Fidelity Sustainability Bond Index Fund

Fund Profile

Fund profile

Tickers

FNDSX

Fund manager

Fidelity SAI Municipal Income

Total assets

$517.97 mm

Liabilities

$30.93 mm

Net assets

$487.05 mm

Number of holdings

2.66 k

Top 200 of 2662 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	9.45 mm	9.45 mm shares	1.94	Short-term investment vehicle	Long	USA
UST NOTES 3.375% 09/15/2027	6.07 mm	6.19 mm principal	1.25	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	4.93 mm	5.04 mm principal	1.01	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	4.66 mm	4.62 mm principal	0.96	Debt	Long	USA
UST NOTES 4.125% 07/31/2031	4.54 mm	4.54 mm principal	0.93	Debt	Long	USA
UST NOTES 3.75% 08/15/2027	4.30 mm	4.34 mm principal	0.88	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	3.82 mm	4.01 mm principal	0.78	Debt	Long	USA
UST NOTES 3.875% 10/15/2027	3.64 mm	3.66 mm principal	0.75	Debt	Long	USA
UST NOTES 4.375% 07/15/2027	3.45 mm	3.43 mm principal	0.71	Debt	Long	USA
UST NOTES 3.875% 01/15/2026	3.42 mm	3.44 mm principal	0.70	Debt	Long	USA
UST NOTES 4.625% 06/15/2027	3.29 mm	3.25 mm principal	0.68	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	3.25 mm	3.24 mm principal	0.67	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	3.21 mm	4.00 mm principal	0.66	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.5% 02/15/2044	3.06 mm	3.05 mm principal	0.63	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	2.95 mm	2.93 mm principal	0.61	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	2.91 mm	2.98 mm principal	0.60	Debt	Long	USA
UST NOTES 4.625% 05/31/2031	2.88 mm	2.80 mm principal	0.59	Debt	Long	USA
UST NOTES 4.125% 10/31/2031	2.77 mm	2.77 mm principal	0.57	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	2.70 mm	2.64 mm principal	0.55	Debt	Long	USA
UST NOTES 4.625% 09/15/2026	2.70 mm	2.68 mm principal	0.55	Debt	Long	USA
UST NOTES 4% 10/31/2029	2.70 mm	2.71 mm principal	0.55	Debt	Long	USA
UST NOTES 4.625% 03/15/2026	2.67 mm	2.66 mm principal	0.55	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2043	2.61 mm	2.52 mm principal	0.54	Debt	Long	USA
UST NOTES 4.875% 10/31/2028	2.61 mm	2.54 mm principal	0.54	Debt	Long	USA
FNMA 30YR 2% 12/01/2050#	2.56 mm	3.17 mm principal	0.53	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	2.54 mm	2.57 mm principal	0.52	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	2.34 mm	2.30 mm principal	0.48	Debt	Long	USA
UST NOTES 4% 02/15/2034	2.29 mm	2.32 mm principal	0.47	Debt	Long	USA
UST NOTES 4.25% 10/15/2025	2.23 mm	2.24 mm principal	0.46	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	2.23 mm	2.20 mm principal	0.46	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 12/15/2026	2.22 mm	2.21 mm principal	0.46	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	2.21 mm	2.21 mm principal	0.45	Debt	Long	USA
UST NOTES 3.125% 08/31/2027	2.21 mm	2.27 mm principal	0.45	Debt	Long	USA
UST NOTES 1.5% 11/30/2028	2.15 mm	2.38 mm principal	0.44	Debt	Long	USA
UNITED STATES TREASURY BOND 3.875% 02/15/2043	2.15 mm	2.32 mm principal	0.44	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	2.10 mm	2.07 mm principal	0.43	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	2.05 mm	2.10 mm principal	0.42	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	2.00 mm	1.97 mm principal	0.41	Debt	Long	USA
UST NOTES 4% 01/31/2029	1.95 mm	1.96 mm principal	0.40	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	1.84 mm	2.45 mm principal	0.38	Debt	Long	USA
UST NOTES 3.875% 11/30/2029	1.83 mm	1.85 mm principal	0.38	Debt	Long	USA
GNII II 6% 12/01/2054 #TBA	1.82 mm	1.80 mm principal	0.37	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2042	1.82 mm	1.92 mm principal	0.37	Debt	Long	USA
UST NOTES 4.125% 08/31/2030	1.79 mm	1.79 mm principal	0.37	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	1.77 mm	1.70 mm principal	0.36	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	1.77 mm	1.77 mm principal	0.36	Debt	Long	USA
UST NOTES 4% 01/15/2027	1.76 mm	1.77 mm principal	0.36	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 08/15/2052	1.74 mm	2.26 mm principal	0.36	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 05/15/2041	1.71 mm	2.29 mm principal	0.35	Debt	Long	USA
UST NOTES 3.75% 04/15/2026	1.71 mm	1.72 mm principal	0.35	Debt	Long	USA
UST NOTES 4% 01/31/2031	1.67 mm	1.68 mm principal	0.34	Debt	Long	USA
GNII II 6.5% 12/01/2054 #TBA	1.63 mm	1.60 mm principal	0.33	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2029	1.58 mm	1.58 mm principal	0.32	Debt	Long	USA
FHLG 30YR 2% 05/01/2051#SD8146	1.56 mm	1.94 mm principal	0.32	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 05/15/2027	1.54 mm	1.53 mm principal	0.32	Debt	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	1.53 mm	1.83 mm principal	0.31	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 03/31/2029	1.51 mm	1.51 mm principal	0.31	Debt	Long	USA
UST NOTES 4.125% 03/31/2031	1.50 mm	1.50 mm principal	0.31	Debt	Long	USA
UST NOTES 3.75% 05/31/2030	1.49 mm	1.52 mm principal	0.31	Debt	Long	USA
UST NOTES 3.625% 05/15/2026	1.47 mm	1.48 mm principal	0.30	Debt	Long	USA
UST NOTES 4.5% 07/15/2026	1.44 mm	1.43 mm principal	0.29	Debt	Long	USA
UST NOTES 0.5% 06/30/2027	1.43 mm	1.57 mm principal	0.29	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	1.43 mm	1.50 mm principal	0.29	Debt	Long	USA
UST NOTES 4.125% 11/15/2027	1.43 mm	1.43 mm principal	0.29	Debt	Long	USA
UST NOTES 0.875% 09/30/2026	1.42 mm	1.51 mm principal	0.29	Debt	Long	USA
UST NOTES 0.5% 05/31/2027	1.42 mm	1.55 mm principal	0.29	Debt	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	1.40 mm	1.55 mm principal	0.29	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	1.38 mm	1.73 mm principal	0.28	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 11/15/2032	1.38 mm	1.39 mm principal	0.28	Debt	Long	USA
UST NOTES 4.25% 02/28/2029	1.36 mm	1.35 mm principal	0.28	Debt	Long	USA
FNMA 30YR 2% 02/01/2051#MA4255	1.35 mm	1.68 mm principal	0.28	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 09/30/2031	1.35 mm	1.39 mm principal	0.28	Debt	Long	USA
UST NOTES 4% 12/15/2025	1.30 mm	1.31 mm principal	0.27	Debt	Long	USA
GNII II 2% 12/20/2050#MA7051	1.30 mm	1.58 mm principal	0.27	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 06/15/2026	1.29 mm	1.29 mm principal	0.26	Debt	Long	USA
UST NOTES 4.625% 02/28/2026	1.27 mm	1.27 mm principal	0.26	Debt	Long	USA
UST NOTES 3.5% 09/30/2029	1.26 mm	1.29 mm principal	0.26	Debt	Long	USA
UST NOTES 3.75% 12/31/2030	1.24 mm	1.27 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY BOND 2.375% 02/15/2042	1.24 mm	1.65 mm principal	0.25	Debt	Long	USA
UST NOTES 0.375% 11/30/2025	1.21 mm	1.26 mm principal	0.25	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	1.19 mm	1.18 mm principal	0.24	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 07/31/2028	1.18 mm	1.18 mm principal	0.24	Debt	Long	USA
UST NOTES 4.5% 04/15/2027	1.18 mm	1.17 mm principal	0.24	Debt	Long	USA
UST NOTES 4.125% 09/30/2027	1.18 mm	1.18 mm principal	0.24	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	1.16 mm	1.22 mm principal	0.24	Debt	Long	USA
UST NOTES 4.25% 06/30/2029	1.15 mm	1.14 mm principal	0.24	Debt	Long	USA
UST NOTES 4.375% 08/15/2026	1.14 mm	1.14 mm principal	0.23	Debt	Long	USA
UST NOTES 0.375% 07/31/2027	1.13 mm	1.25 mm principal	0.23	Debt	Long	USA
JPMORGAN CHASE and CO 2.083%/VAR 04/22/2026	1.11 mm	1.12 mm principal	0.23	Debt	Long	USA
UST NOTES 3.625% 08/31/2029	1.09 mm	1.11 mm principal	0.22	Debt	Long	USA
GNII II 2.5% 07/20/2051#MA7472	1.08 mm	1.27 mm principal	0.22	ABS-mortgage backed security	Long	USA
UST NOTES 0.25% 09/30/2025	1.07 mm	1.10 mm principal	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2041	1.07 mm	1.51 mm principal	0.22	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	1.06 mm	1.10 mm principal	0.22	Debt	Long	USA
UST NOTES 0.375% 04/30/2025	1.05 mm	1.07 mm principal	0.22	Debt	Long	USA
UST NOTES 4.625% 09/30/2028	1.05 mm	1.03 mm principal	0.22	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	1.03 mm	1.05 mm principal	0.21	Debt	Long	USA
UST NOTES 3.5% 04/30/2028	1.02 mm	1.04 mm principal	0.21	Debt	Long	USA
UST NOTES 3.625% 03/31/2028	1.01 mm	1.03 mm principal	0.21	Debt	Long	USA
WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026	997.65 k	1.00 mm principal	0.20	Debt	Long	USA
UST NOTES 4.625% 09/30/2030	994.97 k	970.00 k principal	0.20	Debt	Long	USA
UST NOTES 0.75% 04/30/2026	991.11 k	1.04 mm principal	0.20	Debt	Long	USA
UST NOTES 4.5% 03/31/2026	982.53 k	980.00 k principal	0.20	Debt	Long	USA
FNMA 30YR 2.5% 10/01/2051#BT6823	950.38 k	1.13 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 08/01/2052#SD5573	948.52 k	1.07 mm principal	0.19	ABS-mortgage backed security	Long	USA
EUROPEAN INVESTMENT BANK 3.625% 07/15/2030	932.66 k	960.00 k principal	0.19	Debt	Long	Luxembourg
UST NOTES 1.125% 10/31/2026	920.27 k	975.00 k principal	0.19	Debt	Long	USA
UST NOTES 1.375% 12/31/2028	893.67 k	995.00 k principal	0.18	Debt	Long	USA
UST NOTES 3.125% 08/31/2029	886.01 k	925.00 k principal	0.18	Debt	Long	USA
FEDERAL HOME LOAN BANKS 1.25% 10/26/2026	877.88 k	930.00 k principal	0.18	Debt	Long	USA
UST NOTES 3.5% 01/31/2030	874.72 k	900.00 k principal	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	861.76 k	1.26 mm principal	0.18	Debt	Long	USA
HSBC HSBC Holdings plc	845.85 k	850.00 k principal	0.17	Debt	Long	UK
UST NOTES 3.75% 08/31/2031	840.55 k	860.00 k principal	0.17	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	831.25 k	800.00 k principal	0.17	Debt	Long	USA
UST NOTES 3.875% 12/31/2029	831.14 k	840.00 k principal	0.17	Debt	Long	USA
UST NOTES 3.75% 12/31/2028	828.48 k	840.00 k principal	0.17	Debt	Long	USA
FHLG 30YR 2% 01/52#SD8188	819.16 k	1.02 mm principal	0.17	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	819.12 k	800.00 k principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	812.45 k	900.23 k principal	0.17	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	801.06 k	800.00 k principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 09/15/2025	774.68 k	780.00 k principal	0.16	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	773.78 k	795.00 k principal	0.16	Debt	Long	USA
UST NOTES 4.625% 04/30/2031	770.68 k	750.00 k principal	0.16	Debt	Long	USA
FNMA 30YR 2% 04/01/2051#MA4305	764.31 k	948.39 k principal	0.16	ABS-mortgage backed security	Long	USA
GNII II 2% 03/20/2051#MA7254	757.83 k	920.73 k principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 04/30/2030	757.15 k	780.00 k principal	0.16	Debt	Long	USA
UST NOTES 0.375% 01/31/2026	746.10 k	781.00 k principal	0.15	Debt	Long	USA
UST NOTES 0.625% 03/31/2027	745.54 k	808.00 k principal	0.15	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	740.41 k	1.05 mm principal	0.15	Debt	Long	USA
FHLG 30YR 5.5% 12/01/2054#SD8493	724.40 k	725.00 k principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/29/2028	717.24 k	720.00 k principal	0.15	Debt	Long	USA
FNMA 30YR 2% 11/01/2051#BQ6788	717.24 k	892.06 k principal	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	708.29 k	1.19 mm principal	0.15	Debt	Long	USA
UMBS 30YR 7% 12/01/2054 #TBA	699.47 k	675.00 k principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2052#SD8194	699.19 k	833.14 k principal	0.14	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	696.34 k	725.00 k principal	0.14	ABS-mortgage backed security	Long	USA
ASIAN DEVELOPMENT BANK 2.5% 11/02/2027	693.19 k	726.00 k principal	0.14	Debt	Long	Philippines
UST NOTES 2.625% 07/31/2029	689.29 k	735.00 k principal	0.14	Debt	Long	USA
UST NOTES 4% 07/31/2030	676.02 k	680.00 k principal	0.14	Debt	Long	USA
FHLG 20YR 2% 09/01/2041#	669.32 k	788.92 k principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 1.375% 08/31/2026	662.01 k	695.00 k principal	0.14	Debt	Long	USA
UST NOTES 3.25% 06/30/2027	655.74 k	670.00 k principal	0.13	Debt	Long	USA
UST NOTES 2.625% 05/31/2027	646.03 k	670.00 k principal	0.13	Debt	Long	USA
FHLG 30YR 2.5% 10/01/2051#SD8173	643.40 k	764.68 k principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0447	639.87 k	757.95 k principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.625% 11/15/2050	639.04 k	1.14 mm principal	0.13	Debt	Long	USA
FHLG 30YR 4% 07/01/2052#	636.49 k	679.25 k principal	0.13	ABS-mortgage backed security	Long	USA
ASIAN DEVELOPMENT BANK 4.375% 03/06/2029	635.46 k	630.00 k principal	0.13	Debt	Long	Philippines
FNMA 30YR 2.5% 03/01/2052#MA4563	634.78 k	756.39 k principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 07/01/2052#MA4654	634.32 k	699.31 k principal	0.13	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2051#RA5605	618.16 k	734.68 k principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 3.25% 06/30/2029	617.28 k	640.00 k principal	0.13	Debt	Long	USA
GNII II 6.5% 01/01/2055 #TBA	609.77 k	600.00 k principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 04/01/2052#FS5636	608.92 k	757.34 k principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/28/2030	606.88 k	610.00 k principal	0.12	Debt	Long	USA
UST NOTES 4.625% 04/30/2029	602.19 k	590.00 k principal	0.12	Debt	Long	USA
UNITED STATES TREASURY BOND 3.875% 05/15/2043	601.46 k	650.00 k principal	0.12	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2052	601.39 k	645.00 k principal	0.12	Debt	Long	USA
FNMA 30YR 2% 11/01/2051#MA4465	599.53 k	745.95 k principal	0.12	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 04/30/2028	599.02 k	659.00 k principal	0.12	Debt	Long	USA
UST NOTES 4.625% 10/15/2026	594.36 k	590.00 k principal	0.12	Debt	Long	USA
T AT&T Inc.	593.34 k	650.00 k principal	0.12	Debt	Long	USA
UST NOTES 4.25% 11/15/2034	592.67 k	590.00 k principal	0.12	Debt	Long	USA
FHLG 30YR 2.5% 08/01/2051#SD8161	576.90 k	685.64 k principal	0.12	ABS-mortgage backed security	Long	USA
UMBS 30YR 5.5% 12/01/2054 #TBA	574.19 k	575.00 k principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD8147	569.41 k	675.99 k principal	0.12	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.375% 05/15/2051	568.78 k	842.00 k principal	0.12	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	568.60 k	665.00 k principal	0.12	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	560.51 k	595.00 k principal	0.12	Debt	Long	USA
UNITED STATES TREASURY BOND 1.25% 05/15/2050	558.24 k	1.09 mm principal	0.11	Debt	Long	USA
INTERNATIONAL BK RECON and DEVEL 3.625% 09/21/2029	557.46 k	570.00 k principal	0.11	Debt	Long	USA
FNMA 15YR 1.5% 11/01/2036#BU2287	554.07 k	633.87 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 08/01/2045#AS5709	549.37 k	614.81 k principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 1.5% 08/15/2026	548.53 k	574.00 k principal	0.11	Debt	Long	USA
FHLG 15YR 1.5% 07/01/2036#QN6967	545.80 k	624.40 k principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 20YR 2% 04/01/2042#SC0481	542.45 k	635.87 k principal	0.11	ABS-mortgage backed security	Long	USA
INDONESIA REPUBLIC OF 1.85% 03/12/2031	541.33 k	650.00 k principal	0.11	Debt	Long	Indonesia
UST NOTES 3.625% 05/31/2028	541.19 k	550.00 k principal	0.11	Debt	Long	USA
GENERAL MTRS FINL CO INC 1.25% 01/08/2026	533.68 k	555.00 k principal	0.11	Debt	Long	USA
T-MOBILE USA INC 3.5% 04/15/2025	527.21 k	530.00 k principal	0.11	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032	526.23 k	600.00 k principal	0.11	ABS-mortgage backed security	Long	USA
MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050	523.25 k	700.00 k principal	0.11	Debt	Long	Mexico
MSFT Microsoft Corporation	522.80 k	540.00 k principal	0.11	Debt	Long	USA
BANK OF AMERICA NA 5.526% 08/18/2026	518.21 k	510.00 k principal	0.11	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032	517.07 k	600.00 k principal	0.11	ABS-mortgage backed security	Long	USA
EUROPEAN INVESTMENT BANK 1.75% 03/15/2029	508.54 k	560.00 k principal	0.10	Debt	Long	Luxembourg
FHLG 30YR 6% 12/01/2052#SD8278	505.98 k	498.96 k principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 09/01/2053#SD8364	502.94 k	490.79 k principal	0.10	ABS-mortgage backed security	Long	USA
KREDITANSTALT FUR WIEDER(UNGTD 3.75% 02/15/2028	502.78 k	510.00 k principal	0.10	Debt	Long	Germany
FNMA 30YR 2.5% 05/01/2051#MA4326	502.01 k	595.97 k principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.375% 08/15/2050	499.63 k	949.00 k principal	0.10	Debt	Long	USA
FHLG 30YR 1.5% 07/01/2051#SD8154	496.87 k	650.26 k principal	0.10	ABS-mortgage backed security	Long	USA
MORGAN STANLEY 3.772%/VAR 01/24/2029	495.35 k	510.00 k principal	0.10	Debt	Long	USA
BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033	495.25 k	510.00 k principal	0.10	Debt	Long	USA
FHLG 30YR 2% 11/01/2050#SD8106	488.69 k	604.99 k principal	0.10	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	488.45 k	490.00 k principal	0.10	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 08/15/2040	487.92 k	775.00 k principal	0.10	Debt	Long	USA
GNII II 3% 05/20/2052#MA8043	484.74 k	546.24 k principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 08/01/2050#MA4097	483.40 k	549.04 k principal	0.10	ABS-mortgage backed security	Long	USA