Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Sustainability Bond Index Fund
$313.72M
Avg Monthly Net Assets
$416.69M
Total Assets
$13.99M
Total Liabilities
$402.70M
Net Assets
Fidelity Sustainability Bond Index Fund is an Index Fund 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 $313.72M.
On July 26th, 2024 it reported 2,316 holdings, the largest
being Fidelity Revere Street Trust (1.2%), UNITED STATES TREASURY BOND (1.2%) and UST NOTES (1.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Sustainability Bond Index Fund | C000199795 | FNDSX |
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 |
|---|---|---|---|---|---|---|
| 3M CO 2.375% 08/26/2029 | Long | Debt | US | $75K | – | 0.02 |
| 3M CO 2.65% 04/15/2025 | Long | Debt | US | $8K | – | 0.00 |
| 3M CO 3.05% 04/15/2030 | Long | Debt | US | $6K | – | 0.00 |
| 3M CO 3.125% 09/19/2046 | Long | Debt | US | $34K | – | 0.01 |
| 3M CO 3.7% 04/15/2050 | Long | Debt | US | $6K | – | 0.00 |
| 3M CO 4% 09/14/2048 | Long | Debt | US | $40K | – | 0.01 |
| AB SVENSK EXPORTKREDIT 4.875% 10/04/2030 | Long | Debt | SE | $201K | – | 0.05 |
| ABBOTT LABORATORIES 4.75% 11/30/2036 | Long | Debt | US | $29K | – | 0.01 |
| ABBOTT LABORATORIES 5.3% 05/27/2040 | Long | Debt | US | $142K | – | 0.04 |
| ABBVIE INC 2.95% 11/21/2026 | Long | Debt | US | $9K | – | 0.00 |
| ABBVIE INC 3.2% 11/21/2029 | Long | Debt | US | $18K | – | 0.00 |
| ABBVIE INC 3.6% 05/14/2025 | Long | Debt | US | $177K | – | 0.04 |
| ABBVIE INC 4.05% 11/21/2039 | Long | Debt | US | $9K | – | 0.00 |
| ABBVIE INC 4.25% 11/21/2049 | Long | Debt | US | $258K | – | 0.06 |
| ABBVIE INC 4.5% 05/14/2035 | Long | Debt | US | $150K | – | 0.04 |
| ABBVIE INC 4.7% 05/14/2045 | Long | Debt | US | $45K | – | 0.01 |
| ABBVIE INC 4.8% 03/15/2029 | Long | Debt | US | $99K | – | 0.02 |
| ABBVIE INC 4.875% 11/14/2048 | Long | Debt | US | $110K | – | 0.03 |
| ABBVIE INC 5.05% 03/15/2034 | Long | Debt | US | $99K | – | 0.02 |
| ABBVIE INC 5.4% 03/15/2054 | Long | Debt | US | $79K | – | 0.02 |
| ADOBE INC 4.95% 04/04/2034 | Long | Debt | US | $40K | – | 0.01 |
| ADVANCED MICRO DEVICES INC 4.393% 06/01/2052 | Long | Debt | US | $17K | – | 0.00 |
| AEP TEXAS INC 3.8% 10/01/2047 | Long | Debt | US | $47K | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $140K | – | 0.03 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033 | Long | Debt | IE | $125K | – | 0.03 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.1% 01/19/2029 | Long | Debt | IE | $148K | – | 0.04 |
| AETNA INC 4.75% 03/15/2044 | Long | Debt | US | $34K | – | 0.01 |
| AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026 | Long | Debt | CI | $73K | – | 0.02 |
| AIR LEASE CORP 1.875% 08/15/2026 | Long | Debt | US | $55K | – | 0.01 |
| AIR LEASE CORP 2.875% 01/15/2026 | Long | Debt | US | $48K | – | 0.01 |
| AIR LEASE CORP 3.125% 12/01/2030 | Long | Debt | US | $17K | – | 0.00 |
| AIR LEASE CORP 3% 02/01/2030 | Long | Debt | US | $48K | – | 0.01 |
| AIR LEASE CORP 4.625% 10/01/2028 | Long | Debt | US | $50K | – | 0.01 |
| AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025 | Long | Debt | US | $48K | – | 0.01 |
| AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030 | Long | Debt | US | $17K | – | 0.00 |
| AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050 | Long | Debt | US | $13K | – | 0.00 |
| ALBEMARLE CORP US 4.65% 06/01/2027 (ALBEMARL CORP) | Long | Debt | US | $49K | – | 0.01 |
| ALBEMARLE CORP US 5.05% 06/01/2032 (ALBEMARL CORP) | Long | Debt | US | $29K | – | 0.01 |
| ALBERTA PROVINCE CDA 1.3% 07/22/2030 | Long | Debt | CA | $176K | – | 0.04 |
| ALEXANDRIA REAL EST EQUITS INC 2.95% 03/15/2034 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $60K | – | 0.02 |
| ALEXANDRIA REAL EST EQUITS INC 3% 05/18/2051 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $60K | – | 0.02 |
| ALEXANDRIA REAL EST EQUITS INC 5.625% 05/15/2054 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $19K | – | 0.00 |
| ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031 | Long | Debt | KY | $165K | – | 0.04 |
| ALIBABA GROUP HOLDING LTD 3.4% 12/06/2027 | Long | Debt | KY | $268K | – | 0.07 |
| ALLSTATE CORP 1.45% 12/15/2030 | Long | Debt | US | $182K | – | 0.05 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $50K | – | 0.01 |
| ALLY FINL INC 6.848%/VAR 01/03/2030 (ALLY FINANCIAL INC) | Long | Debt | US | $41K | – | 0.01 |
| ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) | Long | Debt | US | $71K | – | 0.02 |
| ALPHABET INC 0.45% 08/15/2025 | Long | Debt | US | $47K | – | 0.01 |
| ALPHABET INC 1.1% 08/15/2030 | Long | Debt | US | $49K | – | 0.01 |
| ALPHABET INC 1.9% 08/15/2040 | Long | Debt | US | $39K | – | 0.01 |
| ALPHABET INC 2.05% 08/15/2050 | Long | Debt | US | $34K | – | 0.01 |
| AMAZON.COM INC 1.2% 06/03/2027 | Long | Debt | US | $296K | – | 0.07 |
| AMAZON.COM INC 1% 05/12/2026 | Long | Debt | US | $179K | – | 0.04 |
| AMAZON.COM INC 2.1% 05/12/2031 | Long | Debt | US | $161K | – | 0.04 |
| AMAZON.COM INC 2.875% 05/12/2041 | Long | Debt | US | $137K | – | 0.03 |
| AMAZON.COM INC 3.1% 05/12/2051 | Long | Debt | US | $132K | – | 0.03 |
| AMAZON.COM INC 3.15% 08/22/2027 | Long | Debt | US | $227K | – | 0.06 |
| AMAZON.COM INC 3.6% 04/13/2032 | Long | Debt | US | $183K | – | 0.05 |
| AMAZON.COM INC 4.25% 08/22/2057 | Long | Debt | US | $42K | – | 0.01 |
| AMER WATER CAP CORP 2.95% 09/01/2027 (AMERICAN WATER CAP CORP) | Long | Debt | US | $84K | – | 0.02 |
| AMER WATER CAP CORP 3.75% 09/01/2047 (AMERICAN WATER CAP CORP) | Long | Debt | US | $61K | – | 0.02 |
| AMER WATER CAP CORP 6.593% 10/15/2037 (AMERICAN WATER CAP CORP) | Long | Debt | US | $71K | – | 0.02 |
| AMERICAN EXPRESS CO 3.95% 08/01/2025 | Long | Debt | US | $118K | – | 0.03 |
| AMERICAN EXPRESS CO 4.05% 12/03/2042 | Long | Debt | US | $59K | – | 0.01 |
| AMERICAN EXPRESS CO 4.99%/VAR 05/01/2026 | Long | Debt | US | $129K | – | 0.03 |
| AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034 | Long | Debt | US | $59K | – | 0.01 |
| AMERICAN EXPRESS CO 5.282%/VAR 07/27/2029 | Long | Debt | US | $60K | – | 0.01 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| AMERICAN HOMES 4 RENT LP 4.9% 02/15/2029 | Long | Debt | US | $73K | – | 0.02 |
| AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034 | Long | Debt | US | $20K | – | 0.00 |
| AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025 | Long | Debt | US | $344K | – | 0.09 |
| AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028 | Long | Debt | US | $40K | – | 0.01 |
| AMERICAN HONDA FINANCE CORP 5.65% 11/15/2028 | Long | Debt | US | $164K | – | 0.04 |
| AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $42K | – | 0.01 |
| AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $111K | – | 0.03 |
| AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $59K | – | 0.01 |
| AMERICAN TOWER CORP 1.3% 09/15/2025 | Long | Debt | US | $38K | – | 0.01 |
| AMERICAN TOWER CORP 2.1% 06/15/2030 | Long | Debt | US | $50K | – | 0.01 |
| AMERICAN TOWER CORP 3.1% 06/15/2050 | Long | Debt | US | $39K | – | 0.01 |
| AMERICAN TOWER CORP 3.55% 07/15/2027 | Long | Debt | US | $95K | – | 0.02 |
| AMERICAN TOWER CORP 3.6% 01/15/2028 | Long | Debt | US | $103K | – | 0.03 |
| AMERICAN TOWER CORP 3.7% 10/15/2049 | Long | Debt | US | $7K | – | 0.00 |
| AMERICAN TOWER CORP 5.9% 11/15/2033 | Long | Debt | US | $72K | – | 0.02 |
| AMERIPRISE FINL INC 3% 04/02/2025 | Long | Debt | US | $49K | – | 0.01 |
| AMERIPRISE FINL INC 5.7% 12/15/2028 | Long | Debt | US | $41K | – | 0.01 |
| AMGEN INC 2.8% 08/15/2041 | Long | Debt | US | $141K | – | 0.03 |
| AMGEN INC 3.15% 02/21/2040 | Long | Debt | US | $79K | – | 0.02 |
| AMGEN INC 3.375% 02/21/2050 | Long | Debt | US | $21K | – | 0.01 |
| AMGEN INC 4.2% 03/01/2033 | Long | Debt | US | $92K | – | 0.02 |
| AMGEN INC 4.4% 05/01/2045 | Long | Debt | US | $150K | – | 0.04 |
| AMGEN INC 4.875% 03/01/2053 | Long | Debt | US | $35K | – | 0.01 |
| AMGEN INC 5.15% 03/02/2028 | Long | Debt | US | $269K | – | 0.07 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $221K | – | 0.05 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $60K | – | 0.01 |
| AMGEN INC 5.6% 03/02/2043 | Long | Debt | US | $79K | – | 0.02 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $49K | – | 0.01 |
| AMPHENOL CORPORATION NEW 4.35% 06/01/2029 | Long | Debt | US | $48K | – | 0.01 |
| AMPHENOL CORPORATION NEW 5.25% 04/05/2034 | Long | Debt | US | $80K | – | 0.02 |
| ANALOG DEVICES INC 2.8% 10/01/2041 | Long | Debt | US | $35K | – | 0.01 |
| ANALOG DEVICES INC 2.95% 10/01/2051 | Long | Debt | US | $33K | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027 | Long | Debt | US | $47K | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.9% 08/23/2051 | Long | Debt | US | $6K | – | 0.00 |
| AON CORP 4.5% 12/15/2028 (AON CORP2) | Long | Debt | US | $48K | – | 0.01 |
| AON NORTH AMERICA INC 5.45% 03/01/2034 | Long | Debt | US | $99K | – | 0.02 |
| AON PLC UK 4.75% 05/15/2045 | Long | Debt | GB | $59K | – | 0.01 |
| APPLE INC 0.55% 08/20/2025 | Long | Debt | US | $189K | – | 0.05 |
| APPLE INC 0.7% 02/08/2026 | Long | Debt | US | $149K | – | 0.04 |
| APPLE INC 1.25% 08/20/2030 | Long | Debt | US | $219K | – | 0.05 |
| APPLE INC 1.7% 08/05/2031 | Long | Debt | US | $42K | – | 0.01 |
| APPLE INC 2.2% 09/11/2029 | Long | Debt | US | $317K | – | 0.08 |
| APPLE INC 2.375% 02/08/2041 | Long | Debt | US | $110K | – | 0.03 |
| APPLE INC 2.8% 02/08/2061 | Long | Debt | US | $94K | – | 0.02 |
| APPLE INC 2.85% 08/05/2061 | Long | Debt | US | $31K | – | 0.01 |
| APPLE INC 2.95% 09/11/2049 | Long | Debt | US | $61K | – | 0.02 |
| APPLE INC 3.85% 05/04/2043 | Long | Debt | US | $148K | – | 0.04 |
| APPLE INC 3% 11/13/2027 | Long | Debt | US | $184K | – | 0.05 |
| APPLE INC 4.3% 05/10/2033 | Long | Debt | US | $49K | – | 0.01 |
| APPLE INC 4% 05/10/2028 | Long | Debt | US | $98K | – | 0.02 |
| APPLIED MATERIALS INC 4.35% 04/01/2047 | Long | Debt | US | $67K | – | 0.02 |
| ARCELORMITTAL SA LUXEMBOURG 4.25% 07/16/2029 | Long | Debt | LU | $67K | – | 0.02 |
| ARCH CAP FIN LLC 4.011% 12/15/2026 (ARCH CAPITAL FINANCE LLC) | Long | Debt | US | $164K | – | 0.04 |
| ARCH CAP FIN LLC 5.031% 12/15/2046 (ARCH CAPITAL FINANCE LLC) | Long | Debt | US | $9K | – | 0.00 |
| ARCHER DANIELS MIDLAND CO 4.016% 04/16/2043 | Long | Debt | US | $60K | – | 0.01 |
| ASIAN DEVELOPMENT BANK 0.5% 02/04/2026 | Long | Debt | PH | $186K | – | 0.05 |
| ASIAN DEVELOPMENT BANK 2.5% 11/02/2027 | Long | Debt | PH | $675K | – | 0.17 |
| ASIAN DEVELOPMENT BANK 4.375% 03/06/2029 | Long | Debt | PH | $623K | – | 0.15 |
| ASSURANT INC 4.9% 03/27/2028 | Long | Debt | US | $29K | – | 0.01 |
| ASSURED GTY US HLDGS INC 3.15% 06/15/2031 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $35K | – | 0.01 |
| ASTRAZENECA FINANCE LLC 1.2% 05/28/2026 | Long | Debt | US | $83K | – | 0.02 |
| ASTRAZENECA FINANCE LLC 2.25% 05/28/2031 | Long | Debt | US | $76K | – | 0.02 |
| ASTRAZENECA FINANCE LLC 4.875% 03/03/2033 | Long | Debt | US | $99K | – | 0.02 |
| ASTRAZENECA PLC 4.375% 08/17/2048 | Long | Debt | GB | $57K | – | 0.01 |
| ASTRAZENECA PLC 6.45% 09/15/2037 | Long | Debt | GB | $44K | – | 0.01 |
| AT and T INC 1.65% 02/01/2028 | Long | Debt | US | $574K | – | 0.14 |
| AT and T INC 1.7% 03/25/2026 | Long | Debt | US | $122K | – | 0.03 |
| AT and T INC 2.75% 06/01/2031 | Long | Debt | US | $127K | – | 0.03 |
| AT and T INC 3.5% 06/01/2041 | Long | Debt | US | $38K | – | 0.01 |
| AT and T INC 3.5% 09/15/2053 | Long | Debt | US | $217K | – | 0.05 |
| AT and T INC 3.55% 09/15/2055 | Long | Debt | US | $224K | – | 0.06 |
| AT and T INC 3.65% 09/15/2059 | Long | Debt | US | $83K | – | 0.02 |
| AT and T INC 3.85% 06/01/2060 | Long | Debt | US | $115K | – | 0.03 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $229K | – | 0.06 |
| AT and T INC 4.65% 06/01/2044 | Long | Debt | US | $17K | – | 0.00 |
| AT and T INC 5.15% 03/15/2042 | Long | Debt | US | $55K | – | 0.01 |
| ATHENE HOLDING LTD 5.875% 01/15/2034 | Long | Debt | US | $51K | – | 0.01 |
| ATHENE HOLDING LTD 6.15% 04/03/2030 | Long | Debt | US | $67K | – | 0.02 |
| ATHENE HOLDING LTD 6.65% 02/01/2033 | Long | Debt | US | $32K | – | 0.01 |
| ATMOS ENERGY CORP 3% 06/15/2027 | Long | Debt | US | $94K | – | 0.02 |
| ATMOS ENERGY CORP 4.125% 03/15/2049 | Long | Debt | US | $24K | – | 0.01 |
| ATMOS ENERGY CORP 4.125% 10/15/2044 | Long | Debt | US | $62K | – | 0.02 |
| ATMOS ENERGY CORP 5.9% 11/15/2033 | Long | Debt | US | $21K | – | 0.01 |
| AUTONATION INC DEL 4.75% 06/01/2030 | Long | Debt | US | $48K | – | 0.01 |
| AUTOZONE INC 3.75% 06/01/2027 | Long | Debt | US | $48K | – | 0.01 |
| AUTOZONE INC 4.5% 02/01/2028 | Long | Debt | US | $54K | – | 0.01 |
| AUTOZONE INC 6.55% 11/01/2033 | Long | Debt | US | $43K | – | 0.01 |
| AVALONBAY COMMUNITIES INC 2.05% 01/15/2032 | Long | Debt | US | $85K | – | 0.02 |
| AVANGRID INC 3.2% 04/15/2025 | Long | Debt | US | $68K | – | 0.02 |
| AVERY DENNISON CORP 4.875% 12/06/2028 | Long | Debt | US | $49K | – | 0.01 |
| BAIDU INC 4.125% 06/30/2025 | Long | Debt | KY | $197K | – | 0.05 |
| BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 3.337% 12/15/2027 (BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC) | Long | Debt | US | $226K | – | 0.06 |
| BALTIMORE GAS and ELECTRIC CO 3.5% 08/15/2046 | Long | Debt | US | $37K | – | 0.01 |
| BANCO SANTANDER SA 1.722%/VAR 09/14/2027 | Long | Debt | ES | $183K | – | 0.05 |
| BANCO SANTANDER SA 1.849% 03/25/2026 | Long | Debt | ES | $374K | – | 0.09 |
| BANCO SANTANDER SA 5.179% 11/19/2025 | Long | Debt | ES | $198K | – | 0.05 |
| BANCO SANTANDER SA 5.538%/VAR 03/14/2030 | Long | Debt | ES | $198K | – | 0.05 |
| BANK 2017-BNK4 ASB 3.419 05/15/2050 | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| BANK 2020-BN28 1.844% 03/15/2063 | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| BANK 2022-BNK39 2.928% 02/15/2055 | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| BANK 2022-BNK41 3.91626% 04/15/2065 | Long | ABS-mortgage backed security | US | $242K | – | 0.06 |
| BANK NEW YORK MELLON CORP 1.8% 07/28/2031 | Long | Debt | US | $38K | – | 0.01 |
| BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026 | Long | Debt | US | $198K | – | 0.05 |
| BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030 | Long | Debt | US | $89K | – | 0.02 |
| BANK NEW YORK MELLON CORP 5.834%/VAR 10/25/2033 | Long | Debt | US | $103K | – | 0.03 |
| BANK NEW YORK MELLON CORP SOFR 1.606%/VAR 04/26/2034 | Long | Debt | US | $29K | – | 0.01 |
| BANK OF AMERICA CORP 1.734%/VAR 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $40K | – | 0.01 |
| BANK OF AMERICA CORP 2.687%/VAR 04/22/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $36K | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.087%/VAR 0 06/14/2029 | Long | Debt | US | $273K | – | 0.07 |
| BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036 | Long | Debt | US | $8K | – | 0.00 |
| BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032 | Long | Debt | US | $67K | – | 0.02 |
| BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041 | Long | Debt | US | $293K | – | 0.07 |
| BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030 | Long | Debt | US | $162K | – | 0.04 |
| BANK OF AMERICA CORPORATION 3.846%/VAR 03/08/2037 | Long | Debt | US | $158K | – | 0.04 |
| BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030 | Long | Debt | US | $33K | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051 | Long | Debt | US | $104K | – | 0.03 |
| BANK OF AMERICA CORPORATION 4.183% 11/25/2027 | Long | Debt | US | $92K | – | 0.02 |
| BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/38 | Long | Debt | US | $66K | – | 0.02 |
| BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029 | Long | Debt | US | $58K | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.33% 03/15/2050 | Long | Debt | US | $42K | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 | Long | Debt | US | $97K | – | 0.02 |
| BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033 | Long | Debt | US | $479K | – | 0.12 |
| BANK OF AMERICA CORPORATION 4.75% 04/21/2045 | Long | Debt | US | $50K | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029 | Long | Debt | US | $50K | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034 | Long | Debt | US | $39K | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.875% 02/07/2042 | Long | Debt | US | $142K | – | 0.04 |
| BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028 | Long | Debt | US | $360K | – | 0.09 |
| BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25 | Long | Debt | US | $591K | – | 0.15 |
| BANK OF AMERICA CORPORATION SOFR 2.831%/VAR 10/24/2051 | Long | Debt | US | $31K | – | 0.01 |
| BANK OF AMERICA NA 5.526% 08/18/2026 (BANK OF AMERICA, N.A.) | Long | Debt | US | $513K | – | 0.13 |
| BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037 | Long | Debt | CA | $40K | – | 0.01 |
| BANK OF MONTREAL QUE 5.717% 09/25/2028 | Long | Debt | CA | $133K | – | 0.03 |
| BANK OF NEW YORK MELLON 5.224%/VAR 11/21/2025 | Long | Debt | US | $270K | – | 0.07 |
| BANK OF NOVA SCOTIA 1.95% 02/02/2027 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $46K | – | 0.01 |
| BANK OF NOVA SCOTIA 2.45% 02/02/2032 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $49K | – | 0.01 |
| BANK OF NOVA SCOTIA 2.7% 08/03/2026 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $61K | – | 0.02 |
| BANK OF NOVA SCOTIA 4.5% 12/16/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $83K | – | 0.02 |
| BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $9K | – | 0.00 |
| BANK OF NOVA SCOTIA 4.85% 02/01/2030 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $29K | – | 0.01 |
| BANK OF NOVA SCOTIA 5.25% 06/12/2028 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $60K | – | 0.01 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $467K | – | 0.12 |
| BARCLAYS PLC (UNGTD) 3.33%/VAR 11/24/2042 | Long | Debt | GB | $145K | – | 0.04 |
| BARCLAYS PLC 4.836% 05/09/2028 | Long | Debt | GB | $208K | – | 0.05 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $400K | – | 0.10 |
| BAXALTA INC 5.25% 06/23/2045 | Long | Debt | US | $128K | – | 0.03 |
| BAXTER INTERNATIONAL INC 1.915% 02/01/2027 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $55K | – | 0.01 |
| BAXTER INTERNATIONAL INC 2.539% 02/01/2032 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $81K | – | 0.02 |
| BAXTER INTERNATIONAL INC 3.132% 12/01/2051 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $6K | – | 0.00 |
| BBCMS MTG TR 2021-C11 2.322% 09/15/2054 | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054 | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| BBCMS MTG TR 2021-C9 2.299% 02/15/2054 | Long | ABS-mortgage backed security | US | $165K | – | 0.04 |
| BBCMS MTG TR 2024-C26 VAR 05/15/2057 | Long | ABS-mortgage backed security | US | $313K | – | 0.08 |
| BECTON DICKINSON and CO 2.823% 05/20/2030 | Long | Debt | US | $123K | – | 0.03 |
| BECTON DICKINSON and CO 4.685% 12/15/2044 | Long | Debt | US | $9K | – | 0.00 |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 3.65% 08/15/2052 | Long | Debt | CA | $36K | – | 0.01 |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.1% 05/11/2033 | Long | Debt | CA | $49K | – | 0.01 |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.55% 02/15/2054 | Long | Debt | CA | $29K | – | 0.01 |
| BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052 | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| BENCHMARK 2020-B19 A5 1.85% 09/15/2053 (BENCHMARK 2020-B19 MTG TR) | Long | ABS-mortgage backed security | US | $112K | – | 0.03 |
| BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054 | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| BIOGEN INC 3.15% 05/01/2050 | Long | Debt | US | $13K | – | 0.00 |
| BIOGEN INC 3.25% 02/15/2051 | Long | Debt | US | $44K | – | 0.01 |
| BLACKROCK INC 3.2% 03/15/2027 | Long | Debt | US | $211K | – | 0.05 |
| BLACKROCK INC 4.75% 05/25/2033 | Long | Debt | US | $10K | – | 0.00 |
| BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055 | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $37K | – | 0.01 |
| BOSTON PPTYS LTD PARTNERSHIP 2.9% 03/15/2030 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $34K | – | 0.01 |
| BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $90K | – | 0.02 |
| BOSTON SCIENTIFIC CORP 2.65% 06/01/2030 | Long | Debt | US | $140K | – | 0.03 |
| BRIGHTHOUSE FINANCIAL INC 3.85% 12/22/2051 | Long | Debt | US | $31K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040 | Long | Debt | US | $106K | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029 | Long | Debt | US | $15K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.55% 03/15/2042 | Long | Debt | US | $39K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062 | Long | Debt | US | $36K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039 | Long | Debt | US | $182K | – | 0.05 |
| BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048 | Long | Debt | US | $47K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029 | Long | Debt | US | $60K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034 | Long | Debt | US | $149K | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063 | Long | Debt | US | $76K | – | 0.02 |
| BRITISH COLUMBIA PROVINCE CDA 4.2% 07/06/2033 | Long | Debt | CA | $48K | – | 0.01 |
| BRITISH COLUMBIA PROVINCE CDA 4.8% 11/15/2028 | Long | Debt | CA | $150K | – | 0.04 |
| BRITISH TELECOMMUNICATION PLC STEP 12/15/2030 | Long | Debt | GB | $67K | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028 | Long | Debt | US | $44K | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $11K | – | 0.00 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $8K | – | 0.00 |
| BROADCOM INC 3.419% 04/15/2033 144A | Long | Debt | US | $158K | – | 0.04 |
| BROADCOM INC 3.469% 04/15/2034 144A | Long | Debt | US | $337K | – | 0.08 |
| BROADCOM INC 4.11% 09/15/2028 | Long | Debt | US | $163K | – | 0.04 |
| BROADCOM INC 4.15% 04/15/2032 144A | Long | Debt | US | $64K | – | 0.02 |
| BROWN and BROWN INC 4.5% 03/15/2029 | Long | Debt | US | $63K | – | 0.02 |
| BUNGE LTD FIN CORP 1.63% 08/17/2025 | Long | Debt | US | $134K | – | 0.03 |
| BURLINGTON NORTHN SANTA FE LLC 3.9% 08/01/2046 | Long | Debt | US | $245K | – | 0.06 |
| BURLINGTON NORTHN SANTA FE LLC 4.95% 09/15/2041 | Long | Debt | US | $47K | – | 0.01 |
| BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037 | Long | Debt | US | $54K | – | 0.01 |
| CAMPBELL SOUP CO 4.15% 03/15/2028 | Long | Debt | US | $96K | – | 0.02 |
| CAMPBELL SOUP CO 5.2% 03/21/2029 | Long | Debt | US | $70K | – | 0.02 |
| CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $32K | – | 0.01 |
| CANADIAN IMPERIAL BK OF COMM 5.001% 04/28/2028 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $89K | – | 0.02 |
| CANADIAN IMPERIAL BK OF COMM 6.092% 10/03/2033 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $29K | – | 0.01 |
| CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050 | Long | Debt | CA | $24K | – | 0.01 |
| CANADIAN NATIONAL RAILWAY CO 2.75% 03/01/2026 | Long | Debt | CA | $136K | – | 0.03 |
| CANADIAN NATIONAL RAILWAY CO 6.125% 11/01/2053 | Long | Debt | CA | $44K | – | 0.01 |
| CANADIAN PAC RY CO 1.75% 12/02/2026 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $119K | – | 0.03 |
| CANADIAN PAC RY CO 2.45% 12/02/2031 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $117K | – | 0.03 |
| CANADIAN PAC RY CO 3.5% 05/01/2050 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $36K | – | 0.01 |
| CANADIAN PAC RY CO 4.8% 08/01/2045 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $54K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 | Long | Debt | US | $78K | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030 | Long | Debt | US | $72K | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 3.75% 07/28/2026 | Long | Debt | US | $111K | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 | Long | Debt | US | $199K | – | 0.05 |
| CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 | Long | Debt | US | $45K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 6.377%/VAR 06/08/2034 | Long | Debt | US | $174K | – | 0.04 |
| CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030 (CAPTIAL ONE MULTI-ASSET EXECUT) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.01 |
| CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028 (CAPTIAL ONE MULTI-ASSET EXECUT) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| CARDINAL HEALTH INC 3.41% 06/15/2027 | Long | Debt | US | $66K | – | 0.02 |
| CARDINAL HEALTH INC 4.9% 09/15/2045 | Long | Debt | US | $26K | – | 0.01 |
| CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025 | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.03 |
| CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| CARRIER GLOBAL CORP 3.377% 04/05/2040 | Long | Debt | US | $62K | – | 0.02 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $41K | – | 0.01 |
| CARRIER GLOBAL CORP 6.2% 03/15/2054 | Long | Debt | US | $32K | – | 0.01 |
| CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027 | Long | Debt | US | $35K | – | 0.01 |
| CATERPILLAR FINL SVCS CORP 2.4% 08/09/2026 | Long | Debt | US | $132K | – | 0.03 |
| CATERPILLAR INC 3.25% 09/19/2049 | Long | Debt | US | $35K | – | 0.01 |
| CATERPILLAR INC 5.2% 05/27/2041 | Long | Debt | US | $103K | – | 0.03 |
| CBOE GLOBAL MARKETS INC 3.65% 01/12/2027 | Long | Debt | US | $58K | – | 0.01 |
| CBRE SERVICES INC 4.875% 03/01/2026 | Long | Debt | US | $49K | – | 0.01 |
| CBRE SERVICES INC 5.95% 08/15/2034 | Long | Debt | US | $30K | – | 0.01 |
| CDW LLC / CDW FIN CORP 2.67% 12/01/2026 | Long | Debt | US | $56K | – | 0.01 |
| CDW LLC / CDW FIN CORP 3.569% 12/01/2031 | Long | Debt | US | $26K | – | 0.01 |
| CENTENE CORP 2.5% 03/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $16K | – | 0.00 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $57K | – | 0.01 |
| CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $123K | – | 0.03 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $86K | – | 0.02 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051 | Long | Debt | US | $63K | – | 0.02 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 04/01/2033 | Long | Debt | US | $29K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.2% 10/01/2028 | Long | Debt | US | $90K | – | 0.02 |
| CF INDUSTRIES INC 5.15% 03/15/2034 | Long | Debt | US | $48K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041 | Long | Debt | US | $54K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052 | Long | Debt | US | $138K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033 | Long | Debt | US | $250K | – | 0.06 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 | Long | Debt | US | $137K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034 | Long | Debt | US | $51K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055 | Long | Debt | US | $28K | – | 0.01 |
| CHASE ISSUANCE TR 5.08% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.7% 11/15/2029 | Long | Debt | US | $37K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029 | Long | Debt | US | $67K | – | 0.02 |
| CHILE REPUBLIC OF 2.55% 07/27/2033 | Long | Debt | CL | $322K | – | 0.08 |
| CHILE REPUBLIC OF 3.24% 02/06/2028 | Long | Debt | CL | $215K | – | 0.05 |
| CHILE REPUBLIC OF 4.95% 01/05/2036 | Long | Debt | CL | $190K | – | 0.05 |
| CHUBB CORP 6.5% 05/15/2038 | Long | Debt | US | $44K | – | 0.01 |
| CHUBB INA HOLDINGS INC 1.375% 09/15/2030 | Long | Debt | US | $41K | – | 0.01 |
| CHUBB INA HOLDINGS INC 3.05% 12/15/2061 | Long | Debt | US | $44K | – | 0.01 |
| CHUBB INA HOLDINGS INC 3.35% 05/03/2026 | Long | Debt | US | $139K | – | 0.03 |
| CHURCH and DWIGHT INC 2.3% 12/15/2031 | Long | Debt | US | $58K | – | 0.01 |
| CI FINL CORP 3.2% 12/17/2030 (CI FINANCIAL CORP) | Long | Debt | CA | $43K | – | 0.01 |
| CIGNA GROUP (THE) 1.25% 03/15/2026 | Long | Debt | US | $79K | – | 0.02 |
| CIGNA GROUP (THE) 2.375% 03/15/2031 | Long | Debt | US | $83K | – | 0.02 |
| CIGNA GROUP (THE) 2.4% 03/15/2030 | Long | Debt | US | $180K | – | 0.04 |
| CIGNA GROUP (THE) 3.4% 03/15/2051 | Long | Debt | US | $14K | – | 0.00 |
| CIGNA GROUP (THE) 4.125% 11/15/2025 | Long | Debt | US | $12K | – | 0.00 |
| CIGNA GROUP (THE) 4.375% 10/15/2028 | Long | Debt | US | $97K | – | 0.02 |
| CIGNA GROUP (THE) 4.8% 07/15/2046 | Long | Debt | US | $106K | – | 0.03 |
| CIGNA GROUP (THE) 4.8% 08/15/2038 | Long | Debt | US | $63K | – | 0.02 |
| CIGNA GROUP (THE) 4.9% 12/15/2048 | Long | Debt | US | $17K | – | 0.00 |
| CISCO SYSTEMS INC 5.05% 02/26/2034 | Long | Debt | US | $70K | – | 0.02 |
| CISCO SYSTEMS INC 5.5% 01/15/2040 | Long | Debt | US | $137K | – | 0.03 |
| CISCO SYSTEMS INC 5.9% 02/15/2039 | Long | Debt | US | $95K | – | 0.02 |
| CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.02 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051 | Long | ABS-mortgage backed security | US | $236K | – | 0.06 |
| CITIGROUP INC 2.976%/VAR 11/05/2030 | Long | Debt | US | $257K | – | 0.06 |
| CITIGROUP INC 3.106%/VAR 04/08/2026 | Long | Debt | US | $108K | – | 0.03 |
| CITIGROUP INC 3.2% 10/21/2026 | Long | Debt | US | $182K | – | 0.05 |
| CITIGROUP INC 3.52%/VAR 10/27/2028 | Long | Debt | US | $179K | – | 0.04 |
| CITIGROUP INC 3.785%/VAR 03/17/2033 | Long | Debt | US | $169K | – | 0.04 |
| CITIGROUP INC 4.125% 07/25/2028 | Long | Debt | US | $147K | – | 0.04 |
| CITIGROUP INC 4.412%/VAR 03/31/2031 | Long | Debt | US | $104K | – | 0.03 |
| CITIGROUP INC 4.6% 03/09/2026 | Long | Debt | US | $482K | – | 0.12 |
| CITIGROUP INC 4.65% 07/23/2048 | Long | Debt | US | $119K | – | 0.03 |
| CITIGROUP INC 4.65% 07/30/2045 | Long | Debt | US | $37K | – | 0.01 |
| CITIGROUP INC 4.75% 05/18/2046 | Long | Debt | US | $53K | – | 0.01 |
| CITIGROUP INC 5.827%/VAR 02/13/2035 | Long | Debt | US | $10K | – | 0.00 |
| CITIGROUP INC 5.875% 01/30/2042 | Long | Debt | US | $67K | – | 0.02 |
| CITIGROUP INC 6.625% 06/15/2032 | Long | Debt | US | $64K | – | 0.02 |
| CITIGROUP INC 8.125% 07/15/2039 | Long | Debt | US | $106K | – | 0.03 |
| CITIZENS BANK NA 2.25% 04/28/2025 | Long | Debt | US | $270K | – | 0.07 |
| CITIZENS FINANCIAL GRP INC 2.5% 02/06/2030 | Long | Debt | US | $8K | – | 0.00 |
| CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 | Long | Debt | US | $15K | – | 0.00 |
| CME GROUP INC 2.65% 03/15/2032 | Long | Debt | US | $77K | – | 0.02 |
| CMS ENERGY CORP 3.45% 08/15/2027 | Long | Debt | US | $57K | – | 0.01 |
| CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029 | Long | Debt | US | $60K | – | 0.02 |
| COCA COLA CO 1.45% 06/01/2027 | Long | Debt | US | $18K | – | 0.00 |
| COCA COLA CO 1.65% 06/01/2030 | Long | Debt | US | $8K | – | 0.00 |
| COCA COLA CO 2.25% 01/05/2032 | Long | Debt | US | $171K | – | 0.04 |
| COCA COLA CO 2.5% 06/01/2040 | Long | Debt | US | $7K | – | 0.00 |
| COCA COLA CO 2.6% 06/01/2050 | Long | Debt | US | $6K | – | 0.00 |
| COCA COLA CO 2.75% 06/01/2060 | Long | Debt | US | $42K | – | 0.01 |
| COCA COLA CO 3.45% 03/25/2030 | Long | Debt | US | $56K | – | 0.01 |
| COCA COLA CO 4.2% 03/25/2050 | Long | Debt | US | $43K | – | 0.01 |
| COCA COLA CO 5% 05/13/2034 | Long | Debt | US | $70K | – | 0.02 |
| COLGATE-PALMOLIVE CO 4.6% 03/01/2033 | Long | Debt | US | $49K | – | 0.01 |
| COMCAST CORP 1.5% 02/15/2031 | Long | Debt | US | $239K | – | 0.06 |
| COMCAST CORP 1.95% 01/15/2031 | Long | Debt | US | $148K | – | 0.04 |
| COMCAST CORP 2.45% 08/15/2052 | Long | Debt | US | $56K | – | 0.01 |
| COMCAST CORP 2.65% 02/01/2030 | Long | Debt | US | $351K | – | 0.09 |
| COMCAST CORP 2.65% 08/15/2062 | Long | Debt | US | $11K | – | 0.00 |
| COMCAST CORP 2.937% 11/01/2056 | Long | Debt | US | $114K | – | 0.03 |
| COMCAST CORP 2.987% 11/01/2063 | Long | Debt | US | $55K | – | 0.01 |
| COMCAST CORP 3.25% 11/01/2039 | Long | Debt | US | $31K | – | 0.01 |
| COMCAST CORP 3.4% 04/01/2030 | Long | Debt | US | $27K | – | 0.01 |
| COMCAST CORP 3.45% 02/01/2050 | Long | Debt | US | $71K | – | 0.02 |
| COMCAST CORP 3.75% 04/01/2040 | Long | Debt | US | $8K | – | 0.00 |
| COMCAST CORP 4.55% 01/15/2029 | Long | Debt | US | $118K | – | 0.03 |
| COMCAST CORP 4.65% 07/15/2042 | Long | Debt | US | $45K | – | 0.01 |
| COMCAST CORP 4.95% 10/15/2058 | Long | Debt | US | $44K | – | 0.01 |
| COMCAST CORP 5.35% 05/15/2053 | Long | Debt | US | $76K | – | 0.02 |
| COMMONWEALTH EDISON CO 3.8% 10/01/2042 | Long | Debt | US | $99K | – | 0.02 |
| COMMONWEALTH EDISON CO 4% 03/01/2048 | Long | Debt | US | $67K | – | 0.02 |
| CONAGRA BRANDS INC 4.85% 11/01/2028 | Long | Debt | US | $73K | – | 0.02 |
| CONAGRA BRANDS INC 5.4% 11/01/2048 | Long | Debt | US | $20K | – | 0.01 |
| CONAGRA BRANDS INC 7% 10/01/2028 | Long | Debt | US | $53K | – | 0.01 |
| CONNECTICUT LT and PWR CO 4% 04/01/2048 (CONNECTICUT LIGHT AND POWER CO(THE)) | Long | Debt | US | $16K | – | 0.00 |
| CONNECTICUT LT and PWR CO 5.25% 01/15/2053 (CONNECTICUT LIGHT AND POWER CO(THE)) | Long | Debt | US | $19K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $34K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $101K | – | 0.03 |
| CONSOLIDATED EDISON CO OF NY 4.45% 03/15/2044 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $38K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 5.3% 03/01/2035 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $49K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 5.5% 12/01/2039 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $49K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $106K | – | 0.03 |
| CONSUMERS ENERGY CO 4.35% 04/15/2049 | Long | Debt | US | $85K | – | 0.02 |
| CONSUMERS ENERGY CO 4.9% 02/15/2029 | Long | Debt | US | $79K | – | 0.02 |
| COOPERATIEVE RABOBANK UA 5.25% 05/24/2041 | Long | Debt | NL | $54K | – | 0.01 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $112K | – | 0.03 |
| CORNING INC 5.35% 11/15/2048 | Long | Debt | US | $19K | – | 0.00 |
| CORP ANDINA DE FOMENTO 1.625% 09/23/2025 | Long | Debt | VE | $183K | – | 0.05 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $33K | – | 0.01 |
| COSTCO WHOLESALE CORP 1.375% 06/20/2027 | Long | Debt | US | $334K | – | 0.08 |
| CREDIT SUISSE AG NY BRNCH 1.25% 08/07/2026 | Long | Debt | US | $283K | – | 0.07 |
| CREDIT SUISSE USA INC 7.125% 07/15/2032 | Long | Debt | US | $88K | – | 0.02 |
| CROWN CASTLE INC 1.35% 07/15/2025 | Long | Debt | US | $22K | – | 0.01 |
| CROWN CASTLE INC 2.25% 01/15/2031 | Long | Debt | US | $119K | – | 0.03 |
| CROWN CASTLE INC 3.25% 01/15/2051 | Long | Debt | US | $31K | – | 0.01 |
| CROWN CASTLE INC 4.15% 07/01/2050 | Long | Debt | US | $39K | – | 0.01 |
| CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052 | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052 | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| CSX CORP 2.5% 05/15/2051 | Long | Debt | US | $68K | – | 0.02 |
| CSX CORP 3.35% 09/15/2049 | Long | Debt | US | $49K | – | 0.01 |
| CSX CORP 4.5% 03/15/2049 | Long | Debt | US | $77K | – | 0.02 |
| CSX CORP 5.2% 11/15/2033 | Long | Debt | US | $50K | – | 0.01 |
| CUBESMART LP 3% 02/15/2030 | Long | Debt | US | $44K | – | 0.01 |
| CUMMINS INC 2.6% 09/01/2050 | Long | Debt | US | $30K | – | 0.01 |
| CVS HEALTH CORP 2.7% 08/21/2040 | Long | Debt | US | $206K | – | 0.05 |
| CVS HEALTH CORP 2.875% 06/01/2026 | Long | Debt | US | $162K | – | 0.04 |
| CVS HEALTH CORP 4.25% 04/01/2050 | Long | Debt | US | $45K | – | 0.01 |
| CVS HEALTH CORP 4.3% 03/25/2028 | Long | Debt | US | $241K | – | 0.06 |
| CVS HEALTH CORP 4.78% 03/25/2038 | Long | Debt | US | $37K | – | 0.01 |
| CVS HEALTH CORP 4.875% 07/20/2035 | Long | Debt | US | $56K | – | 0.01 |
| CVS HEALTH CORP 5.05% 03/25/2048 | Long | Debt | US | $52K | – | 0.01 |
| CVS HEALTH CORP 5.625% 02/21/2053 | Long | Debt | US | $56K | – | 0.01 |
| CVS HEALTH CORP 5.875% 06/01/2053 | Long | Debt | US | $19K | – | 0.00 |
| CVS HEALTH CORP 6% 06/01/2063 | Long | Debt | US | $58K | – | 0.01 |
| DANAHER CORP 2.6% 10/01/2050 | Long | Debt | US | $48K | – | 0.01 |
| DEERE and CO 2.875% 09/07/2049 | Long | Debt | US | $87K | – | 0.02 |
| DEERE and CO 3.9% 06/09/2042 | Long | Debt | US | $8K | – | 0.00 |
| DEERE JOHN CAPITAL CORP 3.45% 03/07/2029 | Long | Debt | US | $56K | – | 0.01 |
| DEERE JOHN CAPITAL CORP 4.9% 03/03/2028 | Long | Debt | US | $60K | – | 0.01 |
| DEERE JOHN CAPITAL CORP 5.15% 09/08/2033 | Long | Debt | US | $60K | – | 0.01 |
| DELL INTL/EMC CORP 4.9% 10/01/2026 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $30K | – | 0.01 |
| DELL INTL/EMC CORP 5.3% 10/01/2029 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $80K | – | 0.02 |
| DELL INTL/EMC CORP 8.1% 07/15/2036 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $48K | – | 0.01 |
| DELL INTL/EMC CORP 8.35% 07/15/2046 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $170K | – | 0.04 |
| DEUTSCHE BANK AG 4.1% 01/13/2026 | Long | Debt | DE | $83K | – | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027 | Long | Debt | US | $138K | – | 0.03 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029 | Long | Debt | US | $156K | – | 0.04 |
| DEUTSCHE TELEKOM INTL FIN BV 9.25% 06/01/2032 | Long | Debt | NL | $62K | – | 0.02 |
| DH EUROPE FINANCE II SARL 2.6% 11/15/2029 | Long | Debt | LU | $18K | – | 0.00 |
| DH EUROPE FINANCE II SARL 3.4% 11/15/2049 | Long | Debt | LU | $14K | – | 0.00 |
| DIGITAL REALTY TRUST LP 3.7% 08/15/2027 | Long | Debt | US | $25K | – | 0.01 |
| DIGITAL REALTY TRUST LP 5.55% 01/15/2028 | Long | Debt | US | $35K | – | 0.01 |
| DISCOVER FINANCIAL SVS 4.1% 02/09/2027 | Long | Debt | US | $48K | – | 0.01 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $100K | – | 0.02 |
| DISCOVER FINANCIAL SVS 7.964%/VAR 11/02/2034 | Long | Debt | US | $34K | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $61K | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 | Long | Debt | US | $52K | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 4% 09/15/2055 | Long | Debt | US | $77K | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC 5.3% 05/15/2049 | Long | Debt | US | $16K | – | 0.00 |
| DOLLAR GEN CORP NEW 5.2% 07/05/2028 | Long | Debt | US | $100K | – | 0.02 |
| DOLLAR GEN CORP NEW 5% 11/01/2032 | Long | Debt | US | $58K | – | 0.01 |
| DOLLAR TREE INC 4.2% 05/15/2028 | Long | Debt | US | $48K | – | 0.01 |
| DOW CHEMICAL CO 2.1% 11/15/2030 | Long | Debt | US | $84K | – | 0.02 |
| DOW CHEMICAL CO 3.6% 11/15/2050 | Long | Debt | US | $14K | – | 0.00 |
| DOW CHEMICAL CO 4.25% 10/01/2034 | Long | Debt | US | $50K | – | 0.01 |
| DOW CHEMICAL CO 4.375% 11/15/2042 | Long | Debt | US | $17K | – | 0.00 |
| DOW CHEMICAL CO 4.8% 05/15/2049 | Long | Debt | US | $34K | – | 0.01 |
| DOW CHEMICAL CO 5.55% 11/30/2048 | Long | Debt | US | $48K | – | 0.01 |
| DOW CHEMICAL CO 6.9% 05/15/2053 | Long | Debt | US | $11K | – | 0.00 |
| DUPONT DE NEMOURS INC 4.725% 11/15/2028 | Long | Debt | US | $20K | – | 0.00 |
| DUPONT DE NEMOURS INC 5.319% 11/15/2038 | Long | Debt | US | $10K | – | 0.00 |
| DUPONT DE NEMOURS INC 5.419% 11/15/2048 | Long | Debt | US | $73K | – | 0.02 |
| EATON CORP 4.15% 03/15/2033 | Long | Debt | US | $65K | – | 0.02 |
| EATON CORP 4% 11/02/2032 | Long | Debt | US | $46K | – | 0.01 |
| EBAY INC 1.4% 05/10/2026 | Long | Debt | US | $109K | – | 0.03 |
| EBAY INC 2.7% 03/11/2030 | Long | Debt | US | $44K | – | 0.01 |
| EBAY INC 4% 07/15/2042 | Long | Debt | US | $24K | – | 0.01 |
| ECOLAB INC 1.3% 01/30/2031 | Long | Debt | US | $99K | – | 0.02 |
| ECOLAB INC 2.125% 02/01/2032 | Long | Debt | US | $41K | – | 0.01 |
| ECOLAB INC 2.7% 12/15/2051 | Long | Debt | US | $6K | – | 0.00 |
| ELEVANCE HEALTH INC 3.125% 05/15/2050 | Long | Debt | US | $87K | – | 0.02 |
| ELEVANCE HEALTH INC 3.65% 12/01/2027 | Long | Debt | US | $228K | – | 0.06 |
| ELEVANCE HEALTH INC 3.7% 09/15/2049 | Long | Debt | US | $7K | – | 0.00 |
| ELEVANCE HEALTH INC 4.101% 03/01/2028 | Long | Debt | US | $96K | – | 0.02 |
| ELEVANCE HEALTH INC 4.625% 05/15/2042 | Long | Debt | US | $26K | – | 0.01 |
| ELEVANCE HEALTH INC 4.65% 01/15/2043 | Long | Debt | US | $57K | – | 0.01 |
| ELI LILLY and CO 2.25% 05/15/2050 | Long | Debt | US | $40K | – | 0.01 |
| ELI LILLY and CO 4.875% 02/27/2053 | Long | Debt | US | $46K | – | 0.01 |
| ELI LILLY and CO 5.55% 03/15/2037 | Long | Debt | US | $105K | – | 0.03 |
| EMERSON ELECTRIC CO 2.8% 12/21/2051 | Long | Debt | US | $44K | – | 0.01 |
| ENBRIDGE ENERGY PARTNERS LP 7.5% 04/15/2038 | Long | Debt | US | $57K | – | 0.01 |
| ENBRIDGE INC 3.4% 08/01/2051 | Long | Debt | CA | $54K | – | 0.01 |
| ENBRIDGE INC 5.625% 04/05/2034 | Long | Debt | CA | $60K | – | 0.01 |
| ENBRIDGE INC 6.7% 11/15/2053 | Long | Debt | CA | $22K | – | 0.01 |
| ENBRIDGE INC 8.5%/VAR 01/15/2084 | Long | Debt | CA | $21K | – | 0.01 |
| ENTERGY TEX INC 5.8% 09/01/2053 | Long | Debt | US | $30K | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $169K | – | 0.04 |
| ENTERPRISE PRODS OPER LLC 3.95% 01/31/2060 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $29K | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $151K | – | 0.04 |
| ENTERPRISE PRODS OPER LLC 5.7% 02/15/2042 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $20K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $65K | – | 0.02 |
| EPR PPTYS 4.5% 06/01/2027 (EPR PROPERTIES) | Long | Debt | US | $48K | – | 0.01 |
| EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034 | Long | Debt | US | $109K | – | 0.03 |
| EQUITABLE HOLDINGS INC 4.35% 04/20/2028 | Long | Debt | US | $96K | – | 0.02 |
| EQUITABLE HOLDINGS INC 5% 04/20/2048 | Long | Debt | US | $14K | – | 0.00 |
| ERP OPERATING LP 4.5% 07/01/2044 | Long | Debt | US | $42K | – | 0.01 |
| ESSEX PORTFOLIO LP 2.55% 06/15/2031 | Long | Debt | US | $16K | – | 0.00 |
| ESSEX PORTFOLIO LP 2.65% 03/15/2032 | Long | Debt | US | $57K | – | 0.01 |
| EUROPEAN INVESTMENT BANK 1.25% 02/14/2031 | Long | Debt | LU | $67K | – | 0.02 |
| EUROPEAN INVESTMENT BANK 2.25% 06/24/2024 | Long | Debt | LU | $50K | – | 0.01 |
| EUROPEAN INVESTMENT BANK 3.625% 07/15/2030 | Long | Debt | LU | $911K | – | 0.23 |
| EVERSOURCE ENERGY 2.55% 03/15/2031 | Long | Debt | US | $103K | – | 0.03 |
| EVERSOURCE ENERGY 5.45% 03/01/2028 | Long | Debt | US | $200K | – | 0.05 |
| EXELON CORP 2.75% 03/15/2027 | Long | Debt | US | $150K | – | 0.04 |
| EXELON CORP 3.4% 04/15/2026 | Long | Debt | US | $184K | – | 0.05 |
| EXELON CORP 4.1% 03/15/2052 | Long | Debt | US | $50K | – | 0.01 |
| EXELON CORP 4.45% 04/15/2046 | Long | Debt | US | $17K | – | 0.00 |
| EXELON CORP 5.3% 03/15/2033 | Long | Debt | US | $20K | – | 0.00 |
| EXPORT DEVELOPMENT CANADA 4.125% 02/13/2029 | Long | Debt | CA | $206K | – | 0.05 |
| EXPORT IMPORT BANK KOREA 5.125% 09/18/2028 | Long | Debt | KR | $221K | – | 0.05 |
| EXTRA SPACE STORAGE LP 3.9% 04/01/2029 | Long | Debt | US | $113K | – | 0.03 |
| EXTRA SPACE STORAGE LP 5.4% 02/01/2034 | Long | Debt | US | $10K | – | 0.00 |
| FAIRFAX FINANCIAL HLDGS LTD 6.35% 03/22/2054 144A (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $30K | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033 144A (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $50K | – | 0.01 |
| FANNIE MAE 0.375% 08/25/2025 | Long | Debt | US | $90K | – | 0.02 |
| FANNIE MAE 0.5% 06/17/2025 | Long | Debt | US | $229K | – | 0.06 |
| FANNIE MAE 0.625% 04/22/2025 | Long | Debt | US | $2M | – | 0.40 |
| FANNIE MAE 0.75% 10/08/2027 | Long | Debt | US | $110K | – | 0.03 |
| FANNIE MAE 0.875% 08/05/2030 | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE 1.625% 10/15/2024 | Long | Debt | US | $69K | – | 0.02 |
| FANNIE MAE 1.75% 07/02/2024 | Long | Debt | US | $219K | – | 0.05 |
| FANNIE MAE 6.625% 11/15/2030 | Long | Debt | US | $254K | – | 0.06 |
| FANNIEMAE 30YR 3% 03/01/2050#BP1352 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIEMAE 30YR 5% 08/01/2053#BW5313 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $212K | – | 0.05 |
| FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $498K | – | 0.12 |
| FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $174K | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $507K | – | 0.13 |
| FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4.43% 02/25/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| FEDERAL HOME LOAN BANKS 0.375% 09/04/2025 | Long | Debt | US | $66K | – | 0.02 |
| FEDERAL HOME LOAN BANKS 0.5% 04/14/2025 | Long | Debt | US | $101K | – | 0.03 |
| FEDERAL HOME LOAN BANKS 1.25% 10/26/2026 | Long | Debt | US | $854K | – | 0.21 |
| FEDERAL HOME LOAN BANKS 1.5% 08/15/2024 | Long | Debt | US | $50K | – | 0.01 |
| FEDERAL HOME LOAN BANKS 3.25% 06/09/2028 | Long | Debt | US | $52K | – | 0.01 |
| FEDERAL HOME LOAN BANKS 3.25% 11/16/2028 | Long | Debt | US | $9K | – | 0.00 |
| FEDERAL REALTY OP LP 3.5% 06/01/2030 | Long | Debt | US | $45K | – | 0.01 |
| FEDEX CORP 3.25% 04/01/2026 | Long | Debt | US | $147K | – | 0.04 |
| FEDEX CORP 3.9% 02/01/2035 | Long | Debt | US | $26K | – | 0.01 |
| FEDEX CORP 4.1% 04/15/2043 | Long | Debt | US | $40K | – | 0.01 |
| FEDEX CORP 4.4% 01/15/2047 | Long | Debt | US | $65K | – | 0.02 |
| FEDEX CORP 4.95% 10/17/2048 | Long | Debt | US | $68K | – | 0.02 |
| FHLG 15YR 1.5% 03/01/2037#SB8144 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FHLG 15YR 1.5% 07/01/2036#QN6967 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $566K | – | 0.14 |
| FHLG 15YR 1.5% 12/01/2036#QN8736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| FHLG 15YR 2.5% 03/01/2033#G18680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FHLG 15YR 2.5% 08/01/2035#SB8058 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| FHLG 15YR 2.5% 09/35#SB8062 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FHLG 15YR 2% 01/01/2037#QN9295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $209K | – | 0.05 |
| FHLG 15YR 2% 02/01/2036#SB8089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $214K | – | 0.05 |
| FHLG 15YR 2% 03/01/2037#SB8145 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.03 |
| FHLG 15YR 2% 04/01/2036#SB8098 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| FHLG 15YR 2% 04/01/2037#QN9958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $202K | – | 0.05 |
| FHLG 15YR 2% 07/01/2037# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FHLG 15YR 2% 07/01/2038#RC3001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FHLG 15YR 2% 10/01/2036#QN8217 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $130K | – | 0.03 |
| FHLG 15YR 2% 12/01/2036#QN8712 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FHLG 15YR 2% 12/01/2036#SB8132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $263K | – | 0.07 |
| FHLG 15YR 3.5% 02/01/2034#ZT1732 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 15YR 3.5% 06/01/2034#ZT2092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FHLG 15YR 3.5% 09/01/2033#ZS8716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FHLG 15YR 3.5% 12/01/2033#ZT1566 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FHLG 15YR 3% 01/01/2033#ZS8682 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FHLG 15YR 3% 05/01/2029#ZK6913 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FHLG 15YR 3% 07/01/2038#SB1093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $270K | – | 0.07 |
| FHLG 15YR 3% 09/01/2034#SB8006 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 15YR 3% 11/01/2026#ZK3704 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 3% 12/01/2034#QN1099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FHLG 15YR 4% 02/01/2034#ZT1733 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FHLG 15YR 4% 08/01/2038#SB8255 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| FHLG 15YR 4% 10/01/2034#SB0225 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 4% 11/01/2037#SB8189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| FHLG 15YR 5% 04/01/2039#SB8293 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FHLG 20YR 2.5% 04/01/2042#RB5154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $555K | – | 0.14 |
| FHLG 20YR 2% 09/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $684K | – | 0.17 |
| FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FHLG 30YR 1.5% 03/01/2052#SD8209 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FHLG 30YR 1.5% 06/01/2051#QC2979 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FHLG 30YR 1.5% 07/01/2051#QC4581 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| FHLG 30YR 1.5% 07/01/2051#SD8154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $493K | – | 0.12 |
| FHLG 30YR 1.5% 10/01/2051#QC9344 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FHLG 30YR 1.5% 10/01/2051#SD8171 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $329K | – | 0.08 |
| FHLG 30YR 1.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $287K | – | 0.07 |
| FHLG 30YR 2.5% 02/01/2052#SD8194 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $702K | – | 0.17 |
| FHLG 30YR 2.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $443K | – | 0.11 |
| FHLG 30YR 2.5% 04/01/2052#SD3209 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $404K | – | 0.10 |
| FHLG 30YR 2.5% 05/01/2051#SD8147 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $571K | – | 0.14 |
| FHLG 30YR 2.5% 05/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| FHLG 30YR 2.5% 06/01/2050#SD8067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FHLG 30YR 2.5% 07/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| FHLG 30YR 2.5% 07/01/2051#RA5605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $629K | – | 0.16 |
| FHLG 30YR 2.5% 07/01/2051#SD8156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $362K | – | 0.09 |
| FHLG 30YR 2.5% 08/01/2051#SD8161 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $580K | – | 0.14 |
| FHLG 30YR 2.5% 09/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $437K | – | 0.11 |
| FHLG 30YR 2.5% 09/01/2051#SD8167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| FHLG 30YR 2.5% 10/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $271K | – | 0.07 |
| FHLG 30YR 2.5% 10/01/2050#SD7526 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $270K | – | 0.07 |
| FHLG 30YR 2.5% 10/01/2051#RA6107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| FHLG 30YR 2.5% 10/01/2051#SD8173 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $646K | – | 0.16 |
| FHLG 30YR 2.5% 11/01/2046#ZS4687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $258K | – | 0.06 |
| FHLG 30YR 2.5% 12/01/2049#SD8029 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FHLG 30YR 2.5% 12/01/2051#RA6496 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $241K | – | 0.06 |
| FHLG 30YR 2% 01/01/2051#BQ9687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 2% 01/01/2051#RA4352 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| FHLG 30YR 2% 01/01/2051#SD8121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FHLG 30YR 2% 01/52#SD8188 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $815K | – | 0.20 |
| FHLG 30YR 2% 03/01/2052#QD8702 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FHLG 30YR 2% 03/01/2052#RA7011 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $203K | – | 0.05 |
| FHLG 30YR 2% 03/01/2052#SD8199 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FHLG 30YR 2% 04/01/2052#RA7138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| FHLG 30YR 2% 04/01/2052#RA7141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FHLG 30YR 2% 05/01/2051#SD8146 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| FHLG 30YR 2% 07/01/2050#QB1843 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $384K | – | 0.10 |
| FHLG 30YR 2% 07/01/2051#RA5561 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $191K | – | 0.05 |
| FHLG 30YR 2% 08/01/2050#RA3245 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $231K | – | 0.06 |
| FHLG 30YR 2% 08/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $260K | – | 0.06 |
| FHLG 30YR 2% 08/01/2051#SD2230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 2% 09/01/2050#QB3535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $224K | – | 0.06 |
| FHLG 30YR 2% 10/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $132K | – | 0.03 |
| FHLG 30YR 2% 11/01/2050#SD8106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $487K | – | 0.12 |
| FHLG 30YR 2% 11/01/2051#RA6191 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| FHLG 30YR 2% 11/01/2051#RA6235 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.05 |
| FHLG 30YR 2% 11/01/2051#SD8177 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $301K | – | 0.07 |
| FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $272K | – | 0.07 |
| FHLG 30YR 3.0% 03/01/2045#G08631 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2045#G08635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2045#G08653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2048#G08800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| FHLG 30YR 3.5% 01/01/2050#QA6848 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $193K | – | 0.05 |
| FHLG 30YR 3.5% 02/01/2047#ZS4704 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $156K | – | 0.04 |
| FHLG 30YR 3.5% 02/01/2048#G61896 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#G67710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2050#SD0506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| FHLG 30YR 3.5% 03/01/2051#QB9888 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $202K | – | 0.05 |
| FHLG 30YR 3.5% 07/01/2046#ZS9775 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| FHLG 30YR 3.5% 07/01/2049#SD8001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| FHLG 30YR 3.5% 08/01/2052#SD8236 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $402K | – | 0.10 |
| FHLG 30YR 3.5% 08/46#G08716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FHLG 30YR 3.5% 09/01/2052#SD8243 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $122K | – | 0.03 |
| FHLG 30YR 3% 03/01/2052#RA6992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $270K | – | 0.07 |
| FHLG 30YR 3% 04/01/2049#ZT1867 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FHLG 30YR 3% 04/01/2050#RA2457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FHLG 30YR 3% 04/01/2051#SD8142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $405K | – | 0.10 |
| FHLG 30YR 3% 04/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $260K | – | 0.06 |
| FHLG 30YR 3% 04/01/2052#QD9225 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FHLG 30YR 3% 08/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.03 |
| FHLG 30YR 3% 08/01/2051#QC5857 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FHLG 30YR 3% 09/01/2051#RA5841 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $250K | – | 0.06 |
| FHLG 30YR 3% 10/01/2043#G61529 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| FHLG 30YR 3% 11/01/2049#QA4865 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FHLG 30YR 4.0% 09/01/2040#C03520 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 09/45#G08669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FHLG 30YR 4.5% 01/01/2049#ZT1595 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2050#QA6839 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FHLG 30YR 4.5% 02/01/2053#SD2430 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FHLG 30YR 4.5% 02/01/2054#SD8414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FHLG 30YR 4.5% 03/01/2049#ZT1778 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FHLG 30YR 4.5% 04/01/2050#SD8059 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FHLG 30YR 4.5% 04/01/2053#RA8693 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FHLG 30YR 4.5% 05/01/2049#ZT1953 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2041#ZL1693 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FHLG 30YR 4.5% 07/01/2048#ZA5568 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FHLG 30YR 4.5% 08/01/2048#ZS4786 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FHLG 30YR 4.5% 08/01/2048#ZT0495 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FHLG 30YR 4.5% 08/01/2052#SD8238 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $420K | – | 0.10 |
| FHLG 30YR 4.5% 09/01/2048#G08837 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2052#SD1608 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FHLG 30YR 4.5% 10/01/2048#ZA5759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FHLG 30YR 4.5% 10/01/2052#SD8257 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $392K | – | 0.10 |
| FHLG 30YR 4.5% 11/01/2040#ZT2295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $343K | – | 0.09 |
| FHLG 30YR 4.5% 11/01/2049#SD8027 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FHLG 30YR 4.5% 12/01/2048#ZA6124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#A96413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#G06229 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FHLG 30YR 4% 01/01/2044#Q24018 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 02/01/2041#A97259 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 4% 02/01/2041#G07479 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 02/01/2043#Q15942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FHLG 30YR 4% 04/01/2042#G07242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4% 05/01/2045#ZS9711 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 05/48#G08814 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4% 06/01/2047#Q48875 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $406K | – | 0.10 |
| FHLG 30YR 4% 07/01/2042#Z40054 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 07/01/2045#G61180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FHLG 30YR 4% 07/01/2049#QA1217 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FHLG 30YR 4% 07/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $661K | – | 0.16 |
| FHLG 30YR 4% 07/01/2052#QE5611 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FHLG 30YR 4% 08/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FHLG 30YR 4% 09/01/2048#Q58750 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| FHLG 30YR 4% 09/01/2048#ZA5642 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FHLG 30YR 4% 09/01/2048#ZS4790 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FHLG 30YR 4% 09/01/2052#QF0133 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| FHLG 30YR 4% 10/01/2042#G07155 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 10/01/2048#ZA5757 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| FHLG 30YR 4% 10/01/2050#QB4571 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| FHLG 30YR 4% 10/01/2051#QD3023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FHLG 30YR 4% 10/01/2052#QF0897 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FHLG 30YR 4% 11/01/2036#Q04319 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FHLG 30YR 4% 11/01/2048#Q59647 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 12/01/2040#A95825 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 12/01/2049#SD8032 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FHLG 30YR 5.5% 01/01/2053#QF6139 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FHLG 30YR 5.5% 03/01/2053#SD8308 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $358K | – | 0.09 |
| FHLG 30YR 5.5% 04/01/2053#RA8883 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| FHLG 30YR 5.5% 04/01/2054#SD8420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| FHLG 30YR 5.5% 06/01/2049#SD0067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FHLG 30YR 5.5% 07/01/2053#QG6920 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $276K | – | 0.07 |
| FHLG 30YR 5.5% 08/01/2053#QH0798 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FHLG 30YR 5.5% 08/01/2053#SD8349 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FHLG 30YR 5.5% 11/01/2053#SD8372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $473K | – | 0.12 |
| FHLG 30YR 5.5% 12/01/2052#SD8277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $202K | – | 0.05 |
| FHLG 30YR 5% 02/01/2049#G08864 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 5% 04/01/2053#QG1367 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FHLG 30YR 5% 04/01/2053#RA8728 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| FHLG 30YR 5% 04/01/2053#SD8315 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $365K | – | 0.09 |
| FHLG 30YR 5% 05/01/2050#RA2606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 5% 06/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FHLG 30YR 5% 06/01/2053#SD3269 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.05 |
| FHLG 30YR 5% 08/01/2052#QE7768 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| FHLG 30YR 5% 09/01/2052#SD8246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $256K | – | 0.06 |
| FHLG 30YR 5% 12/01/2048#ZA6106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FHLG 30YR 5% 12/01/2052#SD1991 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| FHLG 30YR 5% 12/01/2053#QH6120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FHLG 30YR 6.5% 08/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FHLG 30YR 6.5% 09/01/2053#SD8364 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $556K | – | 0.14 |
| FHLG 30YR 6.5% 12/01/2053#RJ0505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.03 |
| FHLG 30YR 6.5% 12/01/2053#SD8385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $391K | – | 0.10 |
| FHLG 30YR 6% 01/01/2053#QF5699 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $176K | – | 0.04 |
| FHLG 30YR 6% 01/01/2053#SD8290 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $285K | – | 0.07 |
| FHLG 30YR 6% 04/01/2054#SD7569 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $378K | – | 0.09 |
| FHLG 30YR 6% 06/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| FHLG 30YR 6% 12/01/2052#SD8278 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $532K | – | 0.13 |
| FHLG 30YR 6% 12/01/2053#RJ0473 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $210K | – | 0.05 |
| FHLG 30YR 6% 12/01/2053#SD8384 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $195K | – | 0.05 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $5M | 5M | 1.22 |
| FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $63K | – | 0.02 |
| FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $42K | – | 0.01 |
| FIDELITY NATL INFORMN SVCS INC 5.1% 07/15/2032 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $59K | – | 0.01 |
| FIFTH THIRD BANCORP 3.95% 03/14/2028 | Long | Debt | US | $95K | – | 0.02 |
| FIFTH THIRD BANCORP 4.772%/VAR 07/28/2030 | Long | Debt | US | $29K | – | 0.01 |
| FIFTH THIRD BANCORP 6.361/VAR 10/27/2028 | Long | Debt | US | $71K | – | 0.02 |
| FIFTH THIRD BANCORP 8.25% 03/01/2038 | Long | Debt | US | $23K | – | 0.01 |
| FISERV INC 3.5% 07/01/2029 | Long | Debt | US | $37K | – | 0.01 |
| FISERV INC 4.4% 07/01/2049 | Long | Debt | US | $98K | – | 0.02 |
| FNMA 10YR 2.5% 01/01/2027#MA2869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FNMA 10YR 3.5% 05/01/2029#MA3656 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 1.5% 01/01/2037#BQ6983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| FNMA 15YR 1.5% 02/01/2036#MA4260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.05 |
| FNMA 15YR 1.5% 02/01/2037#MA4535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FNMA 15YR 1.5% 04/01/2037# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| FNMA 15YR 1.5% 10/01/2036#BU0185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.04 |
| FNMA 15YR 1.5% 10/01/2036#FM9085 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358K | – | 0.09 |
| FNMA 15YR 1.5% 11/01/2036#BU2287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $578K | – | 0.14 |
| FNMA 15YR 2.5% 03/01/2037#CB3207 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| FNMA 15YR 2.5% 03/01/2037#MA4568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.04 |
| FNMA 15YR 2.5% 04/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2035#MA4053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA 15YR 2.5% 06/01/2036#MA4361 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| FNMA 15YR 2.5% 07/01/2035#MA4075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA 15YR 2.5% 08/01/2035#CA6563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FNMA 15YR 2.5% 08/01/2035#MA4099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA 15YR 2.5% 09/01/2028#890560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA 15YR 2.5% 09/01/2031#BD8046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FNMA 15YR 2.5% 10/01/2034#BJ6277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FNMA 15YR 2.5% 10/01/2036#CB1989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FNMA 15YR 2.5% 11/01/2034#BO6876 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FNMA 15YR 2.5% 12/01/2032#BJ5864 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.03 |
| FNMA 15YR 2% 01/01/2036#BK8511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.05 |
| FNMA 15YR 2% 01/01/2037#FS0428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $318K | – | 0.08 |
| FNMA 15YR 2% 01/37#MA4516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FNMA 15YR 2% 02/01/2037#FS0427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $280K | – | 0.07 |
| FNMA 15YR 2% 03/01/2037#MA4567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| FNMA 15YR 2% 04/01/2037#CB3518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $464K | – | 0.12 |
| FNMA 15YR 2% 07/01/2035#MA4074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| FNMA 15YR 2% 11/01/2036#MA4470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $848K | – | 0.21 |
| FNMA 15YR 2% 12/01/2036#MA4497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FNMA 15YR 3.5% 01/01/2035#CA5501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA 15YR 3.5% 02/01/2035#FM3019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2035#MA3957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2035#FM3340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA 15YR 3.5% 06/01/2033#MA3392 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2037#FS7053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $175K | – | 0.04 |
| FNMA 15YR 3.5% 08/01/2033#MA3438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2033#MA3489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2035#CA7911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168K | – | 0.04 |
| FNMA 15YR 3% 01/01/2035#CA5039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FNMA 15YR 3% 02/01/2033#BM5108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FNMA 15YR 3% 02/01/2033#MA3283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3% 02/01/2034#FM2743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FNMA 15YR 3% 02/01/2034#FS4276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $326K | – | 0.08 |
| FNMA 15YR 3% 02/01/2035#MA3931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FNMA 15YR 3% 04/01/2033#MA3339 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FNMA 15YR 3% 05/01/2033#MA3363 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3% 06/01/2035#FM3869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA 15YR 3% 07/01/2035#FM4457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FNMA 15YR 3% 08/01/2032#MA3090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FNMA 15YR 3% 09/01/2032#BM5110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3% 11/01/2033#BM5111 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#CA4890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| FNMA 15YR 3% 12/01/2034#FM0037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FNMA 15YR 3% 12/01/2034#MA3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA 15YR 4.5% 12/01/2028#FM2672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FNMA 15YR 4% 02/01/2038#FS6194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FNMA 15YR 4% 06/34#FM1084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 20YR 2.5% 02/01/2041#MA4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.05 |
| FNMA 20YR 2.5% 05/01/2040#CA5686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.08 |
| FNMA 20YR 2.5% 08/01/2039#MA3761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA 20YR 2.5% 12/01/2037#BM5330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| FNMA 20YR 5% 05/01/2029#MA0082 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA 30YR 1.5% 01/01/2052#BT6590 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FNMA 30YR 1.5% 03/01/2052#MA4561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| FNMA 30YR 1.5% 06/01/2051#BR9265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| FNMA 30YR 1.5% 09/01/2051#BT0248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.04 |
| FNMA 30YR 1.5% 09/01/2051#CB1771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| FNMA 30YR 1.5% 11/01/2051#BQ6746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.03 |
| FNMA 30YR 1.5% 11/01/2051#BQ6907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FNMA 30YR 2.5% 01/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FNMA 30YR 2.5% 01/01/2051#FM5561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $283K | – | 0.07 |
| FNMA 30YR 2.5% 01/01/2052#SD4401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2052#FS0605 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2051#BR8852 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FNMA 30YR 2.5% 03/01/2052#MA4563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $636K | – | 0.16 |
| FNMA 30YR 2.5% 04/01/2047#BM3707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA 30YR 2.5% 04/01/2050#MA3990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA 30YR 2.5% 04/01/2051#CB0072 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256K | – | 0.06 |
| FNMA 30YR 2.5% 05/01/2050#FM3339 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FNMA 30YR 2.5% 05/01/2051#CB0447 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $653K | – | 0.16 |
| FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $503K | – | 0.13 |
| FNMA 30YR 2.5% 06/01/2052#MA4623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2045#CA6279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| FNMA 30YR 2.5% 07/01/2050#CA6399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| FNMA 30YR 2.5% 07/01/2051#BT1339 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $318K | – | 0.08 |
| FNMA 30YR 2.5% 07/01/2051#MA4379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| FNMA 30YR 2.5% 08/01/2050#CA6638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FNMA 30YR 2.5% 08/01/2050#MA4096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.04 |
| FNMA 30YR 2.5% 09/01/2050#MA4120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $236K | – | 0.06 |
| FNMA 30YR 2.5% 10/01/2051#BT6823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $950K | – | 0.24 |
| FNMA 30YR 2.5% 10/01/2051#FS6478 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $340K | – | 0.08 |
| FNMA 30YR 2.5% 11/49#MA3833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FNMA 30YR 2.5% 12/01/2050#MA4210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $217K | – | 0.05 |
| FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $309K | – | 0.08 |
| FNMA 30YR 2.5% 12/01/2051#CB2321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $277K | – | 0.07 |
| FNMA 30YR 2.5% 12/01/2051#CB2376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $243K | – | 0.06 |
| FNMA 30YR 2% 01/01/2051#MA4237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $274K | – | 0.07 |
| FNMA 30YR 2% 02/01/2051#CA8820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $154K | – | 0.04 |
| FNMA 30YR 2% 02/01/2051#FS2943 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA 30YR 2% 02/01/2051#MA4255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| FNMA 30YR 2% 02/01/2052#BT2014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FNMA 30YR 2% 02/01/2052#CB3066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $285K | – | 0.07 |
| FNMA 30YR 2% 03/01/2051#BR8853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.04 |
| FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $760K | – | 0.19 |
| FNMA 30YR 2% 04/01/2052#FS5636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $606K | – | 0.15 |
| FNMA 30YR 2% 07/01/2050#MA4077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FNMA 30YR 2% 07/01/2051#FS4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.08 |
| FNMA 30YR 2% 07/01/2051#FS5871 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA 30YR 2% 08/01/2050#BQ1163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 2% 08/01/2050#BQ3331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FNMA 30YR 2% 09/01/2050#FP0045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.04 |
| FNMA 30YR 2% 09/01/2051#FM8730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| FNMA 30YR 2% 10/01/2050#BQ4926 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FNMA 30YR 2% 10/01/2050#MA4158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| FNMA 30YR 2% 10/01/2051#MA4437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| FNMA 30YR 2% 11/01/2051#BQ6788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $715K | – | 0.18 |
| FNMA 30YR 2% 11/01/2051#MA4465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $597K | – | 0.15 |
| FNMA 30YR 2% 12/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| FNMA 30YR 2% 12/01/2050#CA8108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| FNMA 30YR 2% 12/01/2051#BU7817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189K | – | 0.05 |
| FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $204K | – | 0.05 |
| FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201K | – | 0.05 |
| FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $265K | – | 0.07 |
| FNMA 30YR 2% 12/01/2051#MA4492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $432K | – | 0.11 |
| FNMA 30YR 3.0% 04/01/2043#AT2016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FNMA 30YR 3.0% 08/01/2043#AU3735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FNMA 30YR 3.0% 5/43#AT2722 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2043#AQ2928 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2048#MA3238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| FNMA 30YR 3.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| FNMA 30YR 3.5% 03/01/2046#BM4621 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.04 |
| FNMA 30YR 3.5% 03/01/2046#FM2316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $241K | – | 0.06 |
| FNMA 30YR 3.5% 03/01/2048#MA3332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| FNMA 30YR 3.5% 04/01/2046#BC0791 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2049#BN9750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2049#FM5663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA 30YR 3.5% 06/01/2052#CB3899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA 30YR 3.5% 06/01/2052#CB3903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| FNMA 30YR 3.5% 06/01/2052#FS2258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152K | – | 0.04 |
| FNMA 30YR 3.5% 07/01/2047#FM8492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.04 |
| FNMA 30YR 3.5% 07/01/2049#CA3816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA 30YR 3.5% 07/01/2052#MA4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $637K | – | 0.16 |
| FNMA 30YR 3.5% 08/01/2043#FM2319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| FNMA 30YR 3.5% 08/01/2050#FM7147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA 30YR 3.5% 09/01/2044#FM6331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $336K | – | 0.08 |
| FNMA 30YR 3.5% 09/01/2047#MA3120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FNMA 30YR 3.5% 09/01/2052#BW8707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $170K | – | 0.04 |
| FNMA 30YR 3.5% 10/01/2049#FM5659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA 30YR 3.5% 11/01/2045#FM1067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| FNMA 30YR 3.5% 11/01/2048#FM3055 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.04 |
| FNMA 30YR 3.5% 11/01/2049#BO8238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $221K | – | 0.05 |
| FNMA 30YR 3.5% 12/01/2047#MA3210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.04 |
| FNMA 30YR 3% 01/01/2044#FM7604 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA 30YR 3% 01/01/2047#BE7499 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FNMA 30YR 3% 01/01/2050#BK0534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA 30YR 3% 01/01/2050#MA3905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $421K | – | 0.10 |
| FNMA 30YR 3% 01/01/2052#BV2082 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| FNMA 30YR 3% 02/01/2047#BM4896 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#FM4941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| FNMA 30YR 3% 02/01/2047#FM8484 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| FNMA 30YR 3% 02/01/2048#BJ9502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3% 02/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#BO9347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.05 |
| FNMA 30YR 3% 03/01/2050#BP2187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3% 03/01/2050#FM0076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| FNMA 30YR 3% 03/01/2053#MA4999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3% 04/01/2047#FM9305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FNMA 30YR 3% 04/01/2048#FM8096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| FNMA 30YR 3% 04/01/2048#FM9750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.04 |
| FNMA 30YR 3% 04/01/2050#BK2255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FNMA 30YR 3% 04/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FNMA 30YR 3% 04/01/2052#BV7200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FNMA 30YR 3% 05/01/2052#CB3579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $400K | – | 0.10 |
| FNMA 30YR 3% 06/01/2049#MA3685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| FNMA 30YR 3% 07/01/2046#FM8611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| FNMA 30YR 3% 07/01/2048#CA2173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3% 07/01/2050#FS4993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $277K | – | 0.07 |
| FNMA 30YR 3% 07/01/2052#MA4653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $432K | – | 0.11 |
| FNMA 30YR 3% 08/01/2045#AS5709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $572K | – | 0.14 |
| FNMA 30YR 3% 08/01/2048#BK7432 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3% 08/01/2050#MA4097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $488K | – | 0.12 |
| FNMA 30YR 3% 09/01/2043#BM3704 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA 30YR 3% 09/01/2046#FM8575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| FNMA 30YR 3% 09/01/2046#MA2737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3% 09/01/2048# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FNMA 30YR 3% 09/01/2049#CA4142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FNMA 30YR 3% 10/01/2042#AQ1820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 10/01/2044#FM1130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FNMA 30YR 3% 10/01/2046# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| FNMA 30YR 3% 10/01/2046#BD0824 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $211K | – | 0.05 |
| FNMA 30YR 3% 10/01/2049#CA4406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA 30YR 3% 10/01/2049#FM1675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| FNMA 30YR 3% 10/49#CA4421 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FNMA 30YR 3% 11/01/2042#AQ1869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#FM8703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#MA2806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA 30YR 3% 11/46#BM5900 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| FNMA 30YR 3% 12/01/2042#AQ7688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#AS8483 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3% 12/01/2049#BO5379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FNMA 30YR 3% 12/01/2049#BO5383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $370K | – | 0.09 |
| FNMA 30YR 3% 12/01/2051#FM9902 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FNMA 30YR 4.5% 01/01/2048#BJ0902 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2049#MA3593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2049#MA3616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FNMA 30YR 4.5% 06/01/2048#CA1911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FNMA 30YR 4.5% 06/01/2048#MA3385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA 30YR 4.5% 07/01/2047#FM3371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#BK7877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#FM1319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FNMA 30YR 4.5% 07/01/2049#MA3694 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FNMA 30YR 4.5% 08/01/2050#MA4118 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FNMA 30YR 4.5% 08/01/2052#FS2496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FNMA 30YR 4.5% 09/01/2041#AI9851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2048#CA2385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA 30YR 4.5% 10/01/2039#AL0939 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#MA3496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#BW1226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $430K | – | 0.11 |
| FNMA 30YR 4.5% 10/01/2052#BW8996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FNMA 30YR 4.5% 10/01/2053#QH3122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FNMA 30YR 4.5% 11/01/2048#MA3522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| FNMA 30YR 4.5% 11/01/2049#MA3851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA 30YR 4.5% 11/01/2050#BQ7835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FNMA 30YR 4.5% 11/01/2052#BW1374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FNMA 30YR 4.5% 12/01/2048#MA3564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| FNMA 30YR 4% 01/01/2041#AH4763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 01/01/2042#AJ7547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FNMA 30YR 4% 02/01/2039#AS1772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FNMA 30YR 4% 02/01/2042#AJ4894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| FNMA 30YR 4% 02/01/2044#AV5019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 02/01/2045#FM1191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA 30YR 4% 03/01/2044#AV7092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FNMA 30YR 4% 03/01/2045#FM5678 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| FNMA 30YR 4% 03/01/2049#FM3664 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA 30YR 4% 03/01/2050#FM5036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $154K | – | 0.04 |
| FNMA 30YR 4% 03/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $480K | – | 0.12 |
| FNMA 30YR 4% 04/01/2048#MA3333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4% 05/01/2041#AL0935 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 05/01/2046#BC0909 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 05/01/2052#CB4276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.06 |
| FNMA 30YR 4% 05/01/2053#CB6300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $224K | – | 0.06 |
| FNMA 30YR 4% 06/01/2048#BJ9252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#BE3774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FNMA 30YR 4% 07/01/2048#BK0920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#MA3443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4% 07/01/2049#FM7075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FNMA 30YR 4% 07/01/2052#CB4020 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 08/01/2046#BC1497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#BK4764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 08/01/2049#CA5363 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| FNMA 30YR 4% 08/01/2050#FM7461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FNMA 30YR 4% 09/01/2048#BK7608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BK9604 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FNMA 30YR 4% 09/01/2048#BM2007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA 30YR 4% 09/01/2049#FM3665 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4% 10/01/2040#190405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 10/01/2040#AE1789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 10/01/2043#AU9992 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4% 10/01/2048#CA2469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FNMA 30YR 4% 10/01/2048#MA3495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 10/01/2049#MA3804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA 30YR 4% 10/01/2052#MA4783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| FNMA 30YR 4% 11/01/2043#AL9571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA 30YR 4% 11/01/2043#AU6988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 12/01/2040#AE9160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FNMA 30YR 4% 12/01/2041#AJ8083 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA 30YR 4% 12/01/2042#BM4320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FNMA 30YR 4% 12/01/2043#AV0681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 12/01/2048#BN0594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 12/01/2048#BN3996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 12/01/2048#MA3536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5.0% 05/01/2041#AL0390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FNMA 30YR 5.5% 01/01/2049#BM5152 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA 30YR 5.5% 01/01/2049#BN3942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| FNMA 30YR 5.5% 05/01/2053#MA5010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| FNMA 30YR 5.5% 07/01/2053#BY6161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $295K | – | 0.07 |
| FNMA 30YR 5.5% 08/01/2053#MA5107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $162K | – | 0.04 |
| FNMA 30YR 5.5% 09/01/2052#BW7372 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358K | – | 0.09 |
| FNMA 30YR 5.5% 09/01/2053#FS6053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $294K | – | 0.07 |
| FNMA 30YR 5.5% 12/01/2053#DA4230 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FNMA 30YR 5% 02/01/2049#FM1922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FNMA 30YR 5% 02/01/2054#DA6615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FNMA 30YR 5% 03/01/2049#MA3617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY2022 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $173K | – | 0.04 |
| FNMA 30YR 5% 07/01/2048#MA3422 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 5% 08/48#BK4769 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 5% 09/01/2048#MA3472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#BW1201 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FNMA 30YR 5% 10/01/2048#FS0098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| FNMA 30YR 5% 11/01/2049#MA3885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 5% 11/01/2052#MA4806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $346K | – | 0.09 |
| FNMA 30YR 5% 11/01/2053#FS7252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FNMA 30YR 5% 11/01/2053#MA5189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FNMA 30YR 5% 12/01/2048#BN0341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| FNMA 30YR 5% 12/01/2048#MA3538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 5% 12/01/2049#FM2373 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 5% 12/01/2049#FM3155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.03 |
| FNMA 30YR 6.5% 05/01/2053# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $173K | – | 0.04 |
| FNMA 30YR 6.5% 05/01/2053#BY2062 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| FNMA 30YR 6.5% 06/01/2054#MA5390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.05 |
| FNMA 30YR 6.5% 09/01/2053#FS5749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FNMA 30YR 6.5% 10/01/2053#DA3338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193K | – | 0.05 |
| FNMA 30YR 6.5% 12/01/2053#MA5217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| FNMA 30YR 6% 03/01/2054#CB8159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| FNMA 30YR 6% 04/01/2054#MA5328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FNMA 30YR 6% 10/01/2053#DA1520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $187K | – | 0.05 |
| FNMA 30YR 6% 11/01/2053#BY8663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $299K | – | 0.07 |
| FNMA 4.0% 06/41#AZ7903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.00% 10/40 #890267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 2/41 #AE0949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 8/39 #AC1578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.02 |
| FORD MOTOR CO 3.25% 02/12/2032 | Long | Debt | US | $74K | – | 0.02 |
| FORD MOTOR CO 5.291% 12/08/2046 | Long | Debt | US | $52K | – | 0.01 |
| FORD MOTOR CO 6.1% 08/19/2032 | Long | Debt | US | $130K | – | 0.03 |
| FORD MOTOR CO 9.625% 04/22/2030 | Long | Debt | US | $127K | – | 0.03 |
| FORD MTR CR CO LLC 6.798% 11/07/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $207K | – | 0.05 |
| FORD MTR CR CO LLC 6.8% 05/12/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $149K | – | 0.04 |
| FOX CORP 4.709% 01/25/2029 (FOX CORPORATION) | Long | Debt | US | $274K | – | 0.07 |
| FREDDIE MAC 0.375% 07/21/2025 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $152K | – | 0.04 |
| FREDDIE MAC 0.375% 09/23/2025 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $88K | – | 0.02 |
| FREDDIE MAC 1.5% 02/12/2025 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $117K | – | 0.03 |
| FREDDIE MAC 6.25% 07/15/2032 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $145K | – | 0.04 |
| FREDDIE MAC POOL 30YR 3% 03/50#QA8169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| FREEPORT-MCMORAN INC 5.45% 03/15/2043 | Long | Debt | US | $80K | – | 0.02 |
| GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053 | Long | Debt | US | $34K | – | 0.01 |
| GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054 | Long | Debt | US | $33K | – | 0.01 |
| GATX CORP 6.9% 05/01/2034 | Long | Debt | US | $65K | – | 0.02 |
| GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032 | Long | Debt | US | $103K | – | 0.03 |
| GENERAL ELECTRIC CO 5.875% 01/14/2038 | Long | Debt | US | $78K | – | 0.02 |
| GENERAL ELECTRIC CO 6.75% 03/15/2032 | Long | Debt | US | $44K | – | 0.01 |
| GENERAL MILLS INC 2.875% 04/15/2030 | Long | Debt | US | $12K | – | 0.00 |
| GENERAL MILLS INC 3% 02/01/2051 | Long | Debt | US | $32K | – | 0.01 |
| GENERAL MILLS INC 4.2% 04/17/2028 | Long | Debt | US | $58K | – | 0.01 |
| GENERAL MILLS INC 4.95% 03/29/2033 | Long | Debt | US | $19K | – | 0.00 |
| GENERAL MOTORS CO 5.2% 04/01/2045 | Long | Debt | US | $106K | – | 0.03 |
| GENERAL MOTORS CO 5.6% 10/15/2032 | Long | Debt | US | $50K | – | 0.01 |
| GENERAL MOTORS CO 5.95% 04/01/2049 | Long | Debt | US | $77K | – | 0.02 |
| GENERAL MOTORS CO 5% 04/01/2035 | Long | Debt | US | $28K | – | 0.01 |
| GENERAL MTRS FINL CO INC 1.25% 01/08/2026 | Long | Debt | US | $519K | – | 0.13 |
| GENERAL MTRS FINL CO INC 2.4% 04/10/2028 | Long | Debt | US | $71K | – | 0.02 |
| GENERAL MTRS FINL CO INC 2.7% 08/20/2027 | Long | Debt | US | $133K | – | 0.03 |
| GENERAL MTRS FINL CO INC 5.65% 01/17/2029 | Long | Debt | US | $80K | – | 0.02 |
| GENERAL MTRS FINL CO INC 5.85% 04/06/2030 | Long | Debt | US | $71K | – | 0.02 |
| GILEAD SCIENCES INC 2.6% 10/01/2040 | Long | Debt | US | $103K | – | 0.03 |
| GILEAD SCIENCES INC 2.8% 10/01/2050 | Long | Debt | US | $69K | – | 0.02 |
| GILEAD SCIENCES INC 3.65% 03/01/2026 | Long | Debt | US | $170K | – | 0.04 |
| GILEAD SCIENCES INC 4.8% 04/01/2044 | Long | Debt | US | $47K | – | 0.01 |
| GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038 | Long | Debt | US | $91K | – | 0.02 |
| GLOBAL PAYMENTS INC 1.2% 03/01/2026 | Long | Debt | US | $113K | – | 0.03 |
| GLOBAL PAYMENTS INC 4.15% 08/15/2049 | Long | Debt | US | $38K | – | 0.01 |
| GLOBAL PAYMENTS INC 5.4% 08/15/2032 | Long | Debt | US | $20K | – | 0.00 |
| GLOBAL PAYMENTS INC 5.95% 08/15/2052 | Long | Debt | US | $10K | – | 0.00 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 0.35% 10/16/2025 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| GNII II 1.5% 05/20/2051#MA7365 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNII II 2.5% 01/20/2051#MA7136 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| GNII II 2.5% 02/20/2051#MA7193 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| GNII II 2.5% 02/20/2052#MA7881 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $262K | – | 0.07 |
| GNII II 2.5% 03/20/2050#MA6540 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| GNII II 2.5% 03/20/2051#MA7255 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| GNII II 2.5% 04/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| GNII II 2.5% 05/20/2050#MA6655 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| GNII II 2.5% 05/20/2051#MA7367 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $416K | – | 0.10 |
| GNII II 2.5% 05/20/2052#MA8042 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $166K | – | 0.04 |
| GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| GNII II 2.5% 08/20/2050#MA6819 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| GNII II 2.5% 08/20/2051#MA7534 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $350K | – | 0.09 |
| GNII II 2.5% 09/20/2050#MA6865 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $352K | – | 0.09 |
| GNII II 2.5% 09/20/2051#MA7589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| GNII II 2.5% 10/20/2050#MA6931 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $346K | – | 0.09 |
| GNII II 2.5% 11/20/2050#MA6995 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $154K | – | 0.04 |
| GNII II 2.5% 12/20/2049#MA6337 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| GNII II 2.5% 12/20/2050#MA7052 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $138K | – | 0.03 |
| GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| GNII II 2% 01/20/2052#MA7826 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $441K | – | 0.11 |
| GNII II 2% 03/20/2051#MA7254 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $773K | – | 0.19 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $432K | – | 0.11 |
| GNII II 2% 05/20/2052#MA8041 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $200K | – | 0.05 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| GNII II 2% 06/20/2051#MA7417 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $280K | – | 0.07 |
| GNII II 2% 07/20/2051#MA7471 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNII II 2% 11/20/2051#MA7704 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $463K | – | 0.12 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| GNII II 2% 12/20/2051#MA7766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| GNII II 3.0% 01/20/2043#MA0698 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 3.0% 03/20/2043#MA0851 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 3.0% 07/20/2042#MA0219 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.0% 08/20/2043#MA1223 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 3.5% 01/20/2050#MA6410 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $212K | – | 0.05 |
| GNII II 3.5% 01/48#MA4962 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| GNII II 3.5% 02/20/2046#MA3454 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| GNII II 3.5% 02/20/2051#MA7195 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $201K | – | 0.05 |
| GNII II 3.5% 02/49#MA5762 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| GNII II 3.5% 03/20/2048#MA5077 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| GNII II 3.5% 03/20/2049#MA5816 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| GNII II 3.5% 03/20/2050#MA6542 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| GNII II 3.5% 03/20/2051#MA7257 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $204K | – | 0.05 |
| GNII II 3.5% 04/20/2046#MA3597 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| GNII II 3.5% 04/20/2049#MA5875 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 3.5% 05/20/2051#MA7369 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNII II 3.5% 05/20/2054#MA9664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| GNII II 3.5% 05/46#MA3663 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| GNII II 3.5% 05/52#MA8044 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| GNII II 3.5% 07/20/2049#MA6039 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 3.5% 08/20/2049#MA6090 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 3.5% 09/20/2049#MA6154 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 3.5% 10/20/2048#MA5527 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 3.5% 12/20/2049#MA6339 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GNII II 3% 01/20/2050#MA6409 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| GNII II 3% 02/051#MA7194 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $178K | – | 0.04 |
| GNII II 3% 02/20/2046#MA3453 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| GNII II 3% 02/20/2050#MA6474 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| GNII II 3% 03/20/2048#MA5076 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNII II 3% 03/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $259K | – | 0.06 |
| GNII II 3% 04/20/2048#MA5135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GNII II 3% 04/20/2050#MA6599 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $155K | – | 0.04 |
| GNII II 3% 04/20/2051#MA7313 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNII II 3% 04/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| GNII II 3% 05/20/2052#MA8043 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $384K | – | 0.10 |
| GNII II 3% 06/20/2050#MA6710 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| GNII II 3% 06/20/2052#MA8098 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $362K | – | 0.09 |
| GNII II 3% 07/20/2046#MA3802 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GNII II 3% 07/20/2049#MA6038 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| GNII II 3% 07/46#MA3873 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| GNII II 3% 07/50#MA6766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GNII II 3% 08/20/2050#MA6820 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| GNII II 3% 08/20/2051#MA7535 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| GNII II 3% 10/20/2050#MA6932 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $233K | – | 0.06 |
| GNII II 3% 11/20/2047#MA4836 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 3% 11/20/2049#MA6283 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GNII II 3% 11/20/2051#MA7706 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| GNII II 3% 11/20/2053#MA9300 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| GNII II 3% 12/20/2047#MA4899 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| GNII II 3% 12/20/2049#MA6338 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| GNII II 4.5% 01/20/2049#MA5711 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNII II 4.5% 02/20/2049#MA5764 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 4.5% 02/20/2050#MA6477 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| GNII II 4.5% 04/20/2049#MA5877 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 4.5% 04/20/2050#MA6602 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| GNII II 4.5% 04/20/2051#MA7316 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| GNII II 4.5% 05/20/2049#MA5932 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNII II 4.5% 05/20/2054#MA9666 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $165K | – | 0.04 |
| GNII II 4.5% 07/20/2053#MA9015 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNII II 4.5% 08/20/2048#MA5399 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| GNII II 4.5% 09/20/2049#MA6156 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 4.5% 10/20/2053#MA9239 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| GNII II 4.5% 11/20/2048#MA5596 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 4.5% 12/20/2049#MA6341 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 4.5% 12/20/2050#MA7056 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| GNII II 4.5% 12/20/2053#MA9360 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| GNII II 4% 01/20/2049#MA5710 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNII II 4% 02/20/2050#MA6476 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| GNII II 4% 03/20/2050#MA6543 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $176K | – | 0.04 |
| GNII II 4% 04/20/2047#MA4383 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 4% 04/20/2050#MA6601 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| GNII II 4% 04/49#MA5876 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 4% 05/20/2048#MA5192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| GNII II 4% 05/20/2050#MA6658 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| GNII II 4% 06/20/2048#MA5264 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 4% 06/20/2051#MA7421 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| GNII II 4% 08/20/2048#MA5398 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| GNII II 4% 10/20/2048#MA5528 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| GNII II 4% 10/20/2049#MA6220 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GNII II 4% 11/20/2049#MA6285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| GNII II 4% 12/20/2049#MA6340 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| GNII II 4% 12/20/2050#MA7055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| GNII II 4% 12/47#MA4901 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $446K | – | 0.11 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-446K | – | -0.11 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $446K | – | 0.11 |
| GNII II 5.5% 09/20/2053#MA9171 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| GNII II 5.5% 10/20/2053#MA9241 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| GNII II 5.5% 12/20/2048#MA5654 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 5% 03/20/2049#MA5819 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 5% 03/20/2050#MA6545 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 5% 05/20/2054#MA9667 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| GNII II 5% 06/20/2048#MA5266 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNII II 5% 07/20/2048#MA5332 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 5% 07/20/2053#MA9016 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $189K | – | 0.05 |
| GNII II 5% 08/20/2053#MA9105 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| GNII II 5% 09/20/2053#MA9170 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| GNII II 5% 10/20/2048#MA5530 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 5% 11/20/2049#MA6287 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GNII II 5% 11/20/2053#MA9304 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| GNII II 5% 12/20/2047#MA4903 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $609K | – | 0.15 |
| GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-609K | – | -0.15 |
| GNII II 6.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $608K | – | 0.15 |
| GNII II 6.5% 07/20/2053#MA9019 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $170K | – | 0.04 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-1M | – | -0.35 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $829K | – | 0.21 |
| GNMA II 2.5% 07/20/2052#MA8147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| GNMA II 3.5% 07/20/2052#MA8149 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $320K | – | 0.08 |
| GNMA II 3.5% 10/20/2052#MA8345 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $252K | – | 0.06 |
| GNMA II 3.5% 11/20/2052#MA8425 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.04 |
| GNMA II 3.5% 12/20/2052#MA8487 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $176K | – | 0.04 |
| GNMA II 3% 07/20/2052#MA8148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $230K | – | 0.06 |
| GNMA II 3% 09/20/2052#MA8265 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| GNMA II 3% 10/20/2042#783692 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| GNMA II 4.5% 02/20/2053#MA8646 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| GNMA II 4.5% 07/20/2052#MA8151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $169K | – | 0.04 |
| GNMA II 4.5% 08/20/2052#MA8201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| GNMA II 4.5% 10/20/2052#MA8347 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $348K | – | 0.09 |
| GNMA II 4% 01/20/2053#MA8567 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $170K | – | 0.04 |
| GNMA II 4% 03/20/2047#784299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GNMA II 4% 06/20/2053#MA8945 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| GNMA II 4% 07/20/2052#MA8150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166K | – | 0.04 |
| GNMA II 4% 08/20/2052#MA8200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.04 |
| GNMA II 4% 10/20/2052#MA8346 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $345K | – | 0.09 |
| GNMA II 4% 12/20/2052#MA8488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| GNMA II 5.5% 01/20/2053#MA8570 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| GNMA II 5.5% 02/20/2053#MA8648 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| GNMA II 5.5% 04/20/2053#MA8801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| GNMA II 5.5% 05/20/2053#MA8879 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| GNMA II 5.5% 06/20/2053#MA8948 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $237K | – | 0.06 |
| GNMA II 5.5% 12/20/2052#MA8491 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $266K | – | 0.07 |
| GNMA II 5% 04/20/2053#MA8800 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $277K | – | 0.07 |
| GNMA II 5% 09/20/2052#MA8269 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $262K | – | 0.06 |
| GNMA II 5% 10/20/2052#MA8348 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $271K | – | 0.07 |
| GNMA II 5% 12/20/2052#MA8490 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| GNMA II 6.5% 12/20/2052#MA8493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| GNMA II 6% 04/20/2053#MA8802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| GNMA II 6% 12/20/2052#MA8492 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $330K | – | 0.08 |
| GOLDMAN SACHS GROUP INC (THE) 0.855%/VAR 02/12/2026 | Long | Debt | US | $222K | – | 0.06 |
| GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026 | Long | Debt | US | $93K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 | Long | Debt | US | $82K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032 | Long | Debt | US | $54K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 3.436/VAR 02/24/2043 | Long | Debt | US | $102K | – | 0.03 |
| GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038 | Long | Debt | US | $132K | – | 0.03 |
| GOLDMAN SACHS GROUP INC (THE) 4.411/VAR 04/23/2039 | Long | Debt | US | $159K | – | 0.04 |
| GOLDMAN SACHS GROUP INC (THE) 6.25% 02/01/2041 | Long | Debt | US | $80K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 | Long | Debt | US | $195K | – | 0.05 |
| GOLDMAN SACHS GROUP INC (THE) SOFR 1.948%/VAR 10/21/2027 | Long | Debt | US | $239K | – | 0.06 |
| GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) | Long | Debt | US | $248K | – | 0.06 |
| GRUPO TELEVISA SAB DE CV 6.625% 01/15/2040 | Long | Debt | MX | $60K | – | 0.01 |
| GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053 | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027 | Long | Debt | US | $238K | – | 0.06 |
| HALLIBURTON CO 2.92% 03/01/2030 | Long | Debt | US | $71K | – | 0.02 |
| HALLIBURTON CO 5% 11/15/2045 | Long | Debt | US | $88K | – | 0.02 |
| HALLIBURTON CO 6.7% 09/15/2038 | Long | Debt | US | $11K | – | 0.00 |
| HARTFORD FINL SVCS GROUP INC 2.8% 08/19/2029 | Long | Debt | US | $120K | – | 0.03 |
| HARTFORD FINL SVCS GROUP INC 3.6% 08/19/2049 | Long | Debt | US | $15K | – | 0.00 |
| HASBRO INC 3.9% 11/19/2029 | Long | Debt | US | $69K | – | 0.02 |
| HCA INC 3.625% 03/15/2032 | Long | Debt | US | $87K | – | 0.02 |
| HCA INC 4.125% 06/15/2029 | Long | Debt | US | $272K | – | 0.07 |
| HCA INC 4.375% 03/15/2042 | Long | Debt | US | $41K | – | 0.01 |
| HCA INC 5.5% 06/15/2047 | Long | Debt | US | $46K | – | 0.01 |
| HCA INC 6% 04/01/2054 | Long | Debt | US | $98K | – | 0.02 |
| HEALTHPEAK OP LLC 2.875% 01/15/2031 | Long | Debt | US | $180K | – | 0.04 |
| HOME DEPOT INC 2.375% 03/15/2051 | Long | Debt | US | $64K | – | 0.02 |
| HOME DEPOT INC 2.95% 06/15/2029 | Long | Debt | US | $255K | – | 0.06 |
| HOME DEPOT INC 3.3% 04/15/2040 | Long | Debt | US | $155K | – | 0.04 |
| HOME DEPOT INC 4.2% 04/01/2043 | Long | Debt | US | $42K | – | 0.01 |
| HOME DEPOT INC 4.5% 09/15/2032 | Long | Debt | US | $48K | – | 0.01 |
| HOME DEPOT INC 4.5% 12/06/2048 | Long | Debt | US | $60K | – | 0.01 |
| HOME DEPOT INC 4.95% 09/30/2026 | Long | Debt | US | $210K | – | 0.05 |
| HOME DEPOT INC 5.875% 12/16/2036 | Long | Debt | US | $42K | – | 0.01 |
| HOWMET AEROSPACE INC 5.95% 02/01/2037 | Long | Debt | US | $20K | – | 0.01 |
| HP INC 6% 09/15/2041 | Long | Debt | US | $174K | – | 0.04 |
| HSBC HOLDINGS 4.041%/VAR 3/13/28 (HSBC HOLDINGS PLC) | Long | Debt | GB | $203K | – | 0.05 |
| HSBC HOLDINGS PLC 2.804/VAR 05/24/2032 | Long | Debt | GB | $285K | – | 0.07 |
| HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026 | Long | Debt | GB | $834K | – | 0.21 |
| HSBC HOLDINGS PLC 4.755/VAR 06/09/2028 | Long | Debt | GB | $196K | – | 0.05 |
| HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028 | Long | Debt | GB | $201K | – | 0.05 |
| HSBC HOLDINGS PLC 6.1% 01/14/2042 | Long | Debt | GB | $32K | – | 0.01 |
| HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029 | Long | Debt | GB | $204K | – | 0.05 |
| HSBC HOLDINGS PLC 6.5% 05/02/2036 | Long | Debt | GB | $124K | – | 0.03 |
| HSBC HOLDINGS PLC 6.8% 06/01/2038 | Long | Debt | GB | $107K | – | 0.03 |
| HSBC HOLDINGS PLC 7.625% 05/17/2032 | Long | Debt | GB | $120K | – | 0.03 |
| HUBBELL INC 3.35% 03/01/2026 | Long | Debt | US | $58K | – | 0.01 |
| HUMANA INC 1.35% 02/03/2027 | Long | Debt | US | $45K | – | 0.01 |
| HUMANA INC 3.125% 08/15/2029 | Long | Debt | US | $45K | – | 0.01 |
| HUMANA INC 4.875% 04/01/2030 | Long | Debt | US | $111K | – | 0.03 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $109K | – | 0.03 |
| HUMANA INC 5.5% 03/15/2053 | Long | Debt | US | $28K | – | 0.01 |
| HUNGARY REPUBLIC OF 7.625% 03/29/2041 | Long | Debt | HU | $34K | – | 0.01 |
| HUNTINGTON BANCSHARES INC/OH 2.55% 02/04/2030 | Long | Debt | US | $55K | – | 0.01 |
| HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028 | Long | Debt | US | $29K | – | 0.01 |
| HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035 | Long | Debt | US | $20K | – | 0.00 |
| HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029 | Long | Debt | US | $31K | – | 0.01 |
| HUNTSMAN INTL LLC 4.5% 05/01/2029 | Long | Debt | US | $28K | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026 | Long | ABS-collateralized bond/debt obligation | US | $81K | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| IBM CORPORATION 2.85% 05/15/2040 | Long | Debt | US | $96K | – | 0.02 |
| IBM CORPORATION 2.95% 05/15/2050 | Long | Debt | US | $63K | – | 0.02 |
| IBM CORPORATION 3.45% 02/19/2026 | Long | Debt | US | $161K | – | 0.04 |
| IBM CORPORATION 4.15% 05/15/2039 | Long | Debt | US | $86K | – | 0.02 |
| IBM CORPORATION 4.5% 02/06/2026 | Long | Debt | US | $208K | – | 0.05 |
| IBM CORPORATION 5.6% 11/30/2039 | Long | Debt | US | $112K | – | 0.03 |
| ILLINOIS TOOL WORKS INC 2.65% 11/15/2026 | Long | Debt | US | $47K | – | 0.01 |
| INDONESIA REPUBLIC OF 1.85% 03/12/2031 | Long | Debt | ID | $363K | – | 0.09 |
| INDONESIA REPUBLIC OF 2.85% 02/14/2030 | Long | Debt | ID | $352K | – | 0.09 |
| INDONESIA REPUBLIC OF 3.35% 03/12/2071 | Long | Debt | ID | $32K | – | 0.01 |
| ING GROEP NV 3.95% 03/29/2027 | Long | Debt | NL | $251K | – | 0.06 |
| ING GROEP NV 4.017%/VAR 03/28/2028 | Long | Debt | NL | $337K | – | 0.08 |
| INGERSOLL RAND GLB HLDG CO LTD 4.3% 02/21/2048 (INGERSOLL-RAND GLOBAL HLDG CO LTD) | Long | Debt | US | $51K | – | 0.01 |
| INGERSOLL RAND INC 5.7% 08/14/2033 | Long | Debt | US | $31K | – | 0.01 |
| INTEL CORP 2.45% 11/15/2029 | Long | Debt | US | $44K | – | 0.01 |
| INTEL CORP 3.7% 07/29/2025 | Long | Debt | US | $137K | – | 0.03 |
| INTEL CORP 4.6% 03/25/2040 | Long | Debt | US | $90K | – | 0.02 |
| INTEL CORP 4.75% 03/25/2050 | Long | Debt | US | $129K | – | 0.03 |
| INTEL CORP 4.875% 02/10/2028 | Long | Debt | US | $50K | – | 0.01 |
| INTEL CORP 4.9% 08/05/2052 | Long | Debt | US | $44K | – | 0.01 |
| INTEL CORP 4% 08/05/2029 | Long | Debt | US | $200K | – | 0.05 |
| INTEL CORP 5.05% 08/05/2062 | Long | Debt | US | $18K | – | 0.00 |
| INTEL CORP 5.2% 02/10/2033 | Long | Debt | US | $69K | – | 0.02 |
| INTEL CORP 5.7% 02/10/2053 | Long | Debt | US | $68K | – | 0.02 |
| INTEL CORP 5.9% 02/10/2063 | Long | Debt | US | $70K | – | 0.02 |
| INTER AMERICAN DEV BANK 0.625% 07/15/2025 | Long | Debt | US | $119K | – | 0.03 |
| INTER AMERICAN DEV BANK 1.75% 03/14/2025 | Long | Debt | US | $64K | – | 0.02 |
| INTER AMERICAN DEV BANK 2.25% 06/18/2029 | Long | Debt | US | $27K | – | 0.01 |
| INTER AMERICAN DEV BANK 3.125% 09/18/2028 | Long | Debt | US | $404K | – | 0.10 |
| INTER AMERICAN DEV BANK 3.2% 08/07/2042 | Long | Debt | US | $97K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032 | Long | Debt | US | $108K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040 | Long | Debt | US | $156K | – | 0.04 |
| INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028 | Long | Debt | US | $19K | – | 0.00 |
| INTERNATIONAL BK RECON and DEVEL 0.375% 07/28/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $123K | – | 0.03 |
| INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $136K | – | 0.03 |
| INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $55K | – | 0.01 |
| INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $54K | – | 0.01 |
| INTERNATIONAL BK RECON and DEVEL 1.25% 02/10/2031 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $81K | – | 0.02 |
| INTERNATIONAL BK RECON and DEVEL 1.5% 08/28/2024 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $50K | – | 0.01 |
| INTERNATIONAL BK RECON and DEVEL 1.625% 01/15/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $62K | – | 0.02 |
| INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $186K | – | 0.05 |
| INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $263K | – | 0.07 |
| INTERNATIONAL BK RECON and DEVEL 4% 01/10/2031 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $68K | – | 0.02 |
| INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $339K | – | 0.08 |
| INTERNATIONAL FLAVS and FRAG INC 4.45% 09/26/2028 (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $86K | – | 0.02 |
| INTERNATIONAL PAPER CO 4.35% 08/15/2048 | Long | Debt | US | $24K | – | 0.01 |
| INTERNATIONAL PAPER CO 7.3% 11/15/2039 | Long | Debt | US | $56K | – | 0.01 |
| INTL FIN CORP 0.75% 08/27/2030 (INTL FINANCE CORP) | Long | Debt | US | $32K | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 | Long | Debt | US | $46K | – | 0.01 |
| ISRAEL STATE OF 3.25% 01/17/2028 (ISRAEL, STATE OF) | Long | Debt | IL | $340K | – | 0.08 |
| ISRAEL STATE OF 3.375% 01/15/2050 (ISRAEL, STATE OF) | Long | Debt | IL | $63K | – | 0.02 |
| ISRAEL STATE OF 5.375% 03/12/2029 (ISRAEL, STATE OF) | Long | Debt | IL | $294K | – | 0.07 |
| ITALY REPUBLIC OF 2.875% 10/17/2029 | Long | Debt | IT | $338K | – | 0.08 |
| ITC HLDGS CORP 3.25% 06/30/2026 | Long | Debt | US | $48K | – | 0.01 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $49K | – | 0.01 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $20K | – | 0.00 |
| JAPAN BANK INTL COOPERATION 1.25% 01/21/2031 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $210K | – | 0.05 |
| JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030 | Long | Debt | US | $74K | – | 0.02 |
| JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027 | Long | Debt | US | $49K | – | 0.01 |
| JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028 | Long | Debt | US | $30K | – | 0.01 |
| JM SMUCKER CO/THE 4.25% 03/15/2035 | Long | Debt | US | $44K | – | 0.01 |
| JM SMUCKER CO/THE 6.5% 11/15/2043 | Long | Debt | US | $53K | – | 0.01 |
| JM SMUCKER CO/THE 6.5% 11/15/2053 | Long | Debt | US | $11K | – | 0.00 |
| JOHNSON and JOHNSON 0.55% 09/01/2025 | Long | Debt | US | $57K | – | 0.01 |
| JOHNSON and JOHNSON 2.1% 09/01/2040 | Long | Debt | US | $40K | – | 0.01 |
| JOHNSON and JOHNSON 2.45% 09/01/2060 | Long | Debt | US | $33K | – | 0.01 |
| JOHNSON and JOHNSON 3.5% 01/15/2048 | Long | Debt | US | $110K | – | 0.03 |
| JOHNSON and JOHNSON 4.9% 06/01/2031 | Long | Debt | US | $50K | – | 0.01 |
| JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030 | Long | Debt | IE | $25K | – | 0.01 |
| JOHNSON CTLS INTL PLC 5.125% 09/14/2045 (JOHNSON CONTROLS INTERNATIONAL PLC) | Long | Debt | IE | $46K | – | 0.01 |
| JPMBB 2014-C24 A5 3.6385% 11/47 (JPMBB COML MTG SECS TR 2014-C24) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053 | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| JPMORGAN CHASE and CO 0.969%/VAR 06/23/2025 | Long | Debt | US | $179K | – | 0.04 |
| JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 | Long | Debt | US | $133K | – | 0.03 |
| JPMORGAN CHASE and CO 2.083/VAR 04/22/2026 | Long | Debt | US | $1M | – | 0.27 |
| JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041 | Long | Debt | US | $75K | – | 0.02 |
| JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032 | Long | Debt | US | $149K | – | 0.04 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $44K | – | 0.01 |
| JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052 | Long | Debt | US | $57K | – | 0.01 |
| JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030 | Long | Debt | US | $37K | – | 0.01 |
| JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029 | Long | Debt | US | $29K | – | 0.01 |
| JPMORGAN CHASE and CO 4.323/VAR 04/26/2028 | Long | Debt | US | $165K | – | 0.04 |
| JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029 | Long | Debt | US | $179K | – | 0.04 |
| JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 | Long | Debt | US | $192K | – | 0.05 |
| JPMORGAN CHASE and CO 4.565%/VAR 06/14/2030 | Long | Debt | US | $300K | – | 0.07 |
| JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | Long | Debt | US | $161K | – | 0.04 |
| JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 | Long | Debt | US | $121K | – | 0.03 |
| JPMORGAN CHASE and CO 4.95% 06/01/2045 | Long | Debt | US | $86K | – | 0.02 |
| JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034 | Long | Debt | US | $218K | – | 0.05 |
| JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035 | Long | Debt | US | $112K | – | 0.03 |
| JPMORGAN CHASE and CO 6.4% 05/15/2038 | Long | Debt | US | $95K | – | 0.02 |
| JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027 | Long | Debt | US | $156K | – | 0.04 |
| KELLANOVA 4.3% 05/15/2028 | Long | Debt | US | $49K | – | 0.01 |
| KELLANOVA 7.45% 04/01/2031 | Long | Debt | US | $45K | – | 0.01 |
| KENVUE INC 4.9% 03/22/2033 | Long | Debt | US | $31K | – | 0.01 |
| KENVUE INC 5.05% 03/22/2028 | Long | Debt | US | $32K | – | 0.01 |
| KENVUE INC 5.05% 03/22/2053 | Long | Debt | US | $49K | – | 0.01 |
| KENVUE INC 5.2% 03/22/2063 | Long | Debt | US | $9K | – | 0.00 |
| KEURIG DR PEPPER INC 3.8% 05/01/2050 | Long | Debt | US | $67K | – | 0.02 |
| KEURIG DR PEPPER INC 4.597% 05/25/2028 | Long | Debt | US | $108K | – | 0.03 |
| KEURIG DR PEPPER INC 5.085% 05/25/2048 | Long | Debt | US | $18K | – | 0.00 |
| KEYCORP 2.55% 10/01/2029 | Long | Debt | US | $34K | – | 0.01 |
| KEYCORP 4.1% 04/30/2028 | Long | Debt | US | $52K | – | 0.01 |
| KEYCORP 4.789%/VAR 06/01/2033 | Long | Debt | US | $46K | – | 0.01 |
| KILROY REALTY LP 3.05% 02/15/2030 | Long | Debt | US | $42K | – | 0.01 |
| KILROY REALTY LP 6.25% 01/15/2036 | Long | Debt | US | $10K | – | 0.00 |
| KIMBERLY-CLARK CORP 1.05% 09/15/2027 | Long | Debt | US | $47K | – | 0.01 |
| KIMBERLY-CLARK CORP 2.875% 02/07/2050 | Long | Debt | US | $37K | – | 0.01 |
| KIMBERLY-CLARK CORP 3.1% 03/26/2030 | Long | Debt | US | $6K | – | 0.00 |
| KIMCO REALTY OP LLC 1.9% 03/01/2028 | Long | Debt | US | $98K | – | 0.02 |
| KIMCO REALTY OP LLC 2.8% 10/01/2026 | Long | Debt | US | $142K | – | 0.04 |
| KIMCO REALTY OP LLC 4.6% 02/01/2033 | Long | Debt | US | $9K | – | 0.00 |
| KINDER MORGAN INC DEL 5.2% 06/01/2033 | Long | Debt | US | $29K | – | 0.01 |
| KLA CORP 4.65% 07/15/2032 | Long | Debt | US | $203K | – | 0.05 |
| KOREA REPUBLIC OF 2.75% 01/19/2027 | Long | Debt | KR | $190K | – | 0.05 |
| KRAFT HEINZ FOODS CO 3.75% 04/01/2030 | Long | Debt | US | $37K | – | 0.01 |
| KRAFT HEINZ FOODS CO 5.5% 06/01/2050 | Long | Debt | US | $187K | – | 0.05 |
| KREDITANSTALT FUR WIEDER(UNGTD 0% 04/18/2036 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $71K | – | 0.02 |
| KREDITANSTALT FUR WIEDER(UNGTD 3.75% 02/15/2028 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $495K | – | 0.12 |
| KREDITANSTALT FUR WIEDER(UNGTD 4.125% 07/15/2033 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $48K | – | 0.01 |
| KROGER CO 1.7% 01/15/2031 | Long | Debt | US | $80K | – | 0.02 |
| KROGER CO 4.65% 01/15/2048 | Long | Debt | US | $26K | – | 0.01 |
| KROGER CO 5% 04/15/2042 | Long | Debt | US | $46K | – | 0.01 |
| LABORATORY CORP OF AMER HLDGS 2.95% 12/01/2029 (LABORATORY CORP OF AMERICA HOLDINGS) | Long | Debt | US | $36K | – | 0.01 |
| LAM RESEARCH CORP 2.875% 06/15/2050 | Long | Debt | US | $33K | – | 0.01 |
| LANDWIRTSCHAFTLICHE RENTENBANK 2.5% 11/15/2027 | Long | Debt | DE | $214K | – | 0.05 |
| LAUDER ESTEE COS INC 1.95% 03/15/2031 | Long | Debt | US | $61K | – | 0.02 |
| LAUDER ESTEE COS INC 5.15% 05/15/2053 | Long | Debt | US | $9K | – | 0.00 |
| LAUDER ESTEE COS INC 6% 05/15/2037 | Long | Debt | US | $42K | – | 0.01 |
| LEAR CORP 2.6% 01/15/2032 | Long | Debt | US | $24K | – | 0.01 |
| LEAR CORP 3.5% 05/30/2030 | Long | Debt | US | $45K | – | 0.01 |
| LEGG MASON INC 5.625% 01/15/2044 | Long | Debt | US | $10K | – | 0.00 |
| LINCOLN NATIONAL CORP IND 3.8% 03/01/2028 | Long | Debt | US | $72K | – | 0.02 |
| LINCOLN NATIONAL CORP IND 4.375% 06/15/2050 | Long | Debt | US | $60K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.45% 05/08/2025 | Long | Debt | GB | $198K | – | 0.05 |
| LLOYDS BANKING GROUP PLC 4.65% 03/24/2026 | Long | Debt | GB | $217K | – | 0.05 |
| LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030 | Long | Debt | GB | $201K | – | 0.05 |
| LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029 | Long | Debt | GB | $202K | – | 0.05 |
| LOWES COS INC 1.7% 10/15/2030 | Long | Debt | US | $81K | – | 0.02 |
| LOWES COS INC 2.625% 04/01/2031 | Long | Debt | US | $42K | – | 0.01 |
| LOWES COS INC 2.8% 09/15/2041 | Long | Debt | US | $62K | – | 0.02 |
| LOWES COS INC 3.1% 05/03/2027 | Long | Debt | US | $32K | – | 0.01 |
| LOWES COS INC 3% 10/15/2050 | Long | Debt | US | $37K | – | 0.01 |
| LOWES COS INC 4.05% 05/03/2047 | Long | Debt | US | $48K | – | 0.01 |
| LOWES COS INC 4.45% 04/01/2062 | Long | Debt | US | $39K | – | 0.01 |
| LOWES COS INC 4.5% 04/15/2030 | Long | Debt | US | $48K | – | 0.01 |
| LOWES COS INC 5.125% 04/15/2050 | Long | Debt | US | $18K | – | 0.00 |
| LOWES COS INC 5.75% 07/01/2053 | Long | Debt | US | $20K | – | 0.00 |
| LOWES COS INC 5.8% 09/15/2062 | Long | Debt | US | $19K | – | 0.00 |
| LOWES COS INC 5.85% 04/01/2063 | Long | Debt | US | $10K | – | 0.00 |
| LOWES COS INC 5% 04/15/2033 | Long | Debt | US | $74K | – | 0.02 |
| LPL HOLDINGS INC 6.75% 11/17/2028 | Long | Debt | US | $21K | – | 0.01 |
| LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027 | Long | Debt | NL | $86K | – | 0.02 |
| LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040 | Long | Debt | US | $37K | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051 | Long | Debt | US | $35K | – | 0.01 |
| LYB INTL FIN BV 4.875% 03/15/2044 (LYB INTERNATIONAL FINANCE BV) | Long | Debt | NL | $17K | – | 0.00 |
| LYB INTL FIN BV 5.25% 07/15/2043 (LYB INTERNATIONAL FINANCE BV) | Long | Debt | NL | $46K | – | 0.01 |
| M and T BANK CORP SOFR 5.053%/VAR 01/27/2034 | Long | Debt | US | $60K | – | 0.01 |
| MANULIFE FINANCIAL CORP 5.375% 03/04/2046 | Long | Debt | CA | $29K | – | 0.01 |
| MARATHON PETROLEUM CORP 4.75% 09/15/2044 | Long | Debt | US | $76K | – | 0.02 |
| MARRIOTT INTERNATIONAL INC/MD 2.85% 04/15/2031 | Long | Debt | US | $51K | – | 0.01 |
| MARRIOTT INTERNATIONAL INC/MD 3.5% 10/15/2032 | Long | Debt | US | $69K | – | 0.02 |
| MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029 | Long | Debt | US | $29K | – | 0.01 |
| MARSH and MCLENNAN COS INC 2.9% 12/15/2051 | Long | Debt | US | $31K | – | 0.01 |
| MARSH and MCLENNAN COS INC 3.75% 03/14/2026 | Long | Debt | US | $214K | – | 0.05 |
| MARSH and MCLENNAN COS INC 4.75% 03/15/2039 | Long | Debt | US | $88K | – | 0.02 |
| MARSH and MCLENNAN COS INC 4.9% 03/15/2049 | Long | Debt | US | $30K | – | 0.01 |
| MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031 | Long | Debt | US | $45K | – | 0.01 |
| MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030 | Long | Debt | US | $52K | – | 0.01 |
| MARVELL TECHNOLOGY INC 4.875% 06/22/2028 | Long | Debt | US | $98K | – | 0.02 |
| MASCO CORP 2% 02/15/2031 | Long | Debt | US | $24K | – | 0.01 |
| MASCO CORP 3.125% 02/15/2051 | Long | Debt | US | $9K | – | 0.00 |
| MASTERCARD INC 2.95% 03/15/2051 | Long | Debt | US | $33K | – | 0.01 |
| MASTERCARD INC 3.3% 03/26/2027 | Long | Debt | US | $12K | – | 0.00 |
| MASTERCARD INC 3.35% 03/26/2030 | Long | Debt | US | $17K | – | 0.00 |
| MASTERCARD INC 3.65% 06/01/2049 | Long | Debt | US | $15K | – | 0.00 |
| MASTERCARD INC 3.85% 03/26/2050 | Long | Debt | US | $51K | – | 0.01 |
| MCDONALDS CORP 2.625% 09/01/2029 | Long | Debt | US | $80K | – | 0.02 |
| MCDONALDS CORP 3.3% 07/01/2025 | Long | Debt | US | $11K | – | 0.00 |
| MCDONALDS CORP 3.5% 07/01/2027 | Long | Debt | US | $19K | – | 0.00 |
| MCDONALDS CORP 3.6% 07/01/2030 | Long | Debt | US | $152K | – | 0.04 |
| MCDONALDS CORP 3.625% 05/01/2043 | Long | Debt | US | $54K | – | 0.01 |
| MCDONALDS CORP 3.7% 01/30/2026 | Long | Debt | US | $151K | – | 0.04 |
| MCDONALDS CORP 4.2% 04/01/2050 | Long | Debt | US | $14K | – | 0.00 |
| MCDONALDS CORP 4.45% 09/01/2048 | Long | Debt | US | $54K | – | 0.01 |
| MCDONALDS CORP 4.7% 12/09/2035 | Long | Debt | US | $19K | – | 0.00 |
| MCDONALDS CORP 6.3% 03/01/2038 | Long | Debt | US | $64K | – | 0.02 |
| MCKESSON CORP 3.95% 02/16/2028 | Long | Debt | US | $67K | – | 0.02 |
| MEDTRONIC INC 4.375% 03/15/2035 | Long | Debt | US | $147K | – | 0.04 |
| MERCK and CO INC 2.45% 06/24/2050 | Long | Debt | US | $106K | – | 0.03 |
| MERCK and CO INC 2.9% 12/10/2061 | Long | Debt | US | $60K | – | 0.01 |
| MERCK and CO INC 4.5% 05/17/2033 | Long | Debt | US | $120K | – | 0.03 |
| MERCK and CO INC 4.9% 05/17/2044 | Long | Debt | US | $47K | – | 0.01 |
| METLIFE INC 4.125% 08/13/2042 | Long | Debt | US | $83K | – | 0.02 |
| METLIFE INC 4.55% 03/23/2030 | Long | Debt | US | $196K | – | 0.05 |
| METLIFE INC 5.375% 07/15/2033 | Long | Debt | US | $76K | – | 0.02 |
| METLIFE INC GLB 6.4%/VAR 12/15/66 | Long | Debt | US | $20K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030 | Long | Debt | MX | $176K | – | 0.04 |
| MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 | Long | Debt | MX | $259K | – | 0.06 |
| MEXICO UNITED MEXICAN STATES 3.771% 05/24/2061 | Long | Debt | MX | $156K | – | 0.04 |
| MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050 | Long | Debt | MX | $229K | – | 0.06 |
| MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048 | Long | Debt | MX | $39K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044 | Long | Debt | MX | $81K | – | 0.02 |
| MEXICO UNITED MEXICAN STATES 5.4% 02/09/2028 | Long | Debt | MX | $199K | – | 0.05 |
| MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045 | Long | Debt | MX | $41K | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 7.5% 04/08/2033 | Long | Debt | MX | $61K | – | 0.02 |
| MICRON TECHNOLOGY INC 3.366% 11/01/2041 | Long | Debt | US | $40K | – | 0.01 |
| MICRON TECHNOLOGY INC 4.663% 02/15/2030 | Long | Debt | US | $87K | – | 0.02 |
| MICRON TECHNOLOGY INC 5.375% 04/15/2028 | Long | Debt | US | $60K | – | 0.01 |
| MICROSOFT CORP 2.4% 08/08/2026 | Long | Debt | US | $512K | – | 0.13 |
| MICROSOFT CORP 2.5% 09/15/2050 144A | Long | Debt | US | $31K | – | 0.01 |
| MICROSOFT CORP 2.525% 06/01/2050 | Long | Debt | US | $113K | – | 0.03 |
| MICROSOFT CORP 2.921% 03/17/2052 | Long | Debt | US | $186K | – | 0.05 |
| MICROSOFT CORP 3.041% 03/17/2062 | Long | Debt | US | $20K | – | 0.00 |
| MICROSOFT CORP 3.3% 02/06/2027 | Long | Debt | US | $337K | – | 0.08 |
| MID AMERICA APTS LP 4.2% 06/15/2028 | Long | Debt | US | $72K | – | 0.02 |
| MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $184K | – | 0.05 |
| MITSUBISHI UFJ FIN GRP INC 2.048% 07/17/2030 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $174K | – | 0.04 |
| MITSUBISHI UFJ FIN GRP INC 3.741% 03/07/2029 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $169K | – | 0.04 |
| MITSUBISHI UFJ FIN GRP INC 3.837%/VAR 04/17/2026 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $413K | – | 0.10 |
| MITSUBISHI UFJ FIN GRP INC 4.286% 07/26/2038 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $66K | – | 0.02 |
| MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $387K | – | 0.10 |
| MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $425K | – | 0.11 |
| MONDELEZ INTL INC 2.625% 09/04/2050 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $30K | – | 0.01 |
| MONDELEZ INTL INC 2.75% 04/13/2030 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $26K | – | 0.01 |
| MOODYS CORP 4.25% 02/01/2029 | Long | Debt | US | $106K | – | 0.03 |
| MOODYS CORP 4.875% 12/17/2048 | Long | Debt | US | $36K | – | 0.01 |
| MORGAN STANLEY 1.512%/VAR 07/20/2027 | Long | Debt | US | $64K | – | 0.02 |
| MORGAN STANLEY 1.794%/VAR 02/13/2032 | Long | Debt | US | $155K | – | 0.04 |
| MORGAN STANLEY 2.239%/VAR 07/21/2032 | Long | Debt | US | $57K | – | 0.01 |
| MORGAN STANLEY 2.484/VAR 09/16/2036 | Long | Debt | US | $43K | – | 0.01 |
| MORGAN STANLEY 2.511%/VAR 10/20/2032 | Long | Debt | US | $16K | – | 0.00 |
| MORGAN STANLEY 2.699%/VAR 01/22/2031 | Long | Debt | US | $313K | – | 0.08 |
| MORGAN STANLEY 3.217%/VAR 04/22/2042 | Long | Debt | US | $131K | – | 0.03 |
| MORGAN STANLEY 3.625% 01/20/2027 | Long | Debt | US | $258K | – | 0.06 |
| MORGAN STANLEY 3.772%/VAR 01/24/2029 | Long | Debt | US | $483K | – | 0.12 |
| MORGAN STANLEY 3.95% 04/23/2027 | Long | Debt | US | $48K | – | 0.01 |
| MORGAN STANLEY 5.123/VAR 02/01/2029 | Long | Debt | US | $99K | – | 0.02 |
| MORGAN STANLEY 5.164/VAR 04/20/2029 | Long | Debt | US | $199K | – | 0.05 |
| MORGAN STANLEY 5.25/VAR 04/21/2034 | Long | Debt | US | $49K | – | 0.01 |
| MORGAN STANLEY 5.297%/VAR 04/20/2037 | Long | Debt | US | $91K | – | 0.02 |
| MORGAN STANLEY 5.424%/VAR 07/21/2034 | Long | Debt | US | $238K | – | 0.06 |
| MORGAN STANLEY 5.597/VAR 03/24/2051 | Long | Debt | US | $51K | – | 0.01 |
| Morgan Stanley Capital I Trust 2.698% 02/15/2053 | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| MORGAN STANLEY SOFR 1.593%/VAR 05/04/2027 | Long | Debt | US | $56K | – | 0.01 |
| MOSAIC CO NEW 4.05% 11/15/2027 | Long | Debt | US | $67K | – | 0.02 |
| MOSAIC CO NEW 5.625% 11/15/2043 | Long | Debt | US | $9K | – | 0.00 |
| MPLX LP 4.5% 04/15/2038 | Long | Debt | US | $42K | – | 0.01 |
| MPLX LP 4.9% 04/15/2058 | Long | Debt | US | $41K | – | 0.01 |
| MPLX LP 5.5% 02/15/2049 | Long | Debt | US | $56K | – | 0.01 |
| MPLX LP 5% 03/01/2033 | Long | Debt | US | $95K | – | 0.02 |
| MYLAN INC 5.2% 04/15/2048 | Long | Debt | US | $67K | – | 0.02 |
| MYLAN INC 5.4% 11/29/2043 | Long | Debt | US | $26K | – | 0.01 |
| NASDAQ INC 1.65% 01/15/2031 | Long | Debt | US | $68K | – | 0.02 |
| NASDAQ INC 2.5% 12/21/2040 | Long | Debt | US | $46K | – | 0.01 |
| NASDAQ INC 3.95% 03/07/2052 | Long | Debt | US | $7K | – | 0.00 |
| NASDAQ INC 5.35% 06/28/2028 | Long | Debt | US | $30K | – | 0.01 |
| NASDAQ INC 5.95% 08/15/2053 | Long | Debt | US | $8K | – | 0.00 |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 5.2% 05/13/2025 (NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH) | Long | Debt | US | $319K | – | 0.08 |
| NATIONAL GRID PLC 5.418% 01/11/2034 | Long | Debt | GB | $20K | – | 0.00 |
| NATIONAL GRID PLC 5.602% 06/12/2028 | Long | Debt | GB | $50K | – | 0.01 |
| NATIONAL OILWELL VARCO INC 3.6% 12/01/2029 | Long | Debt | US | $55K | – | 0.01 |
| NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $92K | – | 0.02 |
| NATIONAL RURAL UTL COOP FIN 5.45% 10/30/2025 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $220K | – | 0.05 |
| NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $31K | – | 0.01 |
| NATWEST GROUP PLC 5.583%/VAR 03/01/2028 | Long | Debt | GB | $300K | – | 0.07 |
| NATWEST GROUP PLC 6.156% 03/02/2027 | Long | Debt | GB | $401K | – | 0.10 |
| NETFLIX INC 4.875% 04/15/2028 | Long | Debt | US | $129K | – | 0.03 |
| NEVADA POWER CO 3.125% 08/01/2050 | Long | Debt | US | $32K | – | 0.01 |
| NEWMONT CORP 2.8% 10/01/2029 | Long | Debt | US | $62K | – | 0.02 |
| NEWMONT CORP 5.45% 06/09/2044 | Long | Debt | US | $48K | – | 0.01 |
| NIKE INC 2.85% 03/27/2030 | Long | Debt | US | $72K | – | 0.02 |
| NIKE INC 3.25% 03/27/2040 | Long | Debt | US | $43K | – | 0.01 |
| NIKE INC 3.375% 03/27/2050 | Long | Debt | US | $14K | – | 0.00 |
| NNN REIT INC 3% 04/15/2052 | Long | Debt | US | $31K | – | 0.01 |
| NOMURA HOLDINGS INC 1.653% 07/14/2026 | Long | Debt | JP | $198K | – | 0.05 |
| NOMURA HOLDINGS INC 6.07% 07/12/2028 | Long | Debt | JP | $204K | – | 0.05 |
| NORFOLK SOUTHERN CORP 2.9% 06/15/2026 | Long | Debt | US | $96K | – | 0.02 |
| NORFOLK SOUTHERN CORP 3.05% 05/15/2050 | Long | Debt | US | $32K | – | 0.01 |
| NORFOLK SOUTHERN CORP 3.155% 05/15/2055 | Long | Debt | US | $123K | – | 0.03 |
| NORFOLK SOUTHERN CORP 4.1% 05/15/2121 | Long | Debt | US | $21K | – | 0.01 |
| NORTHERN TRUST CORP 1.95% 05/01/2030 | Long | Debt | US | $42K | – | 0.01 |
| NORTHERN TRUST CORP 3.375/VAR 05/08/2032 | Long | Debt | US | $28K | – | 0.01 |
| NOVARTIS CAP CORP 3.7% 09/21/2042 | Long | Debt | US | $90K | – | 0.02 |
| NSTAR ELEC CO 4.95% 09/15/2052 | Long | Debt | US | $36K | – | 0.01 |
| NUTRIEN LTD 3.95% 05/13/2050 | Long | Debt | CA | $75K | – | 0.02 |
| NUTRIEN LTD 4.2% 04/01/2029 | Long | Debt | CA | $6K | – | 0.00 |
| NUTRIEN LTD 5% 04/01/2049 | Long | Debt | CA | $10K | – | 0.00 |
| NVIDIA CORP 2% 06/15/2031 | Long | Debt | US | $179K | – | 0.04 |
| NVIDIA CORP 3.5% 04/01/2050 | Long | Debt | US | $8K | – | 0.00 |
| NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032 | Long | Debt | NL | $82K | – | 0.02 |
| NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029 | Long | Debt | NL | $119K | – | 0.03 |
| OESTERREICHISCHE KONTROLLBANK 0.375% 09/17/2025 | Long | Debt | AT | $40K | – | 0.01 |
| OHIO POWER CO 5% 06/01/2033 | Long | Debt | US | $48K | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 | Long | Debt | US | $34K | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 0.55% 10/01/2025 | Long | Debt | US | $78K | – | 0.02 |
| ONCOR ELEC DELIVERY CO LLC 3.8% 09/30/2047 | Long | Debt | US | $23K | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 4.6% 06/01/2052 | Long | Debt | US | $43K | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 4.95% 09/15/2052 | Long | Debt | US | $9K | – | 0.00 |
| ONCOR ELEC DELIVERY CO LLC 5.3% 06/01/2042 | Long | Debt | US | $82K | – | 0.02 |
| ONE GAS INC 5.1% 04/01/2029 | Long | Debt | US | $90K | – | 0.02 |
| ONEOK INC 3.4% 09/01/2029 | Long | Debt | US | $73K | – | 0.02 |
| ONEOK INC 4.85% 02/01/2049 | Long | Debt | US | $42K | – | 0.01 |
| ONEOK INC 5.65% 11/01/2028 | Long | Debt | US | $20K | – | 0.01 |
| ONEOK INC 6.05% 09/01/2033 | Long | Debt | US | $82K | – | 0.02 |
| ONEOK INC 6.35% 01/15/2031 | Long | Debt | US | $195K | – | 0.05 |
| ONEOK INC 6.625% 09/01/2053 | Long | Debt | US | $32K | – | 0.01 |
| ONEOK PARTNERS LP 6.65% 10/01/2036 | Long | Debt | US | $52K | – | 0.01 |
| ONTARIO PROVINCE CDA 1.125% 10/07/2030 | Long | Debt | CA | $179K | – | 0.04 |
| ONTARIO PROVINCE CDA 2.3% 06/15/2026 | Long | Debt | CA | $101K | – | 0.03 |
| ORACLE CORP 2.3% 03/25/2028 | Long | Debt | US | $54K | – | 0.01 |
| ORACLE CORP 2.5% 04/01/2025 | Long | Debt | US | $58K | – | 0.01 |
| ORACLE CORP 2.65% 07/15/2026 | Long | Debt | US | $229K | – | 0.06 |
| ORACLE CORP 2.95% 04/01/2030 | Long | Debt | US | $185K | – | 0.05 |
| ORACLE CORP 3.6% 04/01/2040 | Long | Debt | US | $39K | – | 0.01 |
| ORACLE CORP 3.6% 04/01/2050 | Long | Debt | US | $216K | – | 0.05 |
| ORACLE CORP 3.85% 04/01/2060 | Long | Debt | US | $178K | – | 0.04 |
| ORACLE CORP 4.125% 05/15/2045 | Long | Debt | US | $39K | – | 0.01 |
| ORACLE CORP 4.375% 05/15/2055 | Long | Debt | US | $39K | – | 0.01 |
| ORACLE CORP 5.55% 02/06/2053 | Long | Debt | US | $85K | – | 0.02 |
| ORACLE CORP 5.8% 11/10/2025 | Long | Debt | US | $161K | – | 0.04 |
| ORACLE CORP 6.25% 11/09/2032 | Long | Debt | US | $74K | – | 0.02 |
| ORANGE 5.5% 02/06/2044 | Long | Debt | FR | $59K | – | 0.01 |
| OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 | Long | Debt | US | $57K | – | 0.01 |
| OTIS WORLDWIDE CORP 2.056% 04/05/2025 | Long | Debt | US | $87K | – | 0.02 |
| OTIS WORLDWIDE CORP 3.112% 02/15/2040 | Long | Debt | US | $37K | – | 0.01 |
| OWENS CORNING NEW 3.95% 08/15/2029 | Long | Debt | US | $85K | – | 0.02 |
| OWENS CORNING NEW 5.95% 06/15/2054 | Long | Debt | US | $30K | – | 0.01 |
| PANAMA REPUBLIC OF 2.252% 09/29/2032 | Long | Debt | PA | $214K | – | 0.05 |
| PANAMA REPUBLIC OF 3.16% 01/23/2030 | Long | Debt | PA | $334K | – | 0.08 |
| PANAMA REPUBLIC OF 3.75% 03/16/2025 | Long | Debt | PA | $452K | – | 0.11 |
| PANAMA REPUBLIC OF 4% 09/22/2024 | Long | Debt | PA | $48K | – | 0.01 |
| PANAMA REPUBLIC OF 6.4% 02/14/2035 | Long | Debt | PA | $75K | – | 0.02 |
| PARAMOUNT GLOBAL 4.2% 05/19/2032 | Long | Debt | US | $50K | – | 0.01 |
| PARAMOUNT GLOBAL 4.95% 01/15/2031 | Long | Debt | US | $90K | – | 0.02 |
| PARAMOUNT GLOBAL 4.95% 05/19/2050 | Long | Debt | US | $72K | – | 0.02 |
| PARAMOUNT GLOBAL 7.875% 07/30/2030 | Long | Debt | US | $21K | – | 0.01 |
| PARKER-HANNIFIN CORP 4.2% 11/21/2034 | Long | Debt | US | $69K | – | 0.02 |
| PARKER-HANNIFIN CORP 4.25% 09/15/2027 | Long | Debt | US | $29K | – | 0.01 |
| PARKER-HANNIFIN CORP 4% 06/14/2049 | Long | Debt | US | $8K | – | 0.00 |
| PAYPAL HLDGS INC 1.65% 06/01/2025 | Long | Debt | US | $19K | – | 0.00 |
| PAYPAL HLDGS INC 2.3% 06/01/2030 | Long | Debt | US | $43K | – | 0.01 |
| PAYPAL HLDGS INC 5.25% 06/01/2062 | Long | Debt | US | $50K | – | 0.01 |
| PECO ENERGY COMPANY 3.9% 03/01/2048 | Long | Debt | US | $39K | – | 0.01 |
| PECO ENERGY COMPANY 4.6% 05/15/2052 | Long | Debt | US | $26K | – | 0.01 |
| PEPSICO INC 1.4% 02/25/2031 | Long | Debt | US | $160K | – | 0.04 |
| PEPSICO INC 1.625% 05/01/2030 | Long | Debt | US | $69K | – | 0.02 |
| PEPSICO INC 2.375% 10/06/2026 | Long | Debt | US | $207K | – | 0.05 |
| PEPSICO INC 2.75% 10/21/2051 | Long | Debt | US | $13K | – | 0.00 |
| PEPSICO INC 3.6% 08/13/2042 | Long | Debt | US | $83K | – | 0.02 |
| PEPSICO INC 3% 10/15/2027 | Long | Debt | US | $301K | – | 0.07 |
| PERU REPUBLIC OF 1.862% 12/01/2032 (PERU, REPUBLIC OF) | Long | Debt | PE | $138K | – | 0.03 |
| PERU REPUBLIC OF 2.78% 12/01/2060 (PERU, REPUBLIC OF) | Long | Debt | PE | $74K | – | 0.02 |
| PERU REPUBLIC OF 3.3% 03/11/2041 (PERU, REPUBLIC OF) | Long | Debt | PE | $51K | – | 0.01 |
| PERU REPUBLIC OF 3.55% 03/10/2051 (PERU, REPUBLIC OF) | Long | Debt | PE | $38K | – | 0.01 |
| PERU REPUBLIC OF 7.35% 07/21/2025 (PERU, REPUBLIC OF) | Long | Debt | PE | $115K | – | 0.03 |
| PFIZER INC 2.55% 05/28/2040 | Long | Debt | US | $240K | – | 0.06 |
| PFIZER INC 3.9% 03/15/2039 | Long | Debt | US | $42K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028 | Long | Debt | SG | $147K | – | 0.04 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030 | Long | Debt | SG | $63K | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033 | Long | Debt | SG | $97K | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043 | Long | Debt | SG | $57K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053 | Long | Debt | SG | $74K | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063 | Long | Debt | SG | $85K | – | 0.02 |
| PG and E WILDFIRE RECOVERY 5.212% 12/01/2049 | Long | Debt | US | $105K | – | 0.03 |
| PHILIPPINES REPUBLIC OF 1.648% 06/10/2031 | Long | Debt | PH | $162K | – | 0.04 |
| PHILIPPINES REPUBLIC OF 2.65% 12/10/2045 | Long | Debt | PH | $127K | – | 0.03 |
| PHILIPPINES REPUBLIC OF 5.17% 10/13/2027 | Long | Debt | PH | $299K | – | 0.07 |
| PHILIPPINES REPUBLIC OF 6.375% 10/23/2034 | Long | Debt | PH | $108K | – | 0.03 |
| PHILLIPS 66 3.9% 03/15/2028 | Long | Debt | US | $210K | – | 0.05 |
| PHILLIPS 66 4.65% 11/15/2034 | Long | Debt | US | $60K | – | 0.01 |
| PHILLIPS 66 5.875% 05/01/2042 | Long | Debt | US | $55K | – | 0.01 |
| PHILLIPS 66 CO 5.3% 06/30/2033 | Long | Debt | US | $59K | – | 0.01 |
| PIEDMONT NATURAL GAS CO 2.5% 03/15/2031 | Long | Debt | US | $67K | – | 0.02 |
| PIEDMONT NATURAL GAS CO 3.5% 06/01/2029 | Long | Debt | US | $9K | – | 0.00 |
| PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028 | Long | Debt | US | $21K | – | 0.01 |
| PILGRIMS PRIDE CORP NEW 6.875% 05/15/2034 | Long | Debt | US | $53K | – | 0.01 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 | Long | Debt | US | $127K | – | 0.03 |
| PLAINS ALL AM PIPELN/PAA FIN C 4.9% 02/15/2045 | Long | Debt | US | $17K | – | 0.00 |
| PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026 | Long | Debt | US | $186K | – | 0.05 |
| PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029 | Long | Debt | US | $101K | – | 0.02 |
| PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035 | Long | Debt | US | $50K | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034 | Long | Debt | US | $81K | – | 0.02 |
| PNC FINANCIAL SERVICES GRP INC SFRIX 6.037%/VAR 10/28/2033 | Long | Debt | US | $51K | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC SFRIX+ 4.626/VAR 06/06/2033 | Long | Debt | US | $79K | – | 0.02 |
| POLAND REPUBLIC OF 3.25% 04/06/2026 | Long | Debt | PL | $274K | – | 0.07 |
| POLAND REPUBLIC OF 4.625% 03/18/2029 | Long | Debt | PL | $49K | – | 0.01 |
| POLAND REPUBLIC OF 4.875% 10/04/2033 | Long | Debt | PL | $48K | – | 0.01 |
| POLAND REPUBLIC OF 5.125% 09/18/2034 | Long | Debt | PL | $49K | – | 0.01 |
| POLAND REPUBLIC OF 5.5% 03/18/2054 | Long | Debt | PL | $58K | – | 0.01 |
| POLAND REPUBLIC OF 5.5% 04/04/2053 | Long | Debt | PL | $39K | – | 0.01 |
| POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037 | Long | Debt | US | $33K | – | 0.01 |
| PPL ELEC UTILS CORP 3% 10/01/2049 | Long | Debt | US | $20K | – | 0.00 |
| PPL ELEC UTILS CORP 5.25% 05/15/2053 | Long | Debt | US | $19K | – | 0.00 |
| PPL ELEC UTILS CORP 5% 05/15/2033 | Long | Debt | US | $49K | – | 0.01 |
| PRINCIPAL FINL GROUP INC 6.05% 10/15/2036 (PRINCIPAL FINANCIAL GROUP INC) | Long | Debt | US | $52K | – | 0.01 |
| PROCTER and GAMBLE CO 3.6% 03/25/2050 | Long | Debt | US | $141K | – | 0.04 |
| PROCTER and GAMBLE CO 3% 03/25/2030 | Long | Debt | US | $33K | – | 0.01 |
| PROGRESSIVE CORP OHIO 3% 03/15/2032 | Long | Debt | US | $56K | – | 0.01 |
| PROGRESSIVE CORP OHIO 4.125% 04/15/2047 | Long | Debt | US | $41K | – | 0.01 |
| PROGRESSIVE CORP OHIO 4.2% 03/15/2048 | Long | Debt | US | $8K | – | 0.00 |
| PROLOGIS LP 1.625% 03/15/2031 | Long | Debt | US | $79K | – | 0.02 |
| PROLOGIS LP 1.75% 02/01/2031 | Long | Debt | US | $81K | – | 0.02 |
| PROLOGIS LP 4.625% 01/15/2033 | Long | Debt | US | $48K | – | 0.01 |
| PROLOGIS LP 5.25% 06/15/2053 | Long | Debt | US | $38K | – | 0.01 |
| PRUDENTIAL FINL INC 3.7%/VAR 10/01/50 | Long | Debt | US | $64K | – | 0.02 |
| PRUDENTIAL FINL INC 3.935% 12/07/2049 | Long | Debt | US | $15K | – | 0.00 |
| PRUDENTIAL FINL INC 4.35% 02/25/2050 | Long | Debt | US | $114K | – | 0.03 |
| PRUDENTIAL FINL INC 5.7%/VAR 09/15/2048 | Long | Debt | US | $49K | – | 0.01 |
| PRUDENTIAL FINL INC 6.5%/VAR 03/15/2054 | Long | Debt | US | $10K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3.2% 05/15/2029 | Long | Debt | US | $55K | – | 0.01 |
| PUBLIC SERVICE ELEC and GAS CO 3.6% 12/01/2047 | Long | Debt | US | $65K | – | 0.02 |
| PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042 | Long | Debt | US | $78K | – | 0.02 |
| PUBLIC STORAGE 5.1% 08/01/2033 | Long | Debt | US | $79K | – | 0.02 |
| QUALCOMM INC 3.25% 05/20/2027 | Long | Debt | US | $115K | – | 0.03 |
| QUALCOMM INC 4.3% 05/20/2047 | Long | Debt | US | $47K | – | 0.01 |
| QUALCOMM INC 4.65% 05/20/2035 | Long | Debt | US | $141K | – | 0.03 |
| QUALCOMM INC 6% 05/20/2053 | Long | Debt | US | $22K | – | 0.01 |
| QUEBEC PROVINCE CDA 2.5% 04/20/2026 | Long | Debt | CA | $124K | – | 0.03 |
| QUEBEC PROVINCE CDA 4.5% 09/08/2033 | Long | Debt | CA | $97K | – | 0.02 |
| REALTY INCOME CORP 2.85% 12/15/2032 | Long | Debt | US | $86K | – | 0.02 |
| REALTY INCOME CORP 4.125% 10/15/2026 | Long | Debt | US | $73K | – | 0.02 |
| REALTY INCOME CORP 4.9% 07/15/2033 | Long | Debt | US | $48K | – | 0.01 |
| REALTY INCOME CORP 4% 07/15/2029 | Long | Debt | US | $56K | – | 0.01 |
| REGAL REXNORD CORP 6.4% 04/15/2033 | Long | Debt | US | $72K | – | 0.02 |
| REGENCY CTRS LP 3.7% 06/15/2030 | Long | Debt | US | $46K | – | 0.01 |
| REGENCY CTRS LP 5.25% 01/15/2034 | Long | Debt | US | $19K | – | 0.00 |
| REGIONS FINL CORP NEW 2.25% 05/18/2025 | Long | Debt | US | $58K | – | 0.01 |
| REINSURANCE GRP OF AMERICA INC 6% 09/15/2033 (REINSURANCE GROUP OF AMERICA INC) | Long | Debt | US | $20K | – | 0.01 |
| REPUBLIC SERVICES INC 1.75% 02/15/2032 | Long | Debt | US | $156K | – | 0.04 |
| REVVITY INC 2.25% 09/15/2031 | Long | Debt | US | $49K | – | 0.01 |
| REXFORD INDUSTRIAL REALTY LP 2.125% 12/01/2030 | Long | Debt | US | $16K | – | 0.00 |
| RIO TINTO FIN USA PLC 4.125% 08/21/2042 | Long | Debt | GB | $42K | – | 0.01 |
| RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040 | Long | Debt | AU | $49K | – | 0.01 |
| ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 | Long | Debt | CA | $44K | – | 0.01 |
| ROGERS COMMUNICATIONS INC 4.3% 02/15/2048 | Long | Debt | CA | $79K | – | 0.02 |
| ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 | Long | Debt | CA | $73K | – | 0.02 |
| ROPER TECHNOLOGIES INC 1.4% 09/15/2027 | Long | Debt | US | $27K | – | 0.01 |
| ROPER TECHNOLOGIES INC 1.75% 02/15/2031 | Long | Debt | US | $24K | – | 0.01 |
| ROPER TECHNOLOGIES INC 1% 09/15/2025 | Long | Debt | US | $28K | – | 0.01 |
| ROPER TECHNOLOGIES INC 2% 06/30/2030 | Long | Debt | US | $91K | – | 0.02 |
| ROYAL BANK OF CANADA 2.3% 11/03/2031 | Long | Debt | CA | $45K | – | 0.01 |
| ROYAL BANK OF CANADA 3.625% 05/04/2027 | Long | Debt | CA | $58K | – | 0.01 |
| ROYAL BANK OF CANADA 3.875% 05/04/2032 | Long | Debt | CA | $27K | – | 0.01 |
| ROYAL BANK OF CANADA 4.9% 01/12/2028 | Long | Debt | CA | $218K | – | 0.05 |
| ROYAL BANK OF CANADA 5.15% 02/01/2034 | Long | Debt | CA | $39K | – | 0.01 |
| ROYALTY PHARMA PLC 2.2% 09/02/2030 | Long | Debt | GB | $17K | – | 0.00 |
| ROYALTY PHARMA PLC 3.3% 09/02/2040 | Long | Debt | GB | $51K | – | 0.01 |
| RPM INTERNATIONAL INC 2.95% 01/15/2032 | Long | Debt | US | $17K | – | 0.00 |
| RPM INTERNATIONAL INC 3.75% 03/15/2027 | Long | Debt | US | $48K | – | 0.01 |
| S and P GLOBAL INC 2.3% 08/15/2060 | Long | Debt | US | $44K | – | 0.01 |
| S and P GLOBAL INC 3.25% 12/01/2049 | Long | Debt | US | $35K | – | 0.01 |
| S and P GLOBAL INC 4.75% 08/01/2028 | Long | Debt | US | $69K | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC 5% 03/15/2027 | Long | Debt | US | $159K | – | 0.04 |
| SABRA HEALTH CARE LP 5.125% 08/15/2026 | Long | Debt | US | $29K | – | 0.01 |
| SALESFORCE INC 1.95% 07/15/2031 | Long | Debt | US | $160K | – | 0.04 |
| SALESFORCE INC 2.7% 07/15/2041 | Long | Debt | US | $35K | – | 0.01 |
| SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051 | Long | Debt | US | $39K | – | 0.01 |
| SAN DIEGO GAS and ELECTRIC CO 3.75% 06/01/2047 | Long | Debt | US | $64K | – | 0.02 |
| SANTANDER HLDGS USA INC 4.4% 07/13/2027 | Long | Debt | US | $70K | – | 0.02 |
| SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029 | Long | Debt | US | $31K | – | 0.01 |
| SANTANDER HLDGS USA INC 7.66%/VAR 11/09/2031 | Long | Debt | US | $32K | – | 0.01 |
| SCHWAB CHARLES CORP 1.65% 03/11/2031 | Long | Debt | US | $40K | – | 0.01 |
| SCHWAB CHARLES CORP 2.9% 03/03/2032 | Long | Debt | US | $47K | – | 0.01 |
| SCHWAB CHARLES CORP 2% 03/20/2028 | Long | Debt | US | $103K | – | 0.03 |
| SCHWAB CHARLES CORP 5.853%/VAR 5/19/2034 | Long | Debt | US | $10K | – | 0.00 |
| SCHWAB CHARLES CORP 5.875% 08/24/2026 | Long | Debt | US | $202K | – | 0.05 |
| SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034 | Long | Debt | US | $31K | – | 0.01 |
| SEMPRA 3.4% 02/01/2028 | Long | Debt | US | $24K | – | 0.01 |
| SEMPRA 3.8% 02/01/2038 | Long | Debt | US | $25K | – | 0.01 |
| SEMPRA 4% 02/01/2048 | Long | Debt | US | $65K | – | 0.02 |
| SHERWIN WILLIAMS CO 3.45% 06/01/2027 | Long | Debt | US | $286K | – | 0.07 |
| SHERWIN WILLIAMS CO 4.5% 06/01/2047 | Long | Debt | US | $46K | – | 0.01 |
| SIMON PROPERTY GROUP LP 2.2% 02/01/2031 | Long | Debt | US | $82K | – | 0.02 |
| SIMON PROPERTY GROUP LP 2.65% 07/15/2030 | Long | Debt | US | $43K | – | 0.01 |
| SIMON PROPERTY GROUP LP 3.375% 12/01/2027 | Long | Debt | US | $118K | – | 0.03 |
| SIMON PROPERTY GROUP LP 4.75% 03/15/2042 | Long | Debt | US | $49K | – | 0.01 |
| SIMON PROPERTY GROUP LP 6.65% 01/15/2054 | Long | Debt | US | $33K | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030 | Long | Debt | US | $78K | – | 0.02 |
| SOUTHERN CALIFORNIA GAS CO 3.75% 09/15/2042 | Long | Debt | US | $16K | – | 0.00 |
| SOUTHERN CALIFORNIA GAS CO 5.2% 06/01/2033 | Long | Debt | US | $50K | – | 0.01 |
| SOUTHWEST AIRLINES CO 2.625% 02/10/2030 | Long | Debt | US | $51K | – | 0.01 |
| SOUTHWEST GAS CORP 4.15% 06/01/2049 | Long | Debt | US | $15K | – | 0.00 |
| SOUTHWEST GAS CORP 5.45% 03/23/2028 | Long | Debt | US | $36K | – | 0.01 |
| SPRINT CORP 7.625% 03/01/2026 | Long | Debt | US | $277K | – | 0.07 |
| STANLEY BLACK and DECKER INC 2.75% 11/15/2050 | Long | Debt | US | $34K | – | 0.01 |
| STANLEY BLACK and DECKER INC 3% 05/15/2032 | Long | Debt | US | $42K | – | 0.01 |
| STARBUCKS CORP 2.55% 11/15/2030 | Long | Debt | US | $86K | – | 0.02 |
| STARBUCKS CORP 2% 03/12/2027 | Long | Debt | US | $156K | – | 0.04 |
| STARBUCKS CORP 3.35% 03/12/2050 | Long | Debt | US | $27K | – | 0.01 |
| STARBUCKS CORP 3.8% 08/15/2025 | Long | Debt | US | $49K | – | 0.01 |
| STARBUCKS CORP 4.3% 06/15/2045 | Long | Debt | US | $17K | – | 0.00 |
| STARBUCKS CORP 4.5% 11/15/2048 | Long | Debt | US | $27K | – | 0.01 |
| STATE STREET CORP 2.623%/VAR 02/07/2033 | Long | Debt | US | $50K | – | 0.01 |
| STATE STREET CORP 4.821%/VAR 01/26/2034 | Long | Debt | US | $19K | – | 0.00 |
| STATE STREET CORP 6.123%/VAR 11/21/2034 | Long | Debt | US | $31K | – | 0.01 |
| STATE STREET CORP SOFR 1.684%/VAR 11/18/2027 | Long | Debt | US | $230K | – | 0.06 |
| STORE CAPITAL LLC 4.5% 03/15/2028 | Long | Debt | US | $47K | – | 0.01 |
| STRYKER CORP 2.9% 06/15/2050 | Long | Debt | US | $52K | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $431K | – | 0.11 |
| SUMITOMO MITSUI FINL GRP INC 2.142% 09/23/2030 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $53K | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $250K | – | 0.06 |
| SUMITOMO MITSUI FINL GRP INC 5.464% 01/13/2026 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $430K | – | 0.11 |
| SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $253K | – | 0.06 |
| SUMITOMO MITSUI FINL GRP INC 6.184% 07/13/2043 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $22K | – | 0.01 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 | Long | Debt | US | $33K | – | 0.01 |
| SUZANO AUSTRIA GMBH 3.125% 01/15/2032 | Long | Debt | AT | $40K | – | 0.01 |
| SYNCHRONY FINANCIAL 3.7% 08/04/2026 | Long | Debt | US | $28K | – | 0.01 |
| SYNCHRONY FINANCIAL 4.5% 07/23/2025 | Long | Debt | US | $67K | – | 0.02 |
| SYSCO CORP 2.4% 02/15/2030 | Long | Debt | US | $60K | – | 0.01 |
| SYSCO CORP 3.3% 02/15/2050 | Long | Debt | US | $34K | – | 0.01 |
| SYSCO CORP 4.5% 04/01/2046 | Long | Debt | US | $42K | – | 0.01 |
| SYSCO CORP 5.95% 04/01/2030 | Long | Debt | US | $55K | – | 0.01 |
| T-MOBILE USA INC 3.5% 04/15/2025 | Long | Debt | US | $520K | – | 0.13 |
| T-MOBILE USA INC 3.5% 04/15/2031 | Long | Debt | US | $80K | – | 0.02 |
| T-MOBILE USA INC 3.6% 11/15/2060 | Long | Debt | US | $84K | – | 0.02 |
| T-MOBILE USA INC 3.875% 04/15/2030 | Long | Debt | US | $214K | – | 0.05 |
| T-MOBILE USA INC 3% 02/15/2041 | Long | Debt | US | $50K | – | 0.01 |
| T-MOBILE USA INC 4.5% 04/15/2050 | Long | Debt | US | $52K | – | 0.01 |
| T-MOBILE USA INC 5.05% 07/15/2033 | Long | Debt | US | $97K | – | 0.02 |
| T-MOBILE USA INC 5.2% 01/15/2033 | Long | Debt | US | $128K | – | 0.03 |
| T-MOBILE USA INC 5.65% 01/15/2053 | Long | Debt | US | $64K | – | 0.02 |
| T-MOBILE USA INC 5.8% 09/15/2062 | Long | Debt | US | $50K | – | 0.01 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $63K | – | 0.02 |
| TARGA RES CORP 4.95% 04/15/2052 | Long | Debt | US | $51K | – | 0.01 |
| TARGA RES CORP 6.125% 03/15/2033 | Long | Debt | US | $51K | – | 0.01 |
| TARGA RES CORP 6.5% 02/15/2053 | Long | Debt | US | $10K | – | 0.00 |
| TARGA RES P LP/TARGA RES P FIN 5% 01/15/2028 (TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN) | Long | Debt | US | $122K | – | 0.03 |
| TARGET CORP 2.95% 01/15/2052 | Long | Debt | US | $42K | – | 0.01 |
| TARGET CORP 3.9% 11/15/2047 | Long | Debt | US | $36K | – | 0.01 |
| TARGET CORP 4% 07/01/2042 | Long | Debt | US | $42K | – | 0.01 |
| TELEDYNE FLIR LLC 2.5% 08/01/2030 | Long | Debt | US | $46K | – | 0.01 |
| TELEFONICA EMISIONES SAU 4.103% 03/08/2027 | Long | Debt | ES | $146K | – | 0.04 |
| TELEFONICA EMISIONES SAU 7.045% 06/20/2036 | Long | Debt | ES | $180K | – | 0.04 |
| TELUS CORPORATION 3.4% 05/13/2032 | Long | Debt | CA | $43K | – | 0.01 |
| TEXAS INSTRUMENTS INC 5.05% 05/18/2063 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $93K | – | 0.02 |
| THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029 | Long | Debt | US | $133K | – | 0.03 |
| THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033 | Long | Debt | US | $40K | – | 0.01 |
| THOMSON REUTERS CORP 3.35% 05/15/2026 | Long | Debt | CA | $87K | – | 0.02 |
| TIME WARNER CABLE LLC 5.875% 11/15/2040 | Long | Debt | US | $26K | – | 0.01 |
| TIME WARNER CABLE LLC 6.55% 05/01/2037 | Long | Debt | US | $47K | – | 0.01 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $96K | – | 0.02 |
| TJX COMPANIES INC NEW 1.6% 05/15/2031 | Long | Debt | US | $100K | – | 0.02 |
| TOLL BROS FIN CORP 4.35% 02/15/2028 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $38K | – | 0.01 |
| TORONTO DOMINION BANK 3.2% 03/10/2032 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $82K | – | 0.02 |
| TORONTO DOMINION BANK 3.625/VAR 09/15/2031 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $71K | – | 0.02 |
| TORONTO DOMINION BANK 5.156% 01/10/2028 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $30K | – | 0.01 |
| TORONTO DOMINION BANK 5.264% 12/11/2026 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $100K | – | 0.02 |
| TORONTO DOMINION BANK 5.523% 07/17/2028 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $121K | – | 0.03 |
| TOYOTA MOTOR CORP 5.123% 07/13/2033 | Long | Debt | JP | $52K | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 2.4% 01/13/2032 | Long | Debt | US | $58K | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 3.65% 01/08/2029 | Long | Debt | US | $57K | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 3% 04/01/2025 | Long | Debt | US | $323K | – | 0.08 |
| TOYOTA MOTOR CREDIT CORP 4.625% 01/12/2028 | Long | Debt | US | $143K | – | 0.04 |
| TOYOTA MOTOR CREDIT CORP 4.65% 01/05/2029 | Long | Debt | US | $157K | – | 0.04 |
| TRANSCANADA PIPELINES LTD 4.1% 04/15/2030 | Long | Debt | CA | $281K | – | 0.07 |
| TRANSCANADA PIPELINES LTD 4.625% 03/01/2034 | Long | Debt | CA | $46K | – | 0.01 |
| TRANSCANADA PIPELINES LTD 5% 10/16/2043 | Long | Debt | CA | $45K | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $18K | – | 0.00 |
| TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $38K | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 4.45% 08/01/2042 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $91K | – | 0.02 |
| TRAVELERS COS INC 5.35% 11/01/2040 | Long | Debt | US | $123K | – | 0.03 |
| TRAVELERS COS INC 6.25% 06/15/2037 | Long | Debt | US | $43K | – | 0.01 |
| TRUIST FINANCIAL CORP 1.2% 08/05/2025 | Long | Debt | US | $190K | – | 0.05 |
| TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027 | Long | Debt | US | $96K | – | 0.02 |
| TRUIST FINANCIAL CORP 3.875% 03/19/2029 | Long | Debt | US | $102K | – | 0.03 |
| TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029 | Long | Debt | US | $34K | – | 0.01 |
| TRUIST FINANCIAL CORP 5.7%/VAR 01/24/2035 | Long | Debt | US | $60K | – | 0.01 |
| TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034 | Long | Debt | US | $60K | – | 0.01 |
| TRUIST FINANCIAL CORP 6.123%/VAR 10/28/2033 | Long | Debt | US | $51K | – | 0.01 |
| TWDC ENTERPRISES 18 CORP 4.125% 12/01/2041 | Long | Debt | US | $47K | – | 0.01 |
| TYSON FOODS INC 4.875% 08/15/2034 | Long | Debt | US | $70K | – | 0.02 |
| TYSON FOODS INC 4% 03/01/2026 | Long | Debt | US | $39K | – | 0.01 |
| TYSON FOODS INC 5.1% 09/28/2048 | Long | Debt | US | $35K | – | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052 | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| UDR INC 2.1% 06/15/2033 | Long | Debt | US | $26K | – | 0.01 |
| UDR INC 3.2% 01/15/2030 | Long | Debt | US | $36K | – | 0.01 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-40K | – | -0.01 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $983K | – | 0.24 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-193K | – | -0.05 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $810K | – | 0.20 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $462K | – | 0.11 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-252K | – | -0.06 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $210K | – | 0.05 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $187K | – | 0.05 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-164K | – | -0.04 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $246K | – | 0.06 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-246K | – | -0.06 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $433K | – | 0.11 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-192K | – | -0.05 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-125K | – | -0.03 |
| UMBS 30YR 7% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $616K | – | 0.15 |
| UNILEVER CAPITAL CORP 1.75% 08/12/2031 | Long | Debt | US | $109K | – | 0.03 |
| UNION PACIFIC CORP 2.891% 04/06/2036 | Long | Debt | US | $56K | – | 0.01 |
| UNION PACIFIC CORP 3.2% 05/20/2041 | Long | Debt | US | $34K | – | 0.01 |
| UNION PACIFIC CORP 3.5% 02/14/2053 | Long | Debt | US | $7K | – | 0.00 |
| UNION PACIFIC CORP 3.6% 09/15/2037 | Long | Debt | US | $122K | – | 0.03 |
| UNION PACIFIC CORP 3.839% 03/20/2060 | Long | Debt | US | $97K | – | 0.02 |
| UNION PACIFIC CORP 3.875% 02/01/2055 | Long | Debt | US | $15K | – | 0.00 |
| UNION PACIFIC CORP 4.95% 05/15/2053 | Long | Debt | US | $65K | – | 0.02 |
| UNION PACIFIC CORP 5.15% 01/20/2063 | Long | Debt | US | $9K | – | 0.00 |
| UNITED PARCEL SERVICE INC 2.5% 09/01/2029 | Long | Debt | US | $80K | – | 0.02 |
| UNITED PARCEL SERVICE INC 3.75% 11/15/2047 | Long | Debt | US | $44K | – | 0.01 |
| UNITED PARCEL SERVICE INC 5.5% 05/22/2054 | Long | Debt | US | $89K | – | 0.02 |
| UNITED STATES TREASURY BOND 1.125% 08/15/2040 | Long | Debt | US | $465K | – | 0.12 |
| UNITED STATES TREASURY BOND 1.25% 05/15/2050 | Long | Debt | US | $532K | – | 0.13 |
| UNITED STATES TREASURY BOND 1.375% 08/15/2050 | Long | Debt | US | $477K | – | 0.12 |
| UNITED STATES TREASURY BOND 1.375% 11/15/2040 | Long | Debt | US | $373K | – | 0.09 |
| UNITED STATES TREASURY BOND 1.625% 11/15/2050 | Long | Debt | US | $611K | – | 0.15 |
| UNITED STATES TREASURY BOND 1.75% 08/15/2041 | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2041 | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2051 | Long | Debt | US | $55K | – | 0.01 |
| UNITED STATES TREASURY BOND 1.875% 11/15/2051 | Long | Debt | US | $678K | – | 0.17 |
| UNITED STATES TREASURY BOND 2.25% 02/15/2052 | Long | Debt | US | $63K | – | 0.02 |
| UNITED STATES TREASURY BOND 2.25% 05/15/2041 | Long | Debt | US | $2M | – | 0.41 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2046 | Long | Debt | US | $4K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2049 | Long | Debt | US | $22K | – | 0.01 |
| UNITED STATES TREASURY BOND 2.375% 02/15/2042 | Long | Debt | US | $1M | – | 0.29 |
| UNITED STATES TREASURY BOND 2.375% 05/15/2051 | Long | Debt | US | $546K | – | 0.14 |
| UNITED STATES TREASURY BOND 2.375% 11/15/2049 | Long | Debt | US | $654.3 | – | 0.00 |
| UNITED STATES TREASURY BOND 2.5% 02/15/2045 | Long | Debt | US | $130K | – | 0.03 |
| UNITED STATES TREASURY BOND 2.5% 02/15/2046 | Long | Debt | US | $62K | – | 0.02 |
| UNITED STATES TREASURY BOND 2.5% 05/15/2046 | Long | Debt | US | $58K | – | 0.01 |
| UNITED STATES TREASURY BOND 2.75% 08/15/2042 | Long | Debt | US | $31K | – | 0.01 |
| UNITED STATES TREASURY BOND 2.75% 11/15/2042 | Long | Debt | US | $3K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.75% 11/15/2047 | Long | Debt | US | $17K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2049 | Long | Debt | US | $9K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2052 | Long | Debt | US | $2M | – | 0.44 |
| UNITED STATES TREASURY BOND 2.875% 08/15/2045 | Long | Debt | US | $71K | – | 0.02 |
| UNITED STATES TREASURY BOND 2% 02/15/2050 | Long | Debt | US | $27K | – | 0.01 |
| UNITED STATES TREASURY BOND 2% 08/15/2051 | Long | Debt | US | $342K | – | 0.08 |
| UNITED STATES TREASURY BOND 2% 11/15/2041 | Long | Debt | US | $709K | – | 0.18 |
| UNITED STATES TREASURY BOND 3.125% 02/15/2043 | Long | Debt | US | $100K | – | 0.02 |
| UNITED STATES TREASURY BOND 3.125% 05/15/2048 | Long | Debt | US | $44K | – | 0.01 |
| UNITED STATES TREASURY BOND 3.125% 08/15/2044 | Long | Debt | US | $188K | – | 0.05 |
| UNITED STATES TREASURY BOND 3.125% 11/15/2041 | Long | Debt | US | $61K | – | 0.02 |
| UNITED STATES TREASURY BOND 3.25% 05/15/2042 | Long | Debt | US | $547K | – | 0.14 |
| UNITED STATES TREASURY BOND 3.375% 05/15/2044 | Long | Debt | US | $163K | – | 0.04 |
| UNITED STATES TREASURY BOND 3.375% 08/15/2042 | Long | Debt | US | $326K | – | 0.08 |
| UNITED STATES TREASURY BOND 3.375% 11/15/2048 | Long | Debt | US | $26K | – | 0.01 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $938K | – | 0.23 |
| UNITED STATES TREASURY BOND 3.625% 05/15/2053 | Long | Debt | US | $84K | – | 0.02 |
| UNITED STATES TREASURY BOND 3.625% 08/15/2043 | Long | Debt | US | $40K | – | 0.01 |
| UNITED STATES TREASURY BOND 3.75% 08/15/2041 | Long | Debt | US | $43K | – | 0.01 |
| UNITED STATES TREASURY BOND 3.75% 11/15/2043 | Long | Debt | US | $34K | – | 0.01 |
| UNITED STATES TREASURY BOND 3.875% 02/15/2043 | Long | Debt | US | $2M | – | 0.51 |
| UNITED STATES TREASURY BOND 3.875% 05/15/2043 | Long | Debt | US | $580K | – | 0.14 |
| UNITED STATES TREASURY BOND 3.875% 08/15/2040 | Long | Debt | US | $18K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 02/15/2048 | Long | Debt | US | $3K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 02/15/2049 | Long | Debt | US | $15K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 05/15/2042 | Long | Debt | US | $10K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 05/15/2045 | Long | Debt | US | $93K | – | 0.02 |
| UNITED STATES TREASURY BOND 3% 05/15/2047 | Long | Debt | US | $13K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 08/15/2048 | Long | Debt | US | $21K | – | 0.01 |
| UNITED STATES TREASURY BOND 3% 08/15/2052 | Long | Debt | US | $2M | – | 0.42 |
| UNITED STATES TREASURY BOND 3% 11/15/2044 | Long | Debt | US | $5K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 11/15/2045 | Long | Debt | US | $6K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $1M | – | 0.34 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $5M | – | 1.17 |
| UNITED STATES TREASURY BOND 4.375% 05/15/2040 | Long | Debt | US | $44K | – | 0.01 |
| UNITED STATES TREASURY BOND 4.375% 08/15/2043 | Long | Debt | US | $2M | – | 0.61 |
| UNITED STATES TREASURY BOND 4.375% 11/15/2039 | Long | Debt | US | $23K | – | 0.01 |
| UNITED STATES TREASURY BOND 4.5% 02/15/2036 | Long | Debt | US | $1K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.5% 02/15/2044 | Long | Debt | US | $3M | – | 0.74 |
| UNITED STATES TREASURY BOND 4.5% 05/15/2038 | Long | Debt | US | $45K | – | 0.01 |
| UNITED STATES TREASURY BOND 4.75% 11/15/2043 | Long | Debt | US | $3M | – | 0.63 |
| UNITED STATES TREASURY BOND 4% 11/15/2042 | Long | Debt | US | $2M | – | 0.43 |
| UNITED STATES TREASURY BOND 4% 11/15/2052 | Long | Debt | US | $902K | – | 0.22 |
| UNITED STATES TREASURY BOND 5% 05/15/2037 | Long | Debt | US | $11K | – | 0.00 |
| UNITEDHEALTH GROUP INC 1.25% 01/15/2026 | Long | Debt | US | $23K | – | 0.01 |
| UNITEDHEALTH GROUP INC 2.3% 05/15/2031 | Long | Debt | US | $239K | – | 0.06 |
| UNITEDHEALTH GROUP INC 2.9% 05/15/2050 | Long | Debt | US | $23K | – | 0.01 |
| UNITEDHEALTH GROUP INC 2% 05/15/2030 | Long | Debt | US | $67K | – | 0.02 |
| UNITEDHEALTH GROUP INC 3.05% 05/15/2041 | Long | Debt | US | $85K | – | 0.02 |
| UNITEDHEALTH GROUP INC 3.7% 08/15/2049 | Long | Debt | US | $15K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.25% 01/15/2029 | Long | Debt | US | $29K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.375% 03/15/2042 | Long | Debt | US | $48K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.05% 04/15/2053 | Long | Debt | US | $101K | – | 0.03 |
| UNITEDHEALTH GROUP INC 5.2% 04/15/2063 | Long | Debt | US | $37K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.5% 04/15/2064 | Long | Debt | US | $58K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.8% 03/15/2036 | Long | Debt | US | $52K | – | 0.01 |
| UNITEDHEALTH GROUP INC 6.05% 02/15/2063 | Long | Debt | US | $52K | – | 0.01 |
| UNITEDHEALTH GROUP INC 6.625% 11/15/2037 | Long | Debt | US | $55K | – | 0.01 |
| UNITEDHEALTH GROUP INC 6.875% 02/15/2038 | Long | Debt | US | $211K | – | 0.05 |
| UNUM GROUP 4% 06/15/2029 | Long | Debt | US | $28K | – | 0.01 |
| URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $17K | – | 0.00 |
| URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $269K | – | 0.07 |
| URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $15K | – | 0.00 |
| URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $57K | – | 0.01 |
| US BANCORP DEL 1.375% 07/22/2030 | Long | Debt | US | $304K | – | 0.08 |
| US BANCORP DEL 2.491%/VAR 11/03/2036 | Long | Debt | US | $39K | – | 0.01 |
| US BANCORP DEL 3.1% 04/27/2026 | Long | Debt | US | $48K | – | 0.01 |
| US BANCORP DEL 3.9% 04/26/2028 | Long | Debt | US | $90K | – | 0.02 |
| US BANCORP DEL 4.967%/VAR 07/22/2033 | Long | Debt | US | $9K | – | 0.00 |
| US BANCORP DEL 5.836%/VAR 06/12/2034 | Long | Debt | US | $101K | – | 0.03 |
| US BANCORP DEL 5.85%/VAR 10/21/2033 | Long | Debt | US | $30K | – | 0.01 |
| UST NOTES 0.25% 05/31/2025 | Long | Debt | US | $403K | – | 0.10 |
| UST NOTES 0.25% 06/30/2025 | Long | Debt | US | $263K | – | 0.07 |
| UST NOTES 0.25% 08/31/2025 | Long | Debt | US | $709K | – | 0.18 |
| UST NOTES 0.25% 09/30/2025 | Long | Debt | US | $1M | – | 0.26 |
| UST NOTES 0.375% 01/31/2026 | Long | Debt | US | $724K | – | 0.18 |
| UST NOTES 0.375% 04/30/2025 | Long | Debt | US | $1M | – | 0.25 |
| UST NOTES 0.375% 07/31/2027 | Long | Debt | US | $1M | – | 0.27 |
| UST NOTES 0.375% 11/30/2025 | Long | Debt | US | $1M | – | 0.29 |
| UST NOTES 0.375% 12/31/2025 | Long | Debt | US | $462K | – | 0.11 |
| UST NOTES 0.5% 05/31/2027 | Long | Debt | US | $1M | – | 0.34 |
| UST NOTES 0.5% 06/30/2027 | Long | Debt | US | $1M | – | 0.34 |
| UST NOTES 0.5% 08/31/2027 | Long | Debt | US | $271K | – | 0.07 |
| UST NOTES 0.5% 10/31/2027 | Long | Debt | US | $56K | – | 0.01 |
| UST NOTES 0.625% 03/31/2027 | Long | Debt | US | $722K | – | 0.18 |
| UST NOTES 0.625% 05/15/2030 | Long | Debt | US | $60K | – | 0.01 |
| UST NOTES 0.625% 08/15/2030 | Long | Debt | US | $162K | – | 0.04 |
| UST NOTES 0.625% 11/30/2027 | Long | Debt | US | $444K | – | 0.11 |
| UST NOTES 0.625% 12/31/2027 | Long | Debt | US | $294K | – | 0.07 |
| UST NOTES 0.75% 01/31/2028 | Long | Debt | US | $229K | – | 0.06 |
| UST NOTES 0.75% 04/30/2026 | Long | Debt | US | $963K | – | 0.24 |
| UST NOTES 0.75% 08/31/2026 | Long | Debt | US | $544K | – | 0.14 |
| UST NOTES 0.875% 06/30/2026 | Long | Debt | US | $397K | – | 0.10 |
| UST NOTES 0.875% 09/30/2026 | Long | Debt | US | $1M | – | 0.34 |
| UST NOTES 1.125% 02/15/2031 | Long | Debt | US | $2K | – | 0.00 |
| UST NOTES 1.125% 02/28/2027 | Long | Debt | US | $909.02 | – | 0.00 |
| UST NOTES 1.125% 02/29/2028 | Long | Debt | US | $881.8 | – | 0.00 |
| UST NOTES 1.125% 08/31/2028 | Long | Debt | US | $9K | – | 0.00 |
| UST NOTES 1.125% 10/31/2026 | Long | Debt | US | $895K | – | 0.22 |
| UST NOTES 1.25% 03/31/2028 | Long | Debt | US | $11K | – | 0.00 |
| UST NOTES 1.25% 04/30/2028 | Long | Debt | US | $581K | – | 0.14 |
| UST NOTES 1.25% 06/30/2028 | Long | Debt | US | $230K | – | 0.06 |
| UST NOTES 1.25% 08/15/2031 | Long | Debt | US | $208K | – | 0.05 |
| UST NOTES 1.25% 09/30/2028 | Long | Debt | US | $4K | – | 0.00 |
| UST NOTES 1.25% 11/30/2026 | Long | Debt | US | $178K | – | 0.04 |
| UST NOTES 1.25% 12/31/2026 | Long | Debt | US | $206K | – | 0.05 |
| UST NOTES 1.375% 08/31/2026 | Long | Debt | US | $645K | – | 0.16 |
| UST NOTES 1.375% 10/31/2028 | Long | Debt | US | $359K | – | 0.09 |
| UST NOTES 1.375% 12/31/2028 | Long | Debt | US | $866K | – | 0.22 |
| UST NOTES 1.5% 01/31/2027 | Long | Debt | US | $159K | – | 0.04 |
| UST NOTES 1.5% 08/15/2026 | Long | Debt | US | $535K | – | 0.13 |
| UST NOTES 1.5% 11/30/2028 | Long | Debt | US | $2M | – | 0.52 |
| UST NOTES 1.625% 08/15/2029 | Long | Debt | US | $153K | – | 0.04 |
| UST NOTES 1.625% 09/30/2026 | Long | Debt | US | $87K | – | 0.02 |
| UST NOTES 1.625% 10/31/2026 | Long | Debt | US | $200K | – | 0.05 |
| UST NOTES 1.625% 11/30/2026 | Long | Debt | US | $126K | – | 0.03 |
| UST NOTES 1.75% 01/31/2029 | Long | Debt | US | $411K | – | 0.10 |
| UST NOTES 1.875% 02/28/2027 | Long | Debt | US | $148K | – | 0.04 |
| UST NOTES 1.875% 02/28/2029 | Long | Debt | US | $22K | – | 0.01 |
| UST NOTES 1.875% 06/30/2026 | Long | Debt | US | $83K | – | 0.02 |
| UST NOTES 1.875% 07/31/2026 | Long | Debt | US | $224K | – | 0.06 |
| UST NOTES 1% 07/31/2028 | Long | Debt | US | $2K | – | 0.00 |
| UST NOTES 2.25% 02/15/2027 | Long | Debt | US | $126K | – | 0.03 |
| UST NOTES 2.25% 08/15/2027 | Long | Debt | US | $33K | – | 0.01 |
| UST NOTES 2.25% 11/15/2027 | Long | Debt | US | $93K | – | 0.02 |
| UST NOTES 2.375% 05/15/2027 | Long | Debt | US | $21K | – | 0.01 |
| UST NOTES 2.375% 05/15/2029 | Long | Debt | US | $14K | – | 0.00 |
| UST NOTES 2.625% 02/15/2029 | Long | Debt | US | $52K | – | 0.01 |
| UST NOTES 2.625% 05/31/2027 | Long | Debt | US | $632K | – | 0.16 |
| UST NOTES 2.625% 07/31/2029 | Long | Debt | US | $672K | – | 0.17 |
| UST NOTES 2.625% 12/31/2025 | Long | Debt | US | $5K | – | 0.00 |
| UST NOTES 2.75% 02/15/2028 | Long | Debt | US | $461K | – | 0.11 |
| UST NOTES 2.75% 05/15/2025 | Long | Debt | US | $391K | – | 0.10 |
| UST NOTES 2.75% 07/31/2027 | Long | Debt | US | $1M | – | 0.26 |
| UST NOTES 2.75% 08/15/2032 | Long | Debt | US | $384K | – | 0.10 |
| UST NOTES 2.875% 05/15/2028 | Long | Debt | US | $303K | – | 0.08 |
| UST NOTES 2.875% 05/15/2032 | Long | Debt | US | $236K | – | 0.06 |
| UST NOTES 2.875% 05/31/2025 | Long | Debt | US | $10K | – | 0.00 |
| UST NOTES 2.875% 06/15/2025 | Long | Debt | US | $98K | – | 0.02 |
| UST NOTES 2.875% 08/15/2028 | Long | Debt | US | $57K | – | 0.01 |
| UST NOTES 2.875% 11/30/2025 | Long | Debt | US | $30K | – | 0.01 |
| UST NOTES 2% 11/15/2026 | Long | Debt | US | $103K | – | 0.03 |
| UST NOTES 3.125% 08/15/2025 | Long | Debt | US | $220K | – | 0.05 |
| UST NOTES 3.125% 08/31/2027 | Long | Debt | US | $2M | – | 0.54 |
| UST NOTES 3.125% 08/31/2029 | Long | Debt | US | $866K | – | 0.21 |
| UST NOTES 3.125% 11/15/2028 | Long | Debt | US | $146K | – | 0.04 |
| UST NOTES 3.25% 06/30/2027 | Long | Debt | US | $643K | – | 0.16 |
| UST NOTES 3.25% 06/30/2029 | Long | Debt | US | $603K | – | 0.15 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $404K | – | 0.10 |
| UST NOTES 3.5% 01/31/2030 | Long | Debt | US | $855K | – | 0.21 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $2M | – | 0.45 |
| UST NOTES 3.5% 04/30/2028 | Long | Debt | US | $1M | – | 0.25 |
| UST NOTES 3.5% 04/30/2030 | Long | Debt | US | $739K | – | 0.18 |
| UST NOTES 3.5% 09/15/2025 | Long | Debt | US | $2M | – | 0.40 |
| UST NOTES 3.625% 03/31/2028 | Long | Debt | US | $996K | – | 0.25 |
| UST NOTES 3.625% 03/31/2030 | Long | Debt | US | $172K | – | 0.04 |
| UST NOTES 3.625% 05/15/2026 | Long | Debt | US | $1M | – | 0.36 |
| UST NOTES 3.625% 05/31/2028 | Long | Debt | US | $531K | – | 0.13 |
| UST NOTES 3.75% 04/15/2026 | Long | Debt | US | $2M | – | 0.42 |
| UST NOTES 3.75% 05/31/2030 | Long | Debt | US | $1M | – | 0.36 |
| UST NOTES 3.75% 06/30/2030 | Long | Debt | US | $134K | – | 0.03 |
| UST NOTES 3.75% 12/31/2028 | Long | Debt | US | $813K | – | 0.20 |
| UST NOTES 3.75% 12/31/2030 | Long | Debt | US | $1M | – | 0.30 |
| UST NOTES 3.875% 01/15/2026 | Long | Debt | US | $3M | – | 0.84 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $1M | – | 0.25 |
| UST NOTES 3.875% 11/30/2027 | Long | Debt | US | $5K | – | 0.00 |
| UST NOTES 3.875% 11/30/2029 | Long | Debt | US | $2M | – | 0.45 |
| UST NOTES 3.875% 12/31/2027 | Long | Debt | US | $439K | – | 0.11 |
| UST NOTES 3.875% 12/31/2029 | Long | Debt | US | $813K | – | 0.20 |
| UST NOTES 3% 07/15/2025 | Long | Debt | US | $1M | – | 0.26 |
| UST NOTES 3% 10/31/2025 | Long | Debt | US | $72K | – | 0.02 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $2M | – | 0.54 |
| UST NOTES 4.125% 03/31/2029 | Long | Debt | US | $1M | – | 0.37 |
| UST NOTES 4.125% 03/31/2031 | Long | Debt | US | $1M | – | 0.36 |
| UST NOTES 4.125% 06/15/2026 | Long | Debt | US | $1M | – | 0.32 |
| UST NOTES 4.125% 07/31/2028 | Long | Debt | US | $1M | – | 0.29 |
| UST NOTES 4.125% 08/31/2030 | Long | Debt | US | $2M | – | 0.44 |
| UST NOTES 4.125% 09/30/2027 | Long | Debt | US | $1M | – | 0.29 |
| UST NOTES 4.125% 10/31/2027 | Long | Debt | US | $2M | – | 0.43 |
| UST NOTES 4.125% 11/15/2032 | Long | Debt | US | $2M | – | 0.51 |
| UST NOTES 4.25% 01/31/2026 | Long | Debt | US | $138K | – | 0.03 |
| UST NOTES 4.25% 02/28/2029 | Long | Debt | US | $1M | – | 0.33 |
| UST NOTES 4.25% 02/28/2031 | Long | Debt | US | $3M | – | 0.72 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $4M | – | 0.91 |
| UST NOTES 4.25% 05/31/2025 | Long | Debt | US | $991K | – | 0.25 |
| UST NOTES 4.25% 10/15/2025 | Long | Debt | US | $2M | – | 0.55 |
| UST NOTES 4.375% 08/15/2026 | Long | Debt | US | $1M | – | 0.28 |
| UST NOTES 4.375% 11/30/2028 | Long | Debt | US | $1M | – | 0.35 |
| UST NOTES 4.375% 11/30/2030 | Long | Debt | US | $2M | – | 0.49 |
| UST NOTES 4.375% 12/15/2026 | Long | Debt | US | $2M | – | 0.54 |
| UST NOTES 4.5% 03/31/2026 | Long | Debt | US | $1M | – | 0.32 |
| UST NOTES 4.5% 04/15/2027 | Long | Debt | US | $1M | – | 0.29 |
| UST NOTES 4.5% 07/15/2026 | Long | Debt | US | $1M | – | 0.35 |
| UST NOTES 4.5% 11/15/2025 | Long | Debt | US | $60K | – | 0.01 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $3M | – | 0.66 |
| UST NOTES 4.625% 02/28/2026 | Long | Debt | US | $1M | – | 0.31 |
| UST NOTES 4.625% 03/15/2026 | Long | Debt | US | $3M | – | 0.66 |
| UST NOTES 4.625% 04/30/2029 | Long | Debt | US | $593K | – | 0.15 |
| UST NOTES 4.625% 04/30/2031 | Long | Debt | US | $756K | – | 0.19 |
| UST NOTES 4.625% 09/15/2026 | Long | Debt | US | $3M | – | 0.66 |
| UST NOTES 4.625% 09/30/2028 | Long | Debt | US | $1M | – | 0.35 |
| UST NOTES 4.625% 09/30/2030 | Long | Debt | US | $976K | – | 0.24 |
| UST NOTES 4.625% 10/15/2026 | Long | Debt | US | $588K | – | 0.15 |
| UST NOTES 4.625% 11/15/2026 | Long | Debt | US | $5M | – | 1.14 |
| UST NOTES 4.875% 10/31/2028 | Long | Debt | US | $3M | – | 0.64 |
| UST NOTES 4.875% 10/31/2030 | Long | Debt | US | $816K | – | 0.20 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $2M | – | 0.43 |
| UST NOTES 4% 01/31/2029 | Long | Debt | US | $2M | – | 0.48 |
| UST NOTES 4% 01/31/2031 | Long | Debt | US | $2M | – | 0.41 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $2M | – | 0.55 |
| UST NOTES 4% 02/28/2030 | Long | Debt | US | $594K | – | 0.15 |
| UST NOTES 4% 02/29/2028 | Long | Debt | US | $705K | – | 0.18 |
| UST NOTES 4% 07/31/2030 | Long | Debt | US | $661K | – | 0.16 |
| UST NOTES 4% 10/31/2029 | Long | Debt | US | $3M | – | 0.66 |
| UST NOTES 4% 12/15/2025 | Long | Debt | US | $1M | – | 0.32 |
| UST NOTES 5% 09/30/2025 | Long | Debt | US | $2M | – | 0.42 |
| UST NOTES 5% 10/31/2025 | Long | Debt | US | $480K | – | 0.12 |
| VALERO ENERGY CORP 2.15% 09/15/2027 | Long | Debt | US | $113K | – | 0.03 |
| VALERO ENERGY CORP 3.4% 09/15/2026 | Long | Debt | US | $48K | – | 0.01 |
| VALERO ENERGY CORP 4% 04/01/2029 | Long | Debt | US | $147K | – | 0.04 |
| VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049 | Long | Debt | US | $68K | – | 0.02 |
| VERALTO CORP 5.35% 09/18/2028 144A | Long | Debt | US | $30K | – | 0.01 |
| VERALTO CORP 5.5% 09/18/2026 144A | Long | Debt | US | $40K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 0.85% 11/20/2025 | Long | Debt | US | $127K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 1.5% 09/18/2030 | Long | Debt | US | $324K | – | 0.08 |
| VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 | Long | Debt | US | $163K | – | 0.04 |
| VERIZON COMMUNICATIONS INC 2.65% 11/20/2040 | Long | Debt | US | $48K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.85% 09/03/2041 | Long | Debt | US | $119K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 2.987% 10/30/2056 | Long | Debt | US | $75K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 3.55% 03/22/2051 | Long | Debt | US | $100K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 3.7% 03/22/2061 | Long | Debt | US | $35K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.875% 02/08/2029 | Long | Debt | US | $114K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 3% 11/20/2060 | Long | Debt | US | $30K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.016% 12/03/2029 | Long | Debt | US | $349K | – | 0.09 |
| VERIZON COMMUNICATIONS INC 4.75% 11/01/2041 | Long | Debt | US | $173K | – | 0.04 |
| VERIZON COMMUNICATIONS INC 4% 03/22/2050 | Long | Debt | US | $30K | – | 0.01 |
| VIATRIS INC 2.3% 06/22/2027 | Long | Debt | US | $95K | – | 0.02 |
| VICI PROPERTIES LP 5.625% 05/15/2052 | Long | Debt | US | $49K | – | 0.01 |
| VISA INC 1.9% 04/15/2027 | Long | Debt | US | $40K | – | 0.01 |
| VISA INC 2.05% 04/15/2030 | Long | Debt | US | $60K | – | 0.01 |
| VISA INC 2.7% 04/15/2040 | Long | Debt | US | $44K | – | 0.01 |
| VISA INC 2.75% 09/15/2027 | Long | Debt | US | $192K | – | 0.05 |
| VISA INC 4.3% 12/14/2045 | Long | Debt | US | $56K | – | 0.01 |
| VMWARE INC 1.4% 08/15/2026 | Long | Debt | US | $89K | – | 0.02 |
| VMWARE INC 4.7% 05/15/2030 | Long | Debt | US | $67K | – | 0.02 |
| VODAFONE GROUP PLC 4.125% 05/30/2025 (VODAFONE GRP PLC) | Long | Debt | GB | $118K | – | 0.03 |
| VODAFONE GROUP PLC 4.375% 05/30/2028 (VODAFONE GRP PLC) | Long | Debt | GB | $24K | – | 0.01 |
| VODAFONE GROUP PLC 5.125% 06/19/2059 (VODAFONE GRP PLC) | Long | Debt | GB | $53K | – | 0.01 |
| VODAFONE GROUP PLC 5.25% 05/30/2048 (VODAFONE GRP PLC) | Long | Debt | GB | $19K | – | 0.00 |
| VODAFONE GROUP PLC 5.625% 02/10/2053 (VODAFONE GRP PLC) | Long | Debt | GB | $29K | – | 0.01 |
| VODAFONE GROUP PLC 5% 05/30/2038 (VODAFONE GRP PLC) | Long | Debt | GB | $41K | – | 0.01 |
| VODAFONE GROUP PLC 6.15% 02/27/2037 (VODAFONE GRP PLC) | Long | Debt | GB | $52K | – | 0.01 |
| VONTIER CORP 1.8% 04/01/2026 | Long | Debt | US | $46K | – | 0.01 |
| VOYA FINANCIAL INC 3.65% 06/15/2026 | Long | Debt | US | $58K | – | 0.01 |
| WACHOVIA CORP 5.5% 08/01/2035 | Long | Debt | US | $59K | – | 0.01 |
| WALMART INC 1.05% 09/17/2026 | Long | Debt | US | $119K | – | 0.03 |
| WALMART INC 2.5% 09/22/2041 | Long | Debt | US | $142K | – | 0.04 |
| WALMART INC 3.9% 04/15/2028 | Long | Debt | US | $49K | – | 0.01 |
| WALMART INC 4.05% 06/29/2048 | Long | Debt | US | $108K | – | 0.03 |
| WALMART INC 4.1% 04/15/2033 | Long | Debt | US | $47K | – | 0.01 |
| WALMART INC 4.5% 04/15/2053 | Long | Debt | US | $18K | – | 0.00 |
| WALT DISNEY CO 2.65% 01/13/2031 | Long | Debt | US | $43K | – | 0.01 |
| WALT DISNEY CO 2% 09/01/2029 | Long | Debt | US | $43K | – | 0.01 |
| WALT DISNEY CO 3.6% 01/13/2051 | Long | Debt | US | $15K | – | 0.00 |
| WALT DISNEY CO 3.8% 03/22/2030 | Long | Debt | US | $75K | – | 0.02 |
| WALT DISNEY CO 4.7% 03/23/2050 | Long | Debt | US | $18K | – | 0.00 |
| WALT DISNEY CO 6.15% 03/01/2037 | Long | Debt | US | $129K | – | 0.03 |
| WALT DISNEY CO 6.2% 12/15/2034 | Long | Debt | US | $244K | – | 0.06 |
| WALT DISNEY CO 6.65% 11/15/2037 | Long | Debt | US | $22K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $47K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $64K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $54K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 5.391% 03/15/2062 | Long | Debt | US | $122K | – | 0.03 |
| WASTE MANAGEMENT INC DEL 2.5% 11/15/2050 | Long | Debt | US | $42K | – | 0.01 |
| WASTE MANAGEMENT INC DEL 2% 06/01/2029 | Long | Debt | US | $48K | – | 0.01 |
| WASTE MANAGEMENT INC DEL 4.875% 02/15/2029 | Long | Debt | US | $70K | – | 0.02 |
| WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030 | Long | Debt | US | $449K | – | 0.11 |
| WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026 | Long | Debt | US | $988K | – | 0.25 |
| WELLS FARGO and CO NEW 4.611/VAR 04/25/2053 | Long | Debt | US | $60K | – | 0.01 |
| WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | Long | Debt | US | $407K | – | 0.10 |
| WELLS FARGO and CO NEW 4.9% 11/17/2045 | Long | Debt | US | $247K | – | 0.06 |
| WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | Long | Debt | US | $167K | – | 0.04 |
| WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034 | Long | Debt | US | $50K | – | 0.01 |
| WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | Long | Debt | US | $50K | – | 0.01 |
| WELLS FARGO and CO NEW 6.419%/VAR 10/23/2034 | Long | Debt | US | $106K | – | 0.03 |
| WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052 | Long | ABS-mortgage backed security | US | $66K | – | 0.02 |
| WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052 | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053 | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052 (TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| WELLTOWER OP LLC 2.7% 02/15/2027 | Long | Debt | US | $113K | – | 0.03 |
| WELLTOWER OP LLC 4.95% 09/01/2048 | Long | Debt | US | $32K | – | 0.01 |
| WESTERN GAS PARTNERS LP 5.45% 04/01/2044 | Long | Debt | US | $45K | – | 0.01 |
| WESTERN GAS PARTNERS LP 6.35% 01/15/2029 | Long | Debt | US | $72K | – | 0.02 |
| WESTERN GAS PARTNERS LP STEP 02/01/2030 | Long | Debt | US | $46K | – | 0.01 |
| WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026 | Long | Debt | US | $29K | – | 0.01 |
| WESTLAKE CORP 3.125% 08/15/2051 | Long | Debt | US | $38K | – | 0.01 |
| WESTPAC BANKING CORP 1.953% 11/20/2028 | Long | Debt | AU | $44K | – | 0.01 |
| WESTPAC BANKING CORP 2.668%/VAR 11/15/2035 | Long | Debt | AU | $33K | – | 0.01 |
| WESTPAC BANKING CORP 2.894%/VAR 02/04/2030 | Long | Debt | AU | $98K | – | 0.02 |
| WESTPAC BANKING CORP 3.35% 03/08/2027 | Long | Debt | AU | $110K | – | 0.03 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $184K | – | 0.05 |
| WESTPAC BANKING CORP 5.535% 11/17/2028 | Long | Debt | AU | $82K | – | 0.02 |
| WEYERHAEUSER CO 4% 11/15/2029 | Long | Debt | US | $70K | – | 0.02 |
| WHIRLPOOL CORP 5.5% 03/01/2033 | Long | Debt | US | $49K | – | 0.01 |
| WHIRLPOOL CORP 5.75% 03/01/2034 | Long | Debt | US | $20K | – | 0.00 |
| WILLIAMS COS INC 3.75% 06/15/2027 | Long | Debt | US | $25K | – | 0.01 |
| WILLIAMS COS INC 5.4% 03/02/2026 | Long | Debt | US | $100K | – | 0.02 |
| WILLIAMS COS INC 5.65% 03/15/2033 | Long | Debt | US | $50K | – | 0.01 |
| WILLIS NORTH AMERICA INC 2.95% 09/15/2029 | Long | Debt | US | $83K | – | 0.02 |
| WILLIS NORTH AMERICA INC 4.5% 09/15/2028 | Long | Debt | US | $29K | – | 0.01 |
| WILLIS NORTH AMERICA INC 5.9% 03/05/2054 | Long | Debt | US | $39K | – | 0.01 |
| WP CAREY INC 2.45% 02/01/2032 | Long | Debt | US | $24K | – | 0.01 |
| WRKCO INC 4.9% 03/15/2029 | Long | Debt | US | $10K | – | 0.00 |
| WRKCO INC 4% 03/15/2028 | Long | Debt | US | $96K | – | 0.02 |
| WYETH LLC 6.5% 02/01/2034 | Long | Debt | US | $109K | – | 0.03 |
| ZIMMER BIOMET HLDGS INC 2.6% 11/24/2031 | Long | Debt | US | $50K | – | 0.01 |
| ZOETIS INC 3% 05/15/2050 | Long | Debt | US | $46K | – | 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