1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-22
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000157147 | BBCPX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
3,941 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| FIDELITY INV MMKT GOVT-INST FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONA… | — | 31607A703 US31607A7037 | EC RF | 3,029,603,782.59 NS |
| $3.03B |
| 6.589% |
| US |
| F/C US 10YR ULTRA FUT JUN26 FUTURE CONTRACT ON US 10YR ULTRA FU… | — | — — | DIR CORP | 22,332 NC | $2.54B | 5.513% | US |
| F/C US 5YR NOTE (CBT) JUN26 FUTURE CONTRACT ON US 5YR NOTE (CBT… | — | — — | DIR CORP | 15,807 NC | $1.71B | 3.719% | US |
| F/C US 2YR NOTE (CBT) JUN26 FUTURE CONTRACT ON US 2YR NOTE (CBT… | — | — — | DIR CORP | 8,218 NC | $1.70B | 3.707% | US |
| US TREAS NTS 3.875% 03/31/31 UNITED STATES TREASURY NOTE 3.87500000 | — | 91282CQG9 US91282CQG95 | DBT UST | 1,616,365,000 PA | $1.61B | 3.504% | US |
| F/C US ULTRA BOND CBT JUN26 FUTURE CONTRACT ON US ULTRA BOND CB… | — | — — | DIR CORP | 12,954 NC | $1.51B | 3.284% | US |
| FNMA 30YR TBA 5% MAY 26 FNMA 30YR TBA 5% MAY 26 TO BE ANNOUNCE… | — | 01F050650 US01F0506505 | ABS-MBS USGA | 1,514,290,000 PA | $1.49B | 3.244% | US |
| FNCL 30YR TBA 5.5% MAY 26 FNCL 30YR TBA 5.5% MAY 26 TO BE ANNOUNCE… | — | 01F052656 US01F0526560 | ABS-MBS USGA | 768,300,000 PA | $770.79M | 1.676% | US |
| FNMA 30YR TBA 6% JUN 26 FNMA 30YR TBA 6% JUN 26 TO BE ANNOUNCE… | — | 01F060667 US01F0606677 | ABS-MBS USGA | 734,500,000 PA | $747.46M | 1.626% | US |
| US TREAS BDS 4.75% 02/15/56 UNITED STATES TREASURY BOND 4.75000000 | — | 912810UR7 US912810UR76 | DBT UST | 742,082,000 PA | $723.76M | 1.574% | US |
| F/C LONG GILT FUTURE JUN26 FUTURE CONTRACT ON LONG GILT FUTURE… | — | — — | DIR CORP | 5,928 NC | $688.83M GBP | 1.498% | GB |
| RC R/P BOFA S 3.690% 04/01/26 RC R/P BOFA S 3.690% 04/01/26 3.69000000 | — | — — | RA CORP | 674,900,000 PA | $674.90M | 1.468% | US |
| FNMA 30YR TBA 6.5% JUN 26 FNMA 30YR TBA 6.5% JUN 26 TO BE ANNOUNCE… | — | 01F062663 US01F0626634 | ABS-MBS USGA | 633,200,000 PA | $654.38M | 1.423% | US |
| US TREAS NTS 3.875% 03/31/28 UNITED STATES TREASURY NOTE 3.87500000 | — | 91282CQH7 US91282CQH78 | DBT UST | 642,055,000 PA | $643.01M | 1.398% | US |
| F/C AUST 10Y BOND FUT JUN26 FUTURE CONTRACT ON AUST 10Y BOND FU… | — | — — | DIR CORP | 7,406 NC | $550.60M AUD | 1.197% | AU |
| F/C US 10YR NOTE (CBT)JUN26 FUTURE CONTRACT ON US 10YR NOTE (CB… | — | — — | DIR CORP | 4,912 NC | $545.46M | 1.186% | US |
| US TREAS BDS 4.625% 02/15/46 UNITED STATES TREASURY BOND 4.62500000 | — | 912810UT3 US912810UT33 | DBT UST | 557,984,000 PA | $537.93M | 1.170% | US |
| FNMA 30YR TBA 6% JUL 26 FNMA 30YR TBA 6% JUL 26 TO BE ANNOUNCE… | — | 01F060675 US01F0606750 | ABS-MBS USGA | 527,000,000 PA | $536.05M | 1.166% | US |
| FNCL 30YR TBA 3.5% APR 26 FNCL 30YR TBA 3.5% APR 26 TO BE ANNOUNCE… | — | 01F032641 US01F0326417 | ABS-MBS USGA | 566,700,000 PA | $519.46M | 1.130% | US |
| G2SF 30YR TBA 6% MAY 26 G2SF 30YR TBA 6% MAY 26 TO BE ANNOUNCE… | — | 21H060655 US21H0606556 | ABS-MBS USGA | 488,300,000 PA | $495.92M | 1.078% | US |
| RC R/P CITIGR 3.660% 04/01/26 RC R/P CITIGR 3.660% 04/01/26 3.66000000 | — | — — | RA CORP | 490,200,000.01 PA | $490.20M | 1.066% | US |
| FNMA 30YR TBA 4% MAY 26 FNMA 30YR TBA 4% MAY 26 TO BE ANNOUNCE… | — | 01F040651 US01F0406516 | ABS-MBS USGA | 494,005,978 PA | $465.74M | 1.013% | US |
| US TREAS NTS 3.5% 11/30/30 UNITED STATES TREASURY NOTE 3.50000000 | — | 91282CPN5 US91282CPN55 | DBT UST | 469,813,000 PA | $461.17M | 1.003% | US |
| US TREAS NTS 4.125% 02/15/36 UNITED STATES TREASURY NOTE 4.12500000 | — | 91282CPZ8 US91282CPZ85 | DBT UST | 462,478,000 PA | $455.25M | 0.990% | US |
| US TIPS 1.875% 07/15/34 UNITED STATES TREASURY INFLATION INDEXED BOND… | — | 91282CLE9 US91282CLE92 | DBT UST | 392,334,175 PA | $394.24M | 0.857% | US |
| RC R/P CITIGR 3.690% 04/01/26 RC R/P CITIGR 3.690% 04/01/26 3.69000000 | — | — — | RA CORP | 377,600,000 PA | $377.60M | 0.821% | US |
| FNMA 30YR TBA 4.0% APR 26 FNMA 30YR TBA 4.0% APR 26 TO BE ANNOUNCED 4.0… | — | 01F040644 US01F0406441 | ABS-MBS USGA | 368,569,022 PA | $347.75M | 0.756% | US |
| RC R/P CITIGR 3.720% 04/01/26 RC R/P CITIGR 3.720% 04/01/26 3.72000000 | — | — — | RA CORP | 340,200,000.02 PA | $340.20M | 0.740% | US |
| FNMA 30YR TBA 4.5% APR 26 FNMA 30YR TBA 4.5% APR 26 TO BE ANNOUNCED 4.5… | — | 01F042640 US01F0426407 | ABS-MBS USGA | 344,870,000 PA | $332.80M | 0.724% | US |
| US TREAS NTS 4.25% 03/31/33 UNITED STATES TREASURY NOTE 4.25000000 | — | 91282CQF1 US91282CQF13 | DBT UST | 308,865,000 PA | $310.99M | 0.676% | US |
| LETRA TESOUR ZCP 07/01/26/BRL/ LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN… | — | P8T60NLM1 BRSTNCLTN848 | DBT USGA | 1,645,600,000 PA | $307.21M BRL | 0.668% | BR |
| US T BILL ZCP 05/07/26 UNITED STATES TREASURY BILL ZCP 0.00000000 | — | 912797SP3 US912797SP38 | STIV UST | 307,530,000 PA | $306.41M | 0.666% | US |
| US TREAS BDS 4.875% 08/15/45 UNITED STATES TREASURY BOND 4.87500000 | — | 912810UN6 US912810UN62 | DBT UST | 304,838,000 PA | $303.84M | 0.661% | US |
| UMBS P#MA4599 3% 05/01/52 FANNIE MAE POOL UMBS P#MA4599 3.00000000 | — | 31418EDD9 US31418EDD94 | ABS-MBS USGSE | 340,086,815.58 PA | $299.39M | 0.651% | US |
| UMBS P#SD8220 3% 06/01/52 FREDDIE MAC POOL UMBS P#SD8220 3.00000000 | — | 3132DWDZ3 US3132DWDZ32 | ABS-MBS USGA | 332,276,418.52 PA | $292.51M | 0.636% | US |
| US TREAS BDS 4.75% 08/15/55 UNITED STATES TREASURY BOND 4.75000000 | — | 912810UM8 US912810UM89 | DBT UST | 299,559,000 PA | $291.93M | 0.635% | US |
| US TREAS BDS 2.25% 08/15/46 UNITED STATES TREASURY BOND 2.25000000 | — | 912810RT7 US912810RT79 | DBT UST | 442,200,000 PA | $288.24M | 0.627% | US |
| US T BILL ZCP 04/21/26 UNITED STATES TREASURY BILL ZCP 0.00000000 | — | 912797TJ6 US912797TJ68 | STIV UST | 281,485,000 PA | $280.92M | 0.611% | US |
| US T BILL ZCP 05/21/26 UNITED STATES TREASURY BILL ZCP 0.00000000 | — | 912797SV0 US912797SV06 | STIV UST | 281,395,000 PA | $279.98M | 0.609% | US |
| FNMA 30YR TBA 5% APR 26 FNMA 30YR TBA 5% APR 26 TO BE ANNOUNCED 5.000… | — | 01F050643 US01F0506430 | ABS-MBS USGA | 280,103,659 PA | $276.22M | 0.601% | US |
| BEIGNET INVEST 6.581% 05/30/49 BEIGNET INVESTOR LLC REGD 144A P/P 6.58100000 | — | 076912AA2 US076912AA21 | DBT CORP | 260,533,000 PA | $267.87M | 0.583% | US |
| UMBS P#FA0497 4.5% 01/01/55 FANNIE MAE POOL UMBS P#FA0497 4.50000000 | — | 3140W0RT4 US3140W0RT40 | ABS-MBS USGSE | 271,629,398.69 PA | $262.27M | 0.570% | US |
| FNMA TBA 30YR 3.0% MAY 26 FNMA TBA 30YR 3.0% MAY 26 TO BE ANNOUNCE… | — | 01F030652 US01F0306526 | ABS-MBS USGA | 298,625,000 PA | $262.01M | 0.570% | US |
| US TREAS NTS 4% 01/31/33 UNITED STATES TREASURY NOTE 4.00000000 | — | 91282CPY1 US91282CPY11 | DBT UST | 259,733,000 PA | $257.74M | 0.561% | US |
| US TREAS NTS 4% 07/31/32 UNITED STATES TREASURY NOTE 4.00000000 | — | 91282CNR8 US91282CNR87 | DBT UST | 245,300,000 PA | $244.06M | 0.531% | US |
| FNMA 30YR TBA 4% JUN 26 FNMA 30YR TBA 4% JUN 26 TO BE ANNOUNCE… | — | 01F040669 US01F0406698 | ABS-MBS USGA | 241,000,000 PA | $226.87M | 0.493% | US |
| US TREAS BDS 4.625% 11/15/45 UNITED STATES TREASURY BOND 4.62500000 | — | 912810UQ9 US912810UQ93 | DBT UST | 230,138,700 PA | $221.98M | 0.483% | US |
| US TREAS BDS 2% 11/15/41 UNITED STATES TREASURY BOND 2.00000000 | — | 912810TC2 US912810TC27 | DBT UST | 320,895,000 PA | $221.92M | 0.483% | US |
| FNMA 30YR TBA 3.5% JUN 26 FNMA 30YR TBA 3.5% JUN 26 TO BE ANNOUNCE… | — | 01F032666 US01F0326664 | ABS-MBS USGA | 239,100,000 PA | $218.65M | 0.476% | US |
| US TREAS NTS 4.25% 08/15/35 UNITED STATES TREASURY NOTE 4.25000000 | — | 91282CNT4 US91282CNT44 | DBT UST | 214,820,000 PA | $214.01M | 0.465% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($64.70B), not of the fund’s net assets ($45.98B). The two differ by cash, derivatives filed with no market value, and rounding.