| Net Other Assets | 58.91 |
| Fidelity Cash Central Fund | 15.83 |
| Federal National Mortgage Association 2% | 12.35 |
| Federal National Mortgage Association 3% | 6.08 |
| Government National Mortgage Association 2% | 4.50 |
| Federal National Mortgage Association 6% | 4.05 |
| Federal Home Loan Mortgage Corp. 2.5% | 3.70 |
| Government National Mortgage Association 3% | 3.47 |
| BX 2021-PAC MORTGAGE TRUST | 3.24 |
| Federal National Mortgage Association 6% | 3.24 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | 3.21 |
| Federal National Mortgage Association 3.5% | 2.86 |
| United States Treasury Notes 4.625% | 2.82 |
| Government National Mortgage Association 2.5% | 2.68 |
| Federal National Mortgage Association 2.5% | 2.59 |
| Gscofi Swap Cy873248 04/17/65 | 2.57 |
| Government National Mortgage Association 2% | 2.57 |
| Federal Home Loan Mortgage Corp. 2% | 2.52 |
| Federal Home Loan Mortgage Corp. 2% | 2.50 |
| United States Treasury Notes 4% | 2.30 |
| Government National Mortgage Association 2.5% | 2.05 |
| AJAX MORTGAGE LOAN TRUST 1.74% | 1.90 |
| Fnma Pass-Thru I 2.5% | 1.69 |
| Federal Home Loan Mortgage Corp. 2.5% | 1.58 |
| Government National Mortgage Association 5% | 1.56 |
| Fnma Pass-Thru I 5.5% | 1.54 |
| Federal National Mortgage Association 2% | 1.52 |
| Fnma Pass-Thru I 4.5% | 1.48 |
| Federal Home Loan Mortgage Corp. 4% | 1.48 |
| Government National Mortgage Association 4% | 1.48 |
| Federal Home Loan Mortgage Corp. 5.5% | 1.47 |
| Us Dollar | 1.47 |
| Federal National Mortgage Association 4% | 1.46 |
| Federal National Mortgage Association 5% | 1.44 |
| Government National Mortgage Association 3.5% | 1.44 |
| Fnma Pass-Thru I 5% | 1.41 |
| Federal National Mortgage Association 3.5% | 1.41 |
| PRPM LLC 2.115% | 1.40 |
| United States Treasury Notes 4.375% | 1.38 |
| Fnma Pass-Thru I 3% | 1.32 |
| United States Treasury Notes 4.5% | 1.29 |
| Federal National Mortgage Association 2% | 1.23 |
| Fnma Pass-Thru I 2.5% | 1.21 |
| Federal National Mortgage Association 2.5% | 1.20 |
| Fnma Pass-Thru I 1.5% | 1.16 |
| Federal Home Loan Mortgage Corp. 3.5% | 1.14 |
| Federal National Mortgage Association 2.5% | 1.12 |
| Federal National Mortgage Association 1.5% | 1.12 |
| Federal Home Loan Mortgage Corp. 1.5% | 1.10 |
| Federal Home Loan Mortgage Corp. 2% | 1.05 |
| Federal Home Loan Mortgage Corp. 2% | 1.04 |
| United States Treasury Bonds 4.375% | 1.01 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.95 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.95 |
| Morgan Stanley Capital I Trust 2018-L1 4.139% | 0.91 |
| Fnma Pass-Thru I 6.5% | 0.81 |
| Fnma Pass-Thru I 6% | 0.81 |
| Government National Mortgage Association 6% | 0.81 |
| Government National Mortgage Association 5.5% | 0.80 |
| Federal National Mortgage Association 5.5% | 0.79 |
| Federal Home Loan Mortgage Corp. 2.653% | 0.77 |
| Federal National Mortgage Association 5% | 0.77 |
| Federal National Mortgage Association 3.5% | 0.76 |
| Fnma Pass-Thru I 6% | 0.75 |
| Federal National Mortgage Association 1.5% | 0.75 |
| Government National Mortgage Association 4.5% | 0.75 |
| Federal Home Loan Mortgage Corp. 1.5% | 0.75 |
| Federal Home Loan Mortgage Corp. 4.5% | 0.75 |
| United States Treasury Bonds 3.625% | 0.75 |
| Federal Home Loan Mortgage Corp. 1.5% | 0.74 |
| Federal National Mortgage Association 4% | 0.73 |
| Fnma Pass-Thru I 4.5% | 0.69 |
| United States Treasury Bonds 3.625% | 0.69 |
| Federal National Mortgage Association 3% | 0.67 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.66 |
| Sblofi Swap Cy873248 04/17/65 | 0.66 |
| Fnma Pass-Thru I 4% | 0.65 |
| Government National Mortgage Association 2.5% | 0.65 |
| United States Treasury Notes 4% | 0.65 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.64 |
| Fnma Pass-Thru I 4% | 0.64 |
| Federal Home Loan Mortgage Corp. 2% | 0.63 |
| Federal Home Loan Mortgage Corp. 2.5% | 0.63 |
| Federal Home Loan Mortgage Corp. 3% | 0.62 |
| Fnma Pass-Thru I 2% | 0.62 |
| Federal Home Loan Mortgage Corp. 2% | 0.62 |
| CSAIL 2015-C4 Commercial Mortgage Trust 3.5438% | 0.62 |
| Bank 2018-Bnk14 4.231% | 0.62 |
| Federal National Mortgage Association 2% | 0.62 |
| Fnma Pass-Thru I 3% | 0.61 |
| Fnma Pass-Thru I 2.5% | 0.58 |
| Fnma Pass-Thru I 3.5% | 0.58 |
| Fnma Pass-Thru I 4% | 0.57 |
| United States Treasury Notes 3.875% | 0.49 |
| United States Treasury Notes 4.375% | 0.48 |
| Sblofi Swap Cy885802 12/15/56 | 0.48 |
| Morgan Stanley Capital I Trust 2017-HR2 3.587% | 0.45 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 3.102% | 0.45 |
| Fnma Pass-Thru I 4.5% | 0.44 |
| CFMT 2021-Ebo1 Llc 1.1581% | 0.44 |
| Federal Home Loan Mortgage Corp. 3.329% | 0.39 |
| Capital One Multi Asset Execution Trust 4.42% | 0.32 |
| Discover Card Execution Note Trust 4.31% | 0.32 |
| Morgan Stanley Capital I Trust 2016-UB11 2.782% | 0.30 |
| Us Long Bond(Cbt)ft Jun24 Usm4 | 0.28 |
| Federal Home Loan Mortgage Corp. 2.745% | 0.24 |
| United States Treasury Bonds 4.125% | 0.23 |
| Federal Home Loan Mortgage Corp. 3.023% | 0.22 |
| CARMAX AUTO OWNER TRUST 2023-2 5.5% | 0.20 |
| VERIZON MASTER TRUST 4.89% | 0.19 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.817% | 0.19 |
| Us 10yr Note (Cbt)jun24 Tym4 | 0.17 |
| Citi Swap Pay 3.755 03/19/29 | 0.15 |
| Gscofi Swap Cy562346 11/18/64 | 0.11 |
| Citi Swap Rec 3.755 3/19/29 | 0.11 |
| CNH EQUIPMENT TRUST 2023-A 5.38% | 0.09 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% | 0.07 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B 4.66% | 0.06 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 4.47% | 0.06 |
| Us 5yr Note (Cbt) Jun24 Fvm4 | 0.06 |
| Lch Ois Sofr3.75% Mac 06/20/29 | 0.05 |
| Lch Ois Sofrv4.0% Mac 06/20/26 | 0.05 |
| Lch Ois Sofr3.75% Mac 06/20/31 | 0.05 |
| Lch Ois Sofrv4.0% Mac 06/20/27 | 0.04 |
| United States Treasury Notes 4.25% | 0.03 |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A 5.21% | 0.03 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B 5.25% | 0.02 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 5.44% | 0.02 |
| Cash† | 0.01 |