Fidelity Intermediate Government Income Fund

Fund Profile

Fund profile

Tickers

FSTGX

Fund manager

Fidelity Managed Retirement 2015 Fund

Total assets

$508.05 mm

Liabilities

$39.03 mm

Net assets

$469.02 mm

Number of holdings

196.00

196 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 1.125% 08/31/2028	48.06 mm	53.60 mm principal	10.25	Debt	Long	USA
Fidelity Cash Central Fund	33.70 mm	33.69 mm shares	7.19	Short-term investment vehicle	Long	USA
UST NOTES 4.125% 10/31/2026	29.96 mm	30.00 mm principal	6.39	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	22.91 mm	22.94 mm principal	4.89	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	18.08 mm	18.41 mm principal	3.85	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	13.06 mm	12.96 mm principal	2.78	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	12.89 mm	12.41 mm principal	2.75	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	12.43 mm	13.69 mm principal	2.65	Debt	Long	USA
UST NOTES 4.625% 09/30/2030	11.69 mm	11.40 mm principal	2.49	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	11.65 mm	12.36 mm principal	2.48	Debt	Long	USA
UST NOTES 4.625% 09/30/2028	10.74 mm	10.55 mm principal	2.29	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.336% 09/25/2027	10.18 mm	11.00 mm principal	2.17	ABS-mortgage backed security	Long	USA
UST NOTES 2.5% 02/28/2026	9.24 mm	9.44 mm principal	1.97	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K048 A2 3.186% 06/25	8.81 mm	8.88 mm principal	1.88	ABS-mortgage backed security	Long	USA
Fidelity Securities Lending Cash Central Fund	8.68 mm	8.68 mm shares	1.85	Short-term investment vehicle	Long	USA
UST NOTES 4% 06/30/2028	8.59 mm	8.62 mm principal	1.83	Debt	Long	USA
UST NOTES 3.125% 11/15/2028	8.21 mm	8.51 mm principal	1.75	Debt	Long	USA
UST NOTES 3.5% 09/30/2029	7.35 mm	7.54 mm principal	1.57	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	7.26 mm	7.25 mm principal	1.55	Debt	Long	USA
UST NOTES 2.875% 11/30/2025	6.42 mm	6.51 mm principal	1.37	Debt	Long	USA
UST NOTES 4.375% 11/30/2028	6.41 mm	6.35 mm principal	1.37	Debt	Long	USA
UST NOTES 4% 10/31/2029	6.27 mm	6.30 mm principal	1.34	Debt	Long	USA
UST NOTES 0.25% 07/31/2025	5.87 mm	6.03 mm principal	1.25	Debt	Long	USA
UST NOTES 1.875% 02/28/2027	5.33 mm	5.60 mm principal	1.14	Debt	Long	USA
UST NOTES 4.25% 06/30/2031	4.95 mm	4.92 mm principal	1.06	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	4.77 mm	5.05 mm principal	1.02	Debt	Long	USA
UST NOTES 4% 01/15/2027	4.72 mm	4.74 mm principal	1.01	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	4.63 mm	4.74 mm principal	0.99	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	4.56 mm	4.68 mm principal	0.97	Debt	Long	USA
FREMF 2015-KPLB B MORTGAGE TRUST 2.5% 05/25/2025 144A	4.29 mm	4.35 mm principal	0.91	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 02/28/2031	4.28 mm	4.25 mm principal	0.91	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025	4.14 mm	4.20 mm principal	0.88	ABS-mortgage backed security	Long	USA
UST NOTES 0.375% 12/31/2025	4.03 mm	4.21 mm principal	0.86	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	4.01 mm	5.00 mm principal	0.85	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2029	3.98 mm	3.96 mm principal	0.85	Debt	Long	USA
UST NOTES 4.125% 08/31/2030	3.77 mm	3.77 mm principal	0.80	Debt	Long	USA
UST NOTES 4.125% 03/31/2031	3.67 mm	3.67 mm principal	0.78	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	3.28 mm	3.22 mm principal	0.70	Debt	Long	USA
UST NOTES 4.5% 03/31/2026	3.25 mm	3.24 mm principal	0.69	Debt	Long	USA
UST NOTES 4.125% 11/15/2032	3.13 mm	3.13 mm principal	0.67	Debt	Long	USA
UST NOTES 1.25% 12/31/2026	3.09 mm	3.28 mm principal	0.66	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	2.78 mm	2.88 mm principal	0.59	Debt	Long	USA
UST NOTES 2.75% 05/31/2029	2.74 mm	2.90 mm principal	0.58	Debt	Long	USA
UST NOTES 4% 07/31/2030	2.54 mm	2.56 mm principal	0.54	Debt	Long	USA
UST NOTES 2.875% 05/15/2032	2.43 mm	2.65 mm principal	0.52	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	2.42 mm	2.50 mm principal	0.52	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 11/15/2025	2.40 mm	2.40 mm principal	0.51	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029	2.31 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	2.27 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	2.20 mm	2.23 mm principal	0.47	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027	2.14 mm	2.20 mm principal	0.46	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	2.14 mm	2.19 mm principal	0.46	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	2.08 mm	2.30 mm principal	0.44	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 11/30/2030	2.04 mm	2.02 mm principal	0.44	Debt	Long	USA
UST NOTES 4.25% 12/31/2025	2.03 mm	2.03 mm principal	0.43	Debt	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.023% 01/25/2025	2.01 mm	2.02 mm principal	0.43	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 05/15/2026	2.01 mm	2.03 mm principal	0.43	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026	1.95 mm	2.00 mm principal	0.41	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026	1.94 mm	2.00 mm principal	0.41	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 01/31/2028	1.88 mm	1.92 mm principal	0.40	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	1.79 mm	1.80 mm principal	0.38	Debt	Long	USA
UST NOTES 3.875% 01/15/2026	1.67 mm	1.68 mm principal	0.36	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	1.52 mm	1.53 mm principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.77% 05/25/2025 144A	1.29 mm	1.30 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	1.26 mm	1.25 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046	1.25 mm	1.38 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	1.23 mm	1.48 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	1.14 mm	1.30 mm principal	0.24	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025	1.14 mm	1.15 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 10/01/2040#FM7397	1.14 mm	1.23 mm principal	0.24	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1.10 mm	1.25 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025	1.05 mm	1.06 mm principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	1.04 mm	1.06 mm principal	0.22	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 07/31/2026	1.00 mm	1.00 mm principal	0.21	Debt	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	983.30 k	1.23 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026	966.68 k	998.03 k principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038	914.33 k	967.56 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026	879.91 k	892.63 k principal	0.19	ABS-mortgage backed security	Long	USA
UST NOTES 0.25% 10/31/2025	809.16 k	840.00 k principal	0.17	Debt	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/27	800.12 k	-34.14 mm contracts	0.17	Interest rate derivative	N/A	UK
UST NOTES 4.375% 12/15/2026	762.67 k	760.00 k principal	0.16	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	732.02 k	725.00 k principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051	707.69 k	740.90 k principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
US 10YR NOTE FUT (CBT)MAR25 TYH5	701.07 k	463.00 contracts	0.15	Interest rate derivative	N/A	USA
UST NOTES 3.5% 02/15/2033	696.12 k	730.00 k principal	0.15	Debt	Long	USA
UST NOTES 4% 01/31/2031	695.16 k	700.00 k principal	0.15	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	679.11 k	670.00 k principal	0.14	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	665.30 k	640.00 k principal	0.14	Debt	Long	USA
UST NOTES 4.625% 03/15/2026	622.45 k	620.00 k principal	0.13	Debt	Long	USA
UMBS 15YR 3% 12/01/2039 #TBA	611.86 k	650.00 k principal	0.13	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044	595.33 k	634.08 k principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	594.05 k	599.39 k principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 2.875% 04/30/2029	570.33 k	600.00 k principal	0.12	Debt	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025	534.13 k	536.42 k principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#RA6987	527.20 k	577.26 k principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 09/30/2028	521.48 k	580.00 k principal	0.11	Debt	Long	USA
GNII II 2% 12/01/2054 #TBA	513.87 k	625.00 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2320	506.34 k	597.34 k principal	0.11	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	494.39 k	571.90 k principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027	489.44 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
FHMS K059 A2 CSTR 09/25/2026	488.04 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0237	467.14 k	526.08 k principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#	462.14 k	506.01 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024	461.04 k	462.57 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K757 A2 2.05% 11/25/2028	456.79 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	429.47 k	432.37 k principal	0.09	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 12/20/2051#785792	424.37 k	501.91 k principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 09/01/2041#FM9587	402.87 k	440.23 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044	401.61 k	421.16 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051	392.86 k	480.50 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 2.625% 07/31/2029	384.50 k	410.00 k principal	0.08	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046	381.39 k	436.45 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	367.42 k	410.24 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 08/20/2051#785575	358.85 k	423.79 k principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6538	358.09 k	349.24 k principal	0.08	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0002	351.27 k	339.27 k principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0001	338.95 k	326.48 k principal	0.07	ABS-mortgage backed security	Long	USA
GNII II 2% 01/01/2055 #TBA	329.19 k	400.00 k principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051	321.69 k	343.78 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 09/20/2051#785616	314.70 k	371.65 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 03/01/2052#CB3174	309.23 k	339.62 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2041#CB2110	307.36 k	360.96 k principal	0.07	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 05/01/2051#	307.18 k	336.54 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 10/01/2052#CB4893	298.53 k	301.02 k principal	0.06	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 10/01/2052#SD1733	294.27 k	296.73 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027	290.48 k	300.00 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	290.45 k	300.00 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052	285.19 k	286.63 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3% 02/01/2052#FS0631	283.06 k	321.73 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6539	278.41 k	271.95 k principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 3.375% 05/15/2033	273.51 k	290.00 k principal	0.06	Debt	Long	USA
FHLG 15YR 3% 09/01/2034#SB0072	272.96 k	287.03 k principal	0.06	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	268.99 k	300.00 k principal	0.06	ABS-mortgage backed security	Long	USA
UST NOTES 4.875% 10/31/2028	264.95 k	258.00 k principal	0.06	Debt	Long	USA
FHLG 30YR 5% 11/01/2052#SD1862	264.82 k	266.61 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052	251.29 k	267.30 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2048	246.47 k	271.95 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 11/01/2052#FS3248	244.97 k	247.01 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2052#SD1579	240.19 k	238.16 k principal	0.05	ABS-mortgage backed security	Long	USA
US 2YR NOTE (CBT) FUT MAR25 TUH5	230.30 k	389.00 contracts	0.05	Interest rate derivative	N/A	USA
FHLG 15YR 3.5% 01/01/2034#G18720	222.77 k	229.58 k principal	0.05	ABS-mortgage backed security	Long	USA
FHMS 2018-K731 A2 3.6% 02/25/25	220.03 k	220.97 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2052#RA6986	219.80 k	240.50 k principal	0.05	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 02/01/2042#SC0248	214.64 k	242.06 k principal	0.05	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048	208.13 k	229.63 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 4% 07/31/2029	199.17 k	200.00 k principal	0.04	Debt	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/2044	195.95 k	-2.85 mm contracts	0.04	Interest rate derivative	N/A	UK
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049	195.58 k	229.86 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 11/01/2053#FS6498	188.38 k	185.33 k principal	0.04	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	179.73 k	199.17 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/31	165.53 k	-4.16 mm contracts	0.04	Interest rate derivative	N/A	UK
FNMA 15YR 3% 09/01/2035#FS0112	149.79 k	155.96 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048	146.57 k	161.45 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6.5% 03/01/2054#CB8113	145.31 k	141.63 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	137.83 k	159.05 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 12/01/2052#CB5273	133.88 k	135.08 k principal	0.03	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	130.68 k	131.94 k principal	0.03	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050	115.30 k	134.30 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	106.34 k	119.81 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5.5% 06/01/2053#CB6642	106.04 k	104.88 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049	103.55 k	119.28 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047	101.72 k	114.48 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	100.25 k	115.18 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048	97.18 k	117.62 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 3% 12/01/2032#BM5109	91.92 k	95.74 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048	91.45 k	110.68 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047	86.81 k	97.60 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048	85.84 k	104.57 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048	85.49 k	98.11 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	80.82 k	90.94 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3.5% 03/01/2052#CB3128	80.76 k	88.33 k principal	0.02	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047	79.56 k	91.57 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 2% 02/01/2028#FS3865	75.45 k	77.94 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 07/01/2034#FM8940	72.16 k	74.82 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 02/01/2031#FS1234	63.22 k	65.35 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 03/01/2054#CB8112	49.97 k	49.29 k principal	0.01	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 09/01/2053#RA9856	46.64 k	45.81 k principal	0.01	ABS-mortgage backed security	Long	USA
US LONG BOND(CBT) FUT MAR25 USH5	44.87 k	14.00 contracts	0.01	Interest rate derivative	N/A	USA
FNMA 20YR 2.5% 05/01/2042#RB0710	36.96 k	41.79 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 11/01/2034#FS1799	35.48 k	36.83 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 02/01/2035#	24.38 k	25.30 k principal	0.01	ABS-mortgage backed security	Long	USA
FHLG 15YR 3% 12/01/2030#ZS8591	18.24 k	18.95 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLG 15YR 3% 02/01/2033#SB0621	17.19 k	17.83 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 05/01/2042#RB0806	16.06 k	18.24 k principal	0.00	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) FUT MAR25 FVH5	-20.52 k	-23.00 contracts	-0.00	Interest rate derivative	N/A	USA
LCH OIS SOFRV3.75% MAC 12/18/26	-33.46 k	1.99 mm contracts	-0.01	Interest rate derivative	N/A	UK
UMBS 15YR 2% 12/01/2039 #TBA	-268.99 k	-300.00 k principal	-0.06	ABS-mortgage backed security	Short	USA
GNII II 2% 12/01/2054 #TBA	-328.88 k	-400.00 k principal	-0.07	ABS-mortgage backed security	Short	USA
UMBS 15YR 3% 12/01/2039 #TBA	-611.86 k	-650.00 k principal	-0.13	ABS-mortgage backed security	Short	USA
GNII II 6% 12/01/2054 #TBA	-1.09 mm	-1.08 mm principal	-0.23	ABS-mortgage backed security	Short	USA
GNII II 2.5% 12/01/2054 #TBA	-1.20 mm	-1.40 mm principal	-0.26	ABS-mortgage backed security	Short	USA
UMBS 30YR 2% 12/01/2054 #TBA	-1.96 mm	-2.45 mm principal	-0.42	ABS-mortgage backed security	Short	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	-2.08 mm	-2.30 mm principal	-0.44	ABS-mortgage backed security	Short	USA
UMBS 30YR 3% 12/01/2054 #TBA	-3.22 mm	-3.70 mm principal	-0.69	ABS-mortgage backed security	Short	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	-5.67 mm	-6.78 mm principal	-1.21	ABS-mortgage backed security	Short	USA