VIP Bond Index Portfolio

Fund Profile

Fund profile

Fund manager

Variable Insurance Products Fund V

Total assets

$1.01 bn

Liabilities

$36.36 mm

Net assets

$970.63 mm

Number of holdings

3.01 k

Top 200 of 3008 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	13.08 mm	13.08 mm shares	1.35	Short-term investment vehicle	Long	USA
UST NOTES 4.375% 07/15/2027	12.94 mm	12.67 mm principal	1.33	Debt	Long	USA
UST NOTES 4.25% 01/31/2026	10.65 mm	10.59 mm principal	1.10	Debt	Long	USA
UST NOTES 4.375% 07/31/2026	9.78 mm	9.66 mm principal	1.01	Debt	Long	USA
UST NOTES 4.625% 06/30/2026	9.50 mm	9.36 mm principal	0.98	Debt	Long	USA
UST NOTES 4.875% 04/30/2026	8.94 mm	8.79 mm principal	0.92	Debt	Long	USA
UST NOTES 4.25% 06/30/2029	8.48 mm	8.24 mm principal	0.87	Debt	Long	USA
UST NOTES 4.875% 05/31/2026	7.80 mm	7.66 mm principal	0.80	Debt	Long	USA
UST NOTES 4.25% 06/30/2031	7.74 mm	7.48 mm principal	0.80	Debt	Long	USA
UST NOTES 0.5% 02/28/2026	7.52 mm	7.88 mm principal	0.78	Debt	Long	USA
UST NOTES 4.125% 07/31/2031	7.30 mm	7.10 mm principal	0.75	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	7.27 mm	7.78 mm principal	0.75	Debt	Long	USA
FNMA 30YR 2% 12/01/2050#	7.19 mm	8.64 mm principal	0.74	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	6.97 mm	6.84 mm principal	0.72	Debt	Long	USA
UST NOTES 4.375% 05/15/2034	6.13 mm	5.85 mm principal	0.63	Debt	Long	USA
UST NOTES 1.25% 08/15/2031	5.61 mm	6.57 mm principal	0.58	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2043	5.48 mm	5.08 mm principal	0.56	Debt	Long	USA
UST NOTES 0.625% 07/31/2026	5.39 mm	5.69 mm principal	0.56	Debt	Long	USA
UST NOTES 4% 06/30/2028	5.29 mm	5.21 mm principal	0.54	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 08/15/2042	5.07 mm	5.62 mm principal	0.52	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	5.04 mm	5.29 mm principal	0.52	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	4.79 mm	4.42 mm principal	0.49	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	4.74 mm	4.47 mm principal	0.49	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	4.73 mm	4.77 mm principal	0.49	Debt	Long	USA
UST NOTES 4.5% 05/15/2027	4.65 mm	4.55 mm principal	0.48	Debt	Long	USA
UST NOTES 3.5% 04/30/2028	4.61 mm	4.62 mm principal	0.47	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	4.61 mm	4.81 mm principal	0.47	Debt	Long	USA
UST NOTES 3.75% 08/15/2027	4.51 mm	4.49 mm principal	0.46	Debt	Long	USA
UST NOTES 4% 01/31/2029	4.45 mm	4.38 mm principal	0.46	Debt	Long	USA
UST NOTES 4.125% 09/30/2027	4.25 mm	4.18 mm principal	0.44	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	4.19 mm	4.05 mm principal	0.43	Debt	Long	USA
UST NOTES 4% 01/31/2031	4.06 mm	3.98 mm principal	0.42	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2052	4.05 mm	4.16 mm principal	0.42	Debt	Long	USA
UST NOTES 4.375% 11/30/2028	3.84 mm	3.73 mm principal	0.40	Debt	Long	USA
UST NOTES 3.75% 04/15/2026	3.54 mm	3.54 mm principal	0.36	Debt	Long	USA
UST NOTES 0.625% 12/31/2027	3.48 mm	3.82 mm principal	0.36	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	3.45 mm	3.45 mm principal	0.36	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2042	3.42 mm	3.48 mm principal	0.35	Debt	Long	USA
UST NOTES 3.375% 05/15/2033	3.36 mm	3.46 mm principal	0.35	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 08/15/2052	3.34 mm	4.16 mm principal	0.34	Debt	Long	USA
UST NOTES 4.625% 09/30/2028	3.31 mm	3.19 mm principal	0.34	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	3.25 mm	3.23 mm principal	0.34	Debt	Long	USA
UNITED STATES TREASURY BOND 1.375% 08/15/2050	3.24 mm	5.88 mm principal	0.33	Debt	Long	USA
UMBS 30YR 6.5% 10/01/2054 #TBA	3.20 mm	3.10 mm principal	0.33	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/29/2028	3.16 mm	3.12 mm principal	0.33	Debt	Long	USA
UMBS 30YR 2% 10/01/2054 #TBA	3.12 mm	3.78 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNII II 6% 10/01/2054 #TBA	3.08 mm	3.03 mm principal	0.32	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 11/15/2032	3.02 mm	2.94 mm principal	0.31	Debt	Long	USA
UNITED STATES TREASURY BOND 1.375% 11/15/2040	3.01 mm	4.44 mm principal	0.31	Debt	Long	USA
UST NOTES 3.875% 12/31/2027	2.98 mm	2.95 mm principal	0.31	Debt	Long	USA
UMBS 30YR 6% 10/01/2054 #TBA	2.96 mm	2.90 mm principal	0.31	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2041	2.94 mm	4.01 mm principal	0.30	Debt	Long	USA
UST NOTES 0.5% 10/31/2027	2.94 mm	3.23 mm principal	0.30	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	2.91 mm	2.85 mm principal	0.30	Debt	Long	USA
UNITED STATES TREASURY BOND 3.875% 02/15/2043	2.88 mm	2.99 mm principal	0.30	Debt	Long	USA
UST NOTES 3.5% 01/31/2028	2.81 mm	2.82 mm principal	0.29	Debt	Long	USA
UST NOTES 4.625% 02/28/2026	2.75 mm	2.72 mm principal	0.28	Debt	Long	USA
UST NOTES 2.625% 05/31/2027	2.70 mm	2.77 mm principal	0.28	Debt	Long	USA
UST NOTES 4.125% 06/15/2026	2.70 mm	2.68 mm principal	0.28	Debt	Long	USA
UST NOTES 4.625% 04/30/2031	2.64 mm	2.50 mm principal	0.27	Debt	Long	USA
FHLG 30YR 2% 10/01/2051#QC9345	2.64 mm	3.18 mm principal	0.27	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 10/01/2054 #TBA	2.61 mm	2.80 mm principal	0.27	ABS-mortgage backed security	Long	USA
UST NOTES 0.5% 06/30/2027	2.60 mm	2.83 mm principal	0.27	Debt	Long	USA
UST NOTES 4.625% 05/31/2031	2.59 mm	2.45 mm principal	0.27	Debt	Long	USA
UST NOTES 3.75% 05/31/2030	2.59 mm	2.57 mm principal	0.27	Debt	Long	USA
UST NOTES 2.75% 04/30/2027	2.50 mm	2.55 mm principal	0.26	Debt	Long	USA
UST NOTES 3.875% 11/30/2029	2.48 mm	2.45 mm principal	0.26	Debt	Long	USA
UNITED STATES TREASURY BOND 1.625% 11/15/2050	2.48 mm	4.21 mm principal	0.26	Debt	Long	USA
UST NOTES 4.375% 11/30/2030	2.47 mm	2.37 mm principal	0.25	Debt	Long	USA
GNII II 2% 03/20/2051#MA7254	2.43 mm	2.87 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2051#FM7837	2.42 mm	2.68 mm principal	0.25	ABS-mortgage backed security	Long	USA
UST NOTES 2.75% 07/31/2027	2.41 mm	2.46 mm principal	0.25	Debt	Long	USA
UST NOTES 4.125% 08/31/2030	2.33 mm	2.27 mm principal	0.24	Debt	Long	USA
UST NOTES 3.5% 01/31/2030	2.33 mm	2.34 mm principal	0.24	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	2.31 mm	2.27 mm principal	0.24	Debt	Long	USA
UST NOTES 1.25% 04/30/2028	2.29 mm	2.49 mm principal	0.24	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 05/15/2053	2.29 mm	2.52 mm principal	0.24	Debt	Long	USA
UST NOTES 4.625% 09/15/2026	2.28 mm	2.24 mm principal	0.23	Debt	Long	USA
UNITED STATES TREASURY BOND 4.5% 02/15/2044	2.25 mm	2.16 mm principal	0.23	Debt	Long	USA
UNITED STATES TREASURY BOND 1.75% 08/15/2041	2.25 mm	3.17 mm principal	0.23	Debt	Long	USA
UST NOTES 3.875% 01/15/2026	2.24 mm	2.24 mm principal	0.23	Debt	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2044	2.24 mm	2.43 mm principal	0.23	Debt	Long	USA
FHLG 30YR 2.5% 08/01/2051#SD8161	2.23 mm	2.57 mm principal	0.23	ABS-mortgage backed security	Long	USA
UST NOTES 0.75% 03/31/2026	2.23 mm	2.33 mm principal	0.23	Debt	Long	USA
FANNIE MAE 0.5% 06/17/2025	2.19 mm	2.25 mm principal	0.23	Debt	Long	USA
UST NOTES 0.625% 05/15/2030	2.16 mm	2.55 mm principal	0.22	Debt	Long	USA
UST NOTES 2.5% 03/31/2027	2.16 mm	2.22 mm principal	0.22	Debt	Long	USA
FNMA 30YR 2% 02/01/2052#CB3473	2.15 mm	2.60 mm principal	0.22	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	2.13 mm	2.07 mm principal	0.22	Debt	Long	USA
UST NOTES 1.25% 12/31/2026	2.13 mm	2.24 mm principal	0.22	Debt	Long	USA
UST NOTES 4.5% 07/15/2026	2.12 mm	2.09 mm principal	0.22	Debt	Long	USA
FHLG 30YR 2.5% 01/01/2051#SD8122	2.08 mm	2.39 mm principal	0.21	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/31/2031	2.05 mm	2.04 mm principal	0.21	Debt	Long	USA
UST NOTES 1.25% 03/31/2028	2.05 mm	2.22 mm principal	0.21	Debt	Long	USA
KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025	2.01 mm	2.07 mm principal	0.21	Debt	Long	Germany
UST NOTES 4% 10/31/2029	1.99 mm	1.95 mm principal	0.20	Debt	Long	USA
UST NOTES 4.125% 07/31/2028	1.98 mm	1.94 mm principal	0.20	Debt	Long	USA
UST NOTES 4% 07/31/2029	1.97 mm	1.93 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 11/15/2051	1.94 mm	3.12 mm principal	0.20	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2052#SD8194	1.90 mm	2.19 mm principal	0.20	ABS-mortgage backed security	Long	USA
UST NOTES 3.125% 08/31/2027	1.88 mm	1.90 mm principal	0.19	Debt	Long	USA
UST NOTES 4.25% 02/28/2029	1.87 mm	1.82 mm principal	0.19	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	1.87 mm	1.83 mm principal	0.19	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	1.86 mm	1.84 mm principal	0.19	Debt	Long	USA
UST NOTES 3.875% 11/30/2027	1.86 mm	1.84 mm principal	0.19	Debt	Long	USA
FNMA 30YR 3% 04/01/2047#FP0111	1.85 mm	1.99 mm principal	0.19	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/31/2026	1.84 mm	1.84 mm principal	0.19	Debt	Long	USA
UST NOTES 4% 07/31/2030	1.84 mm	1.80 mm principal	0.19	Debt	Long	USA
FHLG 30YR 2% 03/01/2051#SD4957	1.82 mm	2.18 mm principal	0.19	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.375% 05/15/2051	1.82 mm	2.58 mm principal	0.19	Debt	Long	USA
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030	1.81 mm	1.97 mm principal	0.19	Debt	Long	Mexico
GNII II 2% 04/51#MA7311	1.80 mm	2.13 mm principal	0.19	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 03/31/2028	1.77 mm	1.77 mm principal	0.18	Debt	Long	USA
FHLG 20YR 2% 09/01/2041#	1.75 mm	2.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	1.74 mm	2.06 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNII II 2.5% 07/20/2051#MA7472	1.70 mm	1.93 mm principal	0.17	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.875% 05/15/2043	1.68 mm	1.75 mm principal	0.17	Debt	Long	USA
FNMA 30YR 2.5% 03/01/2052#MA4563	1.68 mm	1.95 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 12/31/2028	1.68 mm	1.67 mm principal	0.17	Debt	Long	USA
FNMA 30YR 3.5% 09/01/2044#FM6331	1.66 mm	1.73 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/28/2030	1.64 mm	1.61 mm principal	0.17	Debt	Long	USA
FHLG 30YR 2% 01/52#SD8188	1.64 mm	1.98 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 06/30/2030	1.61 mm	1.60 mm principal	0.17	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	1.60 mm	1.59 mm principal	0.17	Debt	Long	USA
FNMA 30YR 2.5% 06/01/2051#	1.60 mm	1.84 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#BQ6788	1.56 mm	1.89 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 04/01/2036#SB8098	1.55 mm	1.69 mm principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 0.625% 11/30/2027	1.53 mm	1.68 mm principal	0.16	Debt	Long	USA
UST NOTES 0.375% 01/31/2026	1.53 mm	1.60 mm principal	0.16	Debt	Long	USA
LYG Lloyds Banking Group plc	1.51 mm	1.52 mm principal	0.16	Debt	Long	UK
UMBS 30YR 7% 10/01/2054 #TBA	1.51 mm	1.45 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/01/2051#SD8146	1.46 mm	1.75 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/15/2027	1.45 mm	1.44 mm principal	0.15	Debt	Long	USA
FNMA 30YR 4% 06/01/2048#BJ9256	1.44 mm	1.48 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 12/31/2030	1.37 mm	1.36 mm principal	0.14	Debt	Long	USA
FHLG 30YR 1.5% 10/01/2051#SD8171	1.36 mm	1.72 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 0.625% 03/31/2027	1.36 mm	1.46 mm principal	0.14	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	1.35 mm	1.28 mm principal	0.14	Debt	Long	USA
FNMA 30YR 1.5% 12/01/2050#CA8090	1.34 mm	1.70 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 15YR 1.5% 10/01/2036#MA4441	1.34 mm	1.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 0.25% 10/31/2025	1.34 mm	1.39 mm principal	0.14	Debt	Long	USA
UST NOTES 4.5% 05/31/2029	1.33 mm	1.28 mm principal	0.14	Debt	Long	USA
GNII II 6.5% 10/01/2054 #TBA	1.33 mm	1.30 mm principal	0.14	ABS-mortgage backed security	Long	USA
ONTARIO PROVINCE CDA 1.05% 05/21/2027	1.32 mm	1.41 mm principal	0.14	Debt	Long	Canada
GNII II 2.5% 05/20/2051#MA7367	1.31 mm	1.49 mm principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 03/15/2027	1.30 mm	1.28 mm principal	0.13	Debt	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0447	1.30 mm	1.49 mm principal	0.13	ABS-mortgage backed security	Long	USA
BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.5% 01/15/2028	1.29 mm	1.32 mm principal	0.13	Debt	Long	USA
UST NOTES 0.5% 05/31/2027	1.28 mm	1.39 mm principal	0.13	Debt	Long	USA
FHLG 30YR 2% 01/01/2051#SD8121	1.27 mm	1.52 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	1.26 mm	1.37 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	1.25 mm	1.26 mm principal	0.13	Debt	Long	USA
HSBC HSBC Holdings plc	1.25 mm	1.26 mm principal	0.13	Debt	Long	UK
FHLG 30YR 3.5% 03/01/2050#SD0506	1.25 mm	1.32 mm principal	0.13	ABS-mortgage backed security	Long	USA
EUROPEAN INVESTMENT BANK 1.75% 03/15/2029	1.25 mm	1.35 mm principal	0.13	Debt	Long	Luxembourg
UMBS 15YR 2% 10/01/2039 #TBA	1.24 mm	1.35 mm principal	0.13	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	1.23 mm	1.34 mm principal	0.13	Debt	Long	USA
UST NOTES 0.75% 05/31/2026	1.21 mm	1.27 mm principal	0.12	Debt	Long	USA
FHLG 30YR 5% 06/01/2053#	1.21 mm	1.21 mm principal	0.12	ABS-mortgage backed security	Long	USA
WELLS FARGO and CO NEW 4.1% 06/03/2026	1.19 mm	1.19 mm principal	0.12	Debt	Long	USA
FHLG 30YR 2% 11/01/2051#SD8177	1.19 mm	1.43 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2051#RA5605	1.17 mm	1.35 mm principal	0.12	ABS-mortgage backed security	Long	USA
GNII II 3% 05/20/2052#MA8043	1.15 mm	1.27 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 03/01/2046#FM2316	1.15 mm	1.19 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 10/01/2050#SD7526	1.15 mm	1.31 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 08/01/2045#AS5709	1.14 mm	1.24 mm principal	0.12	ABS-mortgage backed security	Long	USA
UST NOTES 1% 07/31/2028	1.12 mm	1.23 mm principal	0.11	Debt	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD8147	1.09 mm	1.26 mm principal	0.11	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2052#SD5368	1.09 mm	1.26 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/15/2034	1.08 mm	1.06 mm principal	0.11	Debt	Long	USA
UST NOTES 4.875% 10/31/2030	1.06 mm	990.00 k principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 3.75% 11/15/2043	1.05 mm	1.12 mm principal	0.11	Debt	Long	USA
UST NOTES 0.375% 09/30/2027	1.05 mm	1.15 mm principal	0.11	Debt	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	1.04 mm	1.42 mm principal	0.11	Debt	Long	USA
HCA INC 4.5% 02/15/2027	1.01 mm	1.01 mm principal	0.10	Debt	Long	USA
FNMA 30YR 2% 12/01/2051#MA4492	1.01 mm	1.22 mm principal	0.10	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 10/01/2054 #TBA	1.01 mm	1.13 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 3.5% 04/20/2050#MA6600	1.01 mm	1.07 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2% 08/15/2051	1.01 mm	1.56 mm principal	0.10	Debt	Long	USA
UST NOTES 1.5% 11/30/2028	1.00 mm	1.09 mm principal	0.10	Debt	Long	USA
US BANK NA CINCINNATI OHIO 2.8% 01/27/2025	993.23 k	1.00 mm principal	0.10	Debt	Long	USA
FHLG 30YR 2% 07/01/2051#RA5561	987.05 k	1.18 mm principal	0.10	ABS-mortgage backed security	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051	984.78 k	1.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
INTER AMERICAN DEV BANK 2.25% 06/18/2029	967.31 k	1.03 mm principal	0.10	Debt	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	957.95 k	977.23 k principal	0.10	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2051	948.62 k	1.51 mm principal	0.10	Debt	Long	USA
MS Morgan Stanley	925.28 k	940.00 k principal	0.10	Debt	Long	USA
FNMA 30YR 2.5% 04/01/2051#CB0072	925.21 k	1.06 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 3.125% 11/15/2028	923.62 k	940.00 k principal	0.10	Debt	Long	USA
FHLG 30YR 2% 09/01/2051#SD8166	923.50 k	1.11 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 06/01/2047#Q48875	921.41 k	950.45 k principal	0.09	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034	920.85 k	880.00 k principal	0.09	Debt	Long	USA
UST NOTES 0.75% 04/30/2026	917.15 k	961.00 k principal	0.09	Debt	Long	USA
SIMON PROPERTY GROUP LP 3.375% 12/01/2027	916.67 k	935.00 k principal	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 2.875% 05/15/2052	916.30 k	1.17 mm principal	0.09	Debt	Long	USA
UST NOTES 4.5% 11/15/2025	905.77 k	900.00 k principal	0.09	Debt	Long	USA
UST NOTES 4.875% 10/31/2028	901.99 k	860.00 k principal	0.09	Debt	Long	USA
FNMA 15YR 2% 11/01/2036#MA4470	901.49 k	984.91 k principal	0.09	ABS-mortgage backed security	Long	USA
GNII II 2.5% 08/20/2050#MA6819	897.23 k	1.02 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2052#	894.03 k	995.94 k principal	0.09	ABS-mortgage backed security	Long	USA