Fidelity Intermediate Government Income Fund

Fund Profile

Fund profile

Tickers

FSTGX

Fund manager

Fidelity Intermediate Government Income Fund

Total assets

$506.90 mm

Liabilities

$40.80 mm

Net assets

$466.10 mm

Number of holdings

248.00

Top 200 of 248 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 1.125% 08/31/2028	48.40 mm	53.60 mm principal	10.38	Debt	Long	USA
UST NOTES 2% 08/15/2025	33.53 mm	34.30 mm principal	7.19	Debt	Long	USA
Fidelity Cash Central Fund	24.36 mm	24.36 mm shares	5.23	Short-term investment vehicle	Long	USA
UST NOTES 4.125% 02/15/2027	23.08 mm	22.94 mm principal	4.95	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	18.37 mm	18.41 mm principal	3.94	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	13.15 mm	12.96 mm principal	2.82	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	13.14 mm	12.41 mm principal	2.82	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	12.66 mm	13.69 mm principal	2.72	Debt	Long	USA
UST NOTES 4.625% 09/30/2030	11.91 mm	11.40 mm principal	2.56	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	11.62 mm	12.36 mm principal	2.49	Debt	Long	USA
UST NOTES 4.625% 09/30/2028	10.89 mm	10.55 mm principal	2.34	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	9.34 mm	9.25 mm principal	2.00	Debt	Long	USA
UST NOTES 2.5% 02/28/2026	9.22 mm	9.44 mm principal	1.98	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K048 A2 3.186% 06/25	8.82 mm	8.93 mm principal	1.89	ABS-mortgage backed security	Long	USA
UST NOTES 4% 06/30/2028	8.69 mm	8.62 mm principal	1.87	Debt	Long	USA
UST NOTES 3.125% 11/15/2028	8.30 mm	8.51 mm principal	1.78	Debt	Long	USA
UST NOTES 4.375% 11/30/2028	6.50 mm	6.35 mm principal	1.40	Debt	Long	USA
UST NOTES 2.875% 11/30/2025	6.41 mm	6.51 mm principal	1.37	Debt	Long	USA
UST NOTES 4% 10/31/2029	6.37 mm	6.30 mm principal	1.37	Debt	Long	USA
UST NOTES 0.25% 07/31/2025	5.81 mm	6.03 mm principal	1.25	Debt	Long	USA
UST NOTES 1.875% 02/28/2027	5.34 mm	5.60 mm principal	1.15	Debt	Long	USA
UST NOTES 4.25% 06/30/2031	5.05 mm	4.92 mm principal	1.08	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	4.78 mm	5.05 mm principal	1.02	Debt	Long	USA
UST NOTES 4% 01/15/2027	4.75 mm	4.74 mm principal	1.02	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	4.70 mm	4.74 mm principal	1.01	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	4.36 mm	4.25 mm principal	0.94	Debt	Long	USA
FREMF 2015-KPLB B MORTGAGE TRUST 2.5% 05/25/2025 144A	4.25 mm	4.35 mm principal	0.91	ABS-mortgage backed security	Long	XX
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025	4.12 mm	4.20 mm principal	0.88	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2029	4.05 mm	3.96 mm principal	0.87	Debt	Long	USA
UST NOTES 0.375% 12/31/2025	4.00 mm	4.21 mm principal	0.86	Debt	Long	USA
UST NOTES 4.125% 08/31/2030	3.84 mm	3.77 mm principal	0.82	Debt	Long	USA
UST NOTES 4.125% 03/31/2031	3.74 mm	3.67 mm principal	0.80	Debt	Long	USA
UMBS 30YR 3% 09/01/2054 #TBA	3.28 mm	3.70 mm principal	0.70	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 03/31/2026	3.26 mm	3.24 mm principal	0.70	Debt	Long	USA
UST NOTES 4.125% 11/15/2032	3.19 mm	3.13 mm principal	0.68	Debt	Long	USA
UST NOTES 1.25% 12/31/2026	3.09 mm	3.28 mm principal	0.66	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	2.97 mm	3.03 mm principal	0.64	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	2.81 mm	2.82 mm principal	0.60	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	2.80 mm	2.88 mm principal	0.60	Debt	Long	USA
UST NOTES 2.75% 05/31/2029	2.77 mm	2.90 mm principal	0.59	Debt	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.023% 01/25/2025	2.65 mm	2.68 mm principal	0.57	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 09/01/2054 #TBA	2.64 mm	3.10 mm principal	0.57	ABS-mortgage backed security	Long	USA
UST NOTES 4% 07/31/2030	2.59 mm	2.56 mm principal	0.56	Debt	Long	USA
UST NOTES 2.875% 05/15/2032	2.48 mm	2.65 mm principal	0.53	Debt	Long	USA
UST NOTES 4.5% 11/15/2025	2.41 mm	2.40 mm principal	0.52	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029	2.30 mm	2.30 mm principal	0.49	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025	2.25 mm	2.30 mm principal	0.48	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.308% 09/25/2025	2.21 mm	2.24 mm principal	0.47	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	2.17 mm	2.03 mm principal	0.47	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	2.14 mm	2.20 mm principal	0.46	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 11/30/2030	2.08 mm	2.02 mm principal	0.45	Debt	Long	USA
UST NOTES 4.25% 12/31/2025	2.03 mm	2.03 mm principal	0.44	Debt	Long	USA
UST NOTES 3.625% 05/15/2026	2.02 mm	2.03 mm principal	0.43	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026	1.94 mm	2.00 mm principal	0.42	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 01/31/2028	1.90 mm	1.92 mm principal	0.41	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2025	1.84 mm	1.86 mm principal	0.39	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 12/31/2027	1.81 mm	1.80 mm principal	0.39	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	1.69 mm	1.71 mm principal	0.36	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 01/15/2026	1.67 mm	1.68 mm principal	0.36	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047	1.63 mm	1.83 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024	1.63 mm	1.64 mm principal	0.35	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	1.36 mm	1.40 mm principal	0.29	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046	1.31 mm	1.42 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 5% 04/25/2046	1.29 mm	1.30 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.77% 05/25/2025 144A	1.28 mm	1.30 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024	1.24 mm	1.25 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4.5% 12/25/2048	1.22 mm	1.24 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	1.20 mm	1.33 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 10/01/2040#FM7397	1.19 mm	1.27 mm principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1.16 mm	1.29 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025	1.13 mm	1.15 mm principal	0.24	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025	1.05 mm	1.07 mm principal	0.23	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038	1.05 mm	1.11 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	1.04 mm	1.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 07/31/2026	1.01 mm	1.00 mm principal	0.22	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	979.84 k	979.74 k shares	0.21	Short-term investment vehicle	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026	965.15 k	1.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0167	925.04 k	1.03 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 20YR 2% 07/01/2041#SC0162	913.21 k	1.05 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNII II 6% 09/01/2054 #TBA	913.05 k	900.00 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026	883.82 k	900.00 k principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2040#	824.68 k	948.60 k principal	0.18	ABS-mortgage backed security	Long	USA
UST NOTES 0.25% 10/31/2025	802.04 k	840.00 k principal	0.17	Debt	Long	USA
UST NOTES 4.375% 12/15/2026	768.19 k	760.00 k principal	0.16	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051	755.04 k	782.88 k principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025	711.45 k	718.40 k principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 02/15/2033	710.15 k	730.00 k principal	0.15	Debt	Long	USA
UST NOTES 4% 01/31/2031	707.68 k	700.00 k principal	0.15	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	694.29 k	670.00 k principal	0.15	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044	634.39 k	664.90 k principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 3% 11/01/2034#CA4460	626.92 k	655.03 k principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 03/15/2026	624.84 k	620.00 k principal	0.13	Debt	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	618.63 k	616.00 k principal	0.13	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K729 A2 3.136% 10/25/2024	583.25 k	586.41 k principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 2.875% 04/30/2029	577.52 k	600.00 k principal	0.12	Debt	Long	USA
FHLG 30YR 3.5% 03/01/2052#RA6987	548.05 k	590.76 k principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2320	529.78 k	614.53 k principal	0.11	ABS-mortgage backed security	Long	USA
GNII II 2% 09/01/2054 #TBA	526.22 k	625.00 k principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 09/30/2028	525.42 k	580.00 k principal	0.11	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	523.71 k	589.72 k principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR 3.5% 09/01/2054 #TBA	506.24 k	550.00 k principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027	490.94 k	500.00 k principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0237	490.92 k	543.08 k principal	0.11	ABS-mortgage backed security	Long	USA
FHMS K059 A2 CSTR 09/25/2026	488.54 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#	479.43 k	517.14 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K757 A2 2.05% 11/25/2028	459.83 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	443.65 k	440.80 k principal	0.10	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 12/20/2051#785792	443.11 k	513.84 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044	423.88 k	439.36 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 3% 09/01/2041#FM9587	411.65 k	445.25 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051	408.58 k	486.30 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
GNII II 6% 10/01/2054 #TBA	405.63 k	400.00 k principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2041#FS0106	400.31 k	461.95 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040	397.10 k	421.62 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046	396.08 k	447.90 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 2.625% 07/31/2029	389.40 k	410.00 k principal	0.08	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	386.14 k	422.28 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040	383.58 k	410.74 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 09/01/2051#CB1549	382.28 k	443.27 k principal	0.08	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785575	376.55 k	435.86 k principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 07/01/2041#CB1071	375.27 k	432.75 k principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6538	374.16 k	362.90 k principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0002	370.51 k	355.21 k principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0001	367.05 k	351.26 k principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 04/01/2041#SC0158	365.74 k	407.98 k principal	0.08	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	354.08 k	340.00 k principal	0.08	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	351.37 k	350.00 k principal	0.08	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051	337.06 k	354.95 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 09/20/2051#785616	328.72 k	381.19 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 03/01/2052#CB3174	324.19 k	351.35 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2041#CB2110	322.71 k	372.40 k principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040	319.55 k	346.53 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3.5% 05/01/2051#	317.98 k	342.88 k principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052	308.17 k	309.04 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 10/01/2052#CB4893	307.34 k	306.04 k principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 10/01/2052#SD1733	305.95 k	304.65 k principal	0.07	ABS-mortgage backed security	Long	USA
FHMS 2018-K731 A2 3.6% 02/25/25	300.13 k	302.58 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0631	293.34 k	327.66 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	292.46 k	300.00 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027	291.69 k	300.00 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6539	289.62 k	281.33 k principal	0.06	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 07/01/2041#SC0157	287.78 k	322.48 k principal	0.06	ABS-mortgage backed security	Long	USA
FHLG 15YR 3% 09/01/2034#SB0072	285.88 k	298.11 k principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 3.375% 05/15/2033	279.06 k	290.00 k principal	0.06	Debt	Long	USA
FHLG 30YR 5% 11/01/2052#SD1862	275.92 k	274.15 k principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 4.875% 10/31/2028	268.98 k	258.00 k principal	0.06	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052	263.99 k	276.37 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048	258.22 k	278.06 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 11/01/2052#FS3248	254.94 k	253.86 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2052#SD1579	252.37 k	248.25 k principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 07/01/2041#CB1069	246.87 k	283.66 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 15YR 3.5% 01/01/2034#G18720	234.88 k	240.25 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#RA6986	232.87 k	251.02 k principal	0.05	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 08/01/2041#CB1337	228.47 k	263.47 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 02/01/2042#SC0248	223.66 k	247.68 k principal	0.05	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048	220.40 k	237.02 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049	205.04 k	234.37 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 4% 07/31/2029	202.34 k	200.00 k principal	0.04	Debt	Long	USA
FNMA 15YR 2% 08/35#MA4095	200.24 k	219.92 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2053#FS6498	195.38 k	190.84 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	187.64 k	203.63 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 1.5% 04/01/2041#RB5107	185.06 k	221.18 k principal	0.04	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 01/01/2041#SC0119	184.93 k	206.29 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 03/01/2041#MA4286	181.79 k	217.26 k principal	0.04	ABS-mortgage backed security	Long	USA
FHLG 20YR 1.5% 02/01/2041#RB5099	179.20 k	214.17 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 02/01/2041#MA4266	178.35 k	213.16 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 01/01/2041#MA4231	174.83 k	208.95 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 10/01/2041#CB1837	174.56 k	201.44 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 12/01/2040#MA4202	172.68 k	206.38 k principal	0.04	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 09/01/2041#SC0185	170.43 k	189.19 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 11/01/2040#MA4175	170.14 k	203.34 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048	168.49 k	185.57 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 3% 09/01/2035#FS0112	160.87 k	166.16 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048	154.73 k	166.41 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2% 02/01/2041#RB5100	154.30 k	177.81 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 03/01/2054#CB8113	153.79 k	149.23 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050	145.18 k	163.14 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	142.50 k	154.68 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 11/01/2041#FM9558	141.91 k	159.53 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 12/01/2041#FM9851	141.80 k	163.76 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 05/01/2041#FM7587	137.66 k	153.29 k principal	0.03	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 01/01/2042#RB5142	137.52 k	154.59 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2052#CB5273	137.00 k	136.42 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	135.54 k	135.05 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 03/01/2041#CA9362	123.33 k	136.43 k principal	0.03	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 09/01/2054 #TBA	122.68 k	150.00 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050	121.92 k	138.17 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 09/01/2041#FM8850	118.70 k	133.06 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	111.99 k	123.17 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 07/01/2041#CB1074	111.77 k	124.29 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 07/01/2040#CA6462	110.27 k	122.49 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 05/01/2041#CB0471	108.97 k	120.55 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049	108.90 k	122.14 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5.5% 06/01/2053#CB6642	108.70 k	106.37 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047	107.12 k	117.70 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049	105.99 k	118.60 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 1.5% 12/01/2040#RB5089	105.23 k	125.77 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048	101.27 k	121.26 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 08/01/2041#CB1343	99.85 k	111.89 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 12/01/2032#BM5109	98.22 k	101.47 k principal	0.02	ABS-mortgage backed security	Long	USA