Basket Holdings: 129AS OF 04/30/2024

SymbolCompanyWeight
Net Other Assets58.91
Fidelity Cash Central Fund15.83
Federal National Mortgage Association 2%12.35
Federal National Mortgage Association 3%6.08
Government National Mortgage Association 2%4.50
Federal National Mortgage Association 6%4.05
Federal Home Loan Mortgage Corp. 2.5%3.70
Government National Mortgage Association 3%3.47
BX 2021-PAC MORTGAGE TRUST3.24
Federal National Mortgage Association 6%3.24
WELLS FARGO COMMERCIAL MORTGAGE TRUST3.21
Federal National Mortgage Association 3.5%2.86
United States Treasury Notes 4.625%2.82
Government National Mortgage Association 2.5%2.68
Federal National Mortgage Association 2.5%2.59
Gscofi Swap Cy873248 04/17/652.57
Government National Mortgage Association 2%2.57
Federal Home Loan Mortgage Corp. 2%2.52
Federal Home Loan Mortgage Corp. 2%2.50
United States Treasury Notes 4%2.30
Government National Mortgage Association 2.5%2.05
AJAX MORTGAGE LOAN TRUST 1.74%1.90
Fnma Pass-Thru I 2.5%1.69
Federal Home Loan Mortgage Corp. 2.5%1.58
Government National Mortgage Association 5%1.56
Fnma Pass-Thru I 5.5%1.54
Federal National Mortgage Association 2%1.52
Fnma Pass-Thru I 4.5%1.48
Federal Home Loan Mortgage Corp. 4%1.48
Government National Mortgage Association 4%1.48
Federal Home Loan Mortgage Corp. 5.5%1.47
Us Dollar1.47
Federal National Mortgage Association 4%1.46
Federal National Mortgage Association 5%1.44
Government National Mortgage Association 3.5%1.44
Fnma Pass-Thru I 5%1.41
Federal National Mortgage Association 3.5%1.41
PRPM LLC 2.115%1.40
United States Treasury Notes 4.375%1.38
Fnma Pass-Thru I 3%1.32
United States Treasury Notes 4.5%1.29
Federal National Mortgage Association 2%1.23
Fnma Pass-Thru I 2.5%1.21
Federal National Mortgage Association 2.5%1.20
Fnma Pass-Thru I 1.5%1.16
Federal Home Loan Mortgage Corp. 3.5%1.14
Federal National Mortgage Association 2.5%1.12
Federal National Mortgage Association 1.5%1.12
Federal Home Loan Mortgage Corp. 1.5%1.10
Federal Home Loan Mortgage Corp. 2%1.05
Federal Home Loan Mortgage Corp. 2%1.04
United States Treasury Bonds 4.375%1.01
Federal Home Loan Mortgage Corp. 2.5%0.95
Federal Home Loan Mortgage Corp. 2.5%0.95
Morgan Stanley Capital I Trust 2018-L1 4.139%0.91
Fnma Pass-Thru I 6.5%0.81
Fnma Pass-Thru I 6%0.81
Government National Mortgage Association 6%0.81
Government National Mortgage Association 5.5%0.80
Federal National Mortgage Association 5.5%0.79
Federal Home Loan Mortgage Corp. 2.653%0.77
Federal National Mortgage Association 5%0.77
Federal National Mortgage Association 3.5%0.76
Fnma Pass-Thru I 6%0.75
Federal National Mortgage Association 1.5%0.75
Government National Mortgage Association 4.5%0.75
Federal Home Loan Mortgage Corp. 1.5%0.75
Federal Home Loan Mortgage Corp. 4.5%0.75
United States Treasury Bonds 3.625%0.75
Federal Home Loan Mortgage Corp. 1.5%0.74
Federal National Mortgage Association 4%0.73
Fnma Pass-Thru I 4.5%0.69
United States Treasury Bonds 3.625%0.69
Federal National Mortgage Association 3%0.67
Federal Home Loan Mortgage Corp. 2.5%0.66
Sblofi Swap Cy873248 04/17/650.66
Fnma Pass-Thru I 4%0.65
Government National Mortgage Association 2.5%0.65
United States Treasury Notes 4%0.65
Federal Home Loan Mortgage Corp. 2.5%0.64
Fnma Pass-Thru I 4%0.64
Federal Home Loan Mortgage Corp. 2%0.63
Federal Home Loan Mortgage Corp. 2.5%0.63
Federal Home Loan Mortgage Corp. 3%0.62
Fnma Pass-Thru I 2%0.62
Federal Home Loan Mortgage Corp. 2%0.62
CSAIL 2015-C4 Commercial Mortgage Trust 3.5438%0.62
Bank 2018-Bnk14 4.231%0.62
Federal National Mortgage Association 2%0.62
Fnma Pass-Thru I 3%0.61
Fnma Pass-Thru I 2.5%0.58
Fnma Pass-Thru I 3.5%0.58
Fnma Pass-Thru I 4%0.57
United States Treasury Notes 3.875%0.49
United States Treasury Notes 4.375%0.48
Sblofi Swap Cy885802 12/15/560.48
Morgan Stanley Capital I Trust 2017-HR2 3.587%0.45
CITIGROUP COMMERCIAL MORTGAGE TRUST 3.102%0.45
Fnma Pass-Thru I 4.5%0.44
CFMT 2021-Ebo1 Llc 1.1581%0.44
Federal Home Loan Mortgage Corp. 3.329%0.39
Capital One Multi Asset Execution Trust 4.42%0.32
Discover Card Execution Note Trust 4.31%0.32
Morgan Stanley Capital I Trust 2016-UB11 2.782%0.30
Us Long Bond(Cbt)ft Jun24 Usm40.28
Federal Home Loan Mortgage Corp. 2.745%0.24
United States Treasury Bonds 4.125%0.23
Federal Home Loan Mortgage Corp. 3.023%0.22
CARMAX AUTO OWNER TRUST 2023-2 5.5%0.20
VERIZON MASTER TRUST 4.89%0.19
WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.817%0.19
Us 10yr Note (Cbt)jun24 Tym40.17
Citi Swap Pay 3.755 03/19/290.15
Gscofi Swap Cy562346 11/18/640.11
Citi Swap Rec 3.755 3/19/290.11
CNH EQUIPMENT TRUST 2023-A 5.38%0.09
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33%0.07
WORLD OMNI AUTO RECEIVABLES TRUST 2023-B 4.66%0.06
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 4.47%0.06
Us 5yr Note (Cbt) Jun24 Fvm40.06
Lch Ois Sofr3.75% Mac 06/20/290.05
Lch Ois Sofrv4.0% Mac 06/20/260.05
Lch Ois Sofr3.75% Mac 06/20/310.05
Lch Ois Sofrv4.0% Mac 06/20/270.04
United States Treasury Notes 4.25%0.03
VOLKSWAGEN AUTO LEASE TRUST 2024-A 5.21%0.03
WORLD OMNI AUTO RECEIVABLES TRUST 2023-B 5.25%0.02
GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 5.44%0.02
Cash†0.01

†Part or all of this cash position may represent cash-in-lieu of marketable securities and not actual cash.Click here for more information.

Top basket holdings are as of the date indicated and may not be representative of the fund's current or future investments.