Fidelity Government Income Fund

Fund Profile

Fund profile

Tickers

FGOVX, FVIAX, FVICX, FVITX, FVIIX, FIKPX

Fund manager

Fidelity Managed Retirement Income Fund

Total assets

$2.42 bn

Liabilities

$459.13 mm

Net assets

$1.96 bn

Number of holdings

1.96 k

Top 200 of 1964 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 1.125% 08/31/2028	84.73 mm	94.48 mm principal	4.31	Debt	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	84.39 mm	85.31 mm principal	4.30	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 02/15/2049	74.25 mm	95.77 mm principal	3.78	Debt	Long	USA
Fidelity Cash Central Fund	71.71 mm	71.69 mm shares	3.65	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	63.65 mm	73.04 mm principal	3.24	Debt	Long	USA
UST NOTES 3.75% 05/31/2030	54.45 mm	55.44 mm principal	2.77	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	44.21 mm	46.44 mm principal	2.25	Debt	Long	USA
UST NOTES 2.625% 05/31/2027	43.56 mm	45.18 mm principal	2.22	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	42.91 mm	44.04 mm principal	2.18	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	40.98 mm	40.72 mm principal	2.09	Debt	Long	USA
UST NOTES 4.375% 07/15/2027	38.85 mm	38.63 mm principal	1.98	Debt	Long	USA
UST NOTES 2.5% 03/31/2027	38.83 mm	40.29 mm principal	1.98	Debt	Long	USA
UST NOTES 2.75% 04/30/2027	38.73 mm	40.00 mm principal	1.97	Debt	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	36.43 mm	40.20 mm principal	1.85	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 11/15/2027	35.65 mm	35.64 mm principal	1.81	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	34.41 mm	42.93 mm principal	1.75	ABS-mortgage backed security	Long	USA
UST NOTES 2.75% 07/31/2027	32.34 mm	33.51 mm principal	1.65	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026	28.60 mm	29.40 mm principal	1.46	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 06/01/2035#BP5637	28.48 mm	31.53 mm principal	1.45	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	27.94 mm	27.90 mm principal	1.42	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 02/01/2052#	26.65 mm	29.35 mm principal	1.36	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	26.39 mm	25.91 mm principal	1.34	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	26.30 mm	26.78 mm principal	1.34	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	24.51 mm	24.50 mm principal	1.25	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	24.08 mm	25.68 mm principal	1.23	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	23.50 mm	23.50 mm shares	1.20	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	20.61 mm	33.42 mm principal	1.05	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.336% 09/25/2027	20.17 mm	21.80 mm principal	1.03	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025	18.54 mm	18.82 mm principal	0.94	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	18.10 mm	17.68 mm principal	0.92	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	18.04 mm	17.85 mm principal	0.92	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2025	17.05 mm	17.19 mm principal	0.87	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/31/2031	16.79 mm	17.18 mm principal	0.85	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025	16.33 mm	16.51 mm principal	0.83	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025	15.86 mm	16.08 mm principal	0.81	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	15.84 mm	18.93 mm principal	0.81	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	15.00 mm	15.48 mm principal	0.76	ABS-mortgage backed security	Long	USA
FREMF 2015-KPLB B MORTGAGE TRUST 2.5% 05/25/2025 144A	14.97 mm	15.20 mm principal	0.76	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025	14.85 mm	14.99 mm principal	0.76	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	14.76 mm	17.43 mm principal	0.75	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	13.57 mm	13.39 mm principal	0.69	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029	12.53 mm	12.50 mm principal	0.64	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0002	12.49 mm	12.06 mm principal	0.64	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	12.27 mm	12.35 mm principal	0.62	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.308% 09/25/2025	12.27 mm	12.41 mm principal	0.62	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	12.05 mm	13.80 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0001	12.05 mm	11.61 mm principal	0.61	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 06/01/2035#FM3591	11.83 mm	13.09 mm principal	0.60	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026	11.44 mm	11.60 mm principal	0.58	ABS-mortgage backed security	Long	USA
GNII II 5.5% 01/01/2055 #TBA	11.41 mm	11.40 mm principal	0.58	ABS-mortgage backed security	Long	USA
GNII II 2% 01/20/2052#MA7826	11.37 mm	13.82 mm principal	0.58	ABS-mortgage backed security	Long	USA
GNII II 6% 01/01/2055 #TBA	11.33 mm	11.23 mm principal	0.58	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	10.71 mm	13.01 mm principal	0.54	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	10.29 mm	11.67 mm principal	0.52	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4% 01/15/2041	10.21 mm	10.72 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038	9.65 mm	10.21 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	USA
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040	9.26 mm	10.11 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2039	8.88 mm	9.95 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027	8.75 mm	9.00 mm principal	0.45	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 10/01/2051#FM9210	8.64 mm	9.81 mm principal	0.44	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.77% 05/25/2025 144A	8.53 mm	8.62 mm principal	0.43	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026	8.36 mm	8.60 mm principal	0.43	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 2009-118 XZ 5% 12/39	8.24 mm	8.27 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	USA
UMBS 15YR 5% 12/01/2039 #TBA	8.22 mm	8.20 mm principal	0.42	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	7.93 mm	8.01 mm principal	0.40	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	7.85 mm	9.78 mm principal	0.40	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026	7.44 mm	7.68 mm principal	0.38	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048	7.22 mm	8.27 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
GNII II 2% 10/20/2050#MA6930	7.14 mm	8.68 mm principal	0.36	ABS-mortgage backed security	Long	USA
UST NOTES 4% 07/31/2030	6.95 mm	6.99 mm principal	0.35	Debt	Long	USA
FNMA 30YR 6% 06/01/2053#CB6538	6.67 mm	6.50 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2040#	6.50 mm	7.60 mm principal	0.33	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049	5.98 mm	7.04 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	5.94 mm	6.08 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	5.94 mm	6.58 mm principal	0.30	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025	5.76 mm	5.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 10/01/2051#RA5998	5.74 mm	6.51 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	5.67 mm	5.71 mm principal	0.29	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 01/31/2028	5.64 mm	5.75 mm principal	0.29	Debt	Long	USA
UST NOTES 4% 01/31/2031	5.62 mm	5.66 mm principal	0.29	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051	5.51 mm	5.77 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
UMBS 15YR 3% 12/01/2039 #TBA	5.41 mm	5.75 mm principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	5.40 mm	6.25 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 10/01/2052#CB4893	5.25 mm	5.29 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/01/2051#SD7532	5.04 mm	6.17 mm principal	0.26	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2031	4.97 mm	4.94 mm principal	0.25	Debt	Long	USA
FNMA 30YR 2.5% 07/01/2050#CA6399	4.92 mm	5.79 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6539	4.87 mm	4.76 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNII II 2.5% 06/20/2051#MA7418	4.74 mm	5.54 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2051#CB2166	4.67 mm	5.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	4.66 mm	5.66 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#CA6416	4.66 mm	5.27 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	4.60 mm	5.43 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 03/01/2052#CB3174	4.59 mm	5.04 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 09/01/2053#CB7134	4.52 mm	4.36 mm principal	0.23	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.5% 02/15/2045	4.50 mm	6.15 mm principal	0.23	Debt	Long	USA
FHLG 30YR 5% 10/01/2052#SD1733	4.50 mm	4.54 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#	4.48 mm	4.90 mm principal	0.23	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 03/15/2027	4.38 mm	4.37 mm principal	0.22	Debt	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0237	4.21 mm	4.74 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	4.19 mm	4.68 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3.5% 08/01/2051#RA5746	4.18 mm	4.56 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 08/01/2036#RC2195	4.05 mm	4.48 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 09/01/2051#	3.98 mm	4.36 mm principal	0.20	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG 2010-169 Z 4.5% 12/20/2040	3.98 mm	4.31 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K757 A2 2.05% 11/25/2028	3.93 mm	4.30 mm principal	0.20	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785564	3.83 mm	4.53 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 06/01/2053#RA9278	3.83 mm	3.74 mm principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024	3.81 mm	3.82 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785619	3.81 mm	4.49 mm principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	3.80 mm	4.21 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT 3857 ZP 5% 05/15/2041	3.79 mm	3.79 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FHLM 30YR 6% 06/01/2053#RA9276	3.75 mm	3.66 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 12/01/2046#BM5096	3.68 mm	3.95 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNR 2010-31 BP 5% 3/20/40	3.59 mm	3.56 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
FNR 2016-26 CG 3% 05/46	3.56 mm	3.76 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
GNII II 4% 03/20/2047#MA4322	3.52 mm	3.70 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 03/01/2052#RA6988	3.39 mm	3.87 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2049	3.37 mm	4.46 mm principal	0.17	Debt	Long	USA
FNMA 30YR 3% 02/01/2052#FS0631	3.36 mm	3.82 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2052#SD1862	3.31 mm	3.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 02/01/2051#	3.31 mm	3.62 mm principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051	3.26 mm	3.98 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 3% 10/01/2040#FM7397	3.23 mm	3.48 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 07/01/2053#RA9382	3.22 mm	3.14 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2041#CB2110	3.22 mm	3.78 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 10/01/2051#RA6010	3.19 mm	3.48 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 06/01/2053#RA9277	3.18 mm	3.11 mm principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044	3.13 mm	3.28 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	2.97 mm	3.04 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	2.96 mm	2.95 mm principal	0.15	ABS-mortgage backed security	Long	USA
TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056	2.95 mm	2.74 mm principal	0.15	Debt	Long	USA
US 10YR NOTE FUT (CBT)MAR25 TYH5	2.89 mm	1.91 k contracts	0.15	Interest rate derivative	N/A	USA
FNMA 30YR 5% 05/01/2052#CB3647	2.86 mm	2.87 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 07/01/2053#RA9383	2.85 mm	2.79 mm principal	0.15	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047	2.80 mm	3.13 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	2.79 mm	2.68 mm principal	0.14	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046	2.67 mm	3.06 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051	2.49 mm	2.66 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
FHLG 15YR 3% 09/01/2034#SB0072	2.47 mm	2.60 mm principal	0.13	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025	2.43 mm	2.45 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	2.39 mm	2.47 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7507	2.38 mm	2.80 mm principal	0.12	ABS-mortgage backed security	Long	USA
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039	2.35 mm	2.24 mm principal	0.12	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.0% 04/15/2041	2.34 mm	2.34 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 4.75% 02/15/2037	2.34 mm	2.22 mm principal	0.12	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4.25% 03/25/2042	2.31 mm	2.42 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3.5% 07/01/2051#	2.30 mm	2.52 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#CB2886	2.30 mm	2.61 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027	2.29 mm	2.37 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 12/01/2031#AS8511	2.27 mm	2.39 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048	2.22 mm	2.45 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052	2.21 mm	2.22 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 11/01/2052#FS3248	2.20 mm	2.22 mm principal	0.11	ABS-mortgage backed security	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/31	2.18 mm	-54.81 mm contracts	0.11	Interest rate derivative	N/A	UK
FHMS K059 A2 CSTR 09/25/2026	2.15 mm	2.20 mm principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048	2.10 mm	2.31 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FHLG 20YR 1.5% 04/01/2041#QK0705	2.09 mm	2.53 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 15YR 3.5% 05/01/2035#FM3340	2.03 mm	2.10 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2051#FM9632	2.02 mm	2.29 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	1.98 mm	1.95 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048	1.97 mm	1.98 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 01/01/2052#RA6620	1.97 mm	2.33 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.3% 10/25/2026	1.96 mm	2.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 08/31/2030	1.95 mm	1.95 mm principal	0.10	Debt	Long	USA
FHLG 20YR 2.5% 02/01/2042#SC0248	1.94 mm	2.18 mm principal	0.10	ABS-mortgage backed security	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/27	1.85 mm	-79.05 mm contracts	0.09	Interest rate derivative	N/A	UK
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052	1.84 mm	1.96 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 11/01/2041#FS1573	1.77 mm	2.01 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 06/01/2051#	1.76 mm	1.93 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 03/01/2052#SD2219	1.69 mm	1.92 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027	1.66 mm	1.70 mm principal	0.08	ABS-mortgage backed security	Long	USA
UST NOTES 2.75% 08/15/2032	1.63 mm	1.80 mm principal	0.08	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3.5% 08/25/2047	1.63 mm	1.66 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 07/01/2051#RA5574	1.62 mm	1.91 mm principal	0.08	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG ASSN HECM TSFR1M+65 12/20/2063	1.57 mm	1.57 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048	1.57 mm	1.72 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 11/15/2031	1.56 mm	1.61 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4.5% 06/25/2049	1.54 mm	1.61 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0388	1.54 mm	1.82 mm principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050	1.51 mm	1.74 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 11/01/2051#FM9517	1.48 mm	1.75 mm principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2052#CB5273	1.47 mm	1.49 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	1.46 mm	1.71 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 20YR 1.5% 03/01/2041#RB5104	1.44 mm	1.74 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHR 2802 ZG 5.5% 5/15/34	1.42 mm	1.40 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 1.5% 01/01/2041#MA4231	1.38 mm	1.67 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHR 2877 ZD 5% 10/34	1.38 mm	1.39 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 1.5% 12/01/2040#MA4202	1.38 mm	1.66 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNR 2010-118 PB 4.5% 10/40	1.36 mm	1.37 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 1.5% 11/01/2040#MA4175	1.36 mm	1.64 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	1.35 mm	1.36 mm principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044	1.33 mm	1.35 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2.5% 02/01/2042#FS1810	1.32 mm	1.50 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNR 2010-15 FJ SOFR30A+104.448 6/36	1.30 mm	1.29 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 2.5% 03/01/2035#CA5427	1.29 mm	1.39 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2050#RA2976	1.29 mm	1.51 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 06/01/2052#QE4073	1.28 mm	1.29 mm principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 10/01/2031#AS8226	1.28 mm	1.35 mm principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 09/01/2042#ZL3774	1.28 mm	1.37 mm principal	0.06	ABS-mortgage backed security	Long	USA