Fidelity Series Bond Index Fund

Fund Profile

Fund profile

Tickers

FIFZX

Fund manager

Fidelity SAI Municipal Income

Total assets

$27.97 bn

Liabilities

$1.47 bn

Net assets

$26.49 bn

Number of holdings

8.97 k

Top 200 of 8969 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Securities Lending Cash Central Fund	294.88 mm	294.85 mm shares	1.11	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	235.21 mm	240.82 mm principal	0.89	Debt	Long	USA
UST NOTES 0.75% 04/30/2026	217.84 mm	228.80 mm principal	0.82	Debt	Long	USA
UST NOTES 2.75% 08/15/2032	216.68 mm	238.72 mm principal	0.82	Debt	Long	USA
Fidelity Cash Central Fund	201.46 mm	201.42 mm shares	0.76	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY BOND 3.625% 02/15/2053	196.78 mm	225.80 mm principal	0.74	Debt	Long	USA
UST NOTES 3.875% 10/15/2027	188.24 mm	189.50 mm principal	0.71	Debt	Long	USA
UNITED STATES TREASURY BOND 3.375% 08/15/2042	185.47 mm	213.70 mm principal	0.70	Debt	Long	USA
FHLG 30YR 2% 01/01/2051#SD8121	177.17 mm	219.33 mm principal	0.67	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 11/30/2030	174.15 mm	171.90 mm principal	0.66	Debt	Long	USA
UST NOTES 3.75% 06/30/2030	164.83 mm	167.85 mm principal	0.62	Debt	Long	USA
UST NOTES 4.25% 02/28/2031	164.55 mm	163.50 mm principal	0.62	Debt	Long	USA
UST NOTES 1.125% 10/31/2026	157.81 mm	167.20 mm principal	0.60	Debt	Long	USA
UST NOTES 3.875% 08/15/2034	156.14 mm	160.23 mm principal	0.59	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	153.76 mm	153.70 mm principal	0.58	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75% 11/15/2043	151.24 mm	145.80 mm principal	0.57	Debt	Long	USA
UST NOTES 4.625% 05/31/2031	147.67 mm	143.70 mm principal	0.56	Debt	Long	USA
UST NOTES 2.625% 07/31/2029	145.64 mm	155.30 mm principal	0.55	Debt	Long	USA
UST NOTES 3.625% 05/15/2026	137.37 mm	138.60 mm principal	0.52	Debt	Long	USA
UST NOTES 4% 02/15/2034	137.30 mm	139.40 mm principal	0.52	Debt	Long	USA
UST NOTES 4.625% 02/28/2026	132.68 mm	132.20 mm principal	0.50	Debt	Long	USA
UNITED STATES TREASURY BOND 4.5% 02/15/2044	131.05 mm	130.70 mm principal	0.49	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	130.96 mm	131.10 mm principal	0.49	Debt	Long	USA
UST NOTES 4.125% 07/31/2031	129.42 mm	129.50 mm principal	0.49	Debt	Long	USA
UST NOTES 4% 10/31/2029	127.84 mm	128.40 mm principal	0.48	Debt	Long	USA
UST NOTES 4% 06/30/2028	126.21 mm	126.70 mm principal	0.48	Debt	Long	USA
UNITED STATES TREASURY BOND 3.875% 05/15/2043	125.80 mm	135.95 mm principal	0.47	Debt	Long	USA
UST NOTES 4.25% 10/15/2025	125.35 mm	125.50 mm principal	0.47	Debt	Long	USA
UST NOTES 3.5% 04/30/2028	123.92 mm	126.40 mm principal	0.47	Debt	Long	USA
UST NOTES 4.5% 05/15/2027	123.28 mm	122.30 mm principal	0.47	Debt	Long	USA
UST NOTES 4.5% 11/15/2033	121.52 mm	118.80 mm principal	0.46	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2041	120.92 mm	171.30 mm principal	0.46	Debt	Long	USA
UST NOTES 0.375% 01/31/2026	119.39 mm	124.97 mm principal	0.45	Debt	Long	USA
UST NOTES 3.875% 11/30/2027	118.09 mm	118.90 mm principal	0.45	Debt	Long	USA
UST NOTES 4.375% 11/30/2028	117.40 mm	116.30 mm principal	0.44	Debt	Long	USA
UST NOTES 3.5% 09/30/2026	115.64 mm	117.10 mm principal	0.44	Debt	Long	USA
UST NOTES 4.625% 11/15/2026	115.50 mm	114.60 mm principal	0.44	Debt	Long	USA
UST NOTES 3.5% 02/15/2033	115.29 mm	120.90 mm principal	0.44	Debt	Long	USA
GNII II 6% 12/01/2054 #TBA	110.82 mm	109.68 mm principal	0.42	ABS-mortgage backed security	Long	USA
UST NOTES 1.125% 02/29/2028	108.70 mm	119.51 mm principal	0.41	Debt	Long	USA
UST NOTES 4% 01/31/2029	106.52 mm	107.00 mm principal	0.40	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	105.48 mm	110.81 mm principal	0.40	Debt	Long	USA
UST NOTES 0.375% 12/31/2025	104.96 mm	109.51 mm principal	0.40	Debt	Long	USA
UST NOTES 4.375% 07/15/2027	103.80 mm	103.20 mm principal	0.39	Debt	Long	USA
UST NOTES 1.5% 11/30/2028	102.51 mm	113.35 mm principal	0.39	Debt	Long	USA
UST NOTES 1.25% 08/15/2031	100.74 mm	121.03 mm principal	0.38	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	100.42 mm	96.60 mm principal	0.38	Debt	Long	USA
UST NOTES 1.25% 11/30/2026	100.10 mm	106.01 mm principal	0.38	Debt	Long	USA
UST NOTES 4.125% 07/31/2028	99.30 mm	99.30 mm principal	0.37	Debt	Long	USA
FNMA 30YR 2% 02/01/2051#MA4255	98.82 mm	122.33 mm principal	0.37	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 09/30/2028	98.09 mm	96.40 mm principal	0.37	Debt	Long	USA
UST NOTES 3.5% 01/31/2028	97.96 mm	99.80 mm principal	0.37	Debt	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	96.45 mm	95.30 mm principal	0.36	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 07/15/2026	95.37 mm	95.00 mm principal	0.36	Debt	Long	USA
UNITED STATES TREASURY BOND 1.875% 02/15/2051	94.60 mm	157.67 mm principal	0.36	Debt	Long	USA
UST NOTES 3.625% 09/30/2031	93.90 mm	96.80 mm principal	0.35	Debt	Long	USA
UNITED STATES TREASURY BOND 3.875% 02/15/2043	93.09 mm	100.40 mm principal	0.35	Debt	Long	USA
UST NOTES 3.375% 09/15/2027	92.87 mm	94.70 mm principal	0.35	Debt	Long	USA
UST NOTES 3.875% 12/31/2027	92.25 mm	92.90 mm principal	0.35	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2042	92.01 mm	97.30 mm principal	0.35	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	86.25 mm	88.19 mm principal	0.33	Debt	Long	USA
GNII II 6.5% 12/01/2054 #TBA	84.39 mm	83.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 10/31/2029	83.82 mm	83.70 mm principal	0.32	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	82.03 mm	85.00 mm principal	0.31	Debt	Long	USA
UST NOTES 0.75% 05/31/2026	81.39 mm	85.73 mm principal	0.31	Debt	Long	USA
UST NOTES 3.75% 08/15/2027	81.31 mm	82.10 mm principal	0.31	Debt	Long	USA
UST NOTES 4.25% 02/28/2029	81.02 mm	80.60 mm principal	0.31	Debt	Long	USA
UNITED STATES TREASURY BOND 1.625% 11/15/2050	80.93 mm	143.87 mm principal	0.31	Debt	Long	USA
UST NOTES 3.5% 01/31/2030	80.86 mm	83.20 mm principal	0.31	Debt	Long	USA
UST NOTES 4.125% 03/31/2029	78.73 mm	78.70 mm principal	0.30	Debt	Long	USA
UST NOTES 4.125% 10/31/2026	78.09 mm	78.20 mm principal	0.29	Debt	Long	USA
UST NOTES 3.625% 03/31/2030	77.08 mm	78.90 mm principal	0.29	Debt	Long	USA
UST NOTES 1.5% 02/15/2030	76.87 mm	87.48 mm principal	0.29	Debt	Long	USA
UST NOTES 4.375% 07/31/2026	75.16 mm	75.00 mm principal	0.28	Debt	Long	USA
UST NOTES 4.25% 01/31/2026	73.63 mm	73.70 mm principal	0.28	Debt	Long	USA
UST NOTES 4.875% 05/31/2026	73.12 mm	72.50 mm principal	0.28	Debt	Long	USA
UST NOTES 3.875% 11/30/2029	72.25 mm	73.00 mm principal	0.27	Debt	Long	USA
GNII II 2% 07/20/2051#MA7471	71.61 mm	87.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
UST NOTES 0.5% 04/30/2027	70.48 mm	76.86 mm principal	0.27	Debt	Long	USA
UST NOTES 1.25% 06/30/2028	69.85 mm	77.17 mm principal	0.26	Debt	Long	USA
UST NOTES 4.125% 08/31/2030	69.70 mm	69.70 mm principal	0.26	Debt	Long	USA
GNII II 6% 01/01/2055 #TBA	69.44 mm	68.78 mm principal	0.26	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 06/15/2027	68.70 mm	67.90 mm principal	0.26	Debt	Long	USA
FNMA 30YR 2% 11/01/2051#MA4465	68.55 mm	85.29 mm principal	0.26	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 04/30/2029	68.38 mm	67.00 mm principal	0.26	Debt	Long	USA
UST NOTES 4.375% 12/15/2026	66.43 mm	66.20 mm principal	0.25	Debt	Long	USA
UST NOTES 3.875% 08/15/2033	66.07 mm	67.60 mm principal	0.25	Debt	Long	USA
UST NOTES 3.5% 04/30/2030	65.91 mm	67.90 mm principal	0.25	Debt	Long	USA
UST NOTES 2.375% 05/15/2027	65.46 mm	68.26 mm principal	0.25	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	65.32 mm	65.20 mm principal	0.25	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	64.10 mm	79.95 mm principal	0.24	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 09/30/2028	63.58 mm	70.72 mm principal	0.24	Debt	Long	USA
UST NOTES 0.5% 10/31/2027	62.60 mm	69.44 mm principal	0.24	Debt	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	62.24 mm	61.10 mm principal	0.23	Debt	Long	USA
UNITED STATES TREASURY BOND 4% 11/15/2052	59.77 mm	64.10 mm principal	0.23	Debt	Long	USA
UST NOTES 4% 01/15/2027	58.39 mm	58.60 mm principal	0.22	Debt	Long	USA
UNITED STATES TREASURY BOND 1.375% 11/15/2040	58.16 mm	89.07 mm principal	0.22	Debt	Long	USA
GNII II 2.5% 07/20/2051#MA7472	57.39 mm	67.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	54.71 mm	65.35 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	53.96 mm	65.56 mm principal	0.20	ABS-mortgage backed security	Long	USA
UST NOTES 0.875% 09/30/2026	53.77 mm	57.10 mm principal	0.20	Debt	Long	USA
UST NOTES 4% 07/31/2029	53.58 mm	53.80 mm principal	0.20	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 08/15/2052	53.29 mm	69.10 mm principal	0.20	Debt	Long	USA
UST NOTES 4.125% 10/31/2031	52.88 mm	52.90 mm principal	0.20	Debt	Long	USA
UST NOTES 4.625% 09/15/2026	52.86 mm	52.50 mm principal	0.20	Debt	Long	USA
FHLG 20YR 2% 09/01/2041#	51.50 mm	60.70 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2051#SD8156	50.41 mm	59.84 mm principal	0.19	ABS-mortgage backed security	Long	USA
UST NOTES 5% 10/31/2025	50.26 mm	50.00 mm principal	0.19	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	49.74 mm	52.80 mm principal	0.19	Debt	Long	USA
UST NOTES 4.625% 04/30/2031	49.32 mm	48.00 mm principal	0.19	Debt	Long	USA
UST NOTES 3.625% 03/31/2028	48.94 mm	49.70 mm principal	0.18	Debt	Long	USA
UST NOTES 1.25% 04/30/2028	48.46 mm	53.31 mm principal	0.18	Debt	Long	USA
UST NOTES 1.5% 01/31/2027	47.44 mm	50.20 mm principal	0.18	Debt	Long	USA
UST NOTES 0.375% 11/30/2025	46.89 mm	48.77 mm principal	0.18	Debt	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	46.01 mm	50.78 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 05/01/2051#MA4325	45.98 mm	57.06 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 0.625% 07/31/2026	45.22 mm	47.99 mm principal	0.17	Debt	Long	USA
UST NOTES 2.875% 05/15/2028	44.51 mm	46.36 mm principal	0.17	Debt	Long	USA
FNMA 30YR 2.5% 08/01/2050#MA4096	44.19 mm	52.32 mm principal	0.17	ABS-mortgage backed security	Long	USA
UST NOTES 0.875% 06/30/2026	44.00 mm	46.37 mm principal	0.17	Debt	Long	USA
UST NOTES 4.25% 06/30/2029	42.46 mm	42.20 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 3.25% 05/15/2042	42.32 mm	49.50 mm principal	0.16	Debt	Long	USA
UST NOTES 4.875% 04/30/2026	42.24 mm	41.90 mm principal	0.16	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2052#SD8194	41.32 mm	49.24 mm principal	0.16	ABS-mortgage backed security	Long	USA
UST NOTES 3.125% 08/31/2029	41.19 mm	43.00 mm principal	0.16	Debt	Long	USA
UNITED STATES TREASURY BOND 1.125% 08/15/2040	40.93 mm	65.01 mm principal	0.15	Debt	Long	USA
FNMA 30YR 2% 11/01/2051#BQ6788	40.81 mm	50.76 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 3.125% 08/31/2027	40.81 mm	41.90 mm principal	0.15	Debt	Long	USA
UST NOTES 0.75% 03/31/2026	40.48 mm	42.40 mm principal	0.15	Debt	Long	USA
UNITED STATES TREASURY BOND 4.375% 08/15/2043	40.36 mm	40.80 mm principal	0.15	Debt	Long	USA
FHLG 30YR 2% 03/01/2051#SD8134	39.79 mm	49.37 mm principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 09/30/2029	39.36 mm	40.40 mm principal	0.15	Debt	Long	USA
GNII II 5.5% 12/01/2054 #TBA	39.13 mm	39.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 04/01/2051#MA4305	38.22 mm	47.42 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 2.5% 03/31/2027	37.59 mm	39.00 mm principal	0.14	Debt	Long	USA
UST NOTES 0.375% 07/31/2027	37.52 mm	41.41 mm principal	0.14	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	37.30 mm	39.10 mm principal	0.14	Debt	Long	USA
UMBS 30YR 7% 12/01/2054 #TBA	37.15 mm	35.85 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 04/15/2027	37.08 mm	36.80 mm principal	0.14	Debt	Long	USA
UST NOTES 2.875% 08/15/2028	36.89 mm	38.53 mm principal	0.14	Debt	Long	USA
FNMA 15YR 1.5% 11/01/2036#FM9607	36.73 mm	42.10 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 3.25% 06/30/2027	36.51 mm	37.30 mm principal	0.14	Debt	Long	USA
FHLG 30YR 3% 08/01/2052#SD5573	36.42 mm	41.22 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0447	35.92 mm	42.55 mm principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 1.25% 05/31/2028	35.65 mm	39.30 mm principal	0.13	Debt	Long	USA
UNITED STATES TREASURY BOND 2.25% 02/15/2052	35.34 mm	54.10 mm principal	0.13	Debt	Long	USA
FHLG 15YR 2% 04/01/2036#SB8098	35.33 mm	39.27 mm principal	0.13	ABS-mortgage backed security	Long	USA
ALBERTA PROVINCE CDA 1% 05/20/2025	35.18 mm	35.76 mm principal	0.13	Debt	Long	Canada
GNII II 2% 04/51#MA7311	35.14 mm	42.72 mm principal	0.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2% 11/15/2041	35.06 mm	49.53 mm principal	0.13	Debt	Long	USA
UST NOTES 2.75% 04/30/2027	34.57 mm	35.70 mm principal	0.13	Debt	Long	USA
FNMA 30YR 2.5% 04/01/2051#CB0072	33.49 mm	39.76 mm principal	0.13	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 12/31/2025	33.46 mm	33.50 mm principal	0.13	Debt	Long	USA
UNITED STATES TREASURY BOND 3% 11/15/2044	33.41 mm	41.80 mm principal	0.13	Debt	Long	USA
UST NOTES 4.625% 06/30/2026	32.88 mm	32.70 mm principal	0.12	Debt	Long	USA
UST NOTES 1.625% 05/15/2031	32.75 mm	38.12 mm principal	0.12	Debt	Long	USA
UST NOTES 3.75% 12/31/2028	32.55 mm	33.00 mm principal	0.12	Debt	Long	USA
UST NOTES 4.625% 10/15/2026	32.54 mm	32.30 mm principal	0.12	Debt	Long	USA
UST NOTES 1.875% 07/31/2026	31.95 mm	33.20 mm principal	0.12	Debt	Long	USA
GNII II 6.5% 01/01/2055 #TBA	31.20 mm	30.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 30YR 4.5% 09/01/2052#SD8245	30.01 mm	31.19 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 05/31/2028	29.91 mm	30.40 mm principal	0.11	Debt	Long	USA
UST NOTES 3.75% 08/31/2031	29.81 mm	30.50 mm principal	0.11	Debt	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	29.80 mm	29.10 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNII II 2.5% 05/20/2051#MA7367	29.60 mm	34.58 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 1.5% 10/01/2051#BT6785	29.51 mm	38.62 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 03/31/2026	29.18 mm	29.10 mm principal	0.11	Debt	Long	USA
UST NOTES 3.875% 12/31/2029	28.99 mm	29.30 mm principal	0.11	Debt	Long	USA
FHLG 30YR 4.5% 12/01/2052#SD8275	28.50 mm	29.63 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2051#MA7704	28.04 mm	34.08 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 12/01/2053#MA5217	28.01 mm	27.35 mm principal	0.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 09/30/2027	27.30 mm	27.30 mm principal	0.10	Debt	Long	USA
UST NOTES 3.875% 09/30/2029	27.12 mm	27.40 mm principal	0.10	Debt	Long	USA
FHLG 30YR 5.5% 12/01/2054#SD8493	27.03 mm	27.05 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#	26.85 mm	31.88 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 1.625% 08/15/2029	26.75 mm	29.84 mm principal	0.10	Debt	Long	USA
FNMA 30YR 2.5% 04/01/2052#MA4578	26.57 mm	31.68 mm principal	0.10	ABS-mortgage backed security	Long	USA
UST NOTES 2.25% 11/15/2027	26.40 mm	27.84 mm principal	0.10	Debt	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	26.25 mm	32.70 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNII II 2% 03/20/2051#MA7254	25.75 mm	31.29 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 09/01/2051#SD8166	25.58 mm	31.81 mm principal	0.10	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD8147	25.35 mm	30.09 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#MA4326	24.62 mm	29.23 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 11/01/2036#MA4470	24.44 mm	27.22 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 4.875% 11/30/2025	24.42 mm	24.30 mm principal	0.09	Debt	Long	USA
FNMA 30YR 2% 04/01/2052#FS5636	24.29 mm	30.21 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 09/01/2035#QN3476	24.03 mm	26.62 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#FS4993	23.89 mm	26.85 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 12/01/2053#SD8385	23.60 mm	23.05 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#MA4806	23.27 mm	23.68 mm principal	0.09	ABS-mortgage backed security	Long	USA
GNII II 3% 05/20/2052#MA8043	23.24 mm	26.19 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2320	22.99 mm	27.12 mm principal	0.09	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 11/15/2025	22.93 mm	22.90 mm principal	0.09	Debt	Long	USA
FHLG 30YR 2% 07/01/2051#RA5561	22.78 mm	28.13 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2050#MA4182	22.59 mm	27.97 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	22.57 mm	23.00 mm principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	22.12 mm	21.54 mm principal	0.08	ABS-mortgage backed security	Long	USA
ONTARIO PROVINCE CDA 2.3% 06/15/2026	21.92 mm	22.62 mm principal	0.08	Debt	Long	Canada
EUROPEAN INVESTMENT BANK 1.625% 03/14/2025	21.80 mm	22.00 mm principal	0.08	Debt	Long	Luxembourg
FNMA 30YR 2.5% 12/01/2051#CB2321	21.79 mm	25.77 mm principal	0.08	ABS-mortgage backed security	Long	USA