Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Intermediate Bond Fund
$2.95B
Avg Monthly Net Assets
$3.77B
Total Assets
$41.31M
Total Liabilities
$3.73B
Net Assets
Fidelity Intermediate Bond Fund is a Fund of Funds in Fidelity Salem Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $2.95B.
On July 26th, 2024 it reported 726 holdings, the largest
being UST NOTES (6.2%), UST NOTES (3.2%) and UST NOTES (3.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Intermediate Bond Fund | C000048836 | FTHRX |
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 |
|---|---|---|---|---|---|---|
| 7 ELEVEN INC 0.95% 02/10/2026 144A | Long | Debt | US | $1M | – | 0.04 |
| AASET 2019-1 TRUST 3.844% 05/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.00 |
| AASET 2019-2 TR 3.376% 10/16/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| AASET 2021-1 TR 2.95% 11/16/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| AASET 2021-2 TR 2.798% 01/15/2047 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| ADVANCE AUTO PARTS INC 5.95% 03/09/2028 | Long | Debt | US | $6M | – | 0.16 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026 | Long | Debt | IE | $3M | – | 0.09 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $1M | – | 0.03 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $1M | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.1% 01/19/2029 | Long | Debt | IE | $4M | – | 0.11 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028 | Long | Debt | IE | $8M | – | 0.21 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 | Long | Debt | IE | $6M | – | 0.15 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 | Long | Debt | IE | $1M | – | 0.03 |
| AES CORP 1.375% 01/15/2026 | Long | Debt | US | $6M | – | 0.17 |
| AES CORP 2.45% 01/15/2031 | Long | Debt | US | $2M | – | 0.06 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $4M | – | 0.10 |
| AES CORP 3.95% 07/15/2030 144A | Long | Debt | US | $4M | – | 0.10 |
| AFLAC INC 3.6% 04/01/2030 | Long | Debt | US | $653K | – | 0.02 |
| AIA GROUP LTD 3.375% 04/07/2030 144A | Long | Debt | HK | $2M | – | 0.06 |
| AIA GROUP LTD 3.9% 04/06/2028 144A | Long | Debt | HK | $5M | – | 0.14 |
| AIR LEASE CORP 0.8% 08/18/2024 | Long | Debt | US | $3M | – | 0.07 |
| AIR LEASE CORP 2.2% 01/15/2027 | Long | Debt | US | $2M | – | 0.06 |
| AJAXM 2021-C A 2.115% 01/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| ALCON FINANCE CORP 2.75% 09/23/2026 144A | Long | Debt | US | $3M | – | 0.07 |
| ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A | Long | Debt | CA | $2M | – | 0.04 |
| ALLY FINL INC 2.2% 11/02/2028 (ALLY FINANCIAL INC) | Long | Debt | US | $4M | – | 0.11 |
| ALLY FINL INC 4.625% 03/30/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.05 |
| ALLY FINL INC 4.75% 06/09/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $7M | – | 0.18 |
| ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) | Long | Debt | US | $6M | – | 0.17 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $1M | – | 0.03 |
| ALTRIA GROUP INC 2.35% 05/06/2025 | Long | Debt | US | $615K | – | 0.02 |
| ALTRIA GROUP INC 4.8% 02/14/2029 | Long | Debt | US | $945K | – | 0.03 |
| AMER AIRLINE 19-1B PTT 3.85% 08/15/2029 | Long | Debt | US | $2M | – | 0.06 |
| AMERICAN EXPRESS CR ACC MST TR 5.24% 04/15/2031 | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.29 |
| AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 | Long | Debt | US | $1M | – | 0.03 |
| AMGEN INC 5.15% 03/02/2028 | Long | Debt | US | $1M | – | 0.04 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $1M | – | 0.03 |
| AMPHENOL CORPORATION NEW 5.05% 04/05/2027 | Long | Debt | US | $2M | – | 0.04 |
| AMPHENOL CORPORATION NEW 5.05% 04/05/2029 | Long | Debt | US | $2M | – | 0.06 |
| ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $988K | – | 0.03 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $336K | – | 0.01 |
| ARES 15-2A AR3 CLO LTD TSFR3M+132 04/17/2033 144A (ARES XXXIV CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.42 |
| ARES CAPITAL CORP 3.25% 07/15/2025 | Long | Debt | US | $8M | – | 0.22 |
| ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| ARES LII CLO LTD TSFR3M+131.161 04/22/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| AT and T INC 1.65% 02/01/2028 | Long | Debt | US | $4M | – | 0.10 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $11M | – | 0.29 |
| ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A | Long | Debt | US | $4M | – | 0.11 |
| ATHENE GLOBAL FUNDING 2.646% 10/04/2031 144A | Long | Debt | US | $5M | – | 0.14 |
| ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A | Long | Debt | US | $11M | – | 0.29 |
| ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A | Long | Debt | US | $2M | – | 0.07 |
| AUTOZONE INC 3.625% 04/15/2025 | Long | Debt | US | $335K | – | 0.01 |
| AUTOZONE INC 4% 04/15/2030 | Long | Debt | US | $3M | – | 0.08 |
| AUTOZONE INC 6.25% 11/01/2028 | Long | Debt | US | $4M | – | 0.11 |
| AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A | Long | Debt | KY | $4M | – | 0.12 |
| AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A | Long | Debt | KY | $2M | – | 0.04 |
| AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A | Long | Debt | KY | $2M | – | 0.05 |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | Long | Debt | KY | $626K | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A | Long | Debt | KY | $1M | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A | Long | Debt | KY | $11M | – | 0.30 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $2M | – | 0.07 |
| BA CR CARD TR 4.79% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| BA CR CARD TR 4.98% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.13 |
| BAE SYSTEMS HOLDINGS INC 3.8% 10/07/2024 144A | Long | Debt | US | $1M | – | 0.04 |
| BAE SYSTEMS PLC 3.4% 04/15/2030 144A | Long | Debt | GB | $906K | – | 0.02 |
| BAE SYSTEMS PLC 5.125% 03/26/2029 144A | Long | Debt | GB | $3M | – | 0.08 |
| BAE SYSTEMS PLC 5.25% 03/26/2031 144A | Long | Debt | GB | $767K | – | 0.02 |
| BAE SYSTEMS PLC 5.3% 03/26/2034 144A | Long | Debt | GB | $9M | – | 0.24 |
| BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026 (BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC) | Long | Debt | US | $1M | – | 0.03 |
| BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK 2018-BNK15 4.285% 11/15/2061 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BANK 2021-BNK33 VAR 05/15/2064 | Long | ABS-mortgage backed security | US | $607K | – | 0.02 |
| BANK 2021-BNK36 ASB 2.283% 09/15/2064 | Long | ABS-mortgage backed security | US | $9M | – | 0.24 |
| BANK 2022-BNK41 ASB VAR 04/15/2065 | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| BANK IRELAND GROUP PLC 5.601/VAR 03/20/2030 144A (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $7M | – | 0.18 |
| BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026 | Long | Debt | US | $10M | – | 0.28 |
| BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026 | Long | Debt | US | $3M | – | 0.09 |
| BANK OF AMERICA CORPORATION 2.496/VAR 02/13/2031 | Long | Debt | US | $3M | – | 0.07 |
| BANK OF AMERICA CORPORATION 3.384%/VAR 04/02/2026 | Long | Debt | US | $5M | – | 0.15 |
| BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29 | Long | Debt | US | $8M | – | 0.21 |
| BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030 | Long | Debt | US | $4M | – | 0.11 |
| BANK OF AMERICA CORPORATION 4.25% 10/22/2026 | Long | Debt | US | $4M | – | 0.10 |
| BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029 | Long | Debt | US | $7M | – | 0.19 |
| BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 | Long | Debt | US | $5M | – | 0.14 |
| BANK OF AMERICA CORPORATION 4.45% 03/03/2026 | Long | Debt | US | $2M | – | 0.06 |
| BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028 | Long | Debt | US | $5M | – | 0.15 |
| BANK OF AMERICA CORPORATION SOFR+0 02/04/2028 | Long | Debt | US | $4M | – | 0.10 |
| BANK OF NOVA SCOTIA 4.5% 12/16/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $4M | – | 0.11 |
| BARCLAYS COMMERCIAL MORTGAGE 2.99% 11/15/2052 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027 | Long | Debt | GB | $8M | – | 0.20 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $6M | – | 0.16 |
| BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026 | Long | Debt | GB | $3M | – | 0.07 |
| BARCLAYS PLC 5.69%/VAR 03/12/2030 | Long | Debt | GB | $3M | – | 0.09 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $5M | – | 0.13 |
| BAT CAPITAL CORP 3.222% 08/15/2024 | Long | Debt | US | $2M | – | 0.05 |
| BAT CAPITAL CORP 4.7% 04/02/2027 | Long | Debt | US | $4M | – | 0.11 |
| BAT INTL FINANCE PLC 1.668% 03/25/2026 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $7M | – | 0.20 |
| BAT INTL FINANCE PLC 5.931% 02/02/2029 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $7M | – | 0.19 |
| BBCMS Mortgage Trust 2022-C14 ASB 2.901% 02/15/2055 | Long | ABS-mortgage backed security | XX | $1M | – | 0.03 |
| BCP TR 2021-330N TSFR1M+91.348 5 06/15/2038 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.20 |
| 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 | $217K | – | 0.01 |
| BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A | Long | ABS-mortgage backed security | US | $507K | – | 0.01 |
| BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BENCHMARK 2020-B19 XA CSTR 09/15/2053 (BENCHMARK 2020-B19 MTG TR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BENCHMARK 2021-B31 AAB MORTGAGE TRUST 2.615% 12/15/2054 (BENCHMARK 2021-B31 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.19 |
| BENCHMARK MORTGAGE TRUST 2018-B7 A2 4.377% 05/15/2053 (BENCHMARK 2018-B7 MTG TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028 | Long | Debt | US | $4M | – | 0.09 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030 | Long | Debt | US | $272K | – | 0.01 |
| BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A (BINOM SECURITIZATION TRUST 2021) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A | Long | Debt | US | $9M | – | 0.24 |
| 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 | $2M | – | 0.06 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $10M | – | 0.26 |
| BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BMW VECHILE OWNER TRUST 2023-A 5.47% 02/25/2028 | Long | ABS-collateralized bond/debt obligation | US | $975K | – | 0.03 |
| BNP PARIBAS 2.219%/VAR 06/09/2026 144A | Long | Debt | FR | $2M | – | 0.06 |
| BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A | Long | Debt | FR | $3M | – | 0.09 |
| BOEING CO 2.7% 02/01/2027 | Long | Debt | US | $3M | – | 0.08 |
| BOEING CO 5.04% 05/01/2027 | Long | Debt | US | $6M | – | 0.15 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $7M | – | 0.19 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $1M | – | 0.03 |
| BOSTON PPTYS LTD PARTNERSHIP 3.2% 01/15/2025 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $2M | – | 0.05 |
| BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.17 |
| BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029 | Long | Debt | US | $4M | – | 0.12 |
| BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031 | Long | Debt | US | $4M | – | 0.10 |
| BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025 | Long | Debt | US | $2M | – | 0.05 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 | Long | Debt | US | $824K | – | 0.02 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $3M | – | 0.08 |
| BRUNSWICK CORP 5.85% 03/18/2029 | Long | Debt | US | $8M | – | 0.23 |
| BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $659K | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BX TRUST 0.8% 06/15/2023 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $2M | – | 0.06 |
| CAPITAL ONE BK (USA) NA 2.28%/VAR 01/28/2026 (CAPITAL ONE NATL ASSN MCLEAN VA) | Long | Debt | US | $4M | – | 0.10 |
| CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027 | Long | Debt | US | $10M | – | 0.27 |
| CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032 | Long | Debt | US | $5M | – | 0.13 |
| CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 | Long | Debt | US | $3M | – | 0.08 |
| CAPITAL ONE FINANCIAL CORP 3.2% 02/05/2025 | Long | Debt | US | $2M | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 | Long | Debt | US | $2M | – | 0.06 |
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| CARRIER GLOBAL CORP 2.493% 02/15/2027 | Long | Debt | US | $6M | – | 0.15 |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2.741% 08/15/2041 144A (CASTLELAKE AIRCRAFT STRUCTURED TR 2017-1R) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050 (CD 2017-CD5 MTG TR) | Long | ABS-mortgage backed security | US | $955K | – | 0.03 |
| CEDAR FUNDING LT TSFR3M+136.161 07/15/2033 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.17 |
| CENOVUS ENERGY INC 4.25% 04/15/2027 | Long | Debt | CA | $7M | – | 0.18 |
| 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 | – | 0.08 |
| CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) | Long | Debt | US | $6M | – | 0.16 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $3M | – | 0.08 |
| CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $285K | – | 0.01 |
| CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $958K | – | 0.03 |
| CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $641K | – | 0.02 |
| CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028 | Long | Debt | US | $3M | – | 0.08 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 | Long | Debt | US | $694K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026 | Long | Debt | US | $10M | – | 0.28 |
| CHASE AUTO OWNER TRUST 2024-2A A4 5.48% 11/26/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| CHASE ISSUANCE TR 24-A2 A 4.63% 01/15/2031 | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.34 |
| CHASE ISSUANCE TR 5.08% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.23 |
| CHASE ISSUANCE TR 5.16% 09/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.25 |
| CIGNA GROUP (THE) 3.4% 03/01/2027 | Long | Debt | US | $3M | – | 0.07 |
| CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.27 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 AAB 3.098% 04/10/2049 | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| CITIGROUP INC 1.462%/VAR 06/09/2027 | Long | Debt | US | $5M | – | 0.15 |
| CITIGROUP INC 2.666%/VAR 01/29/2031 | Long | Debt | US | $5M | – | 0.13 |
| CITIGROUP INC 3.070%/VAR 02/24/28 | Long | Debt | US | $5M | – | 0.14 |
| CITIGROUP INC 3.106%/VAR 04/08/2026 | Long | Debt | US | $3M | – | 0.09 |
| CITIGROUP INC 4.075/VAR 04/23/2029 | Long | Debt | US | $5M | – | 0.13 |
| CITIGROUP INC 4.6% 03/09/2026 | Long | Debt | US | $2M | – | 0.06 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $4M | – | 0.10 |
| CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A | Long | Debt | US | $6M | – | 0.15 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $2M | – | 0.04 |
| COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 | Long | Debt | US | $6M | – | 0.15 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $1M | – | 0.03 |
| CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $2M | – | 0.05 |
| CREDIT AGRICOLE SA 6.251/VAR 01/10/2035 144A | Long | Debt | FR | $11M | – | 0.28 |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5501% 03/15/2053 | Long | ABS-mortgage backed security | US | $11M | – | 0.30 |
| CSMC 2020-NET 2.2569% 08/15/2037 144A | Long | ABS-mortgage backed security | US | $828K | – | 0.02 |
| CSMC 2020-RPL4 TR 2% 01/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $398K | – | 0.01 |
| CSMC 2021-RPL9 TR 2.43639% 02/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.15 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A | Long | Debt | US | $4M | – | 0.11 |
| DB MASTER FIN LLC 2.045% 11/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.18 |
| DCP MIDSTREAM OPER LP 5.375% 07/15/2025 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $2M | – | 0.06 |
| DELL INTL/EMC CORP 5.25% 02/01/2028 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $2M | – | 0.05 |
| DELTA AIRLINES INC 2.9% 10/28/2024 | Long | Debt | US | $3M | – | 0.09 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $4M | – | 0.12 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | Long | Debt | US | $6M | – | 0.16 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027 | Long | Debt | US | $4M | – | 0.11 |
| DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028 | Long | Debt | US | $9M | – | 0.24 |
| DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027 | Long | Debt | US | $3M | – | 0.07 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $2M | – | 0.04 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $917K | – | 0.02 |
| DLLAA 2023-1A 5.64% 02/22/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $531K | – | 0.01 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $545K | – | 0.01 |
| DNB BANK ASA 1.605/VAR 03/30/2028 144A | Long | Debt | NO | $5M | – | 0.15 |
| DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A | Long | Debt | NO | $3M | – | 0.07 |
| DOLLAR TREE INC 4% 05/15/2025 | Long | Debt | US | $8M | – | 0.20 |
| DPABS 2018-1A A2I 4.116% 07/25/2048 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| DUKE ENERGY CORP NEW 4.5% 08/15/2032 | Long | Debt | US | $9M | – | 0.24 |
| DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A | Long | Debt | US | $6M | – | 0.15 |
| EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029 | Long | Debt | US | $3M | – | 0.08 |
| EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A (EATON VANCE CLO 2019-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.15 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| ENBRIDGE INC 5.25% 04/05/2027 | Long | Debt | CA | $5M | – | 0.12 |
| ENBRIDGE INC 5.3% 04/05/2029 | Long | Debt | CA | $4M | – | 0.10 |
| ENBRIDGE INC 6% 11/15/2028 | Long | Debt | CA | $8M | – | 0.22 |
| ENERGY TRANSFER LP 2.9% 05/15/2025 | Long | Debt | US | $4M | – | 0.10 |
| ENERGY TRANSFER LP 4.2% 04/15/2027 | Long | Debt | US | $5M | – | 0.13 |
| ENERGY TRANSFER LP 4.95% 06/15/2028 | Long | Debt | US | $6M | – | 0.17 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| EQT CORP 3.9% 10/01/2027 | Long | Debt | US | $2M | – | 0.05 |
| EQT CORP 5.7% 04/01/2028 | Long | Debt | US | $340K | – | 0.01 |
| EQUINOR ASA 1.75% 01/22/2026 | Long | Debt | NO | $659K | – | 0.02 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A | Long | Debt | US | $3M | – | 0.08 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A | Long | Debt | US | $3M | – | 0.07 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A | Long | Debt | US | $4M | – | 0.10 |
| EQUITABLE HOLDINGS INC 4.35% 04/20/2028 | Long | Debt | US | $11M | – | 0.30 |
| EXELON CORP 2.75% 03/15/2027 | Long | Debt | US | $459K | – | 0.01 |
| EXELON CORP 3.35% 03/15/2032 | Long | Debt | US | $4M | – | 0.12 |
| EXELON CORP 5.15% 03/15/2029 | Long | Debt | US | $2M | – | 0.05 |
| EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLG 25YR 5.50% 7/35 #G05815 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 30YR 7.5% 07/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15.39 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $99.88 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $191.75 | – | 0.00 |
| FHLG 5.50% 3/34 #G01665 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FHLG 5.50% 5/34 #Z40042 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $789K | – | 0.02 |
| FHR 3949 MK 4.5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.00 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $52M | 52M | 1.39 |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FIRST CITIZENS BANK and TRUST CO 2.969%/VAR 09/27/2025 (FIRST CITIZENS BANK and TRUST COMPANY) | Long | Debt | US | $4M | – | 0.12 |
| FIRSTENERGY CORP 1.6% 01/15/2026 | Long | Debt | US | $343K | – | 0.01 |
| FIRSTENERGY CORP 2.05% 03/01/2025 | Long | Debt | US | $2M | – | 0.05 |
| FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | Long | Debt | US | $3M | – | 0.07 |
| 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 | $5M | – | 0.14 |
| 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 | $10M | – | 0.27 |
| FNMA 15YR 2.5% 10/01/2031#AS8010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $739K | – | 0.02 |
| FNMA 15YR 3.5% 09/01/2034#FM1577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FNMA 15YR 3.5% 09/01/2034#FM1578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $672K | – | 0.02 |
| FNMA 15YR 3.5% 10/01/2034#FM1579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| FNMA 15YR 3% 12/01/2032#BM5109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| FNMA 20YR 2.5% 01/01/2033#AL2974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| FNMA 20YR 2.5% 01/01/2033#AL2975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $375K | – | 0.01 |
| FNMA 20YR 2.5% 01/01/2033#AL2976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| FNMA 20YR 2.5% 01/01/2033#AL2982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| FNMA 20YR 3.00% 11/32 #MA1237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FNMA 20YR 4.5% 03/01/2039#FM1774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| FNMA 20YR 4.5% 06/01/2039#FM1045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 20YR 4.5% 08/01/2039#FM1353 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| FNMA 30YR 7.5% 06/01/2027#250951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136.1 | – | 0.00 |
| FNMA 5.50% 11/34 #310105 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $568K | – | 0.02 |
| FNMA 5.50% 6/36 #889526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 12/32 #735415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.50% 12/35 #AD0723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 6.50% 7/32 #545759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 6.50% 7/32 #545762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 6.50% 7/35 #745092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 6.50% 8/36 #888034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 6.50% 8/36 #888544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 6.50% 8/36 #AE0746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 7.00% 2/28 #190294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $299.03 | – | 0.00 |
| FNMA 7.00% 3/26 #303780 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43.52 | – | 0.00 |
| FNMA 7.00% 7/28 #323326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17.56 | – | 0.00 |
| FNMA 7.00% 8/25 #303435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48.61 | – | 0.00 |
| FNMA 7.00% 9/25 #324037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $401.31 | – | 0.00 |
| FNMA 7.50% 1/28 #420260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $373.15 | – | 0.00 |
| FNMA 7.50% 10/26 #359551 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $383.5 | – | 0.00 |
| FNMA 7.50% 10/28 #449544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $775.15 | – | 0.00 |
| FNMA 7.50% 11/24 #297466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43.01 | – | 0.00 |
| FNMA 7.50% 11/25 #250384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8.13 | – | 0.00 |
| FNMA 7.50% 11/25 #250410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24.84 | – | 0.00 |
| FNMA 7.50% 11/27 #563103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439.77 | – | 0.00 |
| FNMA 7.50% 3/29 #323688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133 | – | 0.00 |
| FNMA 7.50% 4/29 #323645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53.8 | – | 0.00 |
| FNMA 7.50% 6/25 #312899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3.54 | – | 0.00 |
| FNMA 7.50% 7/25 #250307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10.22 | – | 0.00 |
| FNMA 7.50% 7/25 #316682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $225.5 | – | 0.00 |
| FNMA 7.50% 7/27 #367516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $643.9 | – | 0.00 |
| FNMA 7.50% 8/29 #323868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $315.8 | – | 0.00 |
| FNMA 7.50% 9/26 #250673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136.4 | – | 0.00 |
| FNMA 7.50% 9/27 #394494 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 9/27 #397332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNR 2013-16 GP 3% 1/1/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $575K | – | 0.02 |
| FORD CR AUTO OWNER TR 2020-REV1 2.29% 08/15/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FORD CR AUTO OWNER TR 2023-REV2 5.28% 02/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.21 |
| FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A (FORD CR AUTO OWNER TR 2024-REV1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.19 |
| FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.04 |
| FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.11 |
| FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.23 |
| FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.15 |
| FORD CRDT AUTO OWNER TRUST 2024-A A4 5.01% 09/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1 4.85% 08/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.31 |
| FORD MTR CR CO LLC 2.3% 02/10/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $3M | – | 0.07 |
| FORD MTR CR CO LLC 3.375% 11/13/2025 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $8M | – | 0.21 |
| FORD MTR CR CO LLC 5.85% 05/17/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $9M | – | 0.25 |
| FORD MTR CR CO LLC 6.95% 06/10/2026 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $8M | – | 0.20 |
| GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GENERAL MOTORS CO 6.125% 10/01/2025 | Long | Debt | US | $3M | – | 0.08 |
| GENERAL MTRS FINL CO INC 1.25% 01/08/2026 | Long | Debt | US | $3M | – | 0.09 |
| GENERAL MTRS FINL CO INC 2.35% 02/26/2027 | Long | Debt | US | $2M | – | 0.06 |
| GENERAL MTRS FINL CO INC 4.35% 04/09/2025 | Long | Debt | US | $4M | – | 0.10 |
| GENERAL MTRS FINL CO INC 5.4% 04/06/2026 | Long | Debt | US | $9M | – | 0.24 |
| GENERAL MTRS FINL CO INC 6% 01/09/2028 | Long | Debt | US | $6M | – | 0.17 |
| GEORGIA POWER CO 4.65% 05/16/2028 | Long | Debt | US | $3M | – | 0.09 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.19 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 5.77% 08/11/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.31 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.15 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.06% 03/15/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.33 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.29 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.33% 03/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.14 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.16 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.35% 03/15/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.12 |
| GNMA 7.00% 1/28 #433566 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $274.95 | – | 0.00 |
| GNMA 7.00% 1/28 #436093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $305.41 | – | 0.00 |
| GNMA 7.00% 1/28 #449499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $965.47 | – | 0.00 |
| GNMA 7.00% 1/28 #465904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68.44 | – | 0.00 |
| GNMA 7.00% 1/31 #530552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 1/32 #574355 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $717.3 | – | 0.00 |
| GNMA 7.00% 10/28 #167424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 10/28 #457826 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 10/28 #486599 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $465.09 | – | 0.00 |
| GNMA 7.00% 10/28 #492354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 10/30 #521123 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/31 #550969 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 10/31 #566254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $343.17 | – | 0.00 |
| GNMA 7.00% 10/31 #567217 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $423.82 | – | 0.00 |
| GNMA 7.00% 10/32 #781569 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 11/28 #481378 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $849.72 | – | 0.00 |
| GNMA 7.00% 11/28 #490919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $995.47 | – | 0.00 |
| GNMA 7.00% 11/32 #781548 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/28 #457923 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $466.74 | – | 0.00 |
| GNMA 7.00% 12/28 #482878 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 12/28 #490107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/28 #433571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $297.52 | – | 0.00 |
| GNMA 7.00% 2/28 #433606 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25.98 | – | 0.00 |
| GNMA 7.00% 2/28 #456362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 2/28 #459933 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $936.37 | – | 0.00 |
| GNMA 7.00% 2/28 #462543 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 3/28 #410455 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $297.55 | – | 0.00 |
| GNMA 7.00% 3/28 #436262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $344.1 | – | 0.00 |
| GNMA 7.00% 3/28 #458872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $893.31 | – | 0.00 |
| GNMA 7.00% 3/31 #541812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $110.98 | – | 0.00 |
| GNMA 7.00% 4/28 #438075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $733.29 | – | 0.00 |
| GNMA 7.00% 4/28 #460023 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 4/28 #471672 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $169.76 | – | 0.00 |
| GNMA 7.00% 4/29 #781027 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $222.53 | – | 0.00 |
| GNMA 7.00% 4/32 #587033 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/28 #433774 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $900.25 | – | 0.00 |
| GNMA 7.00% 5/28 #456862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $209.87 | – | 0.00 |
| GNMA 7.00% 5/28 #462703 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 5/28 #476294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/28 #476306 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $234.04 | – | 0.00 |
| GNMA 7.00% 5/31 #549563 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $564.96 | – | 0.00 |
| GNMA 7.00% 5/32 #579560 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 7.00% 5/32 #587081 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/32 #781584 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $590.76 | – | 0.00 |
| GNMA 7.00% 6/28 #433805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #433849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $728.34 | – | 0.00 |
| GNMA 7.00% 6/28 #443711 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #447983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18.14 | – | 0.00 |
| GNMA 7.00% 6/28 #448998 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #460414 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53.79 | – | 0.00 |
| GNMA 7.00% 6/28 #460857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #464955 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/28 #468122 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $702.46 | – | 0.00 |
| GNMA 7.00% 6/29 #513703 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41.41 | – | 0.00 |
| GNMA 7.00% 6/31 #560401 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 6/31 #562722 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $200.19 | – | 0.00 |
| GNMA 7.00% 6/32 #534007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 6/32 #565092 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 7.00% 6/32 #565482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $301.08 | – | 0.00 |
| GNMA 7.00% 6/32 #565960 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.00% 6/32 #569840 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/32 #569898 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $818.55 | – | 0.00 |
| GNMA 7.00% 6/32 #575010 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/32 #581934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 6/32 #582178 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 7.00% 6/32 #584449 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 7.00% 6/32 #584463 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 6/32 #584465 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/32 #590024 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 6/32 #590208 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #463983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/28 #466888 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $823.78 | – | 0.00 |
| GNMA 7.00% 7/28 #468045 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/28 #471517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $383.56 | – | 0.00 |
| GNMA 7.00% 7/28 #475449 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $311.3 | – | 0.00 |
| GNMA 7.00% 7/28 #476576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $386.55 | – | 0.00 |
| GNMA 7.00% 7/28 #481853 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $475.56 | – | 0.00 |
| GNMA 7.00% 7/29 #474731 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/30 #781196 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/31 #545159 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 7/31 #557611 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/32 #552668 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 7/32 #553440 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 7/32 #553442 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 7.00% 7/32 #563613 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $265.3 | – | 0.00 |
| GNMA 7.00% 7/32 #593188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 7.00% 7/32 #781539 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/28 #482668 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/29 #477009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71.01 | – | 0.00 |
| GNMA 7.00% 8/32 #594858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/32 #781605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 9/28 #446726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 9/28 #446732 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $478.95 | – | 0.00 |
| GNMA 7.00% 9/28 #460912 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $478.23 | – | 0.00 |
| GNMA 7.00% 9/28 #484404 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $271.12 | – | 0.00 |
| GNMA 7.00% 9/28 #486531 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 9/30 #538051 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 9/31 #545176 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 7.00% 9/31 #572541 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026 | Long | Debt | US | $5M | – | 0.15 |
| GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027 | Long | Debt | US | $5M | – | 0.15 |
| GOLDMAN SACHS GROUP INC (THE) 3.615/VAR 03/15/2028 | Long | Debt | US | $2M | – | 0.06 |
| GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 | Long | Debt | US | $4M | – | 0.11 |
| GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028 | Long | Debt | US | $3M | – | 0.09 |
| GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GS MTG SECS TR 2015-GC30 3.777% 05/10/2050 | Long | ABS-mortgage backed security | US | $502K | – | 0.01 |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027 | Long | Debt | US | $7M | – | 0.18 |
| GSMS 2015 GC34 AAB 3.278% 10/10/2048 (GS MTG SECS TR 2015-GC34) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| HCA INC 3.125% 03/15/2027 | Long | Debt | US | $8M | – | 0.21 |
| HCA INC 3.5% 09/01/2030 | Long | Debt | US | $1M | – | 0.04 |
| HCA INC 5.625% 09/01/2028 | Long | Debt | US | $3M | – | 0.08 |
| HCA INC 5.875% 02/01/2029 | Long | Debt | US | $2M | – | 0.05 |
| HESS CORP 4.3% 04/01/2027 | Long | Debt | US | $12M | – | 0.32 |
| HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A | Long | Debt | US | $5M | – | 0.14 |
| HOME DEPOT INC 2.5% 04/15/2027 | Long | Debt | US | $211K | – | 0.01 |
| HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $514K | – | 0.01 |
| HSBC HOLDINGS PLC 1.645/VAR 04/18/2026 | Long | Debt | GB | $8M | – | 0.20 |
| HSBC HOLDINGS PLC 2.999%/VAR 03/10/2026 | Long | Debt | GB | $5M | – | 0.14 |
| HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026 | Long | Debt | GB | $3M | – | 0.09 |
| HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028 | Long | Debt | GB | $10M | – | 0.26 |
| HUDSON PAC PPTYS LP 4.65% 04/01/2029 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $3M | – | 0.08 |
| HUMANA INC 1.35% 02/03/2027 | Long | Debt | US | $3M | – | 0.09 |
| HUMANA INC 3.7% 03/23/2029 | Long | Debt | US | $934K | – | 0.03 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $2M | – | 0.06 |
| HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028 | Long | Debt | US | $3M | – | 0.08 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029 | Long | Debt | IE | $4M | – | 0.09 |
| IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A | Long | Debt | GB | $5M | – | 0.15 |
| ING GROEP NV 5.37%/VAR 03/19/2030 | Long | Debt | NL | $5M | – | 0.15 |
| ING GROEP NV SOFR 1.726%/VAR 04/01/2027 | Long | Debt | NL | $2M | – | 0.06 |
| INGERSOLL RAND INC 5.176% 06/15/2029 | Long | Debt | US | $11M | – | 0.30 |
| INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $594K | – | 0.02 |
| INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $3M | – | 0.07 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $3M | – | 0.09 |
| J P MORGAN CHASE COML MTG SECS TR 2018-AON-D 4.6132% 07/05/2031 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A | Long | ABS-mortgage backed security | US | $802K | – | 0.02 |
| JACKSON FINANCIAL INC 3.125% 11/23/2031 | Long | Debt | US | $532K | – | 0.01 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $1M | – | 0.03 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $4M | – | 0.11 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $3M | – | 0.09 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 02/02/2029 | Long | Debt | LU | $3M | – | 0.07 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 | Long | Debt | LU | $7M | – | 0.20 |
| JDE PEETS BV 1.375% 01/15/2027 144A | Long | Debt | NL | $904K | – | 0.02 |
| JP MORGAN CH CMS 13-LC11 3.216% 04/15/2046 (J P MORGAN CHASE COML MTG SECS TR 2013-LC11) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| JPMBB COML MTG SECS TR 2014-C22 3.8012% 09/15/2047 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JPMORGAN CHASE and CO 1.764%/VAR 11/19/2031 | Long | Debt | US | $3M | – | 0.09 |
| JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 | Long | Debt | US | $8M | – | 0.20 |
| JPMORGAN CHASE and CO 2.083/VAR 04/22/2026 | Long | Debt | US | $4M | – | 0.12 |
| JPMORGAN CHASE and CO 2.522/VAR 04/22/2031 | Long | Debt | US | $6M | – | 0.16 |
| JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028 | Long | Debt | US | $11M | – | 0.29 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $4M | – | 0.10 |
| JPMORGAN CHASE and CO 3.875% 09/10/2024 | Long | Debt | US | $3M | – | 0.09 |
| JPMORGAN CHASE and CO 4.125% 12/15/2026 | Long | Debt | US | $3M | – | 0.08 |
| JPMORGAN CHASE and CO 4.25% 10/01/2027 | Long | Debt | US | $2M | – | 0.07 |
| JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027 | Long | Debt | US | $6M | – | 0.15 |
| KENVUE INC 5.05% 03/22/2028 | Long | Debt | US | $5M | – | 0.12 |
| KENVUE INC 5% 03/22/2030 | Long | Debt | US | $7M | – | 0.20 |
| KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) | Long | Debt | US | $1M | – | 0.04 |
| LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.10 |
| LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028 | Long | Debt | GB | $10M | – | 0.28 |
| LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027 | Long | Debt | GB | $3M | – | 0.09 |
| LOWES COS INC 1.7% 09/15/2028 | Long | Debt | US | $3M | – | 0.07 |
| LOWES COS INC 4.5% 04/15/2030 | Long | Debt | US | $9M | – | 0.24 |
| LXP INDUSTRIAL TRUST 4.4% 06/15/2024 | Long | Debt | US | $750K | – | 0.02 |
| LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025 | Long | Debt | US | $3M | – | 0.08 |
| MADISON PARK FUNDING XXIII LTD TSFR3M+123.161 07/27/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.12 |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+126.161 01/22/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.20 |
| MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A | Long | Debt | US | $10M | – | 0.27 |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 02/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.16 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2028 144A | Long | Debt | US | $8M | – | 0.20 |
| MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A | Long | ABS-collateralized bond/debt obligation | US | $179K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030 | Long | Debt | MX | $2M | – | 0.06 |
| MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 | Long | Debt | MX | $2M | – | 0.04 |
| MICRON TECHNOLOGY INC 4.185% 02/15/2027 | Long | Debt | US | $5M | – | 0.14 |
| MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $7M | – | 0.19 |
| MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.12 |
| MITSUBISHI UFJ FIN GRP INC 5.017%/VAR 07/20/2028 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $9M | – | 0.23 |
| MITSUBISHI UFJ FIN GRP INC 5.225%/VAR 04/17/2030 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $8M | – | 0.23 |
| MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $6M | – | 0.16 |
| MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $6M | – | 0.17 |
| MIZUHO FINL GROUP INC 4.254%/VAR 09/11/2029 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.05 |
| MOLSON COORS BEVERAGE CO 3% 07/15/2026 | Long | Debt | US | $3M | – | 0.07 |
| MOODYS CORP 3.25% 01/15/2028 | Long | Debt | US | $4M | – | 0.11 |
| MOODYS CORP 3.75% 03/24/2025 | Long | Debt | US | $2M | – | 0.07 |
| MORGAN STANLEY 1.512%/VAR 07/20/2027 | Long | Debt | US | $5M | – | 0.14 |
| MORGAN STANLEY 2.188%/VAR 04/28/2026 | Long | Debt | US | $3M | – | 0.09 |
| MORGAN STANLEY 2.475/VAR 01/21/2028 | Long | Debt | US | $5M | – | 0.14 |
| MORGAN STANLEY 3.772%/VAR 01/24/2029 | Long | Debt | US | $5M | – | 0.13 |
| MORGAN STANLEY 4.21%/VAR 04/20/2028 | Long | Debt | US | $12M | – | 0.33 |
| MORGAN STANLEY 5.45%/VAR 07/20/2029 | Long | Debt | US | $7M | – | 0.19 |
| MORGAN STANLEY 6.407%/VAR 11/01/2029 | Long | Debt | US | $9M | – | 0.24 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MPLX LP 1.75% 03/01/2026 | Long | Debt | US | $3M | – | 0.08 |
| MPLX LP 4% 02/15/2025 | Long | Debt | US | $312K | – | 0.01 |
| MPLX LP 4% 03/15/2028 | Long | Debt | US | $3M | – | 0.08 |
| MSAC 04-HE7 B3 TSFR1M+536.448 8/34 (MORGAN STANLEY ABS CAP I INC) | Long | ABS-collateralized bond/debt obligation | US | $121K | – | 0.00 |
| MSC 2021-L6 XA 1.35631% 06/15/2054 | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| MYLAN INC 4.55% 04/15/2028 | Long | Debt | US | $926K | – | 0.02 |
| NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $7M | – | 0.19 |
| NATWEST GROUP PLC 6.156% 03/02/2027 | Long | Debt | GB | $5M | – | 0.14 |
| NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027 (NATWEST GROUP PLC) | Long | Debt | GB | $2M | – | 0.06 |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $602K | – | 0.02 |
| NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $564K | – | 0.02 |
| NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| NIAGARA PARK CLO LLC TSFR3M+126.161 07/17/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.17 |
| NISOURCE INC 0.95% 08/15/2025 | Long | Debt | US | $1M | – | 0.04 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $3M | – | 0.09 |
| NISOURCE INC 5.25% 03/30/2028 | Long | Debt | US | $4M | – | 0.11 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| NTT FINANCE CORP 1.162% 04/03/2026 144A | Long | Debt | JP | $5M | – | 0.12 |
| NTT FINANCE CORP 1.591% 04/03/2028 144A | Long | Debt | JP | $6M | – | 0.15 |
| NUVEEN LLC 5.55% 01/15/2030 144A | Long | Debt | US | $2M | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024 | Long | Debt | US | $4M | – | 0.10 |
| OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $229K | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 | Long | Debt | US | $694K | – | 0.02 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 | Long | Debt | US | $8M | – | 0.21 |
| OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026 | Long | Debt | US | $5M | – | 0.14 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| OREILLY AUTOMOTIVE INC 3.9% 06/01/2029 | Long | Debt | US | $3M | – | 0.08 |
| OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 | Long | Debt | US | $5M | – | 0.14 |
| OTIS WORLDWIDE CORP 2.056% 04/05/2025 | Long | Debt | US | $3M | – | 0.09 |
| 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 | $6M | – | 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 | $1M | – | 0.03 |
| PETROLEOS MEXICANOS 5.95% 01/28/2031 | Long | Debt | MX | $11M | – | 0.30 |
| PETROLEOS MEXICANOS 6.7% 02/16/2032 | Long | Debt | MX | $13M | – | 0.36 |
| PHILIP MORRIS INTL INC 5.125% 02/13/2031 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $5M | – | 0.14 |
| PHILIP MORRIS INTL INC 5.125% 11/17/2027 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $10M | – | 0.27 |
| PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 | Long | Debt | US | $342K | – | 0.01 |
| PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36 (PARK PL SECS INC) | Long | ABS-collateralized bond/debt obligation | US | $55K | – | 0.00 |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST 2021-8 A1 VAR 12/31/2199 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| PRET 2022-RN1 LLC 3.4747% 07/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| PRPM 2021-2 5.115% 03/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.09 |
| PRPM 2021-5 LLC VAR 06/25/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.01 |
| PRPM 2021-RPL2 VAR 10/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $665K | – | 0.02 |
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.11 |
| PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031 (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Debt | US | $10M | – | 0.27 |
| PUGET ENERGY INC 3.65% 05/15/2025 | Long | Debt | US | $2M | – | 0.05 |
| PUGET ENERGY INC 4.224% 03/15/2032 | Long | Debt | US | $3M | – | 0.08 |
| RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A (COOPERATIEVE RABOBANK UA) | Long | Debt | NL | $2M | – | 0.07 |
| RAYTHEON TECHNOLOGIES CORP 5.75% 01/15/2029 | Long | Debt | US | $2M | – | 0.05 |
| RAYTHEON TECHNOLOGIES CORP 6% 03/15/2031 | Long | Debt | US | $8M | – | 0.22 |
| REALTY INCOME CORP 2.1% 03/15/2028 | Long | Debt | US | $3M | – | 0.07 |
| RGA GLOBAL FUNDING 5.448% 05/24/2029 144A | Long | Debt | US | $6M | – | 0.15 |
| RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $542K | – | 0.01 |
| ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 | Long | Debt | CA | $2M | – | 0.04 |
| ROPER TECHNOLOGIES INC 1.4% 09/15/2027 | Long | Debt | US | $3M | – | 0.07 |
| ROPER TECHNOLOGIES INC 2% 06/30/2030 | Long | Debt | US | $3M | – | 0.08 |
| ROYAL BANK OF CANADA 2.3% 11/03/2031 | Long | Debt | CA | $5M | – | 0.14 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) | Long | Debt | GB | $2M | – | 0.06 |
| RR 16 LTD TSFR3M+137.161 07/15/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.13 |
| S and P GLOBAL INC 2.45% 03/01/2027 | Long | Debt | US | $4M | – | 0.11 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $2M | – | 0.06 |
| SABRA HEALTH CARE LP 3.9% 10/15/2029 | Long | Debt | US | $762K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026 | Long | ABS-collateralized bond/debt obligation | US | $838K | – | 0.02 |
| SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 | Long | Debt | US | $5M | – | 0.14 |
| SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| SBA TOWER TR 1.631% 05/15/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.23 |
| SBA TOWER TR 1.884% 07/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.02 |
| SBA TOWER TR 2.836% 01/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| SEMT 2004-6 A3B TSFR6M+130.826 7/34 (SEQUOIA MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $989.28 | – | 0.00 |
| SITE CENTERS CORP 3.625% 02/01/2025 | Long | Debt | US | $846K | – | 0.02 |
| SITE CENTERS CORP 4.25% 02/01/2026 | Long | Debt | US | $1M | – | 0.04 |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A | Long | Debt | FR | $4M | – | 0.10 |
| SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A | Long | Debt | FR | $2M | – | 0.05 |
| SOCIETE GENERALE FRANCE 4.677% 06/15/2027 144A | Long | Debt | FR | $5M | – | 0.15 |
| SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A | Long | Debt | FR | $5M | – | 0.13 |
| SOCIETE GENERALE FRANCE T1Y+0 01/19/2030 144A | Long | Debt | FR | $10M | – | 0.28 |
| SOUTHEAST SUPPLY HEADER LLC 4.25% 06/15/2024 144A | Long | Debt | US | $2M | – | 0.05 |
| SOUTHERN COMPANY 5.2% 06/15/2033 | Long | Debt | US | $3M | – | 0.09 |
| SOUTHERN COMPANY 5.5% 03/15/2029 | Long | Debt | US | $4M | – | 0.10 |
| SOUTHERN COMPANY STEP 08/01/2027 | Long | Debt | US | $3M | – | 0.08 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| STATE STREET CORP 2.901%/VAR 03/30/2026 | Long | Debt | US | $187K | – | 0.01 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.13 |
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.14 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $471K | – | 0.01 |
| SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.13 |
| SYMPHONY CLO XXIII LTD TSFR3M+128.161 01/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.17 |
| SYNCHRONY FINANCIAL 4.25% 08/15/2024 | Long | Debt | US | $3M | – | 0.08 |
| T-MOBILE USA INC 2.4% 03/15/2029 | Long | Debt | US | $2M | – | 0.05 |
| T-MOBILE USA INC 2.625% 04/15/2026 | Long | Debt | US | $5M | – | 0.14 |
| T-MOBILE USA INC 3.5% 04/15/2025 | Long | Debt | US | $3M | – | 0.07 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $8M | – | 0.23 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $1M | – | 0.03 |
| 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 | $3M | – | 0.08 |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC TSFR3M+119.161 07/15/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.14 |
| TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A | Long | Debt | US | $2M | – | 0.06 |
| THUNDERBOLT AIRCRAFT LEASE LTD / US LLC 4.212% 05/17/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $384K | – | 0.01 |
| THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| TMTS 2003-4HE A TSFR1M+97.448 9/34 (TERWIN MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.00 |
| TOLL BROS FIN CORP 4.875% 03/15/2027 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $1M | – | 0.04 |
| TOLL BROS FIN CORP 4.875% 11/15/2025 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $3M | – | 0.07 |
| TORONTO DOMINION BANK 2.8% 03/10/2027 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $5M | – | 0.12 |
| TRAP 2007-12A B TSFR3M+82.161 4/42 (TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC) | Long | ABS-collateralized bond/debt obligation | KY | $817K | – | 0.02 |
| TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026 | Long | Debt | US | $5M | – | 0.15 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C8 3.903% 02/15/2051 | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| UBS GROUP AG 1.305%/VAR 02/02/2027 144A | Long | Debt | CH | $5M | – | 0.15 |
| UBS GROUP AG 2.593%/VAR 09/11/2025 144A | Long | Debt | CH | $3M | – | 0.09 |
| UBS GROUP AG 4.55% 04/17/2026 | Long | Debt | CH | $3M | – | 0.09 |
| UBS GROUP AG 6.373%/VAR 07/15/2026 144A | Long | Debt | CH | $4M | – | 0.12 |
| UBSCM 2017-C7 XA CSTR 12/50 (UBS COML MTG TR 2017-C7) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| UNITED AIR 2019-2 B PTT 3.5% 11/01/2029 | Long | Debt | US | $1M | – | 0.04 |
| UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027 | Long | Debt | US | $2M | – | 0.04 |
| UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $883K | – | 0.02 |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-84K | – | -0.00 | |
| UST NOTES 2.625% 07/31/2029 | Long | Debt | US | $6M | – | 0.15 |
| UST NOTES 2.75% 08/15/2032 | Long | Debt | US | $232M | – | 6.22 |
| UST NOTES 3.125% 08/31/2029 | Long | Debt | US | $46M | – | 1.23 |
| UST NOTES 3.125% 11/15/2028 | Long | Debt | US | $98M | – | 2.63 |
| UST NOTES 3.25% 06/30/2029 | Long | Debt | US | $46M | – | 1.23 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $26M | – | 0.70 |
| UST NOTES 3.5% 01/31/2030 | Long | Debt | US | $11M | – | 0.29 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $56M | – | 1.49 |
| UST NOTES 3.625% 03/31/2028 | Long | Debt | US | $13M | – | 0.34 |
| UST NOTES 3.625% 03/31/2030 | Long | Debt | US | $61M | – | 1.64 |
| UST NOTES 3.75% 05/31/2030 | Long | Debt | US | $81M | – | 2.18 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $49M | – | 1.30 |
| UST NOTES 3.875% 12/31/2029 | Long | Debt | US | $50M | – | 1.33 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $54M | – | 1.45 |
| UST NOTES 4.125% 08/31/2030 | Long | Debt | US | $119M | – | 3.19 |
| UST NOTES 4.125% 09/30/2027 | Long | Debt | US | $39M | – | 1.05 |
| UST NOTES 4.125% 11/15/2032 | Long | Debt | US | $9M | – | 0.25 |
| UST NOTES 4.25% 02/28/2031 | Long | Debt | US | $29M | – | 0.77 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $88M | – | 2.35 |
| UST NOTES 4.375% 11/30/2030 | Long | Debt | US | $46M | – | 1.24 |
| UST NOTES 4.5% 04/15/2027 | Long | Debt | US | $52M | – | 1.39 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $41M | – | 1.10 |
| UST NOTES 4.625% 09/15/2026 | Long | Debt | US | $117M | – | 3.13 |
| UST NOTES 4.625% 10/15/2026 | Long | Debt | US | $33M | – | 0.88 |
| UST NOTES 4.625% 11/15/2026 | Long | Debt | US | $52M | – | 1.38 |
| UST NOTES 4.875% 10/31/2028 | Long | Debt | US | $11M | – | 0.30 |
| UST NOTES 4.875% 10/31/2030 | Long | Debt | US | $20M | – | 0.52 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $31M | – | 0.83 |
| UST NOTES 4% 01/31/2031 | Long | Debt | US | $44M | – | 1.18 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $35M | – | 0.93 |
| UST NOTES 4% 10/31/2029 | Long | Debt | US | $21M | – | 0.57 |
| VCAT 2021-NPL2 LLC 5.115% 03/27/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| VCAT 2021-NPL3 VAR 05/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| VCAT ASSET SECURITIZATION LLC 2021 5.2891% 12/26/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $275K | – | 0.01 |
| VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025 | Long | Debt | US | $2M | – | 0.07 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $1M | – | 0.03 |
| VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 | Long | Debt | US | $700K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.1% 03/22/2028 | Long | Debt | US | $4M | – | 0.12 |
| VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 | Long | Debt | US | $6M | – | 0.17 |
| VERIZON MASTER TRUST 4.83% 12/22/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.19 |
| VERIZON MASTER TRUST 5.16% 06/20/2029 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.18 |
| VERIZON MASTER TRUST 5.67% 11/20/2029 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.27 |
| VIATRIS INC 1.65% 06/22/2025 | Long | Debt | US | $267K | – | 0.01 |
| VIATRIS INC 2.7% 06/22/2030 | Long | Debt | US | $815K | – | 0.02 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $525K | – | 0.01 |
| VICI PROPERTIES LP 5.75% 04/01/2034 | Long | Debt | US | $443K | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032 | Long | Debt | US | $3M | – | 0.07 |
| VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A | Long | Debt | US | $6M | – | 0.16 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VMWARE INC 1.4% 08/15/2026 | Long | Debt | US | $2M | – | 0.04 |
| VMWARE INC 1% 08/15/2024 | Long | Debt | US | $4M | – | 0.10 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.08 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.14 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 A4 5.57% 04/22/2030 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.13 |
| VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A | Long | Debt | US | $7M | – | 0.20 |
| VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A | Long | Debt | US | $7M | – | 0.20 |
| VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A | Long | Debt | US | $10M | – | 0.26 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $542K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $3M | – | 0.08 |
| WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 | Long | Debt | US | $5M | – | 0.14 |
| WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 | Long | Debt | US | $2M | – | 0.06 |
| WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026 | Long | Debt | US | $5M | – | 0.14 |
| WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 | Long | Debt | US | $6M | – | 0.17 |
| WELLS FARGO and CO NEW 4.3% 07/22/2027 | Long | Debt | US | $6M | – | 0.16 |
| WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | Long | Debt | US | $11M | – | 0.28 |
| WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029 | Long | Debt | US | $9M | – | 0.24 |
| WELLS FARGO COML MTG TR 2017-C41 3.39% 11/15/2050 | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060 | Long | ABS-mortgage backed security | US | $925K | – | 0.02 |
| WESTERN GAS PARTNERS LP 6.35% 01/15/2029 | Long | Debt | US | $4M | – | 0.11 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $1M | – | 0.03 |
| WESTPAC BANKING CORP 5.405%/VAR 08/10/2033 | Long | Debt | AU | $4M | – | 0.11 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.17 |
| WILLIAMS COS INC 4.55% 06/24/2024 | Long | Debt | US | $2M | – | 0.04 |
| WILLIAMS COS INC 5.4% 03/02/2026 | Long | Debt | US | $1M | – | 0.03 |
| WILLIS NORTH AMERICA INC 4.5% 09/15/2028 | Long | Debt | US | $3M | – | 0.09 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.11 |
| WP CAREY INC 3.85% 07/15/2029 | Long | Debt | US | $370K | – | 0.01 |
Address
Fidelity Salem Street Trust
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
JONATHAN CHIEL
CHRISTINE J. THOMPSON
ANN E DUNWOODY
LAURA M. BISHOP
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
ROBERT W. HELM
CAROL J. ZIERHOFFER
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
INTERCONTINENTAL EXCHANGE INC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC
Custodians
EUROCLEAR
BNP PARIBAS NETHERLANDS
STATE STREET BANK AND TRUST COMPANY
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
N/A