Fidelity U.S. Bond Index Fund

Fund Profile

Fund profile

Tickers

FXNAX

Fund manager

Fidelity Real Estate Index Fund

Total assets

$60.25 bn

Liabilities

$1.71 bn

Net assets

$58.54 bn

Number of holdings

9.42 k

Top 200 of 9422 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 4.375% 07/31/2026	766.46 mm	760.75 mm principal	1.31	Debt	Long	USA
UST NOTES 4.875% 04/30/2026	723.28 mm	714.05 mm principal	1.24	Debt	Long	USA
UST NOTES 1.5% 02/15/2030	643.45 mm	723.99 mm principal	1.10	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	609.77 mm	609.71 mm shares	1.04	Short-term investment vehicle	Long	USA
UST NOTES 2.75% 08/15/2032	599.35 mm	648.09 mm principal	1.02	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	572.80 mm	603.10 mm principal	0.98	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	549.11 mm	525.25 mm principal	0.94	Debt	Long	USA
FHLG 30YR 2% 01/01/2051#SD8121	500.76 mm	608.37 mm principal	0.86	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 02/28/2026	480.68 mm	477.25 mm principal	0.82	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	443.41 mm	444.40 mm principal	0.76	Debt	Long	USA
UST NOTES 4.25% 01/31/2026	421.04 mm	420.50 mm principal	0.72	Debt	Long	USA
UST NOTES 4.875% 05/31/2026	415.34 mm	409.60 mm principal	0.71	Debt	Long	USA
UST NOTES 3.5% 01/31/2028	410.38 mm	414.10 mm principal	0.70	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	408.45 mm	406.86 mm principal	0.70	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	400.05 mm	396.20 mm principal	0.68	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	359.98 mm	380.45 mm principal	0.61	Debt	Long	USA
UST NOTES 2.25% 08/15/2027	322.63 mm	337.06 mm principal	0.55	Debt	Long	USA
UST NOTES 0.5% 10/31/2027	320.11 mm	354.57 mm principal	0.55	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	314.22 mm	323.60 mm principal	0.54	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	312.61 mm	304.85 mm principal	0.53	Debt	Long	USA
UST NOTES 3.5% 04/30/2028	309.90 mm	312.80 mm principal	0.53	Debt	Long	USA
FNMA 30YR 2% 05/01/2051#MA4325	302.44 mm	368.27 mm principal	0.52	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	301.45 mm	301.39 mm shares	0.51	Short-term investment vehicle	Long	USA
UST NOTES 1.25% 06/30/2028	300.58 mm	329.98 mm principal	0.51	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2052	297.60 mm	310.10 mm principal	0.51	Debt	Long	USA
UST NOTES 4.125% 09/30/2027	285.27 mm	282.40 mm principal	0.49	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	283.06 mm	301.29 mm principal	0.48	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 08/15/2052	280.65 mm	353.80 mm principal	0.48	Debt	Long	USA
FNMA 30YR 2% 02/01/2051#MA4255	273.37 mm	332.12 mm principal	0.47	ABS-mortgage backed security	Long	USA
UST NOTES 0.5% 02/28/2026	271.71 mm	286.55 mm principal	0.46	Debt	Long	USA
UST NOTES 4.125% 08/31/2030	263.44 mm	258.80 mm principal	0.45	Debt	Long	USA
UST NOTES 4.375% 11/30/2028	253.57 mm	247.60 mm principal	0.43	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	248.11 mm	240.50 mm principal	0.42	Debt	Long	USA
UST NOTES 0.625% 05/15/2030	246.59 mm	293.61 mm principal	0.42	Debt	Long	USA
UST NOTES 4% 02/15/2034	243.66 mm	242.15 mm principal	0.42	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 08/15/2042	242.18 mm	273.70 mm principal	0.41	Debt	Long	USA
UST NOTES 1.125% 02/29/2028	239.43 mm	262.03 mm principal	0.41	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2042	237.16 mm	245.80 mm principal	0.41	Debt	Long	USA
UST NOTES 2.75% 04/30/2027	236.46 mm	243.00 mm principal	0.40	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	236.39 mm	271.30 mm principal	0.40	Debt	Long	USA
UST NOTES 3.875% 12/31/2027	234.74 mm	234.00 mm principal	0.40	Debt	Long	USA
UST NOTES 0.375% 12/31/2025	230.47 mm	242.29 mm principal	0.39	Debt	Long	USA
UST NOTES 0.375% 07/31/2027	228.36 mm	251.93 mm principal	0.39	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	213.24 mm	221.60 mm principal	0.36	Debt	Long	USA
UST NOTES 4.25% 02/28/2029	208.73 mm	204.40 mm principal	0.36	Debt	Long	USA
UST NOTES 4% 01/31/2029	204.14 mm	202.10 mm principal	0.35	Debt	Long	USA
UST NOTES 4.875% 10/31/2028	200.11 mm	191.95 mm principal	0.34	Debt	Long	USA
UST NOTES 3.625% 05/31/2028	198.92 mm	199.90 mm principal	0.34	Debt	Long	USA
GNII II 6% 09/01/2054 #TBA	195.80 mm	193.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 09/30/2028	187.78 mm	181.90 mm principal	0.32	Debt	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	187.63 mm	185.80 mm principal	0.32	Debt	Long	USA
UST NOTES 3.875% 01/15/2026	187.07 mm	187.80 mm principal	0.32	Debt	Long	USA
UST NOTES 1.25% 08/15/2031	181.26 mm	214.72 mm principal	0.31	Debt	Long	USA
GNII II 2% 04/51#MA7311	178.31 mm	211.94 mm principal	0.30	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 04/15/2026	176.55 mm	177.40 mm principal	0.30	Debt	Long	USA
UST NOTES 3.75% 05/31/2030	175.31 mm	175.60 mm principal	0.30	Debt	Long	USA
UST NOTES 0.625% 07/31/2026	173.39 mm	184.63 mm principal	0.30	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	172.95 mm	272.80 mm principal	0.30	Debt	Long	USA
UST NOTES 4% 12/15/2025	170.53 mm	171.00 mm principal	0.29	Debt	Long	USA
GNII II 2% 07/20/2051#MA7471	168.08 mm	199.63 mm principal	0.29	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 05/31/2031	167.83 mm	160.20 mm principal	0.29	Debt	Long	USA
FHLG 20YR 2% 09/01/2041#	161.12 mm	186.33 mm principal	0.28	ABS-mortgage backed security	Long	USA
UST NOTES 1.875% 02/28/2027	159.20 mm	166.93 mm principal	0.27	Debt	Long	USA
UST NOTES 4.125% 07/31/2031	153.74 mm	150.95 mm principal	0.26	Debt	Long	USA
UST NOTES 3.625% 03/31/2028	152.12 mm	152.80 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2043	151.34 mm	142.75 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY BOND 2.375% 05/15/2051	151.17 mm	217.87 mm principal	0.26	Debt	Long	USA
UST NOTES 0.875% 09/30/2026	146.33 mm	155.61 mm principal	0.25	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 05/15/2040	146.23 mm	225.91 mm principal	0.25	Debt	Long	USA
UST NOTES 2.875% 08/15/2028	145.70 mm	150.64 mm principal	0.25	Debt	Long	USA
UST NOTES 4% 10/31/2029	140.32 mm	138.80 mm principal	0.24	Debt	Long	USA
FHLG 30YR 2% 03/01/2051#SD8134	136.21 mm	165.48 mm principal	0.23	ABS-mortgage backed security	Long	USA
UST NOTES 2.875% 05/15/2028	135.31 mm	139.62 mm principal	0.23	Debt	Long	USA
UST NOTES 1.125% 02/28/2027	134.18 mm	143.36 mm principal	0.23	Debt	Long	USA
UST NOTES 4.125% 03/31/2029	133.78 mm	131.70 mm principal	0.23	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 05/15/2041	131.45 mm	172.93 mm principal	0.22	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	130.62 mm	126.05 mm principal	0.22	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	130.37 mm	123.10 mm principal	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	129.68 mm	167.80 mm principal	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	129.12 mm	185.76 mm principal	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 05/15/2044	128.75 mm	147.53 mm principal	0.22	Debt	Long	USA
UST NOTES 3.5% 01/31/2030	124.21 mm	125.90 mm principal	0.21	Debt	Long	USA
UST NOTES 4% 01/31/2031	119.24 mm	117.95 mm principal	0.20	Debt	Long	USA
UST NOTES 1.125% 10/31/2026	118.41 mm	125.57 mm principal	0.20	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	118.38 mm	119.30 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	117.25 mm	119.40 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	115.53 mm	108.10 mm principal	0.20	Debt	Long	USA
FNMA 30YR 2.5% 04/01/2051#CB0072	114.67 mm	133.69 mm principal	0.20	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/29/2028	112.22 mm	111.40 mm principal	0.19	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	112.07 mm	115.20 mm principal	0.19	Debt	Long	USA
UST NOTES 4.625% 06/30/2026	111.20 mm	110.00 mm principal	0.19	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2051	108.70 mm	176.27 mm principal	0.19	Debt	Long	USA
UST NOTES 2.625% 12/31/2025	104.74 mm	106.89 mm principal	0.18	Debt	Long	USA
UST NOTES 1.25% 12/31/2026	104.74 mm	111.10 mm principal	0.18	Debt	Long	USA
FNMA 30YR 2.5% 10/01/2050#MA4159	103.24 mm	120.28 mm principal	0.18	ABS-mortgage backed security	Long	USA
UST NOTES 1.75% 01/31/2029	101.90 mm	110.87 mm principal	0.17	Debt	Long	USA
GNII II 6.5% 09/01/2054 #TBA	100.47 mm	98.40 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 1.5% 08/15/2026	99.93 mm	104.70 mm principal	0.17	Debt	Long	USA
GNII II 2.5% 07/20/2051#MA7472	99.50 mm	113.86 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3% 05/15/2045	97.98 mm	119.85 mm principal	0.17	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	97.66 mm	108.80 mm principal	0.17	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2052#SD8194	96.97 mm	113.47 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 0.75% 05/31/2026	96.84 mm	102.42 mm principal	0.17	Debt	Long	USA
UST NOTES 1.375% 12/31/2028	96.42 mm	106.43 mm principal	0.16	Debt	Long	USA
FHLG 30YR 2.5% 10/01/2050#	96.25 mm	112.13 mm principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 03/31/2026	94.34 mm	93.75 mm principal	0.16	Debt	Long	USA
FNMA 30YR 2% 01/01/2051#MA4237	92.81 mm	112.75 mm principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 12/31/2028	87.79 mm	87.80 mm principal	0.15	Debt	Long	USA
UST NOTES 4% 07/31/2029	86.40 mm	85.40 mm principal	0.15	Debt	Long	USA
FHLG 30YR 2.5% 10/01/2051#SD8173	85.64 mm	100.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 12/31/2025	85.08 mm	85.05 mm principal	0.15	Debt	Long	USA
GNII II 2.5% 05/20/2051#MA7367	84.35 mm	96.52 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNII II 5.5% 09/01/2054 #TBA	83.68 mm	83.15 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.625% 11/15/2050	83.46 mm	144.33 mm principal	0.14	Debt	Long	USA
FNMA 30YR 2% 11/01/2051#BQ6788	82.96 mm	101.36 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#MA4465	81.16 mm	99.17 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 05/31/2029	80.94 mm	78.35 mm principal	0.14	Debt	Long	USA
GNII II 2% 11/20/2051#MA7704	80.66 mm	95.84 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 10/01/2050#SD7526	79.94 mm	92.13 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2050#	79.13 mm	92.19 mm principal	0.14	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	78.80 mm	87.85 mm principal	0.13	Debt	Long	USA
FHLG 30YR 4.5% 09/01/2052#SD8245	77.96 mm	80.03 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNII II 3% 05/20/2052#MA8043	77.89 mm	86.18 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	74.83 mm	71.85 mm principal	0.13	Debt	Long	USA
FNMA 30YR 2.5% 05/01/2051#MA4326	74.08 mm	86.44 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	74.00 mm	109.99 mm principal	0.13	Debt	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD8147	73.88 mm	86.20 mm principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 09/30/2029	73.59 mm	73.20 mm principal	0.13	Debt	Long	USA
GNII II 2.5% 06/20/2051#MA7418	73.15 mm	83.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2043	72.69 mm	89.34 mm principal	0.12	Debt	Long	USA
UST NOTES 1.25% 05/31/2028	71.38 mm	78.20 mm principal	0.12	Debt	Long	USA
FNMA 30YR 2.5% 10/01/2051#BT6823	71.26 mm	83.21 mm principal	0.12	ABS-mortgage backed security	Long	USA
UST NOTES 3.25% 06/30/2027	70.94 mm	72.00 mm principal	0.12	Debt	Long	USA
UST NOTES 2.5% 02/28/2026	70.67 mm	72.34 mm principal	0.12	Debt	Long	USA
UST NOTES 0.875% 06/30/2026	70.49 mm	74.54 mm principal	0.12	Debt	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2320	70.16 mm	81.38 mm principal	0.12	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 09/01/2054 #TBA	69.02 mm	67.78 mm principal	0.12	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/15/2027	67.65 mm	67.45 mm principal	0.12	Debt	Long	USA
UST NOTES 4.125% 06/15/2026	67.04 mm	66.90 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	66.01 mm	107.57 mm principal	0.11	Debt	Long	USA
UMBS 30YR 7% 09/01/2054 #TBA	65.44 mm	63.03 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2321	65.36 mm	75.85 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2050#	65.12 mm	79.11 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2050#BO9347	63.55 mm	70.53 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2051#CB2350	63.12 mm	76.27 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 08/01/2051#SD8161	62.47 mm	72.94 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 12/01/2051#RA6510	62.19 mm	75.09 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 04/30/2031	61.70 mm	58.90 mm principal	0.11	Debt	Long	USA
FHLG 30YR 6.5% 12/01/2053#SD8385	61.66 mm	59.85 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/01/2051#SD8146	61.44 mm	74.82 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.5% 02/15/2045	60.79 mm	80.94 mm principal	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 3.125% 08/15/2044	60.73 mm	72.48 mm principal	0.10	Debt	Long	USA
FNMA 30YR 6.5% 09/01/2053#FS5749	60.01 mm	58.21 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.625% 08/15/2043	59.41 mm	65.33 mm principal	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 4.5% 02/15/2044	58.58 mm	57.15 mm principal	0.10	Debt	Long	USA
FHLG 30YR 3% 06/01/2050#SD8068	58.35 mm	65.08 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 1.125% 08/31/2028	58.01 mm	64.24 mm principal	0.10	Debt	Long	USA
FHLG 30YR 1.5% 11/01/2051#	57.99 mm	74.24 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 3.125% 08/31/2029	57.90 mm	59.60 mm principal	0.10	Debt	Long	USA
GNII II 2.5% 05/20/2050#MA6655	57.25 mm	65.35 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 11/30/2026	56.87 mm	60.24 mm principal	0.10	Debt	Long	USA
UMBS 30YR 5.5% 09/01/2054 #TBA	56.79 mm	56.40 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2376	56.74 mm	65.82 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA II 4.5% 11/20/2052#MA8427	56.46 mm	57.60 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 12/01/2051#RA6496	55.33 mm	64.23 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 11/30/2027	55.24 mm	55.10 mm principal	0.09	Debt	Long	USA
UST NOTES 4% 06/30/2028	55.17 mm	54.70 mm principal	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 6.25% 05/15/2030	54.69 mm	48.58 mm principal	0.09	Debt	Long	USA
FHLG 30YR 5.5% 04/01/2053#RA8883	54.55 mm	54.12 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.875% 05/15/2043	54.32 mm	57.55 mm principal	0.09	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030	54.25 mm	59.51 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 2.625% 02/15/2029	54.11 mm	56.73 mm principal	0.09	Debt	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	54.11 mm	52.29 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 05/01/2052#CB3579	53.83 mm	60.22 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 07/31/2028	53.64 mm	52.95 mm principal	0.09	Debt	Long	USA
FNMA 30YR 2.5% 09/01/2051#CB1549	52.37 mm	60.73 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 02/01/2053#QF7085	51.97 mm	51.58 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 11/30/2029	51.87 mm	51.60 mm principal	0.09	Debt	Long	USA
FNMA 30YR 3.5% 08/01/2049#MA3745	51.60 mm	55.42 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2051#CB2347	51.45 mm	61.92 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.875% 02/15/2043	51.29 mm	54.20 mm principal	0.09	Debt	Long	USA
FNMA 30YR 3.5% 06/01/2052#FS2258	51.09 mm	55.50 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 15YR 1.5% 11/01/2036#QN8518	50.69 mm	57.39 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 08/01/2050#	50.37 mm	58.68 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	49.04 mm	67.94 mm principal	0.08	Debt	Long	USA
GNII II 2% 02/20/2051#MA7192	48.45 mm	57.52 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 12/01/2052#	48.38 mm	47.34 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 06/01/2052#SD8220	47.86 mm	53.98 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 10/01/2051#SD8171	47.70 mm	61.06 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#	47.27 mm	52.75 mm principal	0.08	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/28/2030	47.12 mm	46.60 mm principal	0.08	Debt	Long	USA
GNII II 2.5% 09/20/2050#MA6865	46.72 mm	53.37 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	46.54 mm	51.24 mm principal	0.08	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 3.591/VAR 07/22/2028	46.37 mm	47.70 mm principal	0.08	Debt	Long	USA
FHLG 30YR 2% 04/01/2051#SD8140	46.02 mm	55.90 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 01/01/2036#	45.57 mm	50.17 mm principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2051#RA5604	45.07 mm	52.59 mm principal	0.08	ABS-mortgage backed security	Long	USA
UST NOTES 0.375% 09/30/2027	44.98 mm	49.87 mm principal	0.08	Debt	Long	USA
FNMA 30YR 2.5% 08/01/2050#MA4096	44.91 mm	52.32 mm principal	0.08	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	44.54 mm	69.32 mm principal	0.08	Debt	Long	USA