Fidelity GNMA Fund

Fund Profile

Fund profile

Tickers

FGMNX

Fund manager

Fidelity Managed Retirement Income Fund

Total assets

$3.55 bn

Liabilities

$1.60 bn

Net assets

$1.95 bn

Number of holdings

2.21 k

Top 200 of 2211 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GNII II 3% 11/01/2054 #TBA	169.20 mm	192.80 mm principal	8.69	ABS-mortgage backed security	Long	USA
GNII II 6% 11/01/2054 #TBA	140.12 mm	139.10 mm principal	7.19	ABS-mortgage backed security	Long	USA
GNII II 3% 12/01/2054 #TBA	135.08 mm	153.90 mm principal	6.93	ABS-mortgage backed security	Long	USA
GNII II 2% 01/20/2051#MA7135	116.15 mm	142.19 mm principal	5.96	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	116.09 mm	115.40 mm principal	5.96	ABS-mortgage backed security	Long	USA
GNII II 5% 11/01/2054 #TBA	99.05 mm	101.40 mm principal	5.08	ABS-mortgage backed security	Long	USA
GNII II 5.5% 11/01/2054 #TBA	89.00 mm	89.50 mm principal	4.57	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2051#MA7192	88.67 mm	108.71 mm principal	4.55	ABS-mortgage backed security	Long	USA
GNII II 2.5% 11/51#MA7705	86.27 mm	101.77 mm principal	4.43	ABS-mortgage backed security	Long	USA
GNII II 2.5% 04/20/2050#MA6598	76.55 mm	89.98 mm principal	3.93	ABS-mortgage backed security	Long	USA
GNII II 6.5% 11/01/2054 #TBA	71.58 mm	70.40 mm principal	3.67	ABS-mortgage backed security	Long	USA
GNMA II 3.5% 11/20/2047#784391	69.22 mm	75.37 mm principal	3.55	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	68.71 mm	69.18 mm principal	3.53	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	61.16 mm	61.15 mm shares	3.14	Short-term investment vehicle	Long	USA
GNII II 5% 12/01/2054 #TBA	60.73 mm	62.23 mm principal	3.12	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2052#MA7880	53.71 mm	65.86 mm principal	2.76	ABS-mortgage backed security	Long	USA
GNII II 2.5% 07/20/2051#MA7472	43.43 mm	51.20 mm principal	2.23	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	38.57 mm	47.24 mm principal	1.98	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 02/15/2027	37.97 mm	37.99 mm principal	1.95	Debt	Long	USA
GNMA II 4.5% 11/20/2052#MA8427	34.05 mm	35.63 mm principal	1.75	ABS-mortgage backed security	Long	USA
GNII II 2% 09/20/2050#MA6864	34.02 mm	41.66 mm principal	1.75	ABS-mortgage backed security	Long	USA
GNII II 4.5% 11/01/2054 #TBA	31.70 mm	33.20 mm principal	1.63	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 12/15/2026	28.58 mm	28.45 mm principal	1.47	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	28.05 mm	28.99 mm principal	1.44	Debt	Long	USA
UMBS 30YR 2.5% 11/01/2054 #TBA	26.61 mm	32.13 mm principal	1.37	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 05/31/2028	22.46 mm	22.86 mm principal	1.15	Debt	Long	USA
GNII II 2% 11/20/2050#MA6994	20.26 mm	24.80 mm principal	1.04	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	19.88 mm	21.16 mm principal	1.02	Debt	Long	USA
GNMA II 2.5% 08/20/2051#785602	18.33 mm	21.84 mm principal	0.94	ABS-mortgage backed security	Long	USA
UMBS 30YR 5% 11/01/2054 #TBA	17.20 mm	17.70 mm principal	0.88	ABS-mortgage backed security	Long	USA
GNII II 2.5% 03/20/2050#MA6540	16.13 mm	18.97 mm principal	0.83	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 11/01/2054 #TBA	15.12 mm	16.90 mm principal	0.78	ABS-mortgage backed security	Long	USA
GNII II 2.5% 09/20/2051#MA7589	14.93 mm	17.60 mm principal	0.77	ABS-mortgage backed security	Long	USA
GNII II 4.5% 06/20/2054#MA9723	14.67 mm	15.36 mm principal	0.75	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	12.84 mm	15.72 mm principal	0.66	ABS-mortgage backed security	Long	USA
GNMA II 3.0% 12/20/2042#AA5872	12.81 mm	14.17 mm principal	0.66	ABS-mortgage backed security	Long	USA
GNR 2010-160 DY 4% 12/20/2040	12.16 mm	12.65 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	USA
GNII II 2% 04/51#MA7311	11.44 mm	14.03 mm principal	0.59	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 2017-139 K 3% 08/20/2047	11.21 mm	12.26 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	USA
GNII II 3% 07/46#MA3873	10.88 mm	12.27 mm principal	0.56	ABS-mortgage backed security	Long	USA
GNMA 2016-17A 3% 2/46	10.79 mm	11.88 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3.5% 04/01/2052#MA4580	10.66 mm	11.90 mm principal	0.55	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	10.64 mm	10.40 mm principal	0.55	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029	10.60 mm	10.60 mm principal	0.54	ABS-mortgage backed security	Long	USA
GNMA 3.50% 4/42 #779088	9.53 mm	10.27 mm principal	0.49	ABS-mortgage backed security	Long	USA
GNMA 30YR 3% 10/49#BQ0779	9.14 mm	10.33 mm principal	0.47	ABS-mortgage backed security	Long	USA
GNII II 4.00% 10/41 #005280	9.02 mm	9.48 mm principal	0.46	ABS-mortgage backed security	Long	USA
GNII II 3.0% 2/20/43 #MA0782	8.98 mm	9.95 mm principal	0.46	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	8.76 mm	10.43 mm principal	0.45	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068	8.76 mm	9.06 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
GNII II 3.0% 07/20/2043#MA1374	8.69 mm	9.65 mm principal	0.45	ABS-mortgage backed security	Long	USA
GNMA II 3% 03/20/2043#AA6146	8.59 mm	9.50 mm principal	0.44	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	8.57 mm	8.61 mm principal	0.44	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	8.39 mm	9.62 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
GNII II 3.5% 06/20/2044#MA1995	8.02 mm	8.70 mm principal	0.41	ABS-mortgage backed security	Long	USA
GNMA 3.50% 7/42 #AA5451	7.80 mm	8.42 mm principal	0.40	ABS-mortgage backed security	Long	USA
GNII II 2.5% 06/20/2051#MA7418	7.44 mm	8.77 mm principal	0.38	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2029	7.37 mm	7.34 mm principal	0.38	Debt	Long	USA
GNII II 2.5% 04/20/2052#	7.33 mm	8.64 mm principal	0.38	ABS-mortgage backed security	Long	USA
GNII II 3.0% 01/20/2043#MA0698	7.13 mm	7.90 mm principal	0.37	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2031	6.89 mm	6.88 mm principal	0.35	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	6.77 mm	7.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
GNMA II 3.5% 11/20/2044#AK2823	6.73 mm	7.33 mm principal	0.35	ABS-mortgage backed security	Long	USA
GNR 2017-75 PT VAR 05/47	6.66 mm	6.64 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
GNII II 3% 07/20/2046#MA3802	6.62 mm	7.46 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNR 2004-86 G 6% 10/34	6.46 mm	6.27 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	6.29 mm	7.21 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 09/01/2051#	6.22 mm	6.90 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNMA 3.50% 3/42 #783550	6.19 mm	6.67 mm principal	0.32	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 5.5% 01/20/2035	6.10 mm	6.02 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
GNMA 13-149 MA 2.5% 5/20/40	6.00 mm	6.15 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
GNII II 2.5% 03/20/2047#MA4319	5.83 mm	6.79 mm principal	0.30	ABS-mortgage backed security	Long	USA
GNII II 3.5% 04/20/2043#MA0934	5.45 mm	5.89 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 06/01/2035#BP5671	5.39 mm	6.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045	5.25 mm	5.75 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
GNII II 3.0% 12/20/2042#MA0624	5.22 mm	5.77 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNMA 5.00% 1/40 #711066	5.06 mm	5.06 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNMA 4.50% 6/39 #703023	4.91 mm	5.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA II 3.5% 03/20/2043#783737	4.90 mm	5.29 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA 30YR 3.5% 05/15/2042#779221	4.90 mm	5.28 mm principal	0.25	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 4% 04/20/2040	4.85 mm	5.04 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 08/20/2051#785564	4.78 mm	5.69 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785619	4.73 mm	5.63 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8850	4.71 mm	4.61 mm principal	0.24	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 04/20/2049	4.68 mm	4.73 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
GNMA 3.50% 4/42 #779086	4.65 mm	5.01 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNII II 2% 01/20/2052#MA7826	4.63 mm	5.68 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6538	4.59 mm	4.51 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNR 2005-47 ZY 6% 6/35	4.49 mm	4.38 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
GNMA 4.00% 10/40 #737559	4.45 mm	4.63 mm principal	0.23	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	4.44 mm	5.16 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
GNMA 3.50% 1/42 #553452	4.32 mm	4.66 mm principal	0.22	ABS-mortgage backed security	Long	USA
GNII II 4.00% 1/41 #004922	4.30 mm	4.51 mm principal	0.22	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 12/20/2051#785792	4.10 mm	4.90 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II 3% 06/20/2050#BV5270	4.05 mm	4.65 mm principal	0.21	ABS-mortgage backed security	Long	USA
US 10YR NOTE FUT (CBT)DEC24 TYZ4	3.96 mm	-1.01 k contracts	0.20	Interest rate derivative	N/A	USA
GNMA 3.50% 4/42 #766653	3.95 mm	4.27 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA 5.00% 6/40 #733726	3.90 mm	3.90 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0002	3.88 mm	3.76 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA 4.50% 3/41 #783295	3.83 mm	3.91 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA 3.50% 3/42 #733805	3.79 mm	4.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNII II 4% 05/46#MA3664	3.79 mm	4.02 mm principal	0.19	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047	3.77 mm	4.23 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0001	3.76 mm	3.64 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 15YR 1.5% 11/01/2035#MA4178	3.74 mm	4.29 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II 3% 09/20/2046#AT8217	3.67 mm	4.15 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II 3% 03/20/2043#AD8812	3.66 mm	4.05 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 20YR 3.5% 03/01/2042#SC0295	3.64 mm	3.94 mm principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051	3.59 mm	3.77 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
GNII II 4.00% 10/41 #005203	3.56 mm	3.74 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNII II 3.5% 05/43 #MA1012	3.53 mm	3.83 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNR 2010-H17 FA TSFR1M+44.448 7/60	3.48 mm	3.49 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
GNII II 2.5% 01/20/2043#MA0697	3.48 mm	3.96 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785575	3.47 mm	4.13 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNII II 4.00% 9/40 #004800	3.42 mm	3.59 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II 4% 04/47#784304	3.40 mm	3.61 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6539	3.39 mm	3.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II 4% 04/20/2047#784303	3.36 mm	3.57 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA 30YR 3.7% 10/15/2042#783717	3.36 mm	3.61 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNII II 5% 9/33 #003442	3.29 mm	3.29 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II 4% 01/20/2042#AA0228	3.29 mm	3.45 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	3.27 mm	3.40 mm principal	0.17	Debt	Long	USA
GNMA 30YR 3% 02/15/2038#752126	3.25 mm	3.55 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II 3% 07/20/2050#BV5269	3.04 mm	3.48 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNMA 4.50% 1/40 #711074	2.96 mm	3.02 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	2.95 mm	3.33 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038	2.87 mm	3.04 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.625% 05/20/2050#BQ7080	2.87 mm	3.37 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II 3.5% 02/20/2043#AD1755	2.86 mm	3.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II 3% 07/20/2050#BV5275	2.84 mm	3.25 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049	2.81 mm	3.32 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4% 02/25/2046	2.79 mm	13.86 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
GNMA 5.00% 11/39 #710991	2.79 mm	2.79 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA 4.00% 10/41 #479494	2.78 mm	2.90 mm principal	0.14	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044	2.74 mm	3.02 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 3% 07/50#BV5263	2.71 mm	3.10 mm principal	0.14	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 5.5% 01/20/2036	2.69 mm	2.66 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
GNMA 3.50% 4/42 #766654	2.69 mm	2.90 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA 3.50% 1/42 #553451	2.68 mm	2.89 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNMA II 3.75% 11/20/2046#AS8118	2.68 mm	2.90 mm principal	0.14	ABS-mortgage backed security	Long	USA
GNR 2010-H18 AF TSFR1M+41.448 9/60	2.61 mm	2.63 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
GNR 2010-H19 FG TSFR1M+41.448 8/60	2.60 mm	2.61 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0237	2.57 mm	2.93 mm principal	0.13	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 08/01/2036#RC2195	2.56 mm	2.85 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNMA 30YR 4% 09/15/2041#770662	2.47 mm	2.58 mm principal	0.13	ABS-mortgage backed security	Long	USA
GNMA II 3% 02/20/2050#BQ4127	2.46 mm	2.81 mm principal	0.13	ABS-mortgage backed security	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/31	2.45 mm	-57.44 mm contracts	0.13	Interest rate derivative	N/A	UK
GNII II 2.5% 12/20/2051#MA7767	2.36 mm	2.78 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNII II 4% 03/20/2047#MA4322	2.32 mm	2.47 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNMA II 5% 04/48#784805	2.32 mm	2.31 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNMA II 3.5% 05/20/2050#BT6874	2.31 mm	2.56 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.422% 02/25/2029	2.30 mm	2.40 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 10/20/2052#MA8343	2.29 mm	2.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNR 2010-H03 FA TSFR1M+66.448 3/60	2.29 mm	2.29 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 4.5% 04/20/2053#MA8799	2.28 mm	2.38 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNMA II 3.0% 02/20/2043#AD1744	2.24 mm	2.47 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNMA 4.00% 4/41 #783307	2.24 mm	2.33 mm principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040	2.21 mm	2.41 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047	2.20 mm	2.46 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 3.75% 10/20/2045#AK8794	2.19 mm	2.37 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNR 2005-57 PB 5.5% 7/35	2.19 mm	2.16 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GNMA 3.50% 2/42 #778882	2.18 mm	2.35 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNMA 30YR 4% 12/15/2040#757031	2.16 mm	2.25 mm principal	0.11	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047	2.14 mm	2.31 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040	2.13 mm	2.34 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 3.0% 06/20/2042#783637	2.12 mm	2.34 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNMA 30YR 4% 08/41#738637	2.10 mm	2.18 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	2.09 mm	2.13 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNII 15YR 3% 01/20/2032#MA4170	2.09 mm	2.17 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	2.08 mm	2.07 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNMA 30YR 3% 02/15/2038#752132	2.08 mm	2.27 mm principal	0.11	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 5.5% 08/20/2033	2.07 mm	2.05 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044	2.04 mm	2.14 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 5.0% 01/20/2035#781859	2.01 mm	2.01 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA 30YR 2.5% 12/15/2042#AB8379	2.01 mm	2.28 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2052#CB5049	2.01 mm	1.99 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 3.5% 04/46#AS9198	1.98 mm	2.15 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA II 4.5% 09/20/2040#783111	1.96 mm	1.99 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 04/01/2036#FM6957	1.94 mm	2.16 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNR 2010-H010 FA TSFR1M+44.448 5/60	1.94 mm	1.94 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
GNMA 4.00% 11/39 #711469	1.93 mm	2.01 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA 2017-H06 FA T1Y+35 08/66	1.92 mm	1.93 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 1.5% 11/01/2035#BQ6318	1.92 mm	2.20 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNR 2010-170 B 4% 12/40	1.91 mm	1.99 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
GNMA 4.50% 8/39 #710763	1.89 mm	1.93 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 15YR 1.5% 12/01/2035#SB8078	1.88 mm	2.15 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 15YR 1.5% 11/01/2035#QN4156	1.86 mm	2.13 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/20/2041#005258	1.83 mm	1.97 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNR 2016-146 AL VAR 5/20/40	1.82 mm	1.81 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
GNII II 3.0% 09/20/2043#MA1284	1.81 mm	2.01 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNII II 5% 07/20/2048#MA5332	1.78 mm	1.79 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNMA 4.50% 6/40 #745094	1.78 mm	1.81 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNMA 30YR 2.5% 12/15/2042#AB8391	1.78 mm	2.02 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNMA 15YR 2.5% 03/15/2028#AA8397	1.77 mm	1.82 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNMA 30YR 3.0% 04/15/2043#AE0545	1.77 mm	1.97 mm principal	0.09	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047	1.77 mm	1.96 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 1.5% 04/01/2041#QK0705	1.76 mm	2.16 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 11/01/2041#FM9558	1.76 mm	2.01 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNR 2014-25 HC 3% 2/44	1.73 mm	1.92 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 2.5% 01/01/2042#RB5142	1.71 mm	1.96 mm principal	0.09	ABS-mortgage backed security	Long	USA