0001752724-21-226012.txt : 20211026
0001752724-21-226012.hdr.sgml : 20211026
20211026093344
ACCESSION NUMBER: 0001752724-21-226012
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211026
PERIOD START: 20210831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/
CENTRAL INDEX KEY: 0000751199
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04085
FILM NUMBER: 211346481
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND
DATE OF NAME CHANGE: 19851103
0000751199
S000072130
Fidelity Environmental Bond Fund
C000227901
Fidelity Advisor Environmental Bond Fund: Class M
FEBEX
C000227902
Fidelity Advisor Environmental Bond Fund: Class A
FEBBX
C000227903
Fidelity Environmental Bond Fund
FFEBX
C000227904
Fidelity Advisor Environmental Bond Fund: Class I
FEBFX
C000227905
Fidelity Advisor Environmental Bond Fund: Class C
FEBDX
C000227906
Fidelity Advisor Environmental Bond Fund: Class Z
FEBGX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
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C000227902
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C000227904
C000227905
C000227901
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0000751199
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245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Environmental Bond Fund
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549300CM673U4XQN4K40
2021-08-31
2021-08-31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
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0.00000000
0.00000000
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EUR
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FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
3.62000000
0.000031149263
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1000.00000000
EUR
1184.67000000
USD
2021-09-14
3.62000000
N
N
N
WELLTOWER INC
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WELLTOWER INC 2.7% 02/15/2027
95040QAK0
125000.00000000
PA
USD
132648.73000000
1.141411656261
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02700000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
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BANK NOVA SCOTIA BC 0.65% 07/31/2024
0641596E1
50000.00000000
PA
USD
50024.04000000
0.430445299772
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.00650000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
3.24000000
0.000027879450
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1000.00000000
EUR
1184.29000000
USD
2021-09-14
3.24000000
N
N
N
GERMANY FEDERAL REPUBLIC OF
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GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS
N/A
271000.00000000
PA
335691.23000000
2.888545429923
Long
DBT
NUSS
DE
N
2
2030-08-15
Fixed
0.00000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 07/15/2024
91282CCL3
550000.00000000
PA
USD
549914.06000000
4.731883358596
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.00375000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
-171.05000000
-0.00147184570
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
26000.00000000
EUR
30536.25000000
USD
2021-09-14
-171.05000000
N
N
N
EUREX DEUTSCHLAND
N/A
EURO-BOBL FUTURE SEP21 OEU1
N/A
-1.00000000
NC
-756.16000000
-0.00650658199
N/A
DIR
CORP
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
GERMANY FEDERAL REPUBLIC OF
EURO-BOBL FUT UNDERLYING
2021-09-08
-161268.96000000
EUR
-756.16000000
N
N
N
EUREX DEUTSCHLAND
N/A
EURO-SCHATZ FUT SEP21 DUU1
N/A
-1.00000000
NC
-172.56000000
-0.00148483890
N/A
DIR
CORP
DE
N
1
EUREX DEUTSCHLAND
N/A
Short
GERMANY FEDERAL REPUBLIC OF
EURO-SCHATZ FUT UNDERLYING GENERIC IV FOR FUTURES TRADING
2021-09-08
-132839.82000000
EUR
-172.56000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 1.15% 07/14/2026
78016EZT7
100000.00000000
PA
USD
100293.26000000
0.863000316764
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
0.01150000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTL NV 1.375% 07/12/2026 144A
29278GAM0
200000.00000000
PA
USD
200557.12000000
1.725747653326
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
0.01375000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERVICE CO
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06/15/2049 144A
845743BT9
75000.00000000
PA
USD
87429.91000000
0.752314163730
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
0.03750000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/GBP settle 2021-09-14
N/A
1.00000000
NC
N/A
11.54000000
0.000099299032
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
1000.00000000
GBP
1386.44000000
USD
2021-09-14
11.54000000
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO 3.1% 05/01/2027
595620AQ8
100000.00000000
PA
USD
109596.26000000
0.943050481121
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03100000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 1.4/VAR 07/01/2026 144A
456837AU7
200000.00000000
PA
USD
201238.57000000
1.731611373040
Long
DBT
CORP
NL
N
2
2026-07-01
Variable
0.01400000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/GBP settle 2021-09-14
N/A
1.00000000
NC
N/A
1330.35000000
0.011447354203
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
103000.00000000
GBP
142944.64000000
USD
2021-09-14
1330.35000000
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 1.5% 09/18/2030
92343VFL3
150000.00000000
PA
USD
144607.27000000
1.244312128417
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
0.01500000
N
N
N
N
N
N
WHITBREAD GROUP PLC
2138006LIAYQKUCYBB20
WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS
N/A
100000.00000000
PA
139222.81000000
1.197980094882
Long
DBT
CORP
GB
N
2
2027-05-31
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 06/15/2024
91282CCG4
200000.00000000
PA
USD
199375.00000000
1.715575784005
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 05/31/2026
91282CCF6
950000.00000000
PA
USD
950259.77000000
8.176765642265
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.00750000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC 1.1% 08/15/2030
02079KAD9
75000.00000000
PA
USD
71934.95000000
0.618983615015
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.01100000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2031
91282CCB5
250000.00000000
PA
USD
257773.44000000
2.218080859805
Long
DBT
UST
US
N
2
2031-05-15
Fixed
0.01625000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALTY LP
549300028US163ELJN70
REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031
76169XAB0
14000.00000000
PA
USD
13756.85000000
0.118374513977
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.02150000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 05/15/2041
912810SY5
570000.00000000
PA
USD
609900.00000000
5.248048504902
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.02250000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.95% 11/15/2028
26442CAX2
75000.00000000
PA
USD
85936.25000000
0.739461564731
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.03950000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 1.5% 03/10/2026
74432QCH6
75000.00000000
PA
USD
76435.16000000
0.657706881718
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
0.01500000
N
N
N
N
N
N
OWENS CORNING NEW
JO5M6676RDJIZ2U8X907
OWENS CORNING NEW 3.95% 08/15/2029
690742AJ0
100000.00000000
PA
USD
113513.72000000
0.976759318793
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03950000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
50000.00000000
PA
USD
50890.63000000
0.437902106386
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 2.25% 08/15/2031
25746UDL0
30000.00000000
PA
USD
30292.34000000
0.260658582795
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.02250000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
11.32000000
0.000097405983
N/A
DFE
CORP
US
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2000.00000000
EUR
2373.42000000
USD
2021-09-14
11.32000000
N
N
N
CTP BV
3157000YTVO4TN65UM14
CTP BV 0.5% 06/21/2025 REGS
N/A
100000.00000000
PA
118361.45000000
1.018472914757
Long
DBT
CORP
NL
N
2
2025-06-21
Fixed
0.00500000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
DUKE REALTY LP NEW 2.875% 11/15/2029
26441YBC0
125000.00000000
PA
USD
133261.75000000
1.146686551644
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.02875000
N
N
N
N
N
N
NSTAR ELEC CO
54930080R72Y2Z31UR68
NSTAR ELEC CO 3.95% 04/01/2030
67021CAP2
75000.00000000
PA
USD
87210.68000000
0.750427740261
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03950000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 1.85% 08/01/2031
26884ABN2
100000.00000000
PA
USD
98524.00000000
0.847776243477
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.01850000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
-27.06000000
-0.00023284504
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
12000.00000000
EUR
14145.54000000
USD
2021-09-14
-27.06000000
N
N
N
RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A.
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.004%/VAR 09/24/2026 144A
74977RDJ0
250000.00000000
PA
USD
248146.45000000
2.135242836398
Long
DBT
CORP
NL
N
2
2026-09-24
Variable
0.01004000
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II 1.375% 04/14/2026 144A
6944PL2E8
50000.00000000
PA
USD
50460.42000000
0.434200248791
Long
DBT
CORP
US
N
2
2026-04-14
Fixed
0.01375000
N
N
N
N
N
N
ORSTED A/S
W9NG6WMZIYEU8VEDOG48
ORSTED A/S 2.25/VAR PERP REGS
N/A
100000.00000000
PA
123833.99000000
1.065562856329
Long
EP
CORP
DK
N
2
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 0.95% 07/02/2025 144A
59217GEJ4
150000.00000000
PA
USD
150275.41000000
1.293085162771
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
0.00950000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 05/15/2051
912810SX7
260000.00000000
PA
USD
287137.50000000
2.470751807798
Long
DBT
UST
US
N
2
2051-05-15
Fixed
0.02375000
N
N
N
N
N
N
PUBLIC SERVICE CO OF CO
5BANEF6PGSEK0SNMQF44
PUBLIC SERVICE CO OF CO 3.7% 06/15/2028
744448CP4
75000.00000000
PA
USD
84480.98000000
0.726939302806
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.03700000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
TELEFONICA EUROPE BV 2.502%/VAR PERP REGS
N/A
100000.00000000
PA
120445.95000000
1.036409555368
Long
EP
CORP
NL
N
2
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.653%/VAR 09/16/2024
46647PBS4
75000.00000000
PA
USD
75215.99000000
0.647216205712
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.00653000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030
47837RAA8
150000.00000000
PA
USD
147406.88000000
1.268402125260
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
0.01750000
N
N
N
N
N
N
NSTAR ELEC CO
54930080R72Y2Z31UR68
NSTAR ELEC CO 3.1% 06/01/2051
67021CAQ0
50000.00000000
PA
USD
53788.69000000
0.462839242720
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
0.03100000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 1.675%/VAR 06/30/2027 144A
09659W2Q6
200000.00000000
PA
USD
200923.68000000
1.728901817385
Long
DBT
CORP
FR
N
2
2027-06-30
Variable
0.01675000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
-162.76000000
-0.00140051217
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
27000.00000000
EUR
31725.59000000
USD
2021-09-14
-162.76000000
N
N
N
GTC AURORA LUXEMBOURG SA
549300UAWIR6P1PVC062
GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS
N/A
100000.00000000
PA
119426.96000000
1.027641381985
Long
DBT
CORP
LU
N
2
2026-06-23
Fixed
0.02250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.768%/VAR 08/09/2025
46647PCM6
100000.00000000
PA
USD
99804.30000000
0.858792929001
Long
DBT
CORP
US
N
2
2025-08-09
Variable
0.00768000
N
N
N
N
N
N
AEROPORTI DI ROMA SPA
8156007259ABDEA3F444
AEROPORTI DI ROMA SPA 1.625% 02/02/2029 REGS
N/A
100000.00000000
PA
125095.74000000
1.076419923391
Long
DBT
CORP
IT
N
2
2029-02-02
Fixed
0.01625000
N
N
N
N
N
N
VALEO
5493006IH2N2WMIBB742
VALEO 1% 08/03/2028 REGS
N/A
100000.00000000
PA
117824.68000000
1.013854132996
Long
DBT
CORP
FR
N
2
2028-08-03
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/15/2031
91282CCS8
173000.00000000
PA
USD
172107.97000000
1.480949294376
Long
DBT
UST
US
N
2
2031-08-15
Fixed
0.01250000
N
N
N
N
N
N
PLACEHOLDER DERIVATIVE ISSUER
N/A
LONG GILT FUTURE DEC21 G Z1
N/A
-1.00000000
NC
1360.58000000
0.011707476364
N/A
DIR
CORP
US
N
1
PLACEHOLDER DERIVATIVE ISSUER
N/A
Short
UNITED KINGDOM,G.B. and N.IRELAND
LONG GILT FUTURE UNDERLYING
2021-12-29
-176074.92000000
GBP
1360.58000000
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
AVANGRID INC 3.15% 12/01/2024
05351WAA1
100000.00000000
PA
USD
106691.04000000
0.918051734642
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.03150000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 2.15% 02/13/2030
89236TGU3
75000.00000000
PA
USD
77425.68000000
0.666230077332
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
0.02150000
N
N
N
N
N
N
ZF FINANCE GMBH
5493001N9T6QDCCXB426
ZF FINANCE GMBH 2% 05/06/2027 REGS
N/A
100000.00000000
PA
119993.72000000
1.032518220763
Long
DBT
CORP
DE
N
2
2027-05-06
Fixed
0.02000000
N
N
N
N
N
N
ENERGIAS DE PORTUGAL SA
529900CLC3WDMGI9VH80
ENERGIAS DE PORTUGAL SA 1.7%/VAR 07/20/2080 REGS
N/A
100000.00000000
PA
119756.86000000
1.030480095220
Long
DBT
CORP
PT
N
2
2080-07-20
Variable
0.01700000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I 4.75% 07/15/2031 144A
92858RAB6
50000.00000000
PA
USD
51325.50000000
0.441644062204
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
0.04750000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25
06051GJG5
75000.00000000
PA
USD
75210.40000000
0.647168105055
Long
DBT
CORP
US
N
2
2025-09-25
Variable
0.00981000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC 1.9% 03/15/2031
57636QAS3
75000.00000000
PA
USD
76632.17000000
0.659402107224
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.01900000
N
N
N
N
N
N
FEDERAL REALTY INVESTMENT TR
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMENT TR 1.25% 02/15/2026
313747BB2
75000.00000000
PA
USD
74798.81000000
0.643626468255
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01250000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
1205256.87300000
NS
USD
1205497.92000000
10.37303091772
Long
STIV
RF
US
N
1
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP 2.7% 10/01/2030
49446RAW9
125000.00000000
PA
USD
129472.48000000
1.114080759288
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.02700000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC 1.9% 03/15/2033
90265EAU4
125000.00000000
PA
USD
118722.62000000
1.021580699113
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.01900000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES INC 3.4% 06/21/2029
10112RBB9
75000.00000000
PA
USD
82298.77000000
0.708161890234
Long
DBT
CORP
US
N
2
2029-06-21
Fixed
0.03400000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028
10112RBA1
150000.00000000
PA
USD
175560.86000000
1.510660614596
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 4.15% 12/01/2028
26884ABK8
75000.00000000
PA
USD
86725.55000000
0.746253308762
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04150000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 1.9% 06/15/2028
65339KBW9
100000.00000000
PA
USD
101405.79000000
0.872573380222
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.01900000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC 3.45% 03/15/2029
26442UAH7
75000.00000000
PA
USD
83985.08000000
0.722672197947
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03450000
N
N
N
N
N
N
ENBW ENERGIE BADEN-WUERTTEM AG
529900JSFZ4TS59HKD79
ENBW ENERGIE BADEN-WUERTTEM AG 1.875%/VAR 06/29/2080 REGS
N/A
100000.00000000
PA
122502.81000000
1.054108360168
Long
DBT
CORP
DE
N
2
2080-06-29
Variable
0.01875000
N
N
N
N
N
N
TENNET HOLDING BV
724500LTUWK3JQG63903
TENNET HOLDING BV 2.993%/VAR PERP REGS
N/A
100000.00000000
PA
124805.28000000
1.073920582239
Long
EP
CORP
NL
N
2
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.329% 06/25/2030
3137FVED0
35000.00000000
PA
USD
34701.65000000
0.298599676012
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Fixed
0.01297000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 2.45% 01/15/2031
00130HCG8
100000.00000000
PA
USD
100904.35000000
0.868258604944
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02450000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030
209111FX6
75000.00000000
PA
USD
82949.03000000
0.713757227208
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03350000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 0.95% 10/23/2025
13607GRR7
75000.00000000
PA
USD
74853.28000000
0.644095170013
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.00950000
N
N
N
N
N
N
NSTAR ELEC CO
54930080R72Y2Z31UR68
NSTAR ELEC CO 3.25% 05/15/2029
67021CAN7
75000.00000000
PA
USD
83084.06000000
0.714919129142
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03250000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 3.25% 04/01/2026
373334KE0
100000.00000000
PA
USD
108331.32000000
0.932165964846
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03250000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 3.8% 04/15/2026
015271AP4
50000.00000000
PA
USD
55712.46000000
0.479392838838
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03800000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO 0.805%/VAR 05/19/2025
95000U2T9
50000.00000000
PA
USD
50213.46000000
0.432075215082
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.00805000
N
N
N
N
N
N
THE BERKELEY GROUP PLC
2138001V85JLYR7AUB61
THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS
N/A
100000.00000000
PA
137156.96000000
1.180203933210
Long
DBT
CORP
GB
N
2
2031-08-11
Fixed
0.02500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP 1.25% 10/15/2030
74340XBR1
75000.00000000
PA
USD
71251.30000000
0.613100964809
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.01250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
-137.44000000
-0.00118263942
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
33000.00000000
EUR
38837.21000000
USD
2021-09-14
-137.44000000
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.875% 02/08/2029
92343VES9
150000.00000000
PA
USD
170940.00000000
1.470899182535
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
0.03875000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
FX Forward: USD/GBP settle 2021-09-14
N/A
1.00000000
NC
N/A
990.80000000
0.008525604949
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN and CO.
5493006KMX1VFTPYPW14
100000.00000000
GBP
138480.40000000
USD
2021-09-14
990.80000000
N
N
N
BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST
N/A
BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A
11042CAA8
7000.00000000
PA
USD
7076.54000000
0.060891990763
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.02900000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025
06051GHW2
75000.00000000
PA
USD
78514.58000000
0.675599810103
Long
DBT
CORP
US
N
2
2025-10-22
Variable
0.02456000
N
N
N
N
N
N
NORTHERN STATES POWER CO (MN)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO (MN) 2.25% 04/01/2031
665772CT4
75000.00000000
PA
USD
77537.18000000
0.667189509056
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
FX Forward: EUR/USD settle 2021-09-14
N/A
1.00000000
NC
N/A
11.07000000
0.000095254790
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2351.03000000
USD
2000.00000000
EUR
2021-09-14
11.07000000
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2051#RA5180
3133KLXH5
99453.51200000
PA
USD
101232.44000000
0.871081743547
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/EUR settle 2021-09-14
N/A
1.00000000
NC
N/A
8845.83000000
0.076116322194
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
1331000.00000000
EUR
1580823.38000000
USD
2021-09-14
8845.83000000
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.875% 10/15/2049
713448EP9
100000.00000000
PA
USD
104963.49000000
0.903186566263
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
0.02875000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS
N/A
100000.00000000
PA
126823.18000000
1.091284145246
Long
DBT
CORP
IE
N
2
2031-05-30
Variable
0.02875000
N
N
N
N
N
N
2021-09-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer