Asset-Backed Securities - 1.9%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 1.9%
|
|||
Home Partners of America Trust Series 2021-1 Class F, 3.325% 9/17/2041 (g)
|
405,278
|
366,113
|
|
Home Partners of America Trust Series 2021-2 Class G, 4.505% 12/17/2026 (g)
|
959,345
|
948,003
|
|
MetroNet Infrastructure Issuer LLC Series 2026-1A Class C, 7.1% 4/20/2056 (g)
|
990,000
|
996,169
|
|
Retained Vantage Data Centers Issuer LLC / Vantage Data Centers CDA Ltd Series 2024-1A Class B, 5.775% 9/15/2049 (g)
|
553,000
|
531,290
|
|
SG Commercial Mortgage Securities Trust Series 2019-PREZ Class F, 3.4771% 9/15/2039 (c)(g)
|
2,000,000
|
1,662,540
|
|
Switch ABS Issuer LLC Series 2024-2A Class C, 10.033% 6/25/2054 (g)
|
750,000
|
764,670
|
|
VB-S1 Issuer LLC Series 2026-1A Class F, 6.843% 3/15/2056 (g)
|
460,000
|
461,679
|
|
TOTAL UNITED STATES
|
5,730,464
|
||
|
TOTAL ASSET-BACKED SECURITIES
(Cost $5,982,841)
|
5,730,464
|
||
Bank Loan Obligations - 1.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 1.3%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Uniti Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.6522% 10/6/2032 (b)(c)(d)
|
498,750
|
498,750
|
|
Financials - 1.2%
|
|||
Financial Services - 1.2%
|
|||
MHP Commercial Mortgage Trust U.S. SOFR Index + 5%, 8.6547% 1/9/2027 (b)(c)(d)(e)
|
3,514,502
|
3,426,640
|
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
Cushman & Wakefield US Borrower LLC Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.4022% 1/31/2030 (b)(c)(d)
|
16,950
|
16,992
|
|
TOTAL UNITED STATES
|
3,942,382
|
||
|
TOTAL BANK LOAN OBLIGATIONS
(Cost $4,025,519)
|
3,942,382
|
||
Commercial Mortgage Securities - 20.6%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED STATES - 20.6%
|
|||
Ares Trust 2 Series 2025-IND3 Class E, CME Term SOFR 1 month Index + 3.55%, 7.2047% 4/15/2042 (b)(c)(g)
|
1,000,000
|
1,001,250
|
|
BANK Series 2017-BNK4 Class D, 3.357% 5/15/2050 (e)(g)
|
625,000
|
414,395
|
|
BANK Series 2017-BNK8 Class E, 2.8% 11/15/2050 (g)
|
1,848,000
|
887,288
|
|
BANK Series 2025-BNK51 Class B, 5.895% 12/25/2067 (c)
|
825,000
|
832,073
|
|
Benchmark Mortgage Trust Series 2019-B14 Class 225D, 3.0747% 12/15/2062 (c)(e)(g)
|
573,000
|
2,865
|
|
Benchmark Mortgage Trust Series 2019-B14 Class 225E, 3.0747% 12/15/2062 (c)(e)(g)
|
859,000
|
2,148
|
|
BFLD Commercial Mortgage Trust Series 2024-UNIV Class D, CME Term SOFR 1 month Index + 2.6909%, 6.3456% 11/15/2041 (b)(c)(g)
|
381,000
|
381,238
|
|
BPR Commercial Mortgage Trust Series 2024-PARK Class C, 5.7711% 11/5/2039 (c)(g)
|
303,000
|
310,583
|
|
BPR Trust Series 2024-PMDW Class D, 5.85% 11/5/2041 (c)(g)
|
254,000
|
252,925
|
|
BRES Commercial Mortgage Trust Series 2025-ATCAP Class F, CME Term SOFR 1 month Index + 5.1885%, 8.8432% 11/15/2042 (b)(c)(g)
|
1,000,000
|
992,979
|
|
BSREP Commercial Mortgage Trust Series 2021-DC Class F, CME Term SOFR 1 month Index + 2.9645%, 6.6195% 8/15/2038 (b)(c)(e)(g)
|
91,177
|
37,200
|
|
BSREP Commercial Mortgage Trust Series 2021-DC Class G, CME Term SOFR 1 month Index + 3.9645%, 7.6195% 8/15/2038 (b)(c)(g)
|
213,030
|
74,092
|
|
BX 2019 Trust Series 2019-OC11 Class E, 3.944% 12/9/2041 (c)(g)
|
5,666,000
|
5,189,729
|
|
BX 2024 Trust Series 2024-VLT4 Class F, CME Term SOFR 1 month Index + 3.9379%, 7.5926% 6/15/2041 (b)(c)(g)
|
719,625
|
712,337
|
|
BX Commercial Mortgage 2020 Trust Series 2020-VIVA Class E, 3.5488% 3/11/2044 (c)(g)
|
2,018,000
|
1,803,415
|
|
BX Commercial Mortgage 2024-VLT5 Trust Series 2024-VLT5 Class B, 5.4147% 11/13/2046 (c)(g)
|
353,000
|
354,402
|
|
BX Commercial Mortgage 2024-VLT5 Trust Series 2024-VLT5 Class E, 7.3467% 11/13/2046 (c)(g)
|
800,000
|
835,945
|
|
BX Commercial Mortgage 2025 Trust Series 2025-SPOT Class E, CME Term SOFR 1 month Index + 3.6902%, 7.3449% 4/15/2040 (b)(c)(g)
|
906,642
|
906,642
|
|
BX Commercial Mortgage Trust Series 2019-IMC Class G, CME Term SOFR 1 month Index + 3.6463%, 7.3013% 4/15/2034 (b)(c)(g)
|
819,000
|
806,545
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class D, CME Term SOFR 1 month Index + 2.1%, 5.7547% 3/15/2043 (b)(c)(g)
|
1,045,000
|
1,039,775
|
|
BX Commercial Mortgage Trust Series 2026-XL6 Class E, CME Term SOFR 1 month Index + 3%, 6.6547% 3/15/2043 (b)(c)(g)
|
430,000
|
427,327
|
|
BX Trust Series 2022-LBA6 Class F, CME Term SOFR 1 month Index + 3.35%, 7.0047% 1/15/2039 (b)(c)(g)
|
700,000
|
696,596
|
|
BX Trust Series 2024-FNX Class D, CME Term SOFR 1 month Index + 2.9402%, 6.5949% 11/15/2041 (b)(c)(g)
|
202,949
|
203,201
|
|
BX Trust Series 2024-FNX Class E, CME Term SOFR 1 month Index + 3.9387%, 7.5935% 11/15/2041 (b)(c)(g)
|
683,044
|
680,555
|
|
BX Trust Series 2025-OMG Class F, CME Term SOFR 1 month Index + 3.6%, 7.255% 10/15/2042 (b)(c)(e)(g)
|
1,000,000
|
998,100
|
|
BX Trust Series 2026-CART Class D, CME Term SOFR 1 month Index + 1.9%, 5.5547% 2/15/2036 (b)(c)(g)
|
1,655,000
|
1,638,933
|
|
BX Trust Series 2026-LP3 Class E, CME Term SOFR 1 month Index + 3.2%, 6.85% 4/15/2043 (b)(c)(g)
|
1,000,000
|
1,002,813
|
|
COMM Mortgage Trust Series 2017-CD4 Class D, 3.3% 5/10/2050 (e)(g)
|
213,000
|
158,653
|
|
COMM Mortgage Trust Series 2017-COR2 Class D, 3% 9/10/2050 (g)
|
31,000
|
27,700
|
|
COMM Mortgage Trust Series 2018-HCLV Class F, CME Term SOFR 1 month Index + 3.346%, 7.001% 9/15/2033 (b)(c)(g)
|
735,000
|
45,117
|
|
COMM Mortgage Trust Series 2018-HCLV Class G, CME Term SOFR 1 month Index + 5.3523%, 9.0073% 9/15/2033 (b)(c)(g)
|
735,000
|
20,347
|
|
COMM Mortgage Trust Series 2025-180W Class F, 7.3635% 8/10/2042 (c)(g)
|
2,000,000
|
1,938,238
|
|
Cone Trust Series 2024-DFW1 Class E, CME Term SOFR 1 month Index + 3.8885%, 7.5432% 8/15/2041 (b)(c)(g)
|
500,000
|
495,664
|
|
Credit Suisse Commercial Mortgage Trust Series 2021-SOP2 Class F, CME Term SOFR 1 month Index + 4.4314%, 8.0861% 6/15/2034 (b)(g)
|
800,000
|
343,149
|
|
DBGS Mortgage Trust Series 2018-C1 Class C, 4.6424% 10/15/2051 (c)
|
1,000,000
|
905,722
|
|
ELP Series 2025-ELP Class E, 6.02% 11/13/2042 (c)(g)
|
1,115,000
|
1,099,630
|
|
EQT Trust Series 2024-EXTR Class B, 5.6546% 7/5/2041 (c)(g)
|
1,000,000
|
1,011,019
|
|
Extended Stay America Trust Series 2025-ESH Class F, CME Term SOFR 1 month Index + 4.1%, 7.7547% 10/15/2042 (b)(c)(g)
|
963,133
|
967,949
|
|
Extended Stay America Trust Series 2026-ESH2 Class E, CME Term SOFR 1 month Index + 2.9%, 6.5547% 2/15/2043 (b)(c)(g)
|
733,418
|
736,168
|
|
Extended Stay America Trust Series 2026-ESH2 Class F, 7.4047% 2/15/2043 (c)(g)
|
921,474
|
926,077
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class C, 5.5575% 8/10/2044 (c)(g)
|
76,563
|
74,583
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class D, 5.5575% 8/10/2044 (c)(g)
|
759,236
|
596,142
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class E, 5.5575% 8/10/2044 (c)(g)
|
848,000
|
284,127
|
|
GS Mortgage Securities Trust Series 2011-GC5 Class F, 4.5% 8/10/2044 (e)(g)
|
677,000
|
2,031
|
|
GS Mortgage Securities Trust Series 2012-GCJ9 Class E, 4.2475% 11/10/2045 (c)(g)
|
268,331
|
257,574
|
|
GS Mortgage Securities Trust Series 2018-RIVR Class G, CME Term SOFR 1 month Index + 2.647%, 6.552% 7/15/2035 (b)(c)(g)
|
669,000
|
485
|
|
GS Mortgage Securities Trust Series 2024-RVR Class A, 4.8518% 8/10/2041 (c)(g)
|
500,000
|
501,736
|
|
Hilton USA Trust Series 2016-HHV Class F, 4.1935% 11/5/2038 (c)(g)
|
2,515,000
|
2,481,117
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class E, 4.6912% 6/15/2045 (c)(g)
|
568,678
|
553,045
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX Class G, 4% 6/15/2045 (g)
|
805,000
|
548,952
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 Class D, 3.6068% 4/15/2046 (c)(e)
|
284,465
|
2,139
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-DSTY Class E, 3.8046% 6/10/2027 (c)(g)
|
924,000
|
2,301
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2018-AON Class F, 4.6132% 7/5/2031 (c)(g)
|
961,000
|
154,225
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2020-NNN Class FFX, 4.6254% 1/16/2037 (e)(g)
|
1,406,000
|
316,392
|
|
JP Morgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class E, 5.7972% 10/5/2039 (c)(g)
|
356,000
|
350,088
|
|
JPMBB Commercial Mortgage Securities Trust Series 2014-C23 Class UH5, 4.7094% 9/15/2047 (g)
|
1,533,786
|
1,492,609
|
|
JPMDB Commercial Mortgage Securities Trust Series 2018-C8 Class D, 3.2554% 6/15/2051 (c)(g)
|
302,000
|
246,730
|
|
MHP Commercial Mortgage Trust Series 2021-STOR Class G, CME Term SOFR 1 month Index + 2.8645%, 6.5195% 7/15/2038 (b)(c)(g)
|
250,000
|
249,844
|
|
MHP Series 2025-MHIL2 Class E, CME Term SOFR 1 month Index + 3.5%, 7.1547% 9/15/2040 (b)(c)(g)
|
2,000,000
|
2,002,483
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 Class F, 4.3446% 11/15/2045 (c)(g)
|
1,000,000
|
135,010
|
|
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 Class C, 3.7042% 5/15/2046 (c)
|
625,000
|
577,585
|
|
Morgan Stanley Capital I Trust Series 2011-C2 Class D, 5.2129% 6/15/2044 (c)(g)
|
589,688
|
583,903
|
|
Morgan Stanley Capital I Trust Series 2011-C2 Class F, 5.2129% 6/15/2044 (c)(g)
|
970,000
|
729,818
|
|
Morgan Stanley Capital I Trust Series 2011-C2 Class XB, 0.496% 6/15/2044 (c)(g)(h)
|
20,912,728
|
79,968
|
|
Morgan Stanley Capital I Trust Series 2011-C3 Class E, 4.941% 7/15/2049 (c)(g)
|
107,806
|
107,106
|
|
Morgan Stanley Capital I Trust Series 2011-C3 Class F, 4.941% 7/15/2049 (c)(e)(g)
|
636,000
|
626,354
|
|
Morgan Stanley Capital I Trust Series 2011-C3 Class G, 4.941% 7/15/2049 (c)(g)
|
979,600
|
960,972
|
|
Morgan Stanley Capital I Trust Series 2015-MS1 Class D, 4.028% 5/15/2048 (c)(g)
|
980,000
|
808,598
|
|
Morgan Stanley Capital I Trust Series 2016-BNK2 Class D, 3% 11/15/2049 (e)(g)
|
2,346,000
|
1,730,232
|
|
Morgan Stanley Capital I Trust Series 2024-BPR2 Class A, 7.291% 5/5/2029 (g)
|
958,490
|
999,963
|
|
Morgan Stanley Capital I Trust Series 2024-NSTB Class B, 3.9% 9/24/2057 (c)(g)
|
739,000
|
712,120
|
|
MSJP Series 2015-HAUL Class E, 4.8542% 9/5/2047 (c)(g)
|
1,000,000
|
846,508
|
|
NXPT Commercial Mortgage Trust Series 2024-STOR Class E, 6.7033% 11/5/2041 (c)(g)
|
1,022,000
|
1,019,494
|
|
NYC Commercial Mortgage Trust Series 2025-77C Class B, 4.984% 1/10/2036 (c)(g)
|
115,000
|
114,196
|
|
NYC Commercial Mortgage Trust Series 2025-77C Class E, 6.2628% 1/10/2036 (c)(g)
|
235,000
|
232,222
|
|
PKHL Commercial Mortgage Trust Series 2021-MF Class G, CME Term SOFR 1 month Index + 4.4645%, 8.1195% 7/15/2038 (b)(c)(g)
|
500,000
|
93,226
|
|
Prima Capital CRE Securitization Ltd Series 2020-8A Class C, 3% 12/26/2070 (g)
|
250,000
|
214,475
|
|
PRM Trust Series 2025-PRM6 Class E, 6.5831% 7/5/2033 (c)(g)
|
500,000
|
499,125
|
|
Providence Place Group LP Series 2000-C1 Class A2, 7.75% 7/20/2028 (g)
|
418,586
|
424,583
|
|
Ride Series 2025-SHRE Class E, 7.2881% 2/14/2047 (c)(g)
|
320,000
|
326,401
|
|
Rocket Mortgage Trust Series 2024-CNTR Class E, 8.8191% 11/13/2041 (g)
|
720,000
|
753,501
|
|
SCG Trust Series 2025-SNIP Class E, 7.0547% 9/15/2042 (c)(g)
|
500,000
|
501,250
|
|
SELF Commercial Mortgage Trust Series 2024-STRG Class D, CME Term SOFR 1 month Index + 2.9403%, 6.595% 11/15/2034 (b)(c)(g)
|
212,100
|
212,099
|
|
SELF Commercial Mortgage Trust Series 2024-STRG Class E, CME Term SOFR 1 month Index + 4.1885%, 7.8432% 11/15/2034 (b)(c)(g)
|
247,800
|
246,950
|
|
SHR Trust Series 2024-LXRY Class D, CME Term SOFR 1 month Index + 3.6%, 7.2547% 10/15/2041 (b)(c)(g)
|
512,000
|
513,600
|
|
SREIT Trust Series 2021-MFP2 Class J, CME Term SOFR 1 month Index + 4.03%, 7.685% 11/15/2036 (b)(c)(g)
|
1,000,000
|
996,793
|
|
SREIT Trust Series 2021-PALM Class E, CME Term SOFR 1 month Index + 2.0245%, 5.6795% 10/15/2034 (b)(c)(g)
|
400,000
|
399,875
|
|
STWD Trust Series 2021-LIH Class G, CME Term SOFR 1 month Index + 4.3145%, 7.969% 11/15/2036 (b)(c)(g)
|
1,280,000
|
1,278,400
|
|
SWCH Commercial Mortgage Trust Series 2025-DATA Class F, CME Term SOFR 1 month Index + 4.2389%, 7.8936% 2/15/2042 (b)(c)(g)
|
500,000
|
495,242
|
|
UBS Commercial Mortgage Trust Series 2012-C1 Class E, 5% 5/10/2045 (c)(g)
|
926,620
|
880,271
|
|
UBS Commercial Mortgage Trust Series 2012-C1 Class F, 5% 5/10/2045 (c)(e)(g)
|
399,000
|
115,708
|
|
WF-RBS Commercial Mortgage Trust Series 2011-C3 Class D, 5.4642% 3/15/2044 (c)(g)
|
843,916
|
303,801
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C11 Class E, 4.2963% 3/15/2045 (c)(g)
|
53,000
|
37,896
|
|
WF-RBS Commercial Mortgage Trust Series 2013-C13 Class D, 4.0879% 5/15/2045 (c)(g)
|
33,218
|
31,350
|
|
WP Glimcher Mall Trust Series 2015-WPG Class PR1, 3.516% 6/5/2035 (c)(g)
|
1,168,000
|
584,024
|
|
WP Glimcher Mall Trust Series 2015-WPG Class PR2, 3.516% 6/5/2035 (c)(e)(g)
|
459,000
|
100,989
|
|
TOTAL UNITED STATES
|
60,550,995
|
||
|
TOTAL COMMERCIAL MORTGAGE SECURITIES
(Cost $70,229,619)
|
60,550,995
|
||
Common Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 0.0%
|
|||
Real Estate - 0.0%
|
|||
Retail REITs - 0.0%
|
|||
Retail Value Inc (e)(f)
(Cost $709,414)
|
24,066
|
0
|
|
Convertible Preferred Stocks - 5.3%
|
|||
Shares
|
Value ($)
|
||
UNITED STATES - 5.3%
|
|||
Financials - 4.2%
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 4.2%
|
|||
AGNC Investment Corp CME Term SOFR 3 month Index + 4.5936%, 0% (b)(c)
|
65,750
|
1,643,750
|
|
AGNC Investment Corp CME Term SOFR 3 month Index + 4.9586%, 0% (b)(c)
|
61,500
|
1,530,735
|
|
AGNC Investment Corp CME Term SOFR 3 month Index + 5.2546%, 0% (b)(c)
|
46,750
|
1,191,190
|
|
Annaly Capital Management Inc CME Term SOFR 3 month Index + 5.2506%, 0% (b)(c)
|
27,900
|
714,519
|
|
Chimera Investment Corp Series B, CME Term SOFR 3 month Index + 6.0526%, 11.3508% (b)(c)
|
35,058
|
858,220
|
|
Chimera Investment Corp Series C, CME Term SOFR 3 month Index + 4.743%, 7.75% (b)(c)
|
45,866
|
1,049,873
|
|
Dynex Capital Inc Series C, CME Term SOFR 3 month Index + 5.7226%, 9.9787% (b)(c)
|
89,500
|
2,309,995
|
|
Rithm Capital Corp CME Term SOFR 3 month Index + 5.2306%, 0% (b)(c)
|
20,446
|
512,377
|
|
Rithm Capital Corp CME Term SOFR 3 month Index + 5.9016%, 7.125% (b)(c)
|
60,467
|
1,547,955
|
|
Rithm Capital Corp CME Term SOFR 3 month Index + 6.0636%, 7.5% (b)(c)
|
43,666
|
1,125,273
|
|
TOTAL FINANCIALS
|
12,483,887
|
||
Real Estate - 1.1%
|
|||
Industrial REITs - 1.1%
|
|||
LXP Industrial Trust 6.5%
|
68,019
|
3,119,351
|
|
TOTAL UNITED STATES
|
15,603,238
|
||
|
TOTAL CONVERTIBLE PREFERRED STOCKS
(Cost $12,890,024)
|
15,603,238
|
||
Non-Convertible Corporate Bonds - 51.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
UNITED KINGDOM - 0.3%
|
|||
Energy - 0.3%
|
|||
Oil, Gas & Consumable Fuels - 0.3%
|
|||
EG Global Finance PLC 12% 11/30/2028 (g)
|
750,000
|
800,054
|
|
UNITED STATES - 51.1%
|
|||
Communication Services - 1.5%
|
|||
Diversified Telecommunication Services - 1.2%
|
|||
APLD ComputeCo 2 LLC 6.75% 3/15/2031 (g)
|
450,000
|
445,525
|
|
Cipher Compute LLC 7.125% 11/15/2030 (g)
|
185,000
|
191,753
|
|
Flash Compute LLC 7.25% 12/31/2030 (g)
|
480,000
|
489,634
|
|
Hut 8 DC LLC 6.192% 11/15/2042 (g)
|
462,000
|
465,824
|
|
Meridian Arc Holdco LLC 6.25% 4/30/2031 (g)
|
690,000
|
689,843
|
|
RD Michigan Property Owner I LLC 7.5% 3/30/2045 (g)
|
445,000
|
444,911
|
|
Uniti Services LLC 7.5% 10/15/2033 (g)
|
250,000
|
263,214
|
|
WULF Compute LLC 7.75% 10/15/2030 (g)
|
565,000
|
593,812
|
|
3,584,516
|
|||
Media - 0.3%
|
|||
Lamar Media Corp 4% 2/15/2030
|
875,000
|
839,008
|
|
TOTAL COMMUNICATION SERVICES
|
4,423,524
|
||
Consumer Discretionary - 3.0%
|
|||
Hotels, Restaurants & Leisure - 1.7%
|
|||
Choice Hotels International Inc 5.85% 8/1/2034
|
250,000
|
252,743
|
|
Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (g)
|
200,000
|
183,096
|
|
Hilton Domestic Operating Co Inc 4% 5/1/2031 (g)
|
500,000
|
473,510
|
|
Hilton Domestic Operating Co Inc 5.5% 3/31/2034 (g)
|
470,000
|
466,527
|
|
Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (g)
|
990,000
|
996,648
|
|
Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (g)
|
1,200,000
|
1,215,094
|
|
Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 4.875% 7/1/2031 (g)
|
740,000
|
684,808
|
|
Las Vegas Sands Corp 6% 6/14/2030
|
500,000
|
515,534
|
|
Times Square Hotel Trust 8.528% 8/1/2026 (g)
|
117,418
|
117,523
|
|
4,905,483
|
|||
Household Durables - 1.3%
|
|||
Century Communities Inc 6.625% 9/15/2033 (g)
|
1,810,000
|
1,800,912
|
|
LGI Homes Inc 7% 11/15/2032 (g)
|
770,000
|
737,940
|
|
M/I Homes Inc 3.95% 2/15/2030
|
1,430,000
|
1,359,295
|
|
3,898,147
|
|||
TOTAL CONSUMER DISCRETIONARY
|
8,803,630
|
||
Financials - 0.3%
|
|||
Financial Services - 0.3%
|
|||
Rexford Industrial Realty LP 2.125% 12/1/2030
|
1,000,000
|
884,057
|
|
Health Care - 0.1%
|
|||
Health Care Providers & Services - 0.1%
|
|||
Sabra Health Care LP 3.2% 12/1/2031
|
415,000
|
375,183
|
|
Industrials - 0.3%
|
|||
Commercial Services & Supplies - 0.3%
|
|||
Williams Scotsman Inc 4.625% 8/15/2028 (g)
|
750,000
|
742,447
|
|
Williams Scotsman Inc 6.625% 4/15/2030 (g)
|
190,000
|
195,685
|
|
TOTAL INDUSTRIALS
|
938,132
|
||
Information Technology - 0.2%
|
|||
IT Services - 0.2%
|
|||
Beignet Investor LLC 6.581% 5/30/2049 (g)
|
460,000
|
475,061
|
|
Real Estate - 45.7%
|
|||
Diversified REITs - 6.7%
|
|||
Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034
|
1,000,000
|
1,020,166
|
|
Global Net Lease Inc / Global Net Lease Operating Partnership LP 3.75% 12/15/2027 (g)
|
925,000
|
904,147
|
|
GLP Capital LP / GLP Financing II Inc 4% 1/15/2031
|
1,000,000
|
947,836
|
|
GLP Capital LP / GLP Financing II Inc 5.25% 2/15/2033
|
500,000
|
491,753
|
|
GLP Capital LP / GLP Financing II Inc 5.3% 1/15/2029
|
1,000,000
|
1,007,979
|
|
GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034
|
500,000
|
497,569
|
|
GLP Capital LP / GLP Financing II Inc 5.75% 11/1/2037
|
1,340,000
|
1,311,802
|
|
GLP Capital LP / GLP Financing II Inc 6.25% 9/15/2054
|
500,000
|
492,410
|
|
GLP Capital LP / GLP Financing II Inc 6.75% 12/1/2033
|
500,000
|
530,744
|
|
Safehold GL Holdings LLC 2.8% 6/15/2031
|
500,000
|
452,890
|
|
Safehold GL Holdings LLC 2.85% 1/15/2032
|
1,250,000
|
1,118,768
|
|
Safehold GL Holdings LLC 6.1% 4/1/2034
|
1,400,000
|
1,472,907
|
|
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (g)
|
1,040,000
|
1,004,901
|
|
Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (g)
|
820,000
|
805,663
|
|
Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (g)
|
3,095,000
|
3,044,819
|
|
VICI Properties LP 5.125% 5/15/2032
|
500,000
|
495,701
|
|
VICI Properties LP 5.625% 5/15/2052
|
667,000
|
606,253
|
|
VICI Properties LP 5.75% 4/1/2034
|
32,000
|
32,487
|
|
VICI Properties LP 6.125% 4/1/2054
|
1,254,000
|
1,214,989
|
|
WP Carey Inc 2.25% 4/1/2033
|
1,000,000
|
834,651
|
|
WP Carey Inc 2.45% 2/1/2032
|
1,000,000
|
877,592
|
|
WP Carey Inc 4.25% 10/1/2026
|
459,000
|
459,089
|
|
19,625,116
|
|||
Health Care REITs - 4.3%
|
|||
MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029
|
1,506,000
|
1,246,190
|
|
MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027
|
3,237,000
|
3,156,062
|
|
MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (g)
|
340,000
|
353,226
|
|
Omega Healthcare Investors Inc 4.5% 4/1/2027
|
483,000
|
482,814
|
|
Omega Healthcare Investors Inc 4.75% 1/15/2028
|
1,616,000
|
1,617,115
|
|
Ventas Realty LP 2.5% 9/1/2031
|
500,000
|
445,629
|
|
Ventas Realty LP 4.4% 1/15/2029
|
2,000,000
|
1,989,049
|
|
Ventas Realty LP 4.75% 11/15/2030
|
1,000,000
|
1,001,500
|
|
Ventas Realty LP 5% 2/15/2036
|
1,145,000
|
1,122,712
|
|
Welltower OP LLC 5.125% 7/1/2035
|
1,230,000
|
1,233,257
|
|
12,647,554
|
|||
Hotel & Resort REITs - 0.3%
|
|||
RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (g)
|
295,000
|
303,854
|
|
RLJ Lodging Trust LP 4% 9/15/2029 (g)
|
715,000
|
675,602
|
|
979,456
|
|||
Industrial REITs - 2.9%
|
|||
Lineage OP LP 5.25% 7/15/2030
|
500,000
|
499,812
|
|
LXP Industrial Trust 2.375% 10/1/2031
|
500,000
|
435,364
|
|
LXP Industrial Trust 2.7% 9/15/2030
|
78,000
|
71,195
|
|
LXP Industrial Trust 6.75% 11/15/2028
|
62,000
|
64,808
|
|
Prologis LP 4.875% 6/15/2028
|
1,000,000
|
1,011,754
|
|
Prologis LP 5% 3/15/2034
|
1,500,000
|
1,500,841
|
|
Prologis LP 5.125% 1/15/2034
|
2,000,000
|
2,019,632
|
|
Prologis LP 5.25% 3/15/2054
|
1,500,000
|
1,395,789
|
|
Prologis LP 5.25% 5/15/2035
|
230,000
|
233,194
|
|
Prologis LP 5.25% 6/15/2053
|
1,500,000
|
1,397,850
|
|
8,630,239
|
|||
Real Estate Management & Development - 5.4%
|
|||
Americold Realty Operating Partnership LP 5.409% 9/12/2034
|
750,000
|
721,362
|
|
Americold Realty Operating Partnership LP 5.6% 5/15/2032
|
1,000,000
|
996,669
|
|
CBRE Services Inc 5.95% 8/15/2034
|
1,750,000
|
1,826,286
|
|
CoStar Group Inc 2.8% 7/15/2030 (g)
|
1,035,000
|
939,772
|
|
Essex Portfolio LP 4.5% 3/15/2048
|
180,000
|
146,861
|
|
Essex Portfolio LP 4.875% 2/15/2036
|
1,460,000
|
1,411,928
|
|
Essex Portfolio LP 5.5% 4/1/2034
|
1,006,000
|
1,026,299
|
|
Extra Space Storage LP 2.35% 3/15/2032
|
2,000,000
|
1,731,148
|
|
Extra Space Storage LP 5.35% 1/15/2035
|
230,000
|
231,217
|
|
Extra Space Storage LP 5.4% 2/1/2034
|
2,000,000
|
2,017,810
|
|
Extra Space Storage LP 5.4% 6/15/2035
|
685,000
|
689,377
|
|
Extra Space Storage LP 5.5% 7/1/2030
|
1,000,000
|
1,025,974
|
|
Extra Space Storage LP 5.9% 1/15/2031
|
1,000,000
|
1,041,499
|
|
Kennedy-Wilson Inc 4.75% 2/1/2030
|
1,755,000
|
1,726,359
|
|
Taylor Morrison Communities Inc 5.125% 8/1/2030 (g)
|
230,000
|
229,070
|
|
Taylor Morrison Communities Inc 5.75% 11/15/2032 (g)
|
235,000
|
237,510
|
|
15,999,141
|
|||
Residential REITs - 4.7%
|
|||
American Homes 4 Rent LP 2.375% 7/15/2031
|
2,000,000
|
1,765,310
|
|
American Homes 4 Rent LP 3.625% 4/15/2032
|
1,000,000
|
931,642
|
|
American Homes 4 Rent LP 4.25% 2/15/2028
|
2,000,000
|
1,987,795
|
|
American Homes 4 Rent LP 5.5% 2/1/2034
|
1,500,000
|
1,521,019
|
|
American Homes 4 Rent LP 5.5% 7/15/2034
|
3,000
|
3,014
|
|
Invitation Homes Operating Partnership LP 2% 8/15/2031
|
1,000,000
|
859,436
|
|
Invitation Homes Operating Partnership LP 4.15% 4/15/2032
|
1,000,000
|
950,689
|
|
Invitation Homes Operating Partnership LP 5.5% 8/15/2033
|
3,000,000
|
3,038,877
|
|
Sun Communities Operating LP 2.7% 7/15/2031
|
2,500,000
|
2,251,653
|
|
UDR Inc 3% 8/15/2031
|
500,000
|
459,817
|
|
13,769,252
|
|||
Retail REITs - 8.8%
|
|||
Agree LP 2.6% 6/15/2033
|
1,000,000
|
850,964
|
|
Agree LP 2.9% 10/1/2030
|
500,000
|
464,241
|
|
Agree LP 4.8% 10/1/2032
|
77,000
|
76,005
|
|
Agree LP 5.625% 6/15/2034
|
25,000
|
25,614
|
|
Brixmor Operating Partnership LP 4.125% 5/15/2029
|
138,000
|
136,295
|
|
Brixmor Operating Partnership LP 5.5% 2/15/2034
|
500,000
|
508,710
|
|
Kimco Realty OP LLC 4.6% 2/1/2033
|
1,000,000
|
987,274
|
|
Kimco Realty OP LLC 5.3% 2/1/2036
|
460,000
|
465,944
|
|
Kimco Realty OP LLC 6.4% 3/1/2034
|
1,576,000
|
1,712,821
|
|
Kite Realty Group LP 5.2% 8/15/2032
|
1,000,000
|
1,008,819
|
|
Kite Realty Group LP 5.5% 3/1/2034
|
1,000,000
|
1,012,397
|
|
NNN REIT Inc 5.5% 6/15/2034
|
1,400,000
|
1,423,134
|
|
NNN REIT Inc 5.6% 10/15/2033
|
311,000
|
318,943
|
|
Phillips Edison Grocery Center Operating Partnership I LP 2.625% 11/15/2031
|
3,000,000
|
2,672,285
|
|
Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035
|
412,000
|
399,964
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032
|
500,000
|
507,856
|
|
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034
|
1,000,000
|
1,030,401
|
|
Realty Income Corp 3.1% 12/15/2029
|
1,000,000
|
952,431
|
|
Realty Income Corp 3.4% 1/15/2030
|
500,000
|
480,644
|
|
Realty Income Corp 4% 7/15/2029
|
1,000,000
|
987,666
|
|
Realty Income Corp 4.65% 3/15/2047
|
900,000
|
772,559
|
|
Realty Income Corp 5.125% 4/15/2035
|
1,510,000
|
1,512,888
|
|
Realty Income Corp 5.625% 10/13/2032
|
1,000,000
|
1,043,807
|
|
Simon Property Group LP 3.25% 9/13/2049
|
230,000
|
155,980
|
|
Simon Property Group LP 4.75% 9/26/2034
|
1,500,000
|
1,467,364
|
|
Simon Property Group LP 5.125% 10/1/2035
|
690,000
|
689,524
|
|
Simon Property Group LP 5.85% 3/8/2053
|
1,000,000
|
998,318
|
|
Simon Property Group LP 6.25% 1/15/2034
|
2,000,000
|
2,155,241
|
|
Simon Property Group LP 6.65% 1/15/2054
|
1,000,000
|
1,106,657
|
|
25,924,746
|
|||
Specialized REITs - 12.6%
|
|||
American Tower Corp 3.1% 6/15/2050
|
1,500,000
|
961,886
|
|
American Tower Corp 3.8% 8/15/2029
|
1,000,000
|
977,697
|
|
American Tower Corp 4.05% 3/15/2032
|
1,500,000
|
1,443,628
|
|
American Tower Corp 5.35% 3/15/2035
|
500,000
|
503,219
|
|
American Tower Corp 5.4% 1/31/2035
|
1,000,000
|
1,012,669
|
|
American Tower Corp 5.45% 2/15/2034
|
2,000,000
|
2,039,829
|
|
American Tower Corp 5.55% 7/15/2033
|
1,000,000
|
1,030,051
|
|
American Tower Corp 5.65% 3/15/2033
|
2,000,000
|
2,074,452
|
|
American Tower Corp 5.9% 11/15/2033
|
1,500,000
|
1,573,147
|
|
Crown Castle Inc 2.1% 4/1/2031
|
2,000,000
|
1,753,182
|
|
Crown Castle Inc 2.25% 1/15/2031
|
1,500,000
|
1,329,862
|
|
Crown Castle Inc 2.5% 7/15/2031
|
1,500,000
|
1,328,972
|
|
Crown Castle Inc 2.9% 4/1/2041
|
1,660,000
|
1,190,971
|
|
Crown Castle Inc 5.1% 5/1/2033
|
2,500,000
|
2,479,500
|
|
Crown Castle Inc 5.2% 9/1/2034
|
825,000
|
820,715
|
|
Crown Castle Inc 5.8% 3/1/2034
|
500,000
|
514,196
|
|
CubeSmart LP 2.5% 2/15/2032
|
1,500,000
|
1,317,883
|
|
CubeSmart LP 4.375% 2/15/2029
|
1,000,000
|
993,854
|
|
Equinix Inc 2.5% 5/15/2031
|
2,000,000
|
1,792,927
|
|
Equinix Inc 2.95% 9/15/2051
|
2,000,000
|
1,238,700
|
|
Equinix Inc 3% 7/15/2050
|
2,735,000
|
1,714,100
|
|
Iron Mountain Inc 4.5% 2/15/2031 (g)
|
500,000
|
480,488
|
|
Iron Mountain Inc 6.25% 1/15/2033 (g)
|
1,000,000
|
1,015,487
|
|
Millrose Properties Inc 6.25% 9/15/2032 (g)
|
490,000
|
492,147
|
|
Millrose Properties Inc 6.375% 8/1/2030 (g)
|
470,000
|
475,998
|
|
Public Storage Operating Co 5.1% 8/1/2033
|
1,000,000
|
1,018,334
|
|
Public Storage Operating Co 5.35% 8/1/2053
|
2,820,000
|
2,660,598
|
|
SBA Communications Corp 3.125% 2/1/2029
|
2,500,000
|
2,406,630
|
|
36,641,122
|
|||
TOTAL REAL ESTATE
|
134,216,626
|
||
TOTAL UNITED STATES
|
150,116,213
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $148,397,399)
|
150,916,267
|
||
Non-Convertible Preferred Stocks - 12.4%
|
|||
Shares
|
Value ($)
|
||
CANADA - 0.2%
|
|||
Energy - 0.2%
|
|||
Oil, Gas & Consumable Fuels - 0.2%
|
|||
Enbridge Inc 5 year U.S. Treasury Index + 3.14%, 5.9491% Series 1 (b)(c)
|
20,325
|
508,125
|
|
UNITED STATES - 12.2%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
Global Partners LP/MA 9.5% Series B
|
12,200
|
316,041
|
|
Financials - 3.3%
|
|||
Capital Markets - 0.2%
|
|||
DigitalBridge Group Inc 7.125% Series J
|
18,731
|
324,702
|
|
DigitalBridge Group Inc Series H, 7.125%
|
9,647
|
167,182
|
|
DigitalBridge Group Inc Series I, 7.15%
|
10,318
|
177,779
|
|
669,663
|
|||
Mortgage Real Estate Investment Trusts (REITs) - 3.1%
|
|||
AGNC Investment Corp CME Term SOFR 3 month Index + 5.3726%, 10.3713% (b)(c)
|
41,899
|
1,081,832
|
|
Annaly Capital Management Inc CME Term SOFR 3 month Index + 4.4336%, 0% (b)(c)
|
70,990
|
1,781,849
|
|
Annaly Capital Management Inc CME Term SOFR 3 month Index + 4.993%, 10.1521% (b)(c)
|
73,400
|
1,904,731
|
|
Arbor Realty Trust Inc Series D 6.375%
|
12,400
|
210,552
|
|
Arbor Realty Trust Inc Series F, 6.25% (c)
|
14,100
|
328,953
|
|
MFA Financial Inc 7.5%
|
16,249
|
338,629
|
|
MFA Financial Inc CME Term SOFR 3 month Index + 5.6066%, 0% (b)(c)
|
26,100
|
621,441
|
|
Pennymac Mortgage Investment Trust 8.125% (c)
|
14,975
|
356,150
|
|
Pennymac Mortgage Investment Trust Series B 3 month U.S. Treasury Index + 8%, 0% (b)(c)
|
20,205
|
480,879
|
|
Rithm Capital Corp 7% Series D (c)
|
17,100
|
430,065
|
|
Two Harbors Investment Corp 7.625% Series B (c)
|
38,276
|
948,862
|
|
Two Harbors Investment Corp 8.125% Series A (c)
|
21,429
|
529,082
|
|
9,013,025
|
|||
TOTAL FINANCIALS
|
9,682,688
|
||
Real Estate - 8.8%
|
|||
Diversified REITs - 2.3%
|
|||
Armada Hoffler Properties Inc Series A 6.75%
|
33,250
|
711,883
|
|
CTO Realty Growth Inc 6.375%
|
20,000
|
414,800
|
|
Gladstone Commercial Corp Series E 6.625%
|
41,125
|
915,031
|
|
Gladstone Commercial Corp Series G, 6%
|
64,500
|
1,293,225
|
|
Global Net Lease Inc 6.875% Series B
|
47,200
|
1,024,240
|
|
Global Net Lease Inc 7.25% Series A
|
45,925
|
1,037,905
|
|
Global Net Lease Inc 7.375% Series E
|
19,100
|
437,008
|
|
Global Net Lease Inc 7.5%
|
34,998
|
814,753
|
|
6,648,845
|
|||
Health Care REITs - 0.7%
|
|||
Global Medical REIT Inc 7.5% Series A
|
27,461
|
664,831
|
|
National Healthcare Properties Inc Series A, 7.375%
|
33,000
|
687,060
|
|
National Healthcare Properties Inc Series B, 7.125%
|
40,300
|
826,150
|
|
2,178,041
|
|||
Hotel & Resort REITs - 2.2%
|
|||
Braemar Hotels & Resorts Inc 8.25% Series D
|
2,397
|
39,550
|
|
Pebblebrook Hotel Trust 6.3% Series F
|
37,902
|
753,492
|
|
Pebblebrook Hotel Trust 6.375%
|
20,200
|
404,404
|
|
Pebblebrook Hotel Trust 6.375% Series E
|
45,192
|
898,643
|
|
Pebblebrook Hotel Trust Series H, 5.7%
|
50,200
|
898,580
|
|
Summit Hotel Properties Inc Series E, 6.25%
|
60,784
|
1,115,994
|
|
Summit Hotel Properties Inc Series F, 5.875%
|
61,000
|
1,060,790
|
|
Sunstone Hotel Investors Inc Series H, 6.125%
|
20,000
|
416,000
|
|
Sunstone Hotel Investors Inc Series I, 5.7%
|
38,700
|
779,542
|
|
6,366,995
|
|||
Industrial REITs - 0.8%
|
|||
Prologis Inc Series Q, 8.54%
|
16,850
|
894,735
|
|
Rexford Industrial Realty Inc 5.625% Series C
|
11,775
|
246,098
|
|
Rexford Industrial Realty Inc 5.875% Series B
|
50,000
|
1,082,500
|
|
2,223,333
|
|||
Office REITs - 0.4%
|
|||
Hudson Pacific Properties Inc 4.75% Series C
|
22,900
|
325,867
|
|
Vornado Realty Trust 5.25% Series M
|
15,895
|
275,778
|
|
Vornado Realty Trust Series L, 5.4%
|
20,315
|
357,544
|
|
Vornado Realty Trust Series N 5.25%
|
9,341
|
159,731
|
|
1,118,920
|
|||
Real Estate Management & Development - 0.0%
|
|||
Brookfield Property Partners LP 5.75%
|
7,000
|
97,930
|
|
Brookfield Property Partners LP 6.5%
|
5,875
|
94,764
|
|
Seritage Growth Properties Series A, 7%
|
1,050
|
22,312
|
|
215,006
|
|||
Residential REITs - 0.9%
|
|||
American Homes 4 Rent 5.875% Series G
|
37,050
|
843,258
|
|
American Homes 4 Rent Series H, 6.25%
|
21,284
|
504,537
|
|
UMH Properties Inc 6.375% Series D
|
63,875
|
1,401,098
|
|
2,748,893
|
|||
Retail REITs - 1.1%
|
|||
Agree Realty Corp 4.25%
|
38,700
|
662,931
|
|
Cedar Realty Trust Inc 7.25%
|
7,070
|
149,902
|
|
Kimco Realty Corp Series M 5.25%
|
4,691
|
94,570
|
|
Regency Centers Corp 5.875%
|
28,775
|
645,711
|
|
Regency Centers Corp 6.25% Series A
|
51,175
|
1,179,584
|
|
Saul Centers Inc 6% Series E
|
13,475
|
297,259
|
|
Saul Centers Inc 6.125% Series D
|
15,958
|
323,947
|
|
3,353,904
|
|||
Specialized REITs - 0.4%
|
|||
Digital Realty Trust Inc Series L, 5.2%
|
4,614
|
92,372
|
|
National Storage Affiliates Trust Series A, 6%
|
12,325
|
284,584
|
|
Public Storage 4%
|
16,238
|
258,834
|
|
Public Storage 4%
|
2,327
|
36,627
|
|
Public Storage Operating Co 5.05% Series G
|
4,670
|
95,081
|
|
Public Storage Series J, 4.7%
|
2,315
|
42,990
|
|
Public Storage Series L, 4.625%
|
18,496
|
339,772
|
|
1,150,260
|
|||
TOTAL REAL ESTATE
|
26,004,197
|
||
TOTAL UNITED STATES
|
36,002,926
|
||
|
TOTAL NON-CONVERTIBLE PREFERRED STOCKS
(Cost $39,577,940)
|
36,511,051
|
||
Money Market Funds - 6.0%
|
||||
Yield (%)
|
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund (i)
(Cost $17,756,773)
|
3.69
|
17,753,222
|
17,756,773
|
|
|
TOTAL INVESTMENT IN SECURITIES - 98.9%
(Cost $299,569,529)
|
291,011,170
|
NET OTHER ASSETS (LIABILITIES) - 1.1%
|
3,144,365
|
NET ASSETS - 100.0%
|
294,155,535
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.
|
(e)
|
Level 3 security.
|
(f)
|
Non-income producing.
|
(g)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $87,400,445 or 29.7% of net assets.
|
(h)
|
Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.
|
(i)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
34,900,900
|
36,802,873
|
53,947,835
|
848,068
|
835
|
-
|
17,756,773
|
17,753,222
|
0.0%
|
Total
|
34,900,900
|
36,802,873
|
53,947,835
|
848,068
|
835
|
-
|
17,756,773
|
||