Fidelity Group of Funds > Fidelity Advisor Series II
Fidelity Advisor Limited Term Bond Fund
$2.65B
Avg Monthly Net Assets
$1.99B
Total Assets
$19.76M
Total Liabilities
$1.97B
Net Assets
Fidelity Advisor Limited Term Bond Fund is a Mutual Fund in Fidelity Advisor Series II
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has six share classes
and monthly net assets of $2.65B.
On July 26th, 2024 it reported 712 holdings, the largest
being UST NOTES (3.1%), UST NOTES (2.5%) and UST NOTES (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Advisor Limited Term Bond Fund - Class A | C000014032 | FDIAX | |
| Fidelity Advisor Limited Term Bond Fund - Class C | C000014034 | FNBCX | |
| Fidelity Advisor Limited Term Bond Fund - Class I | C000014036 | EFIPX | |
| Fidelity Advisor Limited Term Bond Fund - Class M | C000014035 | FTBRX | |
| Fidelity Advisor Limited Term Bond Fund - Class Z | C000204996 | FIKRX | |
| Fidelity Limited Term Bond Fund | C000132104 | FJRLX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC/NEW RED FIN INC 3.875% 01/15/2028 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $604K | – | 0.03 |
| 1011778 BC ULC/NEW RED FIN INC 5.75% 04/15/2025 144A (1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC) | Long | Debt | CA | $349K | – | 0.02 |
| 1375209 BC LTD 9% 01/30/2028 144A | Long | Debt | CA | $531K | – | 0.03 |
| 7 ELEVEN INC 0.95% 02/10/2026 144A | Long | Debt | US | $7M | – | 0.37 |
| 7 ELEVEN INC 1.3% 02/10/2028 144A | Long | Debt | US | $3M | – | 0.16 |
| AASET 2019-2 TR 3.376% 10/16/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| AASET 2021-1 TR 2.95% 11/16/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| AASET 2021-2 TR 2.798% 01/15/2047 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A | Long | Debt | NL | $7M | – | 0.38 |
| ACRISURE LLC / ACRISURE FINANCE INC 8.25% 02/01/2029 144A | Long | Debt | US | $502K | – | 0.03 |
| ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A | Long | Debt | US | $1M | – | 0.06 |
| ADVANCE AUTO PARTS INC 5.95% 03/09/2028 | Long | Debt | US | $6M | – | 0.33 |
| ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A | Long | Debt | US | $242K | – | 0.01 |
| ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A | Long | Debt | US | $360K | – | 0.02 |
| AECOM 5.125% 03/15/2027 | Long | Debt | US | $876K | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | Long | Debt | IE | $1M | – | 0.08 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 | Long | Debt | IE | $7M | – | 0.34 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $2M | – | 0.10 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 | Long | Debt | IE | $6M | – | 0.28 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 | Long | Debt | IE | $4M | – | 0.20 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $4M | – | 0.20 |
| AFFINITY GAMING LLC 6.875% 12/15/2027 144A | Long | Debt | US | $890K | – | 0.05 |
| AIMCO CLO 12 LTD TSFR3M+117 01/17/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.25 |
| AIR LEASE CORP 2.2% 01/15/2027 | Long | Debt | US | $3M | – | 0.17 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.25% 03/15/2026 144A | Long | Debt | US | $1M | – | 0.05 |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A | Long | Debt | US | $1M | – | 0.05 |
| ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A | Long | Debt | NL | $82K | – | 0.00 |
| ALCON FINANCE CORP 2.75% 09/23/2026 144A | Long | Debt | US | $4M | – | 0.19 |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7% 01/15/2031 144A | Long | Debt | US | $201K | – | 0.01 |
| ALLIANT HOLDINGS TERM B6 1LN 11/06/2030 (ALLIANT HLDGS INTERMEDIATE LLC) | Long | Loan | US | $410K | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A | Long | Debt | US | $349K | – | 0.02 |
| ALLIED UNIVERSAL TERM B 1LN 05/14/2028 (ALLIED UNIVERSAL HOLDCO LLC) | Long | Loan | US | $2M | – | 0.08 |
| ALLY FINL INC 4.7%/VAR PERP (ALLY FINANCIAL INC) | Long | Equity-preferred | US | $600K | – | 0.03 |
| ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) | Long | Debt | US | $5M | – | 0.24 |
| ALLY FINL INC 6.848%/VAR 01/03/2030 (ALLY FINANCIAL INC) | Long | Debt | US | $6M | – | 0.30 |
| ALTICE FING SA 5% 01/15/2028 144A | Long | Debt | LU | $1M | – | 0.06 |
| ALTICE FRANCE SA 5.125% 07/15/2029 144A | Long | Debt | FR | $684K | – | 0.03 |
| ALTICE FRANCE SA 8.125% 02/01/2027 144A | Long | Debt | FR | $308K | – | 0.02 |
| ALTRIA GROUP INC 2.35% 05/06/2025 | Long | Debt | US | $973K | – | 0.05 |
| AMER AIRLINE 19-1B PTT 3.85% 08/15/2029 | Long | Debt | US | $3M | – | 0.16 |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A | Long | Debt | US | $1M | – | 0.07 |
| AMERICAN AIRLINES INC 7.25% 02/15/2028 144A | Long | Debt | US | $399K | – | 0.02 |
| AMERICAN ROCK SALT TERM 1LN 06/11/2028 (AMERICAN ROCK SALT CO LLC) | Long | Loan | US | $216K | – | 0.01 |
| AMERICAN TOWER CORP 1.3% 09/15/2025 | Long | Debt | US | $2M | – | 0.12 |
| AMERITEX HOLDCO INTERMEDIATE LLC 10.25% 10/15/2028 144A | Long | Debt | US | $367K | – | 0.02 |
| AMGEN INC 5.15% 03/02/2028 | Long | Debt | US | $7M | – | 0.33 |
| AMPHENOL CORPORATION NEW 5.05% 04/05/2029 | Long | Debt | US | $1M | – | 0.06 |
| ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| ANGUS CHEMICAL TERM B 1LN 11/24/2027 (ARUBA INVESTMENT HOLDINGS LLC) | Long | Loan | US | $405K | – | 0.02 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $509K | – | 0.03 |
| APX GROUP INC 6.75% 02/15/2027 144A | Long | Debt | US | $1M | – | 0.08 |
| ARAMARK SERVICES INC 5% 04/01/2025 144A | Long | Debt | US | $992K | – | 0.05 |
| ARCLIN TERM B 1LN 09/30/2028 (Arc Falcon I Inc) | Long | Loan | US | $409K | – | 0.02 |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A | Long | Debt | IE | $697K | – | 0.04 |
| ARES CAPITAL CORP 3.25% 07/15/2025 | Long | Debt | US | $10M | – | 0.49 |
| ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| ARTERA SERVICES LLC 8.5% 02/15/2031 144A | Long | Debt | US | $715K | – | 0.04 |
| ASCEND LEARNING TERM B 1LN 12/10/2028 (ASCEND LEARNING LLC) | Long | Loan | US | $931K | – | 0.05 |
| ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A (ASTON MARTIN CAPITAL HOLDINGS LTD) | Long | Debt | JE | $193K | – | 0.01 |
| ASURION TERM B10 1LN 08/19/2028 (ASURION LLC) | Long | Loan | US | $404K | – | 0.02 |
| AT and T INC 1.65% 02/01/2028 | Long | Debt | US | $11M | – | 0.56 |
| ATHENAHEALTH TERM B 1LN 02/15/2029 (ATHENAHEALTH GROUP INC) | Long | Loan | US | $930K | – | 0.05 |
| ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A | Long | Debt | US | $5M | – | 0.23 |
| ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A | Long | Debt | US | $7M | – | 0.35 |
| AUTHENTIC BRANDS TERM B1 1LN 12/21/2028 (ABG INTERMEDIATE HLDGS 2 LLC) | Long | Loan | US | $587K | – | 0.03 |
| AUTOZONE INC 3.625% 04/15/2025 | Long | Debt | US | $536K | – | 0.03 |
| AUTOZONE INC 6.25% 11/01/2028 | Long | Debt | US | $4M | – | 0.18 |
| AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A | Long | Debt | KY | $7M | – | 0.36 |
| AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A | Long | Debt | KY | $953K | – | 0.05 |
| AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A | Long | Debt | KY | $2M | – | 0.10 |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A | Long | Debt | NL | $620K | – | 0.03 |
| BAE SYSTEMS PLC 5.125% 03/26/2029 144A | Long | Debt | GB | $2M | – | 0.08 |
| BAE SYSTEMS PLC 5% 03/26/2027 144A | Long | Debt | GB | $2M | – | 0.08 |
| BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BANCO SANTANDER SA 1.722%/VAR 09/14/2027 | Long | Debt | ES | $5M | – | 0.23 |
| BANK 2021-BNK33 VAR 05/15/2064 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7 3.429% 09/15/2048 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $3M | – | 0.18 |
| BANK OF AMERICA CORP 1.734%/VAR 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.34 |
| BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026 | Long | Debt | US | $13M | – | 0.65 |
| BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026 | Long | Debt | US | $15M | – | 0.77 |
| BANK OF AMERICA CORPORATION 2.015/VAR 02/13/2026 | Long | Debt | US | $11M | – | 0.54 |
| BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029 | Long | Debt | US | $3M | – | 0.18 |
| BANK OF AMERICA CORPORATION SOFR+129 01/20/2027 | Long | Debt | US | $7M | – | 0.35 |
| BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027 | Long | Debt | GB | $5M | – | 0.23 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $18M | – | 0.93 |
| BARCLAYS PLC 5.69%/VAR 03/12/2030 | Long | Debt | GB | $2M | – | 0.09 |
| BAT INTL FINANCE PLC 1.668% 03/25/2026 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $14M | – | 0.71 |
| BAT INTL FINANCE PLC 3.95% 06/15/2025 144A (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $5M | – | 0.25 |
| BAT INTL FINANCE PLC 5.931% 02/02/2029 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $5M | – | 0.26 |
| BAUSCH HEALTH COS INC 11% 09/30/2028 144A | Long | Debt | CA | $785K | – | 0.04 |
| BAUSCH HEALTH COS INC 5.5% 11/01/2025 144A | Long | Debt | CA | $1M | – | 0.05 |
| BAYER ENVIRONMENTAL SCIENCE TERM 1LN 10/04/2029 (DISCOVERY PURCHASER CORP) | Long | Loan | US | $409K | – | 0.02 |
| BAYER US FIN II LLC 3.375% 07/15/2024 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $5M | – | 0.25 |
| BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $10M | – | 0.52 |
| BAYER US FIN LLC 3.375% 10/08/2024 144A | Long | Debt | US | $7M | – | 0.35 |
| BAYTEX ENERGY CORP 7.375% 03/15/2032 144A | Long | Debt | CA | $263K | – | 0.01 |
| BEAR STRNS ASSET BCKD SEC I TR TSFR1M+123.948 02/25/2035 (BEAR STRNS ASSET BACKED SECS I TR) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.00 |
| BEAZER HOMES USA INC 7.5% 03/15/2031 144A | Long | Debt | US | $160K | – | 0.01 |
| BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 | Long | ABS-mortgage backed security | US | $582K | – | 0.03 |
| BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| BENCHMARK MTG TR 2018-B2 A2 3.6623% 02/15/2051 (BENCHMARK 2018-B2 MTG TR) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BERRY GLOBAL INC 4.875% 07/15/2026 144A | Long | Debt | US | $184K | – | 0.01 |
| BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A | Long | Debt | US | $5M | – | 0.26 |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| BLACKLINE INC CONV 1% 06/01/2029 144A | Long | Debt | US | $29K | – | 0.00 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $8M | – | 0.41 |
| BLOCK INC 6.5% 05/15/2032 144A | Long | Debt | US | $409K | – | 0.02 |
| BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| BNP PARIBAS 2.219%/VAR 06/09/2026 144A | Long | Debt | FR | $8M | – | 0.42 |
| BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A | Long | Debt | FR | $7M | – | 0.35 |
| BOEING CO 3.2% 03/01/2029 | Long | Debt | US | $6M | – | 0.32 |
| BOEING CO 4.875% 05/01/2025 | Long | Debt | US | $3M | – | 0.15 |
| BOEING CO 6.259% 05/01/2027 144A | Long | Debt | US | $421K | – | 0.02 |
| BOMBARDIER INC 7% 06/01/2032 144A | Long | Debt | CA | $406K | – | 0.02 |
| BOSTON PPTYS LTD PARTNERSHIP 3.2% 01/15/2025 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $3M | – | 0.15 |
| BOSTON SCIENTIFIC CORP 1.9% 06/01/2025 | Long | Debt | US | $5M | – | 0.24 |
| BOYD GAMING CORP 4.75% 12/01/2027 | Long | Debt | US | $428K | – | 0.02 |
| BPCE SA 2.045/VAR 10/19/2027 144A | Long | Debt | FR | $6M | – | 0.32 |
| BPCE SA SOFR 1.652%/VAR 10/06/2026 144A | Long | Debt | FR | $19M | – | 0.96 |
| BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A | Long | Debt | US | $805K | – | 0.04 |
| BRANDSAFWAY TERM B 1LN 08/01/2030 (BRAND INDUSTRIAL SERVICES INC) | Long | Loan | US | $15K | – | 0.00 |
| BRASS NO 10 PLC VAR 04/16/2069 144A | Long | ABS-collateralized bond/debt obligation | GB | $442K | – | 0.02 |
| BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028 | Long | Debt | US | $4M | – | 0.20 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $13M | – | 0.68 |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL 5.75% 05/15/2026 144A | Long | Debt | US | $1M | – | 0.05 |
| BRUNSWICK CORP 5.85% 03/18/2029 | Long | Debt | US | $5M | – | 0.23 |
| BUCKEYE PARTNERS MLP 4.125% 03/01/2025 144A | Long | Debt | US | $490K | – | 0.02 |
| BUCKEYE PARTNERS MLP 4.125% 12/01/2027 | Long | Debt | US | $1M | – | 0.07 |
| BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| C and W SENIOR FINANCE LTD 6.875% 09/15/2027 144A | Long | Debt | KY | $2M | – | 0.12 |
| CABINETWORKS TERM B 1LN 05/17/2028 (ACPRODUCTS HOLDINGS INC) | Long | Loan | US | $206K | – | 0.01 |
| CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A | Long | Debt | US | $257K | – | 0.01 |
| CALIFORNIA RES CORP 7.125% 02/01/2026 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $251K | – | 0.01 |
| CALIFORNIA RES CORP 8.25% 06/15/2029 144A (CALIFORNIA RESOURCES CORPORATION) | Long | Debt | US | $611K | – | 0.03 |
| CALPINE CORPORATION 5.125% 03/15/2028 144A | Long | Debt | US | $715K | – | 0.04 |
| CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A (CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP) | Long | Debt | US | $285K | – | 0.01 |
| CAMELOT FIN S A 4.5% 11/01/2026 144A | Long | Debt | LU | $917K | – | 0.05 |
| CAMPBELL SOUP CO 5.3% 03/20/2026 | Long | Debt | US | $1M | – | 0.06 |
| CAMPING WORLD TERM B 1LN 06/03/2028 (CWGS GROUP LLC) | Long | Loan | US | $452K | – | 0.02 |
| CANACOL ENERGY LTD 5.75% 11/24/2028 144A | Long | Debt | CA | $123K | – | 0.01 |
| CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $4M | – | 0.18 |
| CANADIAN PAC RY CO 1.75% 12/02/2026 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $2M | – | 0.10 |
| CAPITAL ONE BK (USA) NA 2.28%/VAR 01/28/2026 (CAPITAL ONE NATL ASSN MCLEAN VA) | Long | Debt | US | $7M | – | 0.35 |
| CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027 | Long | Debt | US | $6M | – | 0.32 |
| CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 | Long | Debt | US | $2M | – | 0.10 |
| CAPITAL ONE FINANCIAL CORP 7.149%/VAR 10/29/2027 | Long | Debt | US | $5M | – | 0.26 |
| CAPSTONE BORROWER INC 8% 06/15/2030 144A | Long | Debt | US | $112K | – | 0.01 |
| CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CARNIVAL CORP 7.625% 03/01/2026 144A | Long | Debt | PA | $2M | – | 0.12 |
| CARRIER GLOBAL CORP 2.242% 02/15/2025 | Long | Debt | US | $535K | – | 0.03 |
| CARRIER GLOBAL CORP 5.8% 11/30/2025 | Long | Debt | US | $4M | – | 0.20 |
| CARVANA AUTO RECEIVABLES TR 2021-P2 0.49% 03/10/2026 | Long | ABS-collateralized bond/debt obligation | US | $702K | – | 0.04 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A (CCO HLDGS LLC/CCO HLDGS CAP CORP) | Long | Debt | US | $2M | – | 0.12 |
| CEDAR FUNDING LT TSFR3M+136.161 07/15/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.56 |
| CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| CENT CLO 21 LTD/CORP TSFR3M+123.161 07/27/2030 144A (CENT CLO 21 LTD/CENT CLO 21 CORP) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) | Long | Debt | US | $2M | – | 0.11 |
| CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $414K | – | 0.02 |
| CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $613K | – | 0.03 |
| CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $679K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026 | Long | Debt | US | $8M | – | 0.41 |
| CHEMOURS CO 5.375% 05/15/2027 | Long | Debt | US | $997K | – | 0.05 |
| CHENIERE ENERGY INC 4.625% 10/15/2028 | Long | Debt | US | $578K | – | 0.03 |
| CHESAPEAKE ENERGY CORP 5.5% 02/01/2026 144A | Long | Debt | US | $198K | – | 0.01 |
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $673K | – | 0.03 |
| CHOBANI LLC/FINANCE CORP INC 7.625% 07/01/2029 144A | Long | Debt | US | $255K | – | 0.01 |
| CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A | Long | Debt | US | $2M | – | 0.09 |
| CHURCHILL DOWNS INC 4.75% 01/15/2028 144A | Long | Debt | US | $284K | – | 0.01 |
| CHURCHILL DOWNS INC 6.75% 05/01/2031 144A | Long | Debt | US | $497K | – | 0.03 |
| CITGO PETROLEUM CORP 6.375% 06/15/2026 144A | Long | Debt | US | $500K | – | 0.03 |
| CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049 | Long | ABS-mortgage backed security | US | $750K | – | 0.04 |
| CITIGROUP INC 3.106%/VAR 04/08/2026 | Long | Debt | US | $10M | – | 0.50 |
| CITIGROUP INC 4.075/VAR 04/23/2029 | Long | Debt | US | $3M | – | 0.17 |
| CITIGROUP INC 5.61/VAR 09/29/2026 | Long | Debt | US | $4M | – | 0.20 |
| CITIGROUP INC SOFR 2.014%/VAR 01/25/2026 | Long | Debt | US | $7M | – | 0.36 |
| CITIGROUP INC VAR 12/29/2049 | Long | Debt | US | $374K | – | 0.02 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CITIZENS BANK NA 2.25% 04/28/2025 | Long | Debt | US | $4M | – | 0.20 |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A | Long | Debt | US | $1M | – | 0.06 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC 9% 09/15/2028 144A | Long | Debt | US | $1M | – | 0.05 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $3M | – | 0.14 |
| CLEVELAND-CLIFFS INC 7% 03/15/2032 144A | Long | Debt | US | $296K | – | 0.01 |
| CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A (CENTRAL PARENT LLC / CDK GLO) | Long | Debt | US | $1M | – | 0.05 |
| COGENT COMMUNICATIONS GROUP INC 7% 06/15/2027 144A | Long | Debt | US | $647K | – | 0.03 |
| COINBASE GLOBAL INC CONV 0.25% 04/01/2030 144A | Long | Debt | US | $10K | – | 0.00 |
| COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.38 |
| CONSOLIDATED COMMUNICATIONS INC 5% 10/01/2028 144A | Long | Debt | US | $328K | – | 0.02 |
| CONSOLIDATED COMMUNICATIONS TERM B 1LN 10/02/2027 (CONSOLIDATED COMMUNICATIONS INC) | Long | Loan | US | $275K | – | 0.01 |
| CONSOLIDATED ENERGY TERM B 1LN 11/15/2030 (CONSOLIDATED ENERGY FINANCE SA) | Long | Loan | LU | $408K | – | 0.02 |
| COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 | Long | Debt | US | $926K | – | 0.05 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $1M | – | 0.07 |
| COREBRIDGE GLOBAL FUNDING 0.9% 09/22/2025 144A | Long | Debt | US | $7M | – | 0.33 |
| CORECIVIC INC 8.25% 04/15/2029 | Long | Debt | US | $209K | – | 0.01 |
| CORELOGIC INC 4.5% 05/01/2028 144A | Long | Debt | US | $587K | – | 0.03 |
| COTY INC 5% 04/15/2026 144A | Long | Debt | US | $1M | – | 0.05 |
| CROWN CASTLE INC 1.35% 07/15/2025 | Long | Debt | US | $539K | – | 0.03 |
| CROWNROCK LP / CROWNROCK FIN INC 5.625% 10/15/2025 144A (CROWNROCK L P / CROWNROCK FIN INC) | Long | Debt | US | $848K | – | 0.04 |
| CSC SERVICEWORKS TERM B 1LN 03/04/2028 (SPIN HOLDCO INC) | Long | Loan | US | $801K | – | 0.04 |
| CSMC 2020-NET 2.2569% 08/15/2037 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CSMC 2020-RPL4 TR 2% 01/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $772K | – | 0.04 |
| CSMC 2021-RPL9 TR 2.43639% 02/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.36 |
| CVR ENERGY INC 8.5% 01/15/2029 144A | Long | Debt | US | $603K | – | 0.03 |
| CVS HEALTH CORP 5% 02/20/2026 | Long | Debt | US | $8M | – | 0.40 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A | Long | Debt | US | $5M | – | 0.23 |
| DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A (DANSKE BANK A/S) | Long | Debt | DK | $5M | – | 0.27 |
| DB MASTER FIN LLC 2.045% 11/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.54 |
| DEL MONTE FOODS TERM B 1LN 05/16/2029 (DEL MONTE FOODS INC) | Long | Loan | US | $317K | – | 0.02 |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A | Long | Debt | US | $614K | – | 0.03 |
| DELL EQUIPMENT FINANCE TRUST 2023-3 5.93% 04/23/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| DELL INTL/EMC CORP 5.25% 02/01/2028 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $9M | – | 0.44 |
| DELTA AIRLINES INC 2.9% 10/28/2024 | Long | Debt | US | $5M | – | 0.28 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $3M | – | 0.15 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | Long | Debt | US | $14M | – | 0.69 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027 | Long | Debt | US | $6M | – | 0.33 |
| DIAMONDBACK ENERGY INC 5.2% 04/18/2027 | Long | Debt | US | $5M | – | 0.26 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $1M | – | 0.07 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $279K | – | 0.01 |
| DNB BANK ASA 1.605/VAR 03/30/2028 144A | Long | Debt | NO | $9M | – | 0.44 |
| DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A | Long | Debt | NO | $4M | – | 0.22 |
| DOLLAR GEN CORP NEW 4.625% 11/01/2027 | Long | Debt | US | $4M | – | 0.20 |
| DOLLAR TREE INC 4% 05/15/2025 | Long | Debt | US | $6M | – | 0.30 |
| DOMINION ENERGY INC 1.45% 04/15/2026 | Long | Debt | US | $7M | – | 0.38 |
| DOMINION ENERGY INC VAR 08/15/2024 | Long | Debt | US | $5M | – | 0.25 |
| DOMINOS PIZZA MASTER ISR LLC 15-1A A2II 4.474% 10/25/2045 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| DUKE ENERGY CORP NEW 4.3% 03/15/2028 | Long | Debt | US | $9M | – | 0.48 |
| EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A (EATON VANCE CLO 2019-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.49 |
| ECO MATERIAL TECHNOLOGIES INC 7.875% 01/31/2027 144A | Long | Debt | US | $140K | – | 0.01 |
| EG GLOBAL FINANCE PLC 12% 11/30/2028 144A | Long | Debt | GB | $2M | – | 0.08 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| EMERA US FINANCE LP 0.833% 06/15/2024 | Long | Debt | US | $5M | – | 0.24 |
| EMPIRE TODAY TERM B 1LN 04/01/2028 | Long | Loan | US | $376K | – | 0.02 |
| EMPOWER FINANCE 2020 LP 1.357% 09/17/2027 144A | Long | Debt | US | $5M | – | 0.24 |
| ENACT HOLDINGS INC 6.5% 08/15/2025 144A | Long | Debt | US | $201K | – | 0.01 |
| ENBRIDGE INC 1.6% 10/04/2026 | Long | Debt | CA | $9M | – | 0.46 |
| ENBRIDGE INC 2.5% 02/14/2025 | Long | Debt | CA | $1M | – | 0.07 |
| ENBRIDGE INC 5.9% 11/15/2026 | Long | Debt | CA | $2M | – | 0.12 |
| ENCORE CAP GROUP INC 9.25% 04/01/2029 144A (ENCORE CAPITAL GROUP INC) | Long | Debt | US | $208K | – | 0.01 |
| ENERGY TRANSFER LP 2.9% 05/15/2025 | Long | Debt | US | $7M | – | 0.35 |
| ENLINK MIDSTRM PRTNRS LP 4.85% 07/15/2026 | Long | Debt | US | $489K | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $589K | – | 0.03 |
| ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $764K | – | 0.04 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| EQM MIDSTREAM PARTNERS LP 7.5% 06/01/2027 144A | Long | Debt | US | $1M | – | 0.05 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A | Long | Debt | US | $13M | – | 0.67 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A | Long | Debt | US | $5M | – | 0.23 |
| ERO COPPER CORP 6.5% 02/15/2030 144A | Long | Debt | CA | $337K | – | 0.02 |
| ERP OPERATING LP 3.375% 06/01/2025 | Long | Debt | US | $3M | – | 0.15 |
| ESAB CORP 6.25% 04/15/2029 144A | Long | Debt | US | $361K | – | 0.02 |
| EVERSOURCE ENERGY 5.45% 03/01/2028 | Long | Debt | US | $9M | – | 0.46 |
| EXELON CORP 2.75% 03/15/2027 | Long | Debt | US | $636K | – | 0.03 |
| EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FEDERAL HOME LN MTG MLT CTF GT 3.0% 05/15/2045 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $419K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 07/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 05/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 10/25/2039 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 2015-28 JE 3.0% 05/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $861K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2018-3 LP 3% 02/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 03/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.23 |
| FHLG 30YR 8.5% 02/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $318.28 | – | 0.00 |
| FHR 3949 MK 4.5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $25M | 25M | 1.25 |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| FIRST CITIZENS BANK and TRUST CO 2.969%/VAR 09/27/2025 (FIRST CITIZENS BANK and TRUST COMPANY) | Long | Debt | US | $7M | – | 0.33 |
| FIRSTENERGY CORP 1.6% 01/15/2026 | Long | Debt | US | $569K | – | 0.03 |
| FIRSTENERGY CORP 2.05% 03/01/2025 | Long | Debt | US | $3M | – | 0.16 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A | Long | Debt | US | $2M | – | 0.13 |
| FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A (FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| FLATIRON CLO 28 LTD/LLC 2024-1A A1 TSFR3M+132 07/15/2036 144A (FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| FNMA 20YR 4.5% 03/01/2039#FM1774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| FNMA 20YR 4.5% 06/01/2039#FM1045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| FNMA 20YR 4.5% 08/01/2039#FM1353 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNMA 4.50% 3/35 #808172 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 3/35 #816100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 12/32 #735415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 12/35 #AD0723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 6.50% 7/32 #545759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.50% 7/32 #545762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 7/35 #745092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 8/36 #888034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.50% 8/36 #888544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 6.50% 8/36 #AE0746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 7.00% 1/33 #555279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189.28 | – | 0.00 |
| FNMA 7.00% 10/31 #606360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 10/32 #667440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $452.36 | – | 0.00 |
| FNMA 7.00% 11/32 #666787 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 2/33 #684028 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 3/33 #694402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 7.00% 5/32 #545605 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 5/32 #642202 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140.81 | – | 0.00 |
| FNMA 7.00% 6/31 #668480 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.00% 6/32 #642643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 6/32 #646311 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193.36 | – | 0.00 |
| FNMA 7.00% 6/33 #712130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.00% 8/28 #441271 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 8/32 #254407 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $210.59 | – | 0.00 |
| FNMA 7.00% 8/32 #545996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 8/32 #639118 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 7.00% 8/32 #657322 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 7.00% 9/28 #251968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152.86 | – | 0.00 |
| FNMA 7.50% 1/28 #409486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $665.78 | – | 0.00 |
| FNMA 7.50% 10/27 #397974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.50% 11/27 #313835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145.7 | – | 0.00 |
| FNMA 7.50% 11/27 #313853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34.59 | – | 0.00 |
| FNMA 7.50% 11/27 #404745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $503 | – | 0.00 |
| FNMA 7.50% 11/27 #404971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93.11 | – | 0.00 |
| FNMA 7.50% 11/27 #405001 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $943.91 | – | 0.00 |
| FNMA 7.50% 2/28 #417236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78.22 | – | 0.00 |
| FNMA 7.50% 5/27 #250912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60.55 | – | 0.00 |
| FNMA 7.50% 6/27 #357002 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $865.92 | – | 0.00 |
| FNMA 7.50% 6/27 #391260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139.4 | – | 0.00 |
| FNMA 7.50% 7/27 #250990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14.45 | – | 0.00 |
| FNMA 7.50% 8/27 #251115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $668.75 | – | 0.00 |
| FNMA 7.50% 9/27 #251191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58.94 | – | 0.00 |
| FNMA 7.50% 9/27 #313711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8.47 | – | 0.00 |
| FNMA 7.50% 9/27 #394494 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 9/27 #398754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $855.23 | – | 0.00 |
| FNMA 8.50% 9/25 #303563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139.95 | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| FORD MTR CR CO LLC 2.3% 02/10/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $5M | – | 0.25 |
| FORD MTR CR CO LLC 3.375% 11/13/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $8M | – | 0.39 |
| FORD MTR CR CO LLC 5.85% 05/17/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $4M | – | 0.20 |
| FORD MTR CR CO LLC 6.95% 06/10/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $7M | – | 0.34 |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A | Long | Debt | US | $418K | – | 0.02 |
| FREDDIE MAC REMICS 3% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| FREEDOM MTG CORP 7.625% 05/01/2026 144A (FREEDOM MORTGAGE CORP) | Long | Debt | US | $556K | – | 0.03 |
| GATES CORP/THE 6.875% 07/01/2029 144A | Long | Debt | US | $308K | – | 0.02 |
| GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| GENERAL MTRS FINL CO INC 1.25% 01/08/2026 | Long | Debt | US | $8M | – | 0.40 |
| GENERAL MTRS FINL CO INC 2.35% 02/26/2027 | Long | Debt | US | $7M | – | 0.35 |
| GENERAL MTRS FINL CO INC 5.8% 06/23/2028 | Long | Debt | US | $8M | – | 0.38 |
| GENERAL MTRS FINL CO INC 6% 01/09/2028 | Long | Debt | US | $5M | – | 0.26 |
| GENESEE and WYOMING INC 6.25% 04/15/2032 144A | Long | Debt | US | $297K | – | 0.02 |
| GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032 | Long | Debt | US | $100K | – | 0.01 |
| GENESIS ENERGY LP/ FIN CORP 8% 01/15/2027 | Long | Debt | US | $1M | – | 0.06 |
| GEO GROUP INC/THE 10.25% 04/15/2031 144A | Long | Debt | US | $421K | – | 0.02 |
| GEO GROUP INC/THE 8.625% 04/15/2029 144A | Long | Debt | US | $437K | – | 0.02 |
| GEORGIA POWER CO 4.65% 05/16/2028 | Long | Debt | US | $3M | – | 0.17 |
| GFL ENVIRONMENTAL INC 4% 08/01/2028 144A | Long | Debt | CA | $850K | – | 0.04 |
| GGAM FINANCE LTD 7.75% 05/15/2026 144A | Long | Debt | KY | $1M | – | 0.06 |
| GLENCORE FDG LLC 5.338% 04/04/2027 144A | Long | Debt | US | $5M | – | 0.27 |
| GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027 | Long | Debt | US | $2M | – | 0.11 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| GN BONDCO LLC 9.5% 10/15/2031 144A | Long | Debt | US | $364K | – | 0.02 |
| GNMA 7.00% 11/28 #781129 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 7/28 #468064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $494.56 | – | 0.00 |
| GNMA 7.50% 10/28 #446737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028 | Long | Debt | US | $9M | – | 0.47 |
| GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029 | Long | Debt | US | $4M | – | 0.21 |
| GOODYEAR TIRE and RUBBER CO 4.875% 03/15/2027 | Long | Debt | US | $538K | – | 0.03 |
| GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A | Long | Debt | US | $406K | – | 0.02 |
| GREAT OUTDOORS TERM B2 1LN 03/05/2028 (GREAT OUTDOORS GROUP LLC) | Long | Loan | US | $1M | – | 0.06 |
| GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A | Long | Debt | US | $3M | – | 0.16 |
| GREYSTAR REAL ESTATE PARTNERS LLC 7.75% 09/01/2030 144A | Long | Debt | US | $263K | – | 0.01 |
| GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A | Long | Debt | US | $7M | – | 0.36 |
| HANESBRANDS INC 4.875% 05/15/2026 144A | Long | Debt | US | $873K | – | 0.04 |
| HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A | Long | Debt | US | $385K | – | 0.02 |
| HAT HOLDINGS I LLC / II LLC 8% 06/15/2027 144A (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) | Long | Debt | US | $311K | – | 0.02 |
| HAYWARD TERM B 1LN 05/28/2028 (HAYWARD INDS INC) | Long | Loan | US | $410K | – | 0.02 |
| HCA INC 3.125% 03/15/2027 | Long | Debt | US | $7M | – | 0.34 |
| HCA INC 5.875% 02/15/2026 | Long | Debt | US | $651K | – | 0.03 |
| HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026 | Long | Debt | US | $591K | – | 0.03 |
| HERTZ CORP 4.625% 12/01/2026 144A | Long | Debt | US | $136K | – | 0.01 |
| HESS CORP 4.3% 04/01/2027 | Long | Debt | US | $4M | – | 0.22 |
| HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A | Long | Debt | US | $894K | – | 0.05 |
| HEXION TERM 1LN 03/15/2029 (HEXION HOLDINGS CORPORATION) | Long | Loan | US | $409K | – | 0.02 |
| HIGHTOWER TERM B 1LN 04/21/2028 (HIGHTOWER HOLDING LLC) | Long | Loan | US | $877K | – | 0.04 |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC 6.625% 01/15/2032 144A | Long | Debt | US | $249K | – | 0.01 |
| HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $724K | – | 0.04 |
| HOWMET AEROSPACE INC 6.875% 05/01/2025 | Long | Debt | US | $2M | – | 0.09 |
| HSBC HOLDINGS PLC 1.645/VAR 04/18/2026 | Long | Debt | GB | $6M | – | 0.32 |
| HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028 | Long | Debt | GB | $4M | – | 0.22 |
| HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028 | Long | Debt | GB | $6M | – | 0.32 |
| HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A | Long | Debt | MU | $710K | – | 0.04 |
| HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A | Long | Debt | MU | $2M | – | 0.09 |
| HUDBAY MINERALS INC 4.5% 04/01/2026 144A | Long | Debt | CA | $828K | – | 0.04 |
| HUDSON AUTOMOTIVE GROUP 8% 05/15/2032 144A | Long | Debt | US | $129K | – | 0.01 |
| HUGHES SATELLITE SYS CORP 5.25% 08/01/2026 | Long | Debt | US | $339K | – | 0.02 |
| HUMANA INC 5.75% 12/01/2028 | Long | Debt | US | $6M | – | 0.31 |
| HYUNDAI CAP AMER 5.8% 06/26/2025 144A (HYUNDAI CAPITAL AMERICA) | Long | Debt | US | $6M | – | 0.32 |
| ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027 (ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP) | Long | Debt | US | $2M | – | 0.08 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027 | Long | Debt | IE | $5M | – | 0.24 |
| IHEARTCOMMUNICATIONS INC 4.75% 01/15/2028 144A | Long | Debt | US | $264K | – | 0.01 |
| IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A | Long | Debt | GB | $13M | – | 0.65 |
| ING GROEP NV 5.37%/VAR 03/19/2030 | Long | Debt | NL | $3M | – | 0.15 |
| ING GROEP NV SOFR 1.726%/VAR 04/01/2027 | Long | Debt | NL | $4M | – | 0.20 |
| INGERSOLL RAND INC 5.176% 06/15/2029 | Long | Debt | US | $4M | – | 0.21 |
| INGERSOLL RAND INC 5.197% 06/15/2027 | Long | Debt | US | $4M | – | 0.21 |
| INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A | Long | Debt | US | $166K | – | 0.01 |
| INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $7M | – | 0.33 |
| INTERNATIONAL GAME TECHNOLOGY PLC 4.125% 04/15/2026 144A | Long | Debt | GB | $775K | – | 0.04 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $5M | – | 0.25 |
| IQVIA INC 5% 05/15/2027 144A | Long | Debt | US | $2M | – | 0.08 |
| IRON MTN INC 4.875% 09/15/2027 144A (IRON MOUNTAIN INC) | Long | Debt | US | $434K | – | 0.02 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $1M | – | 0.07 |
| JAZZ SECURITIES DAC 4.375% 01/15/2029 144A | Long | Debt | IE | $428K | – | 0.02 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $5M | – | 0.26 |
| JDE PEETS BV 0.8% 09/24/2024 144A | Long | Debt | NL | $8M | – | 0.40 |
| JDE PEETS BV 1.375% 01/15/2027 144A | Long | Debt | NL | $9M | – | 0.48 |
| JPMBB COML MTG SECS TR 2014-C22 3.8012% 09/15/2047 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| JPMCC COML MTG SECS TR 2016-JP4 A2 2.984% 12/15/2049 | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026 | Long | Debt | US | $14M | – | 0.71 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $10M | – | 0.53 |
| JPMORGAN CHASE and CO 5.7%/VAR 04/22/2028 | Long | Debt | US | $3M | – | 0.17 |
| JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027 | Long | Debt | US | $9M | – | 0.46 |
| KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A | Long | Debt | US | $355K | – | 0.02 |
| KINETIK HOLDINGS LP 6.625% 12/15/2028 144A | Long | Debt | US | $455K | – | 0.02 |
| KISSNER TERM B INCR 1LN 03/16/2027 (SCIH SALT HLDGS INC) | Long | Loan | US | $235K | – | 0.01 |
| KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) | Long | Debt | US | $3M | – | 0.14 |
| KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A | Long | Debt | US | $355K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027 | Long | Debt | US | $6M | – | 0.30 |
| LAKESHORE RECYCLING TERM B 1LN 06/28/2028 (LRS HOLDINGS LLC) | Long | Loan | US | $737K | – | 0.04 |
| LANDSEA HOMES CORP 8.875% 04/01/2029 144A | Long | Debt | US | $189K | – | 0.01 |
| LAS VEGAS SANDS CORP 3.5% 08/18/2026 | Long | Debt | US | $380K | – | 0.02 |
| LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| LIFE TIME INC 5.75% 01/15/2026 144A | Long | Debt | US | $398K | – | 0.02 |
| LIFEPOINT HEALTH INC 11% 10/15/2030 144A | Long | Debt | US | $330K | – | 0.02 |
| LIGHT and WONDER INTERNATIONAL INC 7% 05/15/2028 144A | Long | Debt | US | $1M | – | 0.05 |
| LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A | Long | Debt | US | $1M | – | 0.07 |
| LLOYDS BANKING GROUP PLC 2.438%/VAR 02/05/2026 | Long | Debt | GB | $3M | – | 0.13 |
| LSB INDUSTRIES INC 6.25% 10/15/2028 144A | Long | Debt | US | $722K | – | 0.04 |
| LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025 | Long | Debt | US | $6M | – | 0.30 |
| MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A | Long | Debt | GB | $1M | – | 0.06 |
| MADISON IAQ LLC 4.125% 06/30/2028 144A | Long | Debt | US | $649K | – | 0.03 |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+126.161 01/22/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.40 |
| MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP 6% 08/01/2026 144A | Long | Debt | US | $443K | – | 0.02 |
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $316K | – | 0.02 |
| MATADOR RES CO 6.5% 04/15/2032 144A (MATADOR RESOURCES COMPANY) | Long | Debt | US | $339K | – | 0.02 |
| MATTEL INC 5.875% 12/15/2027 144A | Long | Debt | US | $448K | – | 0.02 |
| MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A | Long | Debt | US | $509K | – | 0.03 |
| MAUSER PACKAGING SOLUTIONS HOLDING CO 9.25% 04/15/2027 144A | Long | Debt | US | $548K | – | 0.03 |
| MCLAREN FINANCE PLC 7.5% 08/01/2026 144A | Long | Debt | GB | $190K | – | 0.01 |
| MEDLINE TERM B 1LN 10/23/2028 (MEDLINE BORROWER LP) | Long | Loan | US | $425K | – | 0.02 |
| MELCO RESORTS FIN LTD 5.25% 04/26/2026 144A | Long | Debt | KY | $193K | – | 0.01 |
| MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| MERITAGE HOMES CORP CONV 1.75% 05/15/2028 144A | Long | Debt | US | $10K | – | 0.00 |
| METHANEX CORP 5.125% 10/15/2027 | Long | Debt | CA | $869K | – | 0.04 |
| METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A | Long | ABS-collateralized bond/debt obligation | US | $249K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030 | Long | Debt | MX | $3M | – | 0.16 |
| MGM RESORTS INTERNATIONAL 4.625% 09/01/2026 | Long | Debt | US | $902K | – | 0.05 |
| MICRON TECHNOLOGY INC 4.185% 02/15/2027 | Long | Debt | US | $6M | – | 0.30 |
| MINERAL RESOURCES LTD 9.25% 10/01/2028 144A | Long | Debt | AU | $978K | – | 0.05 |
| MITRATECH TERM B 1LN 05/18/2028 (MAVERICK BIDCO INC) | Long | Loan | US | $288K | – | 0.01 |
| MITSUBISHI UFJ FIN GRP INC 1.412% 07/17/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $8M | – | 0.39 |
| MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $9M | – | 0.47 |
| MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.23 |
| MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $9M | – | 0.47 |
| MODIVCARE INC 5.875% 11/15/2025 144A | Long | Debt | US | $249K | – | 0.01 |
| MOLSON COORS BEVERAGE CO 3% 07/15/2026 | Long | Debt | US | $10M | – | 0.51 |
| MORGAN STANLEY 2.188%/VAR 04/28/2026 | Long | Debt | US | $5M | – | 0.25 |
| MORGAN STANLEY 6.407%/VAR 11/01/2029 | Long | Debt | US | $4M | – | 0.21 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| MOSAIC CO NEW 5.375% 11/15/2028 | Long | Debt | US | $6M | – | 0.29 |
| MPLX LP 1.75% 03/01/2026 | Long | Debt | US | $14M | – | 0.71 |
| MPT OPER PARTNERSHIP LP/CORP 5.25% 08/01/2026 (MPT OPER PARTNERSHIP LP / MPT FIN CORP) | Long | Debt | US | $1M | – | 0.06 |
| MSBAM 2016-C28 3.272% 01/15/49 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| MSC 2021-L6 XA 1.35631% 06/15/2054 | Long | ABS-mortgage backed security | US | $364K | – | 0.02 |
| MYEYEDR TERM B 1LN 04/07/2031 (MED PARENTCO LP) | Long | Loan | US | $466K | – | 0.02 |
| NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $6M | – | 0.30 |
| NATWEST MARKETS PLC 5.416% 05/17/2027 144A | Long | Debt | GB | $4M | – | 0.20 |
| NAVIENT CORP 6.75% 06/15/2026 | Long | Debt | US | $714K | – | 0.04 |
| NCL CORP LTD 5.875% 03/15/2026 144A | Long | Debt | BM | $885K | – | 0.04 |
| NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A | Long | Debt | US | $334K | – | 0.02 |
| NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A | Long | Debt | US | $2M | – | 0.09 |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $908K | – | 0.05 |
| NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| NEWELL BRANDS INC STEP 04/01/2026 | Long | Debt | US | $642K | – | 0.03 |
| NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A | Long | Debt | US | $1M | – | 0.05 |
| NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A (NGL ENERGY OPER LLC/NGL ENERGY FIN CORP) | Long | Debt | US | $356K | – | 0.02 |
| NIAGARA PARK CLO LLC TSFR3M+126.161 07/17/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.51 |
| NIELSEN HOLDINGS TERM B 1LN 04/11/2029 (NEPTUNE BIDCO US INC) | Long | Loan | US | $444K | – | 0.02 |
| NISOURCE INC 0.95% 08/15/2025 | Long | Debt | US | $3M | – | 0.14 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $3M | – | 0.14 |
| NISOURCE INC 5.25% 03/30/2028 | Long | Debt | US | $6M | – | 0.31 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| NOMURA HOLDINGS INC 1.653% 07/14/2026 | Long | Debt | JP | $12M | – | 0.58 |
| NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A | Long | Debt | US | $314K | – | 0.02 |
| NOVA CHEMICALS CORP 5.25% 06/01/2027 144A | Long | Debt | CA | $431K | – | 0.02 |
| NOVA CHEMICALS CORP 5% 05/01/2025 144A | Long | Debt | CA | $1M | – | 0.05 |
| NOVELIS CORP 3.25% 11/15/2026 144A | Long | Debt | US | $887K | – | 0.04 |
| NOVOLEX TERM 1LN 04/13/2029 (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Loan | US | $1M | – | 0.06 |
| NTT FINANCE CORP 1.591% 04/03/2028 144A | Long | Debt | JP | $9M | – | 0.44 |
| NUTRIEN LTD 4.9% 03/27/2028 | Long | Debt | CA | $8M | – | 0.40 |
| NUVEEN LLC 5.55% 01/15/2030 144A | Long | Debt | US | $986K | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025 | Long | Debt | US | $2M | – | 0.10 |
| OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.01 |
| OLDCASTLE BUILDINGENVELOPE TERM B 1LN 04/29/2029 (OSCAR ACQUISITIONCO LLC) | Long | Loan | US | $524K | – | 0.03 |
| ONEMAIN FINANCE CORP 3.5% 01/15/2027 | Long | Debt | US | $231K | – | 0.01 |
| ONEMAIN FINANCE CORP 6.875% 03/15/2025 | Long | Debt | US | $1M | – | 0.06 |
| ONEMAIN FINANCE CORP 7.5% 05/15/2031 | Long | Debt | US | $1M | – | 0.06 |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A | Long | Debt | CA | $256K | – | 0.01 |
| OPEN TEXT CORPORATION 3.875% 02/15/2028 144A | Long | Debt | CA | $2M | – | 0.08 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| ORACLE CORP 1.65% 03/25/2026 | Long | Debt | US | $3M | – | 0.17 |
| OREILLY AUTOMOTIVE INC 5.75% 11/20/2026 | Long | Debt | US | $2M | – | 0.09 |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A | Long | Debt | US | $508K | – | 0.03 |
| OTIS WORLDWIDE CORP 2.056% 04/05/2025 | Long | Debt | US | $7M | – | 0.34 |
| OWENS BROCKWAY GLASS CONT INC 7.25% 05/15/2031 144A | Long | Debt | US | $747K | – | 0.04 |
| PALMER SQUARE LN FDG 2022-1 LTD 22-1A A1 3M CME+105 04/15/2030 144A (PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| PALMER SQUARE LOAN FUNDING 2024-3A A1 TSFR3M+108 08/08/2032 144A (PALMER SQUARE LOAN FUNDING 2024-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 TSFR3M+80 05/20/2029 144A (PALMER SQUARE LOAN FUNDING LTD 2021) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A | Long | Debt | US | $333K | – | 0.02 |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A | Long | Debt | US | $141K | – | 0.01 |
| PAYPAL HLDGS INC 1.65% 06/01/2025 | Long | Debt | US | $2M | – | 0.10 |
| PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A | Long | Debt | US | $565K | – | 0.03 |
| PELOTON INTERACTIVE INC CONV 5.5% 12/01/2029 144A | Long | Debt | US | $31K | – | 0.00 |
| PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A | Long | Debt | US | $390K | – | 0.02 |
| PETROLEOS MEXICANOS 6.49% 01/23/2027 | Long | Debt | MX | $6M | – | 0.29 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $11M | – | 0.57 |
| PG and E CORP 5% 07/01/2028 | Long | Debt | US | $431K | – | 0.02 |
| PHILIP MORRIS INTL INC 4.875% 02/13/2029 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $6M | – | 0.32 |
| PHILLIPS 66 3.85% 04/09/2025 | Long | Debt | US | $7M | – | 0.35 |
| PHINIA INC 6.75% 04/15/2029 144A | Long | Debt | US | $156K | – | 0.01 |
| PIKE CORP 8.625% 01/31/2031 144A | Long | Debt | US | $263K | – | 0.01 |
| PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A (PORSCHE FINL AUTO SECURITIZATION TR 2023-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| POST HLDGS INC 5.625% 01/15/2028 144A (POST HOLDINGS INC) | Long | Debt | US | $195K | – | 0.01 |
| POWER STOP TERM 1LN 01/26/2029 (POWER STOP LLC) | Long | Loan | US | $107K | – | 0.01 |
| PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36 (PARK PL SECS INC) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST 2021-8 A1 VAR 12/31/2199 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| PRET 2022-RN1 LLC 3.4747% 07/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A | Long | Debt | US | $844K | – | 0.04 |
| PROTECTIVE LIFE GLOBAL FUNDING 3.218% 03/28/2025 144A | Long | Debt | US | $2M | – | 0.10 |
| PRPM 2021-2 5.115% 03/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| PRPM 2021-5 LLC VAR 06/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $765K | – | 0.04 |
| PRPM 2021-RPL2 VAR 10/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A (COOPERATIEVE RABOBANK UA) | Long | Debt | NL | $7M | – | 0.35 |
| RANGE RESOURCES CORP 4.875% 05/15/2025 | Long | Debt | US | $446K | – | 0.02 |
| RAYTHEON TECHNOLOGIES CORP 5.75% 01/15/2029 | Long | Debt | US | $1M | – | 0.06 |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP CONV 0.25% 06/15/2026 | Long | Debt | US | $359K | – | 0.02 |
| REALTY INCOME CORP 2.1% 03/15/2028 | Long | Debt | US | $5M | – | 0.26 |
| REALTY INCOME CORP 2.2% 06/15/2028 | Long | Debt | US | $404K | – | 0.02 |
| REGIONS FINL CORP NEW 2.25% 05/18/2025 | Long | Debt | US | $3M | – | 0.15 |
| REPUBLIC SERVICES INC 0.875% 11/15/2025 | Long | Debt | US | $5M | – | 0.24 |
| RGA GLOBAL FUNDING 2% 11/30/2026 144A | Long | Debt | US | $3M | – | 0.17 |
| RGA GLOBAL FUNDING 5.448% 05/24/2029 144A | Long | Debt | US | $3M | – | 0.13 |
| RITHM CAPITAL CORP 8% 04/01/2029 144A | Long | Debt | US | $117K | – | 0.01 |
| RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.00 |
| RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $830K | – | 0.04 |
| ROGERS COMMUNICATIONS INC 2.95% 03/15/2025 | Long | Debt | CA | $5M | – | 0.28 |
| ROLLS-ROYCE PLC 5.75% 10/15/2027 144A | Long | Debt | GB | $450K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A | Long | Debt | LR | $1M | – | 0.05 |
| ROYAL CARIBBEAN CRUISES LTD 7.25% 01/15/2030 144A | Long | Debt | LR | $826K | – | 0.04 |
| RR 16 LTD TSFR3M+137.161 07/15/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 | Long | Debt | US | $3M | – | 0.13 |
| SANTANDER HLDGS USA INC 3.45% 06/02/2025 | Long | Debt | US | $6M | – | 0.28 |
| SANTANDER HLDGS USA INC SOFR 5.807%/VAR 09/09/2026 | Long | Debt | US | $3M | – | 0.15 |
| SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| SBA COMMUNICATIONS CORP 3.875% 02/15/2027 | Long | Debt | US | $1M | – | 0.07 |
| SBA TOWER TR 1.884% 07/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| SBA TOWER TR 2.836% 01/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| SCIH SALT HLDGS INC 6.625% 05/01/2029 144A | Long | Debt | US | $801K | – | 0.04 |
| SEADRILL FINANCE LTD 8.375% 08/01/2030 144A | Long | Debt | BM | $472K | – | 0.02 |
| SEALED AIR CORP 5% 04/15/2029 144A | Long | Debt | US | $2M | – | 0.10 |
| SEASPAN CORPORATION 5.5% 08/01/2029 144A | Long | Debt | MH | $579K | – | 0.03 |
| SEMPRA 3.4% 02/01/2028 | Long | Debt | US | $2M | – | 0.12 |
| SEMT 2004-6 A3B TSFR6M+130.826 7/34 (SEQUOIA MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $382.67 | – | 0.00 |
| SENSATA TECHNOLOGIES BV 5% 10/01/2025 144A | Long | Debt | NL | $2M | – | 0.12 |
| SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A | Long | Debt | US | $226K | – | 0.01 |
| SERVICE PROPERTIES TRUST 7.5% 09/15/2025 | Long | Debt | US | $813K | – | 0.04 |
| SIRIUS XM RADIO INC 3.125% 09/01/2026 144A | Long | Debt | US | $2M | – | 0.09 |
| SITIO ROYAL OP / SIT FIN 7.875% 11/01/2028 144A | Long | Debt | US | $1M | – | 0.05 |
| SIX FLAGS ENTMT CORP NEW 5.5% 04/15/2027 144A (SIX FLAGS ENTERTAINMENT CORPORATION) | Long | Debt | US | $539K | – | 0.03 |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.51 |
| SM ENERGY CO 6.625% 01/15/2027 | Long | Debt | US | $447K | – | 0.02 |
| SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | Long | Debt | FR | $7M | – | 0.37 |
| SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A | Long | Debt | FR | $6M | – | 0.32 |
| SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A | Long | Debt | FR | $2M | – | 0.08 |
| SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST 5.81% 05/15/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $491K | – | 0.02 |
| SOLENIS TERM B 1LN 11/09/2028 (OLYMPUS WATER US HOLDING CORPORATION) | Long | Loan | US | $761K | – | 0.04 |
| SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A | Long | Debt | US | $198K | – | 0.01 |
| SOTHEBYS 7.375% 10/15/2027 144A | Long | Debt | US | $487K | – | 0.02 |
| SOUTHERN COMPANY 5.5% 03/15/2029 | Long | Debt | US | $3M | – | 0.16 |
| SOUTHWESTERN ENERGY CO STEP 01/23/2025 | Long | Debt | US | $398K | – | 0.02 |
| SPCM SA 3.125% 03/15/2027 144A | Long | Debt | FR | $366K | – | 0.02 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| SRS DISTRIBUTION TERM B 1LN 06/04/2028 (SRS DISTRIBUTION INC) | Long | Loan | US | $994K | – | 0.05 |
| SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A | Long | Debt | US | $2M | – | 0.10 |
| STAPLES INC 10.75% 09/01/2029 144A | Long | Debt | US | $252K | – | 0.01 |
| STAPLES INC 7.5% 04/15/2026 144A | Long | Debt | US | $700K | – | 0.04 |
| STARWOOD PPTY TR INC 4.75% 03/15/2025 (STARWOOD PROPERTY TRUST INC) | Long | Debt | US | $1M | – | 0.07 |
| STATE STREET CORP 2.901%/VAR 03/30/2026 | Long | Debt | US | $298K | – | 0.02 |
| STATION CASINOS LLC 6.625% 03/15/2032 144A | Long | Debt | US | $295K | – | 0.01 |
| STUDIO CITY FIN LTD 5% 01/15/2029 144A | Long | Debt | VG | $174K | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.24 |
| SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A | Long | Debt | US | $568K | – | 0.03 |
| SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027 | Long | Debt | US | $991K | – | 0.05 |
| SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A | Long | Debt | US | $297K | – | 0.02 |
| SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.38 |
| SYNCHRONY FINANCIAL 4.25% 08/15/2024 | Long | Debt | US | $3M | – | 0.13 |
| T-MOBILE USA INC 2.625% 04/15/2026 | Long | Debt | US | $10M | – | 0.49 |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A | Long | Debt | US | $930K | – | 0.05 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $915K | – | 0.05 |
| TCI-FLATIRON CLO 2017-1A AR LTD/LLC TSFR3M+96 11/18/2030 144A (TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.25 |
| TEMPUR SEALY INTERNATIONAL INC 4% 04/15/2029 144A | Long | Debt | US | $762K | – | 0.04 |
| TENET HEALTHCARE CORP 5.125% 11/01/2027 | Long | Debt | US | $2M | – | 0.11 |
| TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A | Long | Debt | US | $1M | – | 0.06 |
| TKC HOLDINGS INC 10.5% 05/15/2029 144A | Long | Debt | US | $1M | – | 0.05 |
| TMTS 2003-4HE A TSFR1M+97.448 9/34 (TERWIN MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| TORY BURCH TERM B 1LN 04/16/2028 | Long | Loan | US | $639K | – | 0.03 |
| TRANSDIGM INC 5.5% 11/15/2027 | Long | Debt | US | $3M | – | 0.16 |
| TRANSDIGM INC 6.375% 03/01/2029 144A | Long | Debt | US | $3M | – | 0.15 |
| TRANSOCEAN AQUILA LTD 8% 09/30/2028 144A | Long | Debt | KY | $1M | – | 0.06 |
| TRAP 2007-12A B TSFR3M+82.161 4/42 (TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC) | Long | ABS-collateralized bond/debt obligation | KY | $217K | – | 0.01 |
| TRINET GROUP INC 7.125% 08/15/2031 144A | Long | Debt | US | $505K | – | 0.03 |
| TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A | Long | Debt | NL | $449K | – | 0.02 |
| TRONOX INC 4.625% 03/15/2029 144A | Long | Debt | US | $454K | – | 0.02 |
| UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A | Long | Debt | US | $917K | – | 0.05 |
| UBS GROUP AG 1.305%/VAR 02/02/2027 144A | Long | Debt | CH | $9M | – | 0.47 |
| UBS GROUP AG 2.593%/VAR 09/11/2025 144A | Long | Debt | CH | $5M | – | 0.24 |
| UBS GROUP AG 6.373%/VAR 07/15/2026 144A | Long | Debt | CH | $5M | – | 0.23 |
| UKG INC 6.875% 02/01/2031 144A | Long | Debt | US | $302K | – | 0.02 |
| UNITED AIR 2019-2 B PTT 3.5% 11/01/2029 | Long | Debt | US | $2M | – | 0.10 |
| UNITED AIRLINES INC 4.375% 04/15/2026 144A | Long | Debt | US | $1M | – | 0.06 |
| UNITED RENTALS NORTH AMER INC 3.875% 11/15/2027 | Long | Debt | US | $517K | – | 0.03 |
| UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A | Long | Debt | US | $491K | – | 0.02 |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A | Long | Debt | US | $1M | – | 0.07 |
| UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A | Long | Debt | US | $1M | – | 0.06 |
| UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A | Long | Debt | US | $345K | – | 0.02 |
| UNIVISION TERM B 1LN 01/31/2029 (UNIVISION COMMUNICATIONS INC) | Long | Loan | US | $2M | – | 0.13 |
| UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-832K | – | -0.04 | |
| US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A | Long | Debt | US | $87K | – | 0.00 |
| US LBM TERM B 1LN 12/18/2027 (LBM ACQUISITION LLC) | Long | Loan | US | $521K | – | 0.03 |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A | Long | Debt | US | $240K | – | 0.01 |
| USI TERM B 1LN 11/22/2029 (USI INC) | Long | Loan | US | $410K | – | 0.02 |
| UST NOTES 4.125% 10/31/2027 | Long | Debt | US | $61M | – | 3.08 |
| UST NOTES 4.375% 12/15/2026 | Long | Debt | US | $36M | – | 1.81 |
| UST NOTES 4.625% 09/30/2028 | Long | Debt | US | $49M | – | 2.50 |
| VALARIS LTD 8.375% 04/30/2030 144A | Long | Debt | BM | $310K | – | 0.02 |
| VALERO ENERGY CORP 2.85% 04/15/2025 | Long | Debt | US | $2M | – | 0.12 |
| VCAT 2021-NPL2 LLC 5.115% 03/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| VCAT 2021-NPL3 VAR 05/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| VCAT ASSET SECURITIZATION LLC 2021 5.2891% 12/26/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $551K | – | 0.03 |
| VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025 | Long | Debt | US | $4M | – | 0.18 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $4M | – | 0.18 |
| VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A | Long | Debt | US | $251K | – | 0.01 |
| VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A | Long | Debt | US | $548K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 | Long | Debt | US | $6M | – | 0.28 |
| VIASAT INC 5.625% 09/15/2025 144A | Long | Debt | US | $533K | – | 0.03 |
| VIATRIS INC 1.65% 06/22/2025 | Long | Debt | US | $459K | – | 0.02 |
| VIKING CRUISES LTD 9.125% 07/15/2031 144A | Long | Debt | BM | $1M | – | 0.05 |
| VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A | Long | Debt | US | $11M | – | 0.56 |
| VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A | Long | Debt | US | $468K | – | 0.02 |
| VM CONSOLIDATED INC 5.5% 04/15/2029 144A | Long | Debt | US | $811K | – | 0.04 |
| VMWARE INC 1.4% 08/15/2026 | Long | Debt | US | $3M | – | 0.13 |
| VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A | Long | Debt | US | $14M | – | 0.72 |
| VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A | Long | Debt | US | $3M | – | 0.16 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $934K | – | 0.05 |
| VOYA CLO 2019-2 LLC TSFR3M+120 07/20/2032 144A | Long | ABS-mortgage backed security | KY | $5M | – | 0.27 |
| WAND NEWCO 3 INC 7.625% 01/30/2032 144A | Long | Debt | US | $307K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 | Long | Debt | US | $1M | – | 0.05 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $7M | – | 0.36 |
| WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A | Long | Debt | US | $1M | – | 0.06 |
| WEC ENERGY GROUP INC 5% 09/27/2025 | Long | Debt | US | $3M | – | 0.14 |
| WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 | Long | Debt | US | $447K | – | 0.02 |
| WELLS FARGO and CO 7.625%/ VAR PERP | Long | Equity-preferred | US | $316K | – | 0.02 |
| WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026 | Long | Debt | US | $10M | – | 0.49 |
| WELLS FARGO and CO NEW 2.188/VAR 04/30/2026 | Long | Debt | US | $5M | – | 0.25 |
| WELLS FARGO and CO NEW 4.3% 07/22/2027 | Long | Debt | US | $7M | – | 0.34 |
| WELLS FARGO and CO NEW 5.67%/VAR 04/22/2028 | Long | Debt | US | $6M | – | 0.32 |
| WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 | Long | Debt | US | $6M | – | 0.30 |
| WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048 (WELLS FARGO COML MTG TR 2015-C27) | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| WELLS FARGO COML MTG TR 2015-LC22 3.571% 09/15/2058 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 3.371% 09/15/2057 | Long | ABS-mortgage backed security | US | $300K | – | 0.02 |
| WESTERN ALLIANCE BANCORPORATN 3/VAR 06/15/2031 | Long | Debt | US | $448K | – | 0.02 |
| WESTERN DIGITAL CORP 4.75% 02/15/2026 | Long | Debt | US | $729K | – | 0.04 |
| WESTERN GAS PARTNERS LP 6.35% 01/15/2029 | Long | Debt | US | $870K | – | 0.04 |
| WESTERN UN CO 2.85% 01/10/2025 (WESTERN UNION CO/THE) | Long | Debt | US | $1M | – | 0.06 |
| WESTINGHOUSE TERM B 1LN 01/20/2031 (WEC US HOLDINGS LTD) | Long | Loan | US | $643K | – | 0.03 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $2M | – | 0.08 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| WILLIAMS COS INC 5.4% 03/02/2026 | Long | Debt | US | $1M | – | 0.07 |
| WILLIS NORTH AMERICA INC 4.5% 09/15/2028 | Long | Debt | US | $5M | – | 0.24 |
| WINDSTREAM SERVICES TERM B-EXIT 1LN 09/21/2027 (WINDSTREAM SERVICES LLC) | Long | Loan | US | $349K | – | 0.02 |
| WR GRACE HOLDING LLC 7.375% 03/01/2031 144A | Long | Debt | US | $203K | – | 0.01 |
| WR GRACE TERM B 1LN 09/22/2028 (WR GRACE HOLDING LLC) | Long | Loan | US | $585K | – | 0.03 |
| WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A | Long | Debt | US | $292K | – | 0.01 |
| XPO INC 6.25% 06/01/2028 144A | Long | Debt | US | $449K | – | 0.02 |
| ZAYO GROUP HLDGS INC 4% 03/01/2027 144A | Long | Debt | US | $351K | – | 0.02 |
Address
Fidelity Advisor Series II
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
ROBERT W. HELM
CAROL J. ZIERHOFFER
ANN E DUNWOODY
ABIGAIL JOHNSON
CHRISTINE J. THOMPSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
LAURA M. BISHOP
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
INTERCONTINENTAL EXCHANGE INC
IHS MARKIT LTD
MERRILL LYNCH VALUATIONS LLC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC
Custodians
BANK OF NEW YORK MELLON
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
MORGAN STANLEY