0001752724-22-094262.txt : 20220427
0001752724-22-094262.hdr.sgml : 20220427
20220427122746
ACCESSION NUMBER: 0001752724-22-094262
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/
CENTRAL INDEX KEY: 0000751199
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04085
FILM NUMBER: 22858142
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND
DATE OF NAME CHANGE: 19851103
0000751199
S000062811
Fidelity Series Government Bond Index Fund
C000203458
Fidelity Series Government Bond Index Fund
FHNFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
S000062811
C000203458
Fidelity Income Fund
811-04085
0000751199
D66RCKM57LC8ELZCAY58
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Series Government Bond Index Fund
S000062811
5493008OUSCU404XH536
2022-08-31
2022-02-28
N
631811307.38
26742618.48
605068688.90
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2025
912828ZC7
8407000.00000000
PA
USD
8280895.00000000
1.368587592105
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.01125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 08/15/2044
912810RH3
233000.00000000
PA
USD
266439.14000000
0.044034527796
Long
DBT
UST
US
N
2
2044-08-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/31/2025
9128284Z0
17000.00000000
PA
USD
17597.66000000
0.002908373928
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
4376000.00000000
PA
USD
4324376.85000000
0.714691890248
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 6.25% 7/15/32
3134A4KX1
585000.00000000
PA
USD
807897.12000000
0.133521554630
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
0.06250000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.625% 01/07/2025
3135G0X24
15000.00000000
PA
USD
14978.95000000
0.002475578438
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 11/15/2023
912828WE6
202000.00000000
PA
USD
206584.45000000
0.034142313722
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.375% 08/15/2050
912810SP4
1935000.00000000
PA
USD
1592973.64000000
0.263271537467
Long
DBT
UST
US
N
2
2050-08-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2025
9128285N6
629000.00000000
PA
USD
655265.66000000
0.108296078118
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2028
91282CDL2
4526000.00000000
PA
USD
4431236.88000000
0.732352699997
Long
DBT
UST
US
N
2
2028-11-30
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 10/31/2025
9128285J5
3689000.00000000
PA
USD
3856013.72000000
0.637285285247
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.03000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.25% 11/27/2023
3135G06H1
3952000.00000000
PA
USD
3871107.93000000
0.639779912762
Long
DBT
USGSE
US
N
2
2023-11-27
Fixed
0.00250000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 7.25% 5/15/30
31359MFP3
866000.00000000
PA
USD
1214532.81000000
0.200726435242
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
0.07250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 04/15/2023
912828ZH6
872000.00000000
PA
USD
862973.44000000
0.142624045142
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2025
9128284M9
4817000.00000000
PA
USD
4995191.38000000
0.825557737763
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 5.5% 8/15/28
912810FE3
147000.00000000
PA
USD
179925.70000000
0.029736408989
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 07/15/2024
91282CCL3
1856000.00000000
PA
USD
1805177.50000000
0.298342573845
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.00375000
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 05/15/2048
912810SC3
5111000.00000000
PA
USD
6023992.29000000
0.995588170485
Long
DBT
UST
US
N
2
2048-05-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 06/30/2026
91282CCJ8
5006000.00000000
PA
USD
4824336.97000000
0.797320545336
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 11/15/2030
91282CAV3
3199000.00000000
PA
USD
2955201.20000000
0.488407556730
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.00875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 02/15/2051
912810SU3
3943000.00000000
PA
USD
3670686.56000000
0.606656174305
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.01875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.875% 8/15/40
912810QK7
1136000.00000000
PA
USD
1426567.50000000
0.235769512812
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.625% 2/15/40
912810QE1
189000.00000000
PA
USD
259498.48000000
0.042887441502
Long
DBT
UST
US
N
2
2040-02-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 09/30/2025
9128285C0
2655000.00000000
PA
USD
2774060.16000000
0.458470287901
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 11/15/2049
912810SK5
1189000.00000000
PA
USD
1232844.38000000
0.203752797428
Long
DBT
UST
US
N
2
2049-11-15
Fixed
0.02375000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 2.75% 06/19/2023
3137EAEN5
11000.00000000
PA
USD
11210.83000000
0.001852819391
Long
DBT
USGSE
US
N
2
2023-06-19
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 08/15/2024
912828D56
200000.00000000
PA
USD
203828.12000000
0.033686773706
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.02375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.625% 11/15/2050
912810SS8
8594000.00000000
PA
USD
7529821.14000000
1.244457245620
Long
DBT
UST
US
N
2
2050-11-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 07/31/2026
91282CCP4
2820000.00000000
PA
USD
2685389.05000000
0.443815569911
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.00625000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.875% 08/05/2030
3135G05Q2
727000.00000000
PA
USD
658850.58000000
0.108888559610
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.00875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2028
9128284N7
6532000.00000000
PA
USD
6937188.13000000
1.146512496393
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 11/15/26
912828U24
2382000.00000000
PA
USD
2408518.35000000
0.398057013060
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2025
9128285T3
1867000.00000000
PA
USD
1929573.66000000
0.318901588430
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/31/2025
9128284R8
104000.00000000
PA
USD
107879.69000000
0.017829329459
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/31/2023
9128284X5
23000.00000000
PA
USD
23481.56000000
0.003880808977
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/15/2029
9128286B1
2771000.00000000
PA
USD
2916261.03000000
0.481971895670
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 07/31/2025
912828Y79
3667000.00000000
PA
USD
3811101.66000000
0.629862646987
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 06/30/2025
912828ZW3
4121000.00000000
PA
USD
3928633.00000000
0.649287109392
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.00250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 08/15/2049
912810SJ8
1094000.00000000
PA
USD
1103102.42000000
0.182310279846
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 11/30/2027
91282CAY7
328000.00000000
PA
USD
307025.94000000
0.050742328207
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2024
9128285Z9
7562000.00000000
PA
USD
7710286.13000000
1.274282783334
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 7.125% 1/15/30
31359MFJ7
6000.00000000
PA
USD
8235.66000000
0.001361111581
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
0.07125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 5.25% 2/15/29
912810FG8
3824000.00000000
PA
USD
4682906.27000000
0.773946223942
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.875% 07/31/2026
912828Y95
105000.00000000
PA
USD
105541.41000000
0.017442880773
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.01875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 2.75% 8/15/42
912810QX9
688000.00000000
PA
USD
740863.13000000
0.122442814112
Long
DBT
UST
US
N
2
2042-08-15
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 01/31/2028
91282CBJ9
2797000.00000000
PA
USD
2631911.44000000
0.434977298988
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2025
91282CAM3
448000.00000000
PA
USD
425215.00000000
0.070275492320
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 09/30/2023
9128285D8
2531000.00000000
PA
USD
2591012.39000000
0.428217892866
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.02875000
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.50% 02/15/2045
912810RK6
160000.00000000
PA
USD
165181.25000000
0.027299586481
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 11/15/2051
912810TB4
2789000.00000000
PA
USD
2602049.84000000
0.430042057659
Long
DBT
UST
US
N
2
2051-11-15
Fixed
0.01875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 12/31/2027
91282CBB6
2957000.00000000
PA
USD
2765834.56000000
0.457110838940
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
11884000.00000000
PA
USD
11422102.31000000
1.887736470179
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 06/15/2024
91282CCG4
33315000.00000000
PA
USD
32341577.34000000
5.345108403939
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.00250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 02/15/2050
912810SL3
2463000.00000000
PA
USD
2358611.14000000
0.389808823901
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 05/31/2027
912828ZS2
3735000.00000000
PA
USD
3498936.35000000
0.578270932571
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.00500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.625% 04/22/2025
3135G03U5
814000.00000000
PA
USD
787520.37000000
0.130153879129
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTE 2% 08/15/2025
912828K74
422000.00000000
PA
USD
426137.58000000
0.070427967570
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2048
912810SA7
636000.00000000
PA
USD
731673.28000000
0.120924003079
Long
DBT
UST
US
N
2
2048-02-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 07/31/2027
91282CAD3
16902000.00000000
PA
USD
15691790.43000000
2.593389927105
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 12/31/2028
91282CDP3
510000.00000000
PA
USD
495178.13000000
0.081838333247
Long
DBT
UST
US
N
2
2028-12-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 12/31/2024
9128283P3
894000.00000000
PA
USD
909679.92000000
0.150343248078
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 06/30/2023
9128284U1
4568000.00000000
PA
USD
4649545.93000000
0.768432744132
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.125% 02/15/2043
912810QZ4
137000.00000000
PA
USD
155981.99000000
0.025779220254
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.0% 11/30/2022
912828M80
242000.00000000
PA
USD
243890.63000000
0.040307924451
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2031
91282CCB5
6273000.00000000
PA
USD
6163957.63000000
1.018720311111
Long
DBT
UST
US
N
2
2031-05-15
Fixed
0.01625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 05/15/2041
912810SY5
4860000.00000000
PA
USD
4844622.67000000
0.800673172959
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.02250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
1675000.00000000
PA
USD
1903022.46000000
0.314513458539
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/15/2023
912828Z29
3496000.00000000
PA
USD
3509519.70000000
0.580020048034
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.01500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.75% 11/15/2043
912810RD2
6095000.00000000
PA
USD
7615178.70000000
1.258564331571
Long
DBT
UST
US
N
2
2043-11-15
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 02/15/2024
91282CBM2
175000.00000000
PA
USD
170467.77000000
0.028173292243
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1% 07/31/2028
91282CCR0
1400000.00000000
PA
USD
1330273.43000000
0.219854944472
Long
DBT
UST
US
N
2
2028-07-31
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 12/15/2023
91282CBA8
4274000.00000000
PA
USD
4175831.56000000
0.690141737063
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/15/2024
91282CCC3
17808000.00000000
PA
USD
17313410.58000000
2.861395887378
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 11/30/2024
912828YV6
4483000.00000000
PA
USD
4468465.26000000
0.738505452682
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 11/15/2031
91282CDJ7
6153000.00000000
PA
USD
5898227.34000000
0.974802935303
Long
DBT
UST
US
N
2
2031-11-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 10/31/2028
91282CDF5
2290000.00000000
PA
USD
2224251.95000000
0.367603214445
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.01375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 02/15/2041
912810SW9
6716000.00000000
PA
USD
6313564.65000000
1.043445936936
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.01875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 08/31/2027
91282CAH4
3933000.00000000
PA
USD
3669673.38000000
0.606488725548
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 5% 5/15/37
912810PU6
1801000.00000000
PA
USD
2521470.35000000
0.416724645690
Long
DBT
UST
US
N
2
2037-05-15
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.75% 08/15/2047
912810RY6
641000.00000000
PA
USD
701644.61000000
0.115961150010
Long
DBT
UST
US
N
2
2047-08-15
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
1670000.00000000
PA
USD
1718795.31000000
0.284066146791
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 08/15/2028
9128284V9
15612000.00000000
PA
USD
16611533.95000000
2.745396391308
Long
DBT
UST
US
N
2
2028-08-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 09/30/2027
91282CAL5
1530000.00000000
PA
USD
1415967.19000000
0.234017594361
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 08/31/2026
912828YD6
3658000.00000000
PA
USD
3598843.26000000
0.594782596756
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 02/15/2027
912828V98
1829000.00000000
PA
USD
1872152.97000000
0.309411642734
Long
DBT
UST
US
N
2
2027-02-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 03/31/2027
912828ZE3
1366000.00000000
PA
USD
1291510.31000000
0.213448544552
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/31/2023
9128284S6
237000.00000000
PA
USD
241480.78000000
0.039909647355
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
2671000.00000000
PA
USD
2562073.28000000
0.423435111913
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2% 10/05/2022
3135G0T78
5000.00000000
PA
USD
5034.31000000
0.000832022891
Long
DBT
USGSE
US
N
2
2022-10-05
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 01/15/2024
91282CBE0
8513000.00000000
PA
USD
8303832.95000000
1.372378558390
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.00125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 08/15/2048
912810SD1
519000.00000000
PA
USD
598836.79000000
0.098970051001
Long
DBT
UST
US
N
2
2048-08-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.5% 2/15/36
912810FT0
861000.00000000
PA
USD
1139345.16000000
0.188300135323
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 03/31/2023
9128284D9
67000.00000000
PA
USD
67965.74000000
0.011232731299
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 01/31/2026
9128286A3
998000.00000000
PA
USD
1031604.54000000
0.170493790031
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 11/15/2046
912810RU4
2801000.00000000
PA
USD
3108453.50000000
0.513735639775
Long
DBT
UST
US
N
2
2046-11-15
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/28/2027
912828ZB9
478000.00000000
PA
USD
463753.36000000
0.076644746044
Long
DBT
UST
US
N
2
2027-02-28
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2028
9128283W8
1629000.00000000
PA
USD
1716749.65000000
0.283728059556
Long
DBT
UST
US
N
2
2028-02-15
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.25% 11/15/40
912810QL5
92000.00000000
PA
USD
120868.59000000
0.019976011354
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.04250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 01/31/2025
912828Z52
66000.00000000
PA
USD
65525.63000000
0.010829453118
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.0% 10/31/2022
9128283C2
1355000.00000000
PA
USD
1365427.15000000
0.225664817077
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 12/31/2024
912828YY0
1000.00000000
PA
USD
1003.63000000
0.000165870424
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.01750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 11/15/2048
912810SE9
9240000.00000000
PA
USD
11409234.33000000
1.885609772791
Long
DBT
UST
US
N
2
2048-11-15
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN 1.75% 01/31/23
912828P38
2671000.00000000
PA
USD
2687798.08000000
0.444213711485
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.01750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 6.25% 5/15/29
31359MEU3
71000.00000000
PA
USD
91282.48000000
0.015086300394
Long
DBT
USGSE
US
N
2
2029-05-15
Fixed
0.06250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
420000.00000000
PA
USD
487413.28000000
0.080555032666
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.75% 2/15/41
912810QN1
12000.00000000
PA
USD
16751.72000000
0.002768565008
Long
DBT
UST
US
N
2
2041-02-15
Fixed
0.04750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 03/31/2028
91282CBS9
520000.00000000
PA
USD
503384.38000000
0.083194584224
Long
DBT
UST
US
N
2
2028-03-31
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 11/15/2027
9128283F5
1713000.00000000
PA
USD
1755155.87000000
0.290075474437
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
199000.00000000
PA
USD
197896.17000000
0.032706397410
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 10/31/2026
912828YQ7
3500000.00000000
PA
USD
3480722.67000000
0.575260748713
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 05/15/2051
912810SX7
7199000.00000000
PA
USD
7506363.54000000
1.240580396524
Long
DBT
UST
US
N
2
2051-05-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 03/31/2025
9128284F4
1463000.00000000
PA
USD
1505804.18000000
0.248864997912
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 05/15/2040
912810SR0
301000.00000000
PA
USD
250323.83000000
0.041371142581
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 05/15/2026
912828R36
222000.00000000
PA
USD
220881.33000000
0.036505166116
Long
DBT
UST
US
N
2
2026-05-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 12/15/2022
912828YW4
4336000.00000000
PA
USD
4359035.00000000
0.720419859755
Long
DBT
UST
US
N
2
2022-12-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 08/15/2027
9128282R0
1597000.00000000
PA
USD
1636488.32000000
0.270463230046
Long
DBT
UST
US
N
2
2027-08-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2027
912828X88
2224000.00000000
PA
USD
2291328.13000000
0.378688927725
Long
DBT
UST
US
N
2
2027-05-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 11/30/2025
91282CAZ4
400000.00000000
PA
USD
380468.75000000
0.062880257560
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 12/31/2023
9128285U0
223000.00000000
PA
USD
227799.73000000
0.037648573489
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.02625000
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2% 05/31/2024
912828XT2
1618000.00000000
PA
USD
1634748.82000000
0.270175742025
Long
DBT
UST
US
N
2
2024-05-31
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.375% 11/15/2040
912810ST6
12447000.00000000
PA
USD
10762765.31000000
1.778767519695
Long
DBT
UST
US
N
2
2040-11-15
Fixed
0.01375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 04/30/2028
91282CBZ3
783000.00000000
PA
USD
757613.67000000
0.125211184101
Long
DBT
UST
US
N
2
2028-04-30
Fixed
0.01250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3% 5/15/42
912810QW1
938000.00000000
PA
USD
1050633.28000000
0.173638679256
Long
DBT
UST
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
6342000.00000000
PA
USD
6068996.69000000
1.003026069822
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 05/15/2030
912828ZQ6
1227000.00000000
PA
USD
1115036.25000000
0.184282589804
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 11/30/2022
91282CAX9
9004000.00000000
PA
USD
8950187.05000000
1.479201818601
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 09/30/2028
91282CCY5
800000.00000000
PA
USD
771187.50000000
0.127454537666
Long
DBT
UST
US
N
2
2028-09-30
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 04/30/2027
912828ZN3
2917000.00000000
PA
USD
2737194.31000000
0.452377450728
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.00500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.625% 09/06/2024
3135G0ZR7
3319000.00000000
PA
USD
3402548.46000000
0.562340858553
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 4.375% 11/15/39
912810QD3
923000.00000000
PA
USD
1232421.33000000
0.203682879747
Long
DBT
UST
US
N
2
2039-11-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/15/2023
912828ZD5
95000.00000000
PA
USD
94395.12000000
0.015600727939
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 08/31/2025
91282CAJ0
380000.00000000
PA
USD
361163.28000000
0.059689633032
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.00250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 08/15/2040
912810SQ2
2654000.00000000
PA
USD
2198880.46000000
0.363410055806
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2023
9128285P1
870000.00000000
PA
USD
891919.92000000
0.147408044138
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
9808000.00000000
PA
USD
9417595.60000000
1.556450659696
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 04/30/2026
91282CBW0
5776000.00000000
PA
USD
5545411.22000000
0.916492841512
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.00750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 10/31/2027
91282CAU5
6010000.00000000
PA
USD
5593760.56000000
0.924483560729
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.375% 05/15/2044
912810RG5
1939000.00000000
PA
USD
2301805.09000000
0.380420460061
Long
DBT
UST
US
N
2
2044-05-15
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 11/15/2024
912828G38
196000.00000000
PA
USD
199338.13000000
0.032944710849
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 02/29/2024
9128286G0
6467000.00000000
PA
USD
6580930.37000000
1.087633601065
Long
DBT
UST
US
N
2
2024-02-29
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
2498000.00000000
PA
USD
2390664.06000000
0.395106225765
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 09/15/2024
91282CCX7
5316000.00000000
PA
USD
5155066.39000000
0.851980359349
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.00375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 5.25% 11/15/28
912810FF0
5000.00000000
PA
USD
6088.28000000
0.001006213031
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 12/31/2022
91282CBD2
1901000.00000000
PA
USD
1887188.06000000
0.311896499458
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/15/2031
91282CCS8
3974000.00000000
PA
USD
3773437.19000000
0.623637821494
Long
DBT
UST
US
N
2
2031-08-15
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/15/2025
912828XB1
734000.00000000
PA
USD
744207.19000000
0.122995488554
Long
DBT
UST
US
N
2
2025-05-15
Fixed
0.02125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 10/31/2025
91282CAT8
2642000.00000000
PA
USD
2504223.82000000
0.413874303189
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 08/15/2026
9128282A7
192000.00000000
PA
USD
189960.00000000
0.031394782689
Long
DBT
UST
US
N
2
2026-08-15
Fixed
0.01500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.125% 04/24/2026
3135G0K36
221000.00000000
PA
USD
223945.50000000
0.037011583000
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
0.02125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 10/31/2024
912828YM6
641000.00000000
PA
USD
639222.22000000
0.105644570893
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 05/15/2029
9128286T2
1105000.00000000
PA
USD
1146308.01000000
0.189450888969
Long
DBT
UST
US
N
2
2029-05-15
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 01/31/2023
9128283U2
92000.00000000
PA
USD
93099.69000000
0.015386631585
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 10/31/2022
91282CAR2
11061000.00000000
PA
USD
11010879.84000000
1.819773530178
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
615000.00000000
PA
USD
585643.36000000
0.096789566332
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
974376.48900000
NS
USD
974571.36000000
0.161067888304
Long
STIV
RF
US
N
1
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/28/2025
9128283Z1
971000.00000000
PA
USD
1002102.34000000
0.165617946918
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.02750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.75% 8/15/41
912810QS0
275000.00000000
PA
USD
340785.16000000
0.056321731111
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 08/15/2029
912828YB0
808000.00000000
PA
USD
797836.88000000
0.131858893814
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 06/30/2027
912828ZV5
2645000.00000000
PA
USD
2475141.41000000
0.409067838975
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 6.125% 8/15/29
912810FJ2
443000.00000000
PA
USD
577128.63000000
0.095382332714
Long
DBT
UST
US
N
2
2029-08-15
Fixed
0.06125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2044
912810RE0
600000.00000000
PA
USD
737109.37000000
0.121822428349
Long
DBT
UST
US
N
2
2044-02-15
Fixed
0.03625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 11/15/2041
912810TC2
2161000.00000000
PA
USD
2068819.84000000
0.341914873129
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 06/30/2028
91282CCH2
5550000.00000000
PA
USD
5360519.56000000
0.885935705869
Long
DBT
UST
US
N
2
2028-06-30
Fixed
0.01250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 11/15/2045
912810RP5
732000.00000000
PA
USD
825587.34000000
0.136445225995
Long
DBT
UST
US
N
2
2045-11-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/28/2023
9128284A5
122000.00000000
PA
USD
123830.00000000
0.020465445043
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.02625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.75% 08/15/2041
912810TA6
2948000.00000000
PA
USD
2702026.25000000
0.446565208143
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.01750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 0.5% 06/17/2025
3135G04Z3
3135000.00000000
PA
USD
3009251.76000000
0.497340519383
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 10/15/2024
91282CDB4
1030000.00000000
PA
USD
1004330.46000000
0.165986189406
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.00625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.0% 02/15/2025
912828J27
56000.00000000
PA
USD
56581.87000000
0.009351313501
Long
DBT
UST
US
N
2
2025-02-15
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 08/15/2045
912810RN0
66000.00000000
PA
USD
72806.25000000
0.012032724769
Long
DBT
UST
US
N
2
2045-08-15
Fixed
0.02875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2047
912810RV2
8375000.00000000
PA
USD
9512167.97000000
1.572080681830
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 11/15/2029
912828YS3
839000.00000000
PA
USD
836279.80000000
0.138212374122
Long
DBT
UST
US
N
2
2029-11-15
Fixed
0.01750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 09/30/2026
91282CCZ2
4216000.00000000
PA
USD
4053124.07000000
0.669861809800
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.00875000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC 0.375% 04/20/2023
3137EAEQ8
5430000.00000000
PA
USD
5381002.29000000
0.889320896736
Long
DBT
USGSE
US
N
2
2023-04-20
Fixed
0.00375000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 6.75 3/15/2031
3134A4AA2
173000.00000000
PA
USD
238481.19000000
0.039413903640
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
0.06750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 08/15/2024
91282CCT6
14070000.00000000
PA
USD
13665487.50000000
2.258501844615
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.00375000
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 12/31/2022
912828N30
69000.00000000
PA
USD
69636.09000000
0.011508790865
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.02125000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 0.25% 07/10/2023
3135G05G4
1490000.00000000
PA
USD
1469361.12000000
0.242842035450
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
0.00250000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
26149892.52000000
NS
USD
26152507.51000000
4.322237787174
Long
STIV
RF
US
N
1
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/15/2031
91282CBL4
9389000.00000000
PA
USD
8845831.70000000
1.461954958548
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.0% 05/15/2045
912810RM2
303000.00000000
PA
USD
340590.94000000
0.056289632276
Long
DBT
UST
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 02/28/2026
91282CBQ3
8512000.00000000
PA
USD
8106017.52000000
1.339685504919
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3% 11/15/2044
912810RJ9
135000.00000000
PA
USD
151500.59000000
0.025038577070
Long
DBT
UST
US
N
2
2044-11-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
USTN 1.625% 11/15/22
912828TY6
211000.00000000
PA
USD
212129.18000000
0.035058693978
Long
DBT
UST
US
N
2
2022-11-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 05/15/2024
912828WJ5
200000.00000000
PA
USD
204195.31000000
0.033747459378
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 09/15/2023
91282CAK7
2365000.00000000
PA
USD
2321302.94000000
0.383642879326
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.00125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/31/2025
912828ZT0
1615000.00000000
PA
USD
1542072.66000000
0.254859107451
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
1403000.00000000
PA
USD
1451228.13000000
0.239845187269
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/31/2024
912828Y87
720000.00000000
PA
USD
723318.75000000
0.119543245794
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.01750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 05/15/2047
912810RX8
808000.00000000
PA
USD
920141.56000000
0.152072248470
Long
DBT
UST
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 08/15/2030
91282CAE1
9798000.00000000
PA
USD
8879054.79000000
1.467445754983
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.00625000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.25% 05/15/2050
912810SN9
2001000.00000000
PA
USD
1596266.49000000
0.263815748407
Long
DBT
UST
US
N
2
2050-05-15
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 02/15/2023
912828Z86
687000.00000000
PA
USD
688905.35000000
0.113855726240
Long
DBT
UST
US
N
2
2023-02-15
Fixed
0.01375000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2043
912810RB6
2299000.00000000
PA
USD
2520458.35000000
0.416557391951
Long
DBT
UST
US
N
2
2043-05-15
Fixed
0.02875000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 5.625% 7/15/37
31398AFD9
163000.00000000
PA
USD
227250.73000000
0.037557839988
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
0.05625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2024
912828YH7
1066000.00000000
PA
USD
1063335.00000000
0.175737898771
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 02/28/2023
91282CBN0
13081000.00000000
PA
USD
12956321.72000000
2.141297667138
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.00125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.625% 08/15/43
912810RC4
81000.00000000
PA
USD
99300.94000000
0.016411515224
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.03625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 03/31/2025
912828ZF0
982000.00000000
PA
USD
948051.96000000
0.156685014014
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.00500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTB 3.125% 11/15/41
912810QT8
800000.00000000
PA
USD
911156.25000000
0.150587241864
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 02/15/2030
912828Z94
8582000.00000000
PA
USD
8382870.82000000
1.385441186064
Long
DBT
UST
US
N
2
2030-02-15
Fixed
0.01500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 04/30/2026
9128286S4
626000.00000000
PA
USD
641698.90000000
0.106053893016
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.02375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 06/30/2024
9128286Z8
1098000.00000000
PA
USD
1103146.88000000
0.182317627773
Long
DBT
UST
US
N
2
2024-06-30
Fixed
0.01750000
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
2642000.00000000
PA
USD
2683074.86000000
0.443433102591
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 03/31/2024
912828W71
2417000.00000000
PA
USD
2447873.40000000
0.404561241542
Long
DBT
UST
US
N
2
2024-03-31
Fixed
0.02125000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 6.75% 9/15/29
3134A3U46
185000.00000000
PA
USD
248944.46000000
0.041143173422
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
0.06750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 1.875% 09/24/2026
3135G0Q22
674000.00000000
PA
USD
676871.62000000
0.111866905760
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
0.01875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
10554000.00000000
PA
USD
10029598.13000000
1.657596619027
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.00375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 10/31/2023
9128285K2
36000.00000000
PA
USD
36866.25000000
0.006092903281
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 07/31/2023
912828S92
624000.00000000
PA
USD
623707.50000000
0.103080445483
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 02/15/2026
912828P46
10000.00000000
PA
USD
9956.25000000
0.001645474337
Long
DBT
UST
US
N
2
2026-02-15
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 08/31/2024
912828YE4
1913000.00000000
PA
USD
1897606.32000000
0.313618330416
Long
DBT
UST
US
N
2
2024-08-31
Fixed
0.01250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
7048000.00000000
PA
USD
7623127.79000000
1.259878081587
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2023
912828Y61
425000.00000000
PA
USD
433749.02000000
0.071685914005
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.02750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2.5% 02/05/2024
3135G0V34
690000.00000000
PA
USD
703202.99000000
0.116218704239
Long
DBT
USGSE
US
N
2
2024-02-05
Fixed
0.02500000
N
N
N
N
N
N
2022-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer