| Net Other Assets | 14.00 |
| Fidelity Cash Central Fund | 13.50 |
| United States Treasury Notes 4.625% | 5.59 |
| United States Treasury Notes 3.5% | 5.21 |
| United States Treasury Notes 4.625% | 3.88 |
| United States Treasury Bonds 4.125% | 3.84 |
| United States Treasury Notes 3.75% | 3.78 |
| United States Treasury Bonds 3.625% | 3.61 |
| United States Treasury Notes 4.5% | 2.70 |
| Federal National Mortgage Association 2% | 2.34 |
| United States Treasury Notes 3.875% | 2.01 |
| United States Treasury Notes 3.875% | 1.86 |
| United States Treasury Notes 4.125% | 1.83 |
| United States Treasury Bonds 2.375% | 1.75 |
| United States Treasury Notes 4.875% | 1.72 |
| Federal National Mortgage Association 2.5% | 1.52 |
| Government National Mortgage Association 2% | 1.30 |
| Goldman Sachs Group, Inc. 3.8% | 1.13 |
| JPMorgan Chase & Co. 4.493% | 1.07 |
| Morgan Stanley 4.431% | 1.06 |
| Federal National Mortgage Association 3% | 1.05 |
| Federal National Mortgage Association 2.5% | 1.01 |
| United States Treasury Notes 4% | 0.99 |
| Federal National Mortgage Association 3% | 0.97 |
| Us Dollar | 0.90 |
| Wells Fargo & Co. 4.478% | 0.84 |
| Federal National Mortgage Association 6.5% | 0.84 |
| Federal National Mortgage Association 6% | 0.82 |
| Federal National Mortgage Association 3.5% | 0.82 |
| United States Treasury Notes 4% | 0.80 |
| United States Treasury Notes 3.75% | 0.80 |
| United States Treasury Notes 3.375% | 0.77 |
| Bank of America Corp. 5.015% | 0.74 |
| United States Treasury Notes 4.375% | 0.74 |
| Government National Mortgage Association 2.5% | 0.69 |
| BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD 2.734% | 0.68 |
| Barclays PLC 6.49% | 0.65 |
| UBS Group AG 6.246% | 0.64 |
| Charter Communications Operating, LLC/Charter Communications Operating Capi | 0.61 |
| AT&T Inc 4.3% | 0.61 |
| United States Treasury Bonds 4.75% | 0.59 |
| Federal National Mortgage Association 5% | 0.55 |
| United States Treasury Bonds 3.625% | 0.54 |
| Lennar Corp. 4.75% | 0.53 |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 5.5% | 0.53 |
| NatWest Group PLC 3.073% | 0.53 |
| MAGNETITE XXXVI LIMITED 0.11111% | 0.52 |
| Madison Park Funding XIX Ltd. / Madison Park Funding XIX LLC | 0.52 |
| Barings Clo Ltd 2023-Iv / Bari FRN | 0.52 |
| Petroleos Mexicanos 7.69% | 0.51 |
| Aimco Clo Series 2015-A / Llc | 0.51 |
| Voya Clo 2020-3 Ltd / Llc | 0.51 |
| Symphony CLO XXXII LTD/LLC 0.11429% | 0.51 |
| Aimco Clo Ser 2018-B / Aimco Clo Ser FRN | 0.51 |
| Madison Park Funding XLV Ltd/Llc | 0.51 |
| Bank of America Corp. 4.183% | 0.50 |
| The Boeing Company 5.15% | 0.50 |
| The Cigna Group 4.8% | 0.49 |
| Federal National Mortgage Association 2% | 0.48 |
| Citigroup Inc. 4.45% | 0.47 |
| Broadcom Inc 2.45% | 0.46 |
| JPMorgan Chase & Co. 5.35% | 0.46 |
| Bank of America Corp. 5.819% | 0.45 |
| Invitation Homes Operating Partnership Lp 2% | 0.45 |
| Centene Corporation 4.625% | 0.45 |
| Wells Fargo & Co. 6.303% | 0.45 |
| Corporate Office Properties LP 2.75% | 0.44 |
| Lowes Companies, Inc. 3.75% | 0.43 |
| Verizon Communications Inc. 3.15% | 0.42 |
| Western Midstream Operating LP | 0.42 |
| WarnerMedia Holdings Inc. 4.279% | 0.39 |
| Fnma Pass-Thru I 2.5% | 0.39 |
| BX COMMERCIAL MORTGAGE TRUST 0.8% | 0.36 |
| Omega Healthcare Investors, Inc. 3.25% | 0.35 |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 5.75% | 0.34 |
| Viatris Inc 2.7% | 0.34 |
| Walt Disney Company 2.65% | 0.33 |
| AASET 2021-1 TRUST 2.95% | 0.33 |
| Capital One Financial Corp. 3.8% | 0.32 |
| AES Corp. 3.95% | 0.32 |
| Government National Mortgage Association 3% | 0.32 |
| Aercap Ireland Capital DAC 6.1% | 0.31 |
| Hess Corporation 4.3% | 0.31 |
| Charter Communications Operating, LLC/Charter Communications Operating Capi | 0.31 |
| CVS Health Corp 5.3% | 0.30 |
| Energy Transfer LP 4.95% | 0.30 |
| MPLX LP 4.8% | 0.30 |
| NiSource Inc. 3.6% | 0.28 |
| Ford Motor Credit Company LLC 6.8% | 0.28 |
| Amgen Inc. 5.25% | 0.28 |
| Thunderbolt II Aircraft Lease Ltd / Thunderbolt II Aircraft Lease US LLC 0. | 0.28 |
| Ares Capital Corp. 3.875% | 0.26 |
| United States Treasury Notes 3.75% | 0.26 |
| Avolon Holdings Funding Ltd. 6.375% | 0.25 |
| Petroleos Mexicanos 5.95% | 0.25 |
| Government National Mortgage Association 2% | 0.25 |
| Dell International L.L.C. and EMC Corporation 6.2% | 0.24 |
| Federal National Mortgage Association 4% | 0.24 |
| Citigroup Inc. 6.27% | 0.23 |
| Aercap Ireland Capital DAC 3% | 0.23 |
| T-Mobile USA, Inc. 4.5% | 0.22 |
| United States Treasury Bonds 4.25% | 0.22 |
| Ally Financial Inc. 7.1% | 0.21 |
| Government National Mortgage Association 2% | 0.21 |
| Fnma Pass-Thru I 2% | 0.21 |
| EATON VANCE CLO 2020-2 LTD | 0.21 |
| Flatiron Clo 20 Ltd / Llc | 0.21 |
| BX COMMERCIAL MORTGAGE TRUST 2023-XL3 | 0.21 |
| BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 0.07317% | 0.21 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4 | 0.21 |
| Government National Mortgage Association 6.5% | 0.21 |
| Government National Mortgage Association 6.5% | 0.21 |
| Deutsche Bank AG New York Branch 4.1% | 0.20 |
| AIG Global Funding 5.2% | 0.20 |
| United States Treasury Notes 3.625% | 0.20 |
| Cedar Funding XV CLO Ltd/Cedar Funding XV CLO LLC | 0.20 |
| BX TRUST 2022-GPA | 0.20 |
| BX 2021-PAC MORTGAGE TRUST | 0.20 |
| BX 2021-PAC MORTGAGE TRUST | 0.20 |
| DTP COML MTG TR 2023-STE2 | 0.20 |
| SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP | 0.20 |
| LIFE 2021-BMR MORTGAGE TRUST | 0.20 |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP | 0.20 |
| OPEN TRUST 2023-AIR | 0.20 |
| OPEN TRUST 2023-AIR | 0.20 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4 | 0.20 |
| Federal National Mortgage Association 5.5% | 0.20 |
| Federal National Mortgage Association 2% | 0.19 |
| SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP | 0.19 |
| SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP | 0.19 |
| EXTENDED STAY AMERICA TRUST 2021-ESH | 0.19 |
| Government National Mortgage Association 3.5% | 0.19 |
| The Williams Companies, Inc. 4.65% | 0.18 |
| Government National Mortgage Association 3% | 0.18 |
| Amgen Inc. 5.25% | 0.17 |
| United States Treasury Bonds 2.875% | 0.17 |
| CF HIPPOLYTA ISSUER LLC 1.53% | 0.17 |
| BX COMMERCIAL MORTGAGE TRUST | 0.17 |
| Plains All American Pipeline L.P. 3.55% | 0.16 |
| Corebridge Financial Inc. 3.9% | 0.16 |
| AT&T Inc 2.55% | 0.16 |
| Energy Transfer LP 5.75% | 0.16 |
| Verizon Communications Inc. 4.329% | 0.16 |
| Sun Communities Operating Limited Partnership 5.5% | 0.16 |
| Capital One Financial Corp. | 0.15 |
| Autozone, Inc. 6.25% | 0.15 |
| Verizon Communications Inc. 2.355% | 0.15 |
| Centene Corporation 2.5% | 0.15 |
| Avolon Holdings Funding Ltd. 3.95% | 0.14 |
| Tanger Properties Limited Partnership 3.875% | 0.14 |
| Occidental Petroleum Corporation 7.5% | 0.14 |
| Kite Realty Group, L.P. 4.75% | 0.14 |
| Fnma Pass-Thru I 5.5% | 0.14 |
| Duquesne Light Holdings, Inc. 2.532% | 0.13 |
| Athene Global Funding 5.339% | 0.13 |
| Exelon Corporation 5.3% | 0.13 |
| Omega Healthcare Investors, Inc. 3.625% | 0.13 |
| AES Corp. 2.45% | 0.13 |
| Federal National Mortgage Association 3.5% | 0.13 |
| OPG TRUST 2021-PORT | 0.13 |
| BX COMMERCIAL MORTGAGE TRUST | 0.13 |
| Oracle Corp. 3.6% | 0.12 |
| Ally Financial Inc. 6.992% | 0.12 |
| Cleco Corporate Holdings LLC 3.743% | 0.12 |
| Fnma Pass-Thru I 2% | 0.12 |
| Brixmor Operating Partnership LP 4.05% | 0.11 |
| Unum Group 4% | 0.11 |
| LXP Industrial Trust 2.7% | 0.11 |
| Federal Home Loan Mortgage Corp. 3% | 0.11 |
| Federal Home Loan Mortgage Corp. 1.5% | 0.11 |
| Ally Financial Inc. 8% | 0.10 |
| Spectrum Management Holding Company LLC 5.5% | 0.10 |
| Government National Mortgage Association 4.5% | 0.10 |
| Federal National Mortgage Association 3.5% | 0.10 |
| Government National Mortgage Association 4% | 0.10 |
| Federal Home Loan Mortgage Corp. 5.5% | 0.10 |
| Federal National Mortgage Association 4.5% | 0.10 |
| Equitable Holdings Inc 5% | 0.09 |
| Morgan Stanley 6.342% | 0.09 |
| Dominos Pizza Inc. 3.668% | 0.09 |
| JPMorgan Chase & Co. 4.912% | 0.08 |
| Wells Fargo & Co. 4.897% | 0.08 |
| Fnma Pass-Thru I 2.5% | 0.08 |
| DB Master Finance LLC 2.791% | 0.08 |
| General Motors Financial Company Inc 4% | 0.07 |
| WarnerMedia Holdings Inc. 5.141% | 0.07 |
| Capital One Financial Corp. 7.624% | 0.07 |
| Marvell Technology Inc 2.95% | 0.07 |
| Federal National Mortgage Association 2% | 0.07 |
| Athene Global Funding 5.583% | 0.06 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.06 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.06 |
| Sixth Street Specialty Lending Inc 6.125% | 0.05 |
| Federal Home Loan Mortgage Corp. 5.5% | 0.05 |
| Federal Home Loan Mortgage Corp. 5.5% | 0.05 |
| Fnma Pass-Thru I 2% | 0.05 |
| Federal Home Loan Mortgage Corp. 1.5% | 0.05 |
| Fnma Pass-Thru I 4% | 0.05 |
| Cash† | 0.05 |
| Government National Mortgage Association 5.5% | 0.05 |
| Government National Mortgage Association 5% | 0.05 |
| Tapestry Inc 7.85% | 0.04 |
| Tapestry Inc 7.7% | 0.04 |
| Tapestry Inc 7.35% | 0.04 |
| Celanese US Holdings Llc 6.55% | 0.04 |
| Federal Home Loan Mortgage Corp. 3.5% | 0.04 |
| Government National Mortgage Association 2% | 0.04 |
| Federal National Mortgage Association 2% | 0.04 |
| Tapestry Inc 7% | 0.03 |
| Celanese US Holdings Llc 6.35% | 0.03 |
| Tapestry Inc 3.05% | 0.03 |
| Federal Home Loan Mortgage Corp. 3.5% | 0.03 |
| United States Treasury Bonds 2.25% | 0.03 |
| BBCMS MORTGAGE TRUST 2023-C21 | 0.03 |
| BPR Trust 2022-OANA | 0.03 |
| BX Trust 2022-IND | 0.03 |
| Lowes Companies, Inc. 4.45% | 0.02 |
| Lowes Companies, Inc. 4.25% | 0.02 |
| Blackstone Private Credit Fund 7.05% | 0.02 |
| Capital One Financial Corp. 5.247% | 0.02 |
| Brandywine Operating Partnership L.P. 7.8% | 0.02 |
| Ally Financial Inc. 2.2% | 0.02 |
| Celanese US Holdings Llc 6.7% | 0.02 |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp 3.2% | 0.02 |
| Centene Corporation 2.45% | 0.02 |
| Capital One Financial Corp. 2.359% | 0.02 |
| Columbia Pipelines Operating Co. LLC 6.036% | 0.02 |
| Fnma Pass-Thru I 2% | 0.02 |
| SREIT 2021-FLWR 0.19444% | 0.02 |
| BX Trust 2022-IND | 0.02 |
| WarnerMedia Holdings Inc. 5.05% | 0.01 |
| American Homes 4 Rent L P 3.625% | 0.01 |
| WarnerMedia Holdings Inc. 3.638% | 0.01 |
| Amgen Inc. 5.65% | 0.01 |
| Columbia Pipelines Operating Co. LLC 5.927% | 0.01 |
| Columbia Pipelines Operating Co. LLC 6.497% | 0.01 |
| Columbia Pipelines Operating Co. LLC 6.714% | 0.01 |
| Goldman Sachs Group, Inc. 2.383% | 0.01 |
| Jackson Financial Inc 5.17% | 0.01 |
| Jackson Financial Inc 5.67% | 0.01 |
| Bank of America Corp. 2.299% | 0.01 |
| Tapestry Inc 7.05% | 0.01 |
| Centene Corporation 2.625% | 0.01 |
| Carrier Global Corporation 5.9% | 0.01 |
| Carrier Global Corporation 6.2% | 0.01 |
| Tanger Properties Limited Partnership 2.75% | 0.01 |
| Duquesne Light Holdings, Inc. 2.775% | 0.01 |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 5.125% | 0.01 |
| General Motors Financial Company Inc 5.85% | 0.01 |
| Columbia Pipelines Operating Co. LLC 6.544% | 0.01 |
| WarnerMedia Holdings Inc. 3.755% | 0.01 |
| Capital One Financial Corp. 4.985% | 0.01 |
| Amgen Inc. 5.75% | 0.01 |
| VMware Inc 1.4% | 0.01 |
| Sun Communities Operating Limited Partnership 2.7% | 0.01 |
| CBRE Services Inc 2.5% | 0.01 |
| VICI Properties LP 4.95% | 0.01 |
| VICI Properties LP 4.75% | 0.01 |
| Amgen Inc. 5.6% | 0.01 |
| Amgen Inc. 5.15% | 0.01 |
| Federal Home Loan Mortgage Corp. 3.5% | 0.01 |
| Federal Home Loan Mortgage Corp. 3.5% | 0.01 |