/31/2025 | 297.62 mm | 298.00 mm principal | 4.90 | Debt | Long | USA |
Fidelity Cash Central Fund | 99.85 mm | 99.83 mm shares | 1.64 | Short-term investment vehicle | Long | USA |
BMOM VCP SOFR+70 4/4/2024 | 30.02 mm | 30.00 mm principal | 0.49 | Debt | Long | Canada |
GS Goldman Sachs Group, Inc. | 28.52 mm | 28.50 mm principal | 0.47 | Debt | Long | USA |
DEUTSCHE BANK AG NEW YORK BNCH 3.961/VAR 11/26/2025 | 27.55 mm | 28.00 mm principal | 0.45 | Debt | Long | USA |
KEYBANK NATL ASSN FRN SOFR+32 06/14/2024 | 25.94 mm | 26.05 mm principal | 0.43 | Debt | Long | USA |
WELLS FARGO and CO NEW 3.3% 09/09/2024 | 25.10 mm | 25.40 mm principal | 0.41 | Debt | Long | USA |
UST NOTES 4.25% 01/31/2026 | 24.91 mm | 25.10 mm principal | 0.41 | Debt | Long | USA |
SMBC YCD SOFR+65 5/1/24 | 24.72 mm | 24.70 mm principal | 0.41 | Debt | Long | USA |
Cigna Holding Co | 24.72 mm | 24.76 mm principal | 0.41 | Debt | Long | USA |
BAT CAPITAL CORP 3.222% 08/15/2024 | 24.70 mm | 25.00 mm principal | 0.41 | Debt | Long | USA |
HPEFS EQIPMENT TR 2024-1 5.38% 05/20/2031 144A | 24.52 mm | 24.54 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
BANK OF NOVA SCOTIA 5.45% 06/12/2025 | 24.41 mm | 24.40 mm principal | 0.40 | Debt | Long | Canada |
JPMORGAN CHASE and CO 0.969%/VAR 06/23/2025 | 24.22 mm | 24.60 mm principal | 0.40 | Debt | Long | USA |
UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A | 24.01 mm | 24.00 mm principal | 0.40 | Debt | Long | UK |
BMW US CAPITAL LLC FRN SFRIX+53 04/01/2024 144A | 24.00 mm | 23.99 mm principal | 0.39 | Debt | Long | USA |
SMBC NY YCD SOFR+70 08/14/2024 | 23.76 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+70 07/11/2024 | 23.75 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
Svenska YCD SOFR+57 8/29/24 | 23.75 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
WELLS FARGO BK NATL ASSN CD SOFR+63 07/18/2024 | 23.74 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
LBCM YCD SOFR+70 6/7/24 | 23.74 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
WELLS FARGO BK NATL ASSN CD SOFR+65 07/05/2024 | 23.74 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
RBC NY YCD SOFR+65 7/3/24 | 23.74 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
MIZUHO BANK LTD NY BRANCH YCD SOFR+56 05/24/2024 | 23.72 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
RABOBANK NEDERLAND NY BRH YCD 6.05% 07/10/2024 | 23.72 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
LLOYDS BANK CORPORATE MARKETS PLC YCD 5.91% 06/17/2024 | 23.72 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
CITIBANK NA (BD) CD 5.78% 03/08/2024 | 23.70 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
BARC CCP VCP SOFR+73 6/5/24 | 23.70 mm | 23.70 mm principal | 0.39 | Debt | Long | UK |
BMO HARRIS CD SOFR+67 7/8/24 | 23.70 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
JPMS CP SOFR+64 7/12/24 | 23.70 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
LBCM YCD SOFR+69 7/8/24 | 23.70 mm | 23.70 mm principal | 0.39 | Debt | Long | USA |
CANADIAN IMPRL BK COMM NY BRH YCD 5.95% 09/19/2024 | 23.65 mm | 23.60 mm principal | 0.39 | Debt | Long | USA |
SMBC NY YCD SOFR+70 7/26/24 | 23.55 mm | 23.50 mm principal | 0.39 | Debt | Long | USA |
TOYOTA LEASE OWNER TRUST 2024-A 5.33% 07/20/2026 144A | 23.39 mm | 23.39 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | 23.35 mm | 24.00 mm principal | 0.38 | Debt | Long | Ireland |
BAYER CORP CP .0593 07/09/2024 | 23.21 mm | 23.70 mm principal | 0.38 | Debt | Long | USA |
BPCE SA YCP .0566 07/19/2024 | 23.21 mm | 23.70 mm principal | 0.38 | Debt | Long | France |
HSBC USA INC YCP .0605 08/14/2024 | 23.10 mm | 23.70 mm principal | 0.38 | Debt | Long | USA |
BAYER CORP CP .059 08/15/2024 | 23.08 mm | 23.70 mm principal | 0.38 | Debt | Long | USA |
BAYER CORP CP .0594 09/10/2024 | 22.98 mm | 23.70 mm principal | 0.38 | Debt | Long | USA |
BAYER CORP CP .0593 07/24/2024 | 22.96 mm | 23.50 mm principal | 0.38 | Debt | Long | USA |
VERIZON MASTER TRUST VAR 11/20/2028 | 22.91 mm | 23.45 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | USA |
HSBC USA INC CP .059 11/21/2024 | 22.72 mm | 23.70 mm principal | 0.37 | Debt | Long | USA |
MORGAN STANLEY 0.79/VAR 05/30/2025 | 22.63 mm | 22.95 mm principal | 0.37 | Debt | Long | USA |
TOYOTA AUTO LN EXTD NT TR 2019-1 2.56% 11/25/2031 144A | 22.49 mm | 22.65 mm principal | 0.37 | ABS-collateralized bond/debt obligation | Long | USA |
GM FINL AUTOMOBILE LEASING TR 2023-1 5.16% 04/20/2026 | 22.02 mm | 22.06 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
C Citigroup Inc | 21.89 mm | 22.08 mm principal | 0.36 | Debt | Long | USA |
DG Dollar General Corp. | 21.31 mm | 21.49 mm principal | 0.35 | Debt | Long | USA |
FORD CREDIT AUTO OWNER TRUST 2023-B 5.57% 06/15/2026 | 21.18 mm | 21.18 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | USA |
MFG Mizuho Financial Group, Inc. | 21.07 mm | 21.00 mm principal | 0.35 | Debt | Long | Japan |
TD NY YCD 3/25/24 SOFR+67 | 21.01 mm | 21.00 mm principal | 0.35 | Debt | Long | USA |
TORONTO DOMINION BANK FRN SOFR+35.5 03/04/2024 | 21.00 mm | 21.00 mm principal | 0.35 | Debt | Long | Canada |
CATERPILLAR FINL SVCS CORP FRN SOFR+45 11/14/2024 | 20.83 mm | 20.80 mm principal | 0.34 | Debt | Long | USA |
MMC Marsh & McLennan Cos., Inc. | 20.79 mm | 20.80 mm principal | 0.34 | Debt | Long | USA |
ROYAL BANK OF CANADA 3.97% 07/26/2024 | 20.60 mm | 20.73 mm principal | 0.34 | Debt | Long | Canada |
ATHENE GLOBAL FUNDING FRN SFRIX+71.5 01/07/2025 144A | 20.59 mm | 20.60 mm principal | 0.34 | Debt | Long | USA |
BANK OF AMERICA NA 5.65% 08/18/2025 | 20.14 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
AXP American Express Co. | 20.11 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
SMFG Sumitomo Mitsui Financial Group Inc | 20.08 mm | 20.30 mm principal | 0.33 | Debt | Long | Japan |
MORGAN STANLEY BK NA SALT LAKE 5.479% 07/16/2025 | 20.08 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
CANADIAN IMPRL BK COMM NY BRH YCD SOFR+70 04/01/2024 | 20.01 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
Svenska YCD SOFR+65 3/28/24 | 20.01 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A | 19.99 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
T AT&T, Inc. | 19.94 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
CVS CVS Health Corp | 19.78 mm | 20.00 mm principal | 0.33 | Debt | Long | USA |
DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A | 19.60 mm | 19.40 mm principal | 0.32 | Debt | Long | Denmark |
AMERICAN EXPRESS CR ACC MST TR 3.75% 08/15/2027 | 19.60 mm | 20.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027 | 19.59 mm | 20.00 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
BMW VECHICLE LEASE TR 2023-1 5.16% 11/25/2025 | 19.23 mm | 19.28 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A | 19.22 mm | 19.21 mm principal | 0.32 | Debt | Long | UK |
GM FINANCIAL LEASING TRUST 2024-1 5.18% 06/22/2026 | 19.17 mm | 19.20 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
TOYOTA MOTOR CREDIT CORP 5.6% 09/11/2025 | 19.16 mm | 19.00 mm principal | 0.32 | Debt | Long | USA |
VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A | 19.08 mm | 19.00 mm principal | 0.31 | Debt | Long | USA |
JUNIPER VALLEY PARK CLO LLC TSFR3M+ 07/20/2035 144A | 19.05 mm | 19.00 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
CITIBANK NA (BD) CD SOFR+65 06/17/2024 | 19.03 mm | 19.00 mm principal | 0.31 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 19.00 mm | 19.00 mm principal | 0.31 | Debt | Long | USA |
JPMORGAN CHASE and CO 3.22/VAR 03/01/2025 | 19.00 mm | 19.00 mm principal | 0.31 | Debt | Long | USA |
CITIBANK NA 5.864% 09/29/2025 | 18.97 mm | 18.75 mm principal | 0.31 | Debt | Long | USA |
VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.87% 01/20/2026 | 18.84 mm | 18.80 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
AMZN Amazon.com Inc. | 18.82 mm | 19.00 mm principal | 0.31 | Debt | Long | USA |
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027 | 18.81 mm | 19.17 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.5% 11/27/2024 144A | 18.79 mm | 18.80 mm principal | 0.31 | Debt | Long | USA |
FORD CR FLOORPLN MAST OWN TR A 2.44% 09/15/2026 | 18.69 mm | 19.00 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
TORONTO DOMINION BANK 3.25% 03/11/2024 | 18.63 mm | 18.64 mm principal | 0.31 | Debt | Long | Canada |
SPRINT Corp | 18.62 mm | 18.40 mm principal | 0.31 | Debt | Long | USA |
JPMORGAN CHASE and CO FRN SOFR+53.5 06/01/2025 | 18.47 mm | 18.48 mm principal | 0.30 | Debt | Long | USA |
MFG Mizuho Financial Group, Inc. | 18.43 mm | 18.75 mm principal | 0.30 | Debt | Long | Japan |
BANK OF MONTREAL QUE 5.92% 09/25/2025 | 18.19 mm | 18.00 mm principal | 0.30 | Debt | Long | Canada |
TRP TransCanada Pipelines Ltd | 18.16 mm | 18.70 mm principal | 0.30 | Debt | Long | Canada |
CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025 | 18.10 mm | 18.00 mm principal | 0.30 | Debt | Long | Canada |
DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027 | 18.03 mm | 18.43 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
COF Capital One Financial Corp. | 18.02 mm | 18.00 mm principal | 0.30 | Debt | Long | USA |
MORGAN STANLEY FRN SOFR+116.5 04/17/2025 | 18.02 mm | 18.00 mm principal | 0.30 | Debt | Long | USA |
BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025 | 18.02 mm | 18.00 mm principal | 0.30 | Debt | Long | USA |
SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A | 18.02 mm | 18.00 mm principal | 0.30 | Debt | Long | France |
HUNTINGTON NATL BK COLUMBUS OH FRN SFRIX+119 05/16/2025 | 17.99 mm | 18.00 mm principal | 0.30 | Debt | Long | USA |
HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A | 17.96 mm | 17.95 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
BANK OF AMERICA CORPORATION FRN SOFR+69 04/22/2025 | 17.96 mm | 17.95 mm principal | 0.30 | Debt | Long | USA |
AIB GROUP PLC 4.263%/VAR 04/10/2025 144A | 17.96 mm | 18.00 mm principal | 0.30 | Debt | Long | Ireland |
ELV Elevance Health Inc | 17.95 mm | 18.26 mm principal | 0.30 | Debt | Long | USA |
C Citigroup Inc | 17.93 mm | 18.00 mm principal | 0.30 | Debt | Long | USA |
TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A | 17.90 mm | 17.89 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
RABOBANK NEDERLAND NY BRH 3.875% 08/22/2024 | 17.85 mm | 18.00 mm principal | 0.29 | Debt | Long | USA |
LLOYDS BANKING GROUP PLC 3.9% 03/12/2024 | 17.79 mm | 17.80 mm principal | 0.29 | Debt | Long | UK |
AXP American Express Co. | 17.76 mm | 18.00 mm principal | 0.29 | Debt | Long | USA |
DANSKE BANK AS (UNGTD)3.773%/VAR 03/28/2025 144A | 17.71 mm | 17.75 mm principal | 0.29 | Debt | Long | Denmark |
BMW VECHILE OWNER TRUST 2023-A 5.72% 04/27/2026 | 17.69 mm | 17.67 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP COML MTG TR 2015-GC27 A5 3.137% 02/10/2048 | 17.66 mm | 18.00 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
ABBV Abbvie Inc | 17.63 mm | 18.00 mm principal | 0.29 | Debt | Long | USA |
JOHN DEERE OWNER TRUST 23-C 5.76% 08/17/2026 | 17.52 mm | 17.50 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
CITIGROUP INC FRN SOFR+69.4 01/25/2026 | 17.51 mm | 17.50 mm principal | 0.29 | Debt | Long | USA |
GM FINANCIAL LEASING TRUST 2023-3 5.58% 01/20/2026 | 17.47 mm | 17.47 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
DISCOVER CARD EXECUTION NT TR 1.96% 02/15/2027 | 17.44 mm | 18.00 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | USA |
BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024 | 17.31 mm | 17.30 mm principal | 0.28 | Debt | Long | Canada |
NTR Nutrien Ltd | 17.28 mm | 17.26 mm principal | 0.28 | Debt | Long | Canada |
SANTANDER HLDGS USA INC 3.5% 06/07/2024 | 17.09 mm | 17.20 mm principal | 0.28 | Debt | Long | USA |
JPMORGAN CHASE and CO FRN SOFR+97 06/14/2025 | 17.03 mm | 17.00 mm principal | 0.28 | Debt | Long | USA |
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A | 17.00 mm | 17.00 mm principal | 0.28 | Debt | Long | Netherlands |
HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 5.41% 04/15/2026 | 16.98 mm | 16.99 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
GS Goldman Sachs Group, Inc. | 16.88 mm | 16.89 mm principal | 0.28 | Debt | Long | USA |
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.85% 03/16/2026 144A | 16.84 mm | 16.80 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
ATHENE GLOBAL FUNDING FRN SFRIX+70 05/24/2024 144A | 16.51 mm | 16.50 mm principal | 0.27 | Debt | Long | USA |
KDP Keurig Dr Pepper Inc | 16.47 mm | 16.50 mm principal | 0.27 | Debt | Long | USA |
TOYOTA AUTO RECEIVABLES OWNER 5.6% 08/17/2026 | 16.43 mm | 16.43 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
AMGN AMGEN Inc. | 16.37 mm | 16.42 mm principal | 0.27 | Debt | Long | USA |
JOHN DEERE OWNER TR 2023-B 5.59% 06/15/2026 | 16.15 mm | 16.15 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A | 16.14 mm | 16.14 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025 | 16.07 mm | 16.20 mm principal | 0.26 | Debt | Long | USA |
C Citigroup Inc | 16.05 mm | 16.00 mm principal | 0.26 | Debt | Long | USA |
JPMORGAN CHASE and CO FRN VAR 02/24/2026 | 16.03 mm | 15.96 mm principal | 0.26 | Debt | Long | USA |
TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024 | 16.00 mm | 16.00 mm principal | 0.26 | Debt | Long | USA |
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 0.75% 03/01/2024 144A | 16.00 mm | 16.00 mm principal | 0.26 | Debt | Long | USA |
CREDIT AGRICOLE SA LONDON BRH 3.875% 04/15/2024 144A | 15.96 mm | 16.00 mm principal | 0.26 | Debt | Long | UK |
TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025 | 15.96 mm | 16.00 mm principal | 0.26 | Debt | Long | USA |
TORONTO DOMINION BANK FRN SOFR+91 03/08/2024 | 15.92 mm | 15.91 mm principal | 0.26 | Debt | Long | Canada |
AXP American Express Co. | 15.89 mm | 15.66 mm principal | 0.26 | Debt | Long | USA |
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 5.06% 05/17/2027 | 15.86 mm | 15.91 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
MORGAN STANLEY 3.7% 10/23/2024 | 15.70 mm | 15.90 mm principal | 0.26 | Debt | Long | USA |
BCS Barclays plc | 15.70 mm | 16.24 mm principal | 0.26 | Debt | Long | UK |
CRBG Corebridge Financial Inc. | 15.63 mm | 16.00 mm principal | 0.26 | Debt | Long | USA |
VENTAS RLTY LTD PARTNERSHIP 3.75% 05/01/2024 | 15.54 mm | 15.60 mm principal | 0.26 | Debt | Long | USA |
HUM Humana Inc. | 15.47 mm | 15.64 mm principal | 0.25 | Debt | Long | USA |
ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A | 15.45 mm | 15.49 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
AMGN AMGEN Inc. | 15.43 mm | 15.50 mm principal | 0.25 | Debt | Long | USA |
AXP American Express Co. | 15.24 mm | 15.23 mm principal | 0.25 | Debt | Long | USA |
JPMORGAN CHASE and CO FRN SOFR+132 04/26/2026 | 15.11 mm | 14.96 mm principal | 0.25 | Debt | Long | USA |
CARMAX AUTO OWNER TRUST 2024-1 5.3% 03/15/2027 | 15.10 mm | 15.11 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
WELLS FARGO BK NATL ASSN FRN SOFR+80 08/01/2025 | 15.05 mm | 15.00 mm principal | 0.25 | Debt | Long | USA |
MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024 | 15.01 mm | 15.01 mm principal | 0.25 | Debt | Long | USA |
BANK OF NOVA SCOTIA FRN SFRIX+44.5 04/15/2024 | 15.00 mm | 15.00 mm principal | 0.25 | Debt | Long | Canada |
JPMORGAN CHASE and CO 5.546/VAR 12/15/2025 | 15.00 mm | 15.00 mm principal | 0.25 | Debt | Long | USA |
GENERAL MTRS FINL CO INC 1.05% 03/08/2024 | 14.99 mm | 15.00 mm principal | 0.25 | Debt | Long | USA |
BANK OF AMERICA CORPORATION 3.841%/VAR 04/25/2025 | 14.95 mm | 15.00 mm principal | 0.25 | Debt | Long | USA |
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025 | 14.80 mm | 15.00 mm principal | 0.24 | Debt | Long | USA |
HSBC HSBC Holdings plc | 14.80 mm | 15.00 mm principal | 0.24 | Debt | Long | UK |
DELL EQUIPMENT FINANCE TRUST 2023-3 6.1% 04/23/2029 144A | 14.79 mm | 14.74 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
DANSKE BANK AS (UNGTD) 6.466%/VAR 01/09/2026 144A | 14.66 mm | 14.60 mm principal | 0.24 | Debt | Long | Denmark |
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.74% 09/16/2026 | 14.62 mm | 14.61 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
HAROT 2023-4 5.87% 06/22/2026 | 14.62 mm | 14.56 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
PEP PepsiCo Inc | 14.44 mm | 14.43 mm principal | 0.24 | Debt | Long | USA |
US BANCORP DEL 1.45% 05/12/2025 | 14.35 mm | 15.00 mm principal | 0.24 | Debt | Long | USA |
CARMAX AUTO OWNER TR 2023-4 6.08% 12/15/2026 | 14.09 mm | 14.01 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
HONDA AUTO RECEIVABLES 2023-3 OWNER TR 5.71% 03/18/2026 | 14.08 mm | 14.07 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
WELLS FARGO and CO NEW FRN SOFR+132 04/25/2026 | 14.07 mm | 13.95 mm principal | 0.23 | Debt | Long | USA |
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.5% 12/21/2026 | 14.06 mm | 14.06 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025 | 14.04 mm | 14.00 mm principal | 0.23 | Debt | Long | USA |
WORLD OMNI AUTO RECEIVABLES TR 2023-C 5.57% 12/15/2026 | 14.02 mm | 14.02 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
GS Goldman Sachs Group, Inc. | 14.00 mm | 14.00 mm principal | 0.23 | Debt | Long | USA |
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | 13.94 mm | 13.81 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
MORGAN STANLEY 2.63%/VAR SOFR+0 02/18/2026 | 13.59 mm | 14.00 mm principal | 0.22 | Debt | Long | USA |
KVUE Kenvue Inc | 13.53 mm | 13.50 mm principal | 0.22 | Debt | Long | USA |
CARMAX AUTO OWNER TR 2023-2 5.5% 06/15/2026 | 13.52 mm | 13.53 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 5.2% 05/15/2026 | 13.39 mm | 13.41 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
VERIZON MASTER TRUST 5.61% 09/08/2028 | 13.36 mm | 13.30 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
GENERAL MTRS FINL CO INC FRN SOFR+62 10/15/2024 | 13.32 mm | 13.31 mm principal | 0.22 | Debt | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.77% 05/15/2026 | 13.29 mm | 13.27 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | USA |
AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026 | 13.21 mm | 13.26 mm principal | 0.22 | Debt | Long | USA |
GENERAL MTRS FINL CO INC FRN SFRIX+130 04/07/2025 | 13.09 mm | 13.00 mm principal | 0.22 | Debt | Long | USA |
PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A | 13.08 mm | 13.00 mm principal | 0.22 | Debt | Long | USA |
BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A | 13.07 mm | 13.00 mm principal | 0.22 | Debt | Long | USA |
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12% 02/16/2027 | 13.05 mm | 13.08 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+95 06/07/2024 144A | 13.02 mm | 13.00 mm principal | 0.21 | Debt | Long | USA |
DNB BANK ASA 2.698%/VAR 03/28/2025 144A | 13.02 mm | 13.05 mm principal | 0.21 | Debt | Long | Norway |
MUFG Mitsubishi UFJ Financial Group, Inc. | 13.02 mm | 12.96 mm principal | 0.21 | Debt | Long | Japan |
DNB BANK ASA FRN SFRIX+83 03/28/2025 144A | 13.00 mm | 13.00 mm principal | 0.21 | Debt | Long | Norway |
BMW VEHICLE LEASE TRUST 2024-1 5.1% 07/27/2026 | 13.00 mm | 13.02 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
ARI FLEET LEASE TRUST 5.3% 11/15/2032 144A | 12.84 mm | 12.87 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027 | 12.84 mm | 12.80 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A | 12.82 mm | 12.81 mm principal | 0.21 | Debt | Long | Canada |
DTE DTE Energy Co. | 12.73 mm | 12.98 mm principal | 0.21 | Debt | Long | USA |
DLLMT 2023-1 LLC 5.78% 11/20/2025 144A | 12.69 mm | 12.70 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
AIMCO CLO 12 LTD TSFR3M+117 01/17/2032 144A | 12.67 mm | 12.66 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOCIETE GENERALE FRANCE 2.625% 01/22/2025 144A | 12.63 mm | 13.00 mm principal | 0.21 | Debt | Long | France |
GENERAL MTRS FINL CO INC FRN SOFR+76 03/08/2024 | 12.61 mm | 12.61 mm principal | 0.21 | Debt | Long | USA |
COF Capital One Financial Corp. | 12.59 mm | 12.63 mm principal | 0.21 | Debt | Long | USA |
CANADIAN PAC RY CO 1.35% 12/02/2024 | 12.59 mm | 13.00 mm principal | 0.21 | Debt | Long | Canada |
WOART 2023-A 5.18% 07/15/2026 | 12.57 mm | 12.59 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |