Fidelity Government Income Fund

Fund Profile

Fund profile

Tickers

FGOVX, FVIAX, FVICX, FVITX, FVIIX, FIKPX

Fund manager

Fidelity Intermediate Government Income Fund

Total assets

$2.79 bn

Liabilities

$472.50 mm

Net assets

$2.32 bn

Number of holdings

2.08 k

Top 200 of 2081 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	114.51 mm	114.49 mm shares	4.94	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	86.15 mm	85.31 mm principal	3.72	Debt	Long	USA
UST NOTES 1.125% 08/31/2028	85.32 mm	94.48 mm principal	3.68	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	77.28 mm	86.16 mm principal	3.33	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 02/15/2049	76.19 mm	95.77 mm principal	3.29	Debt	Long	USA
UMBS 30YR 2% 09/01/2054 #TBA	75.16 mm	91.90 mm principal	3.24	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 05/31/2030	55.35 mm	55.44 mm principal	2.39	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	50.33 mm	49.82 mm principal	2.17	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	45.33 mm	45.05 mm principal	1.95	Debt	Long	USA
UST NOTES 2.5% 03/31/2027	45.11 mm	46.60 mm principal	1.95	Debt	Long	USA
UST NOTES 2.625% 05/31/2027	43.79 mm	45.18 mm principal	1.89	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	41.76 mm	40.72 mm principal	1.80	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047	41.09 mm	46.29 mm principal	1.77	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 4.375% 07/15/2027	39.22 mm	38.63 mm principal	1.69	Debt	Long	USA
UST NOTES 2.75% 04/30/2027	38.92 mm	40.00 mm principal	1.68	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	35.61 mm	56.17 mm principal	1.54	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	33.47 mm	33.34 mm principal	1.44	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	32.54 mm	33.51 mm principal	1.40	Debt	Long	USA
FNMA 15YR 2% 06/01/2035#BP5637	29.80 mm	32.73 mm principal	1.28	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026	28.51 mm	29.40 mm principal	1.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 02/01/2052#	27.86 mm	30.25 mm principal	1.20	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 06/30/2030	26.73 mm	26.78 mm principal	1.15	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	24.74 mm	24.50 mm principal	1.07	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	24.39 mm	25.68 mm principal	1.05	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	21.03 mm	22.23 mm principal	0.91	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	18.70 mm	18.77 mm principal	0.81	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025	18.45 mm	18.82 mm principal	0.80	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 09/01/2054 #TBA	18.41 mm	21.60 mm principal	0.79	ABS-mortgage backed security	Long	USA
Fidelity Securities Lending Cash Central Fund	18.30 mm	18.30 mm shares	0.79	Short-term investment vehicle	Long	USA
FNMA 20YR 2% 12/01/2041#MA4501	17.39 mm	20.17 mm principal	0.75	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2025	17.02 mm	17.21 mm principal	0.73	ABS-mortgage backed security	Long	USA
GNII II 5.5% 09/01/2054 #TBA	16.61 mm	16.50 mm principal	0.72	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025	16.34 mm	16.61 mm principal	0.70	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	16.16 mm	15.12 mm principal	0.70	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025	15.81 mm	16.08 mm principal	0.68	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	15.45 mm	17.88 mm principal	0.67	ABS-mortgage backed security	Long	USA
FREMF 2015-KPLB B MORTGAGE TRUST 2.5% 05/25/2025 144A	14.85 mm	15.20 mm principal	0.64	ABS-mortgage backed security	Long	XX
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025	14.78 mm	14.99 mm principal	0.64	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	14.19 mm	13.84 mm principal	0.61	ABS-mortgage backed security	Long	USA
GNII II 6% 09/01/2054 #TBA	14.10 mm	13.90 mm principal	0.61	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	13.62 mm	13.75 mm principal	0.59	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 5% 04/25/2046	13.28 mm	13.43 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0002	13.17 mm	12.63 mm principal	0.57	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0001	13.05 mm	12.49 mm principal	0.56	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4.5% 12/25/2048	12.97 mm	13.19 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	12.74 mm	14.23 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029	12.50 mm	12.50 mm principal	0.54	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	12.50 mm	12.00 mm principal	0.54	Debt	Long	USA
FNMA 15YR 2% 06/01/2035#FM3591	12.40 mm	13.62 mm principal	0.53	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.308% 09/25/2025	12.30 mm	12.48 mm principal	0.53	ABS-mortgage backed security	Long	USA
GNII II 2% 01/20/2052#MA7826	11.87 mm	14.11 mm principal	0.51	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	11.20 mm	13.30 mm principal	0.48	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038	11.07 mm	11.72 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	10.78 mm	12.00 mm principal	0.46	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	10.73 mm	11.08 mm principal	0.46	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4% 01/15/2041	10.68 mm	10.99 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024	10.26 mm	10.35 mm principal	0.44	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040	10.02 mm	10.64 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2% 07/01/2041#SC0162	9.99 mm	11.48 mm principal	0.43	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	9.98 mm	11.12 mm principal	0.43	Debt	Long	USA
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040	9.68 mm	10.37 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR 5.5% 09/01/2054 #TBA	9.51 mm	9.45 mm principal	0.41	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2039	9.25 mm	10.24 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	9.19 mm	9.36 mm principal	0.40	Debt	Long	USA
FNMA 30YR 3% 10/01/2051#FM9210	9.02 mm	10.06 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNII II 5.5% 10/01/2054 #TBA	8.78 mm	8.73 mm principal	0.38	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 2009-118 XZ 5% 12/39	8.72 mm	8.54 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0167	8.68 mm	9.67 mm principal	0.37	ABS-mortgage backed security	Long	USA
PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024	8.59 mm	8.66 mm principal	0.37	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.77% 05/25/2025 144A	8.47 mm	8.62 mm principal	0.37	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	8.26 mm	8.23 mm principal	0.36	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025	7.67 mm	7.74 mm principal	0.33	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048	7.54 mm	8.45 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
GNII II 2% 10/20/2050#MA6930	7.48 mm	8.88 mm principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026	7.43 mm	7.70 mm principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026	7.27 mm	7.40 mm principal	0.31	ABS-mortgage backed security	Long	USA
UST NOTES 4% 07/31/2030	7.07 mm	6.99 mm principal	0.30	Debt	Long	USA
FNMA 30YR 6% 06/01/2053#CB6538	6.97 mm	6.76 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2040#	6.76 mm	7.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040	6.75 mm	7.32 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049	6.31 mm	7.31 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	6.18 mm	6.81 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 05/01/2035#QN2370	6.08 mm	6.65 mm principal	0.26	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	5.95 mm	6.11 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 10/01/2051#RA5998	5.92 mm	6.61 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNII II 6% 10/01/2054 #TBA	5.88 mm	5.80 mm principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051	5.88 mm	6.10 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	5.86 mm	5.82 mm principal	0.25	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/31/2031	5.72 mm	5.66 mm principal	0.25	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	5.72 mm	6.44 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 3.5% 01/31/2028	5.70 mm	5.75 mm principal	0.25	Debt	Long	USA
FNMA 15YR 3% 11/01/2034#CA4460	5.68 mm	5.94 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 10/01/2052#CB4893	5.40 mm	5.38 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/01/2051#SD7532	5.26 mm	6.30 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 07/01/2050#CA6399	5.13 mm	5.93 mm principal	0.22	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2031	5.07 mm	4.94 mm principal	0.22	Debt	Long	USA
FNMA 30YR 6% 06/01/2053#CB6539	5.07 mm	4.92 mm principal	0.22	ABS-mortgage backed security	Long	USA
GNII II 2.5% 06/20/2051#MA7418	4.95 mm	5.67 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K729 A2 3.136% 10/25/2024	4.93 mm	4.95 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2051#CB2166	4.90 mm	5.46 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	4.87 mm	5.78 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#CA6416	4.82 mm	5.36 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 03/01/2052#CB3174	4.81 mm	5.21 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	4.80 mm	5.57 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 09/01/2053#CB7134	4.73 mm	4.53 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 10/01/2052#SD1733	4.68 mm	4.66 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#	4.65 mm	5.01 mm principal	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.5% 02/15/2045	4.62 mm	6.15 mm principal	0.20	Debt	Long	USA
FNMA 30YR 2% 04/01/2051#MA4305	4.60 mm	5.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0237	4.42 mm	4.89 mm principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	4.40 mm	4.82 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3.5% 08/01/2051#RA5746	4.37 mm	4.70 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 08/01/2036#RC2195	4.22 mm	4.65 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2041#FS0106	4.21 mm	4.85 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 09/01/2051#	4.18 mm	4.51 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT 3857 ZP 5% 05/15/2041	4.04 mm	3.95 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 08/20/2051#785564	4.02 mm	4.65 mm principal	0.17	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG 2010-169 Z 4.5% 12/20/2040	4.01 mm	4.26 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 09/20/2051#785619	3.99 mm	4.62 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 06/01/2053#RA9278	3.98 mm	3.87 mm principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	3.96 mm	4.30 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K757 A2 2.05% 11/25/2028	3.95 mm	4.30 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 07/01/2041#CB1071	3.93 mm	4.53 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 06/01/2053#RA9276	3.89 mm	3.77 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 12/01/2046#BM5096	3.83 mm	4.04 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 20YR 3.5% 03/01/2042#SC0295	3.81 mm	3.99 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 04/01/2041#SC0158	3.80 mm	4.24 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNR 2010-31 BP 5% 3/20/40	3.76 mm	3.67 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
FNR 2016-26 CG 3% 05/46	3.76 mm	3.93 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
GNII II 4% 03/20/2047#MA4322	3.68 mm	3.80 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 03/01/2052#RA6988	3.56 mm	4.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0631	3.48 mm	3.89 mm principal	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2049	3.46 mm	4.46 mm principal	0.15	Debt	Long	USA
FHLG 30YR 5% 11/01/2052#SD1862	3.45 mm	3.43 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 10/01/2051#RA6010	3.43 mm	3.69 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051	3.39 mm	4.03 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3.5% 02/01/2051#	3.38 mm	3.65 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2041#CB2110	3.38 mm	3.90 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 10/01/2040#FM7397	3.37 mm	3.61 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 07/01/2053#RA9382	3.36 mm	3.26 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 06/01/2053#RA9277	3.34 mm	3.24 mm principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044	3.30 mm	3.42 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2% 03/01/2051#MA4281	3.27 mm	3.97 mm principal	0.14	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 10/01/2054 #TBA	3.16 mm	3.70 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	3.03 mm	3.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056	3.01 mm	2.74 mm principal	0.13	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	3.01 mm	3.27 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 07/01/2041#SC0157	3.00 mm	3.36 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 05/01/2052#CB3647	2.98 mm	2.94 mm principal	0.13	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	2.97 mm	3.05 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 07/01/2053#RA9383	2.96 mm	2.88 mm principal	0.13	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047	2.93 mm	3.21 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046	2.77 mm	3.14 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2% 07/01/2041#CB1069	2.71 mm	3.11 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 11/01/2041#FM9558	2.62 mm	2.94 mm principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051	2.61 mm	2.75 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FHLG 15YR 3% 09/01/2034#SB0072	2.59 mm	2.70 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 01/01/2042#RB5142	2.53 mm	2.85 mm principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.0% 04/15/2041	2.47 mm	2.43 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7507	2.47 mm	2.85 mm principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025	2.45 mm	2.48 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 08/01/2041#CB1337	2.42 mm	2.78 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 12/01/2031#AS8511	2.41 mm	2.52 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	2.41 mm	2.47 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.75% 02/15/2037	2.40 mm	2.22 mm principal	0.10	Debt	Long	USA
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039	2.40 mm	2.24 mm principal	0.10	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052	2.39 mm	2.40 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3% 02/01/2052#CB2886	2.39 mm	2.67 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 07/01/2051#	2.37 mm	2.56 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048	2.35 mm	2.53 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4.25% 03/25/2042	2.35 mm	2.43 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027	2.30 mm	2.37 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3248	2.29 mm	2.28 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 09/01/2041#SC0185	2.26 mm	2.51 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 15YR 3.5% 05/01/2035#FM3340	2.20 mm	2.26 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048	2.19 mm	2.36 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 09/01/2041#FM8850	2.19 mm	2.45 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 20YR 1.5% 04/01/2041#QK0705	2.15 mm	2.57 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHMS K059 A2 CSTR 09/25/2026	2.15 mm	2.20 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2051#FM9632	2.12 mm	2.36 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048	2.08 mm	2.06 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 01/01/2052#RA6620	2.04 mm	2.37 mm principal	0.09	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 09/01/2054 #TBA	2.04 mm	2.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	2.02 mm	1.98 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 02/01/2042#SC0248	2.02 mm	2.23 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 08/31/2030	1.98 mm	1.95 mm principal	0.09	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.3% 10/25/2026	1.96 mm	2.00 mm principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052	1.94 mm	2.03 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 01/01/2041#SC0119	1.92 mm	2.14 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 11/01/2041#FS1573	1.84 mm	2.06 mm principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3.5% 08/25/2047	1.83 mm	1.86 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NAT MTG ASSN HECM TSFR1M+65 12/20/2063	1.83 mm	1.83 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 05/01/2041#FM7587	1.83 mm	2.04 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 06/01/2051#	1.82 mm	1.96 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 10/01/2041#CB1837	1.80 mm	2.08 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 03/01/2052#SD2219	1.76 mm	1.96 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 11/01/2041#MA4475	1.70 mm	1.91 mm principal	0.07	ABS-mortgage backed security	Long	USA
GNMA 2017-H06 FA T1Y+35 08/66	1.69 mm	1.69 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048	1.68 mm	1.86 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4.5% 06/25/2049	1.68 mm	1.72 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA