Fidelity Advisor Mortgage Securities Fund

Fund Profile

Fund profile

Tickers

FMGAX, FOMCX, FMSAX, FMSCX, FMSFX, FIKUX

Fund manager

Fidelity Limited Term Bond Fund

Total assets

$1.33 bn

Liabilities

$732.82 mm

Net assets

$600.76 mm

Number of holdings

1.47 k

Top 200 of 1474 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UMBS 30YR 2% 12/01/2054 #TBA	92.86 mm	115.83 mm principal	15.46	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	58.80 mm	58.79 mm shares	9.79	Short-term investment vehicle	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	47.62 mm	59.33 mm principal	7.93	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	44.49 mm	44.03 mm principal	7.40	ABS-mortgage backed security	Long	USA
GNII II 6% 01/01/2055 #TBA	27.77 mm	27.50 mm principal	4.62	ABS-mortgage backed security	Long	USA
GNII II 3% 12/01/2054 #TBA	27.51 mm	31.03 mm principal	4.58	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	25.71 mm	25.68 mm principal	4.28	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	20.91 mm	24.98 mm principal	3.48	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/01/2054 #TBA	16.48 mm	18.02 mm principal	2.74	ABS-mortgage backed security	Long	USA
GNII II 3% 01/01/2055 #TBA	14.57 mm	16.43 mm principal	2.43	ABS-mortgage backed security	Long	USA
GNII II 2% 12/01/2054 #TBA	14.51 mm	17.65 mm principal	2.42	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2052#MA7880	13.96 mm	16.98 mm principal	2.32	ABS-mortgage backed security	Long	USA
GNII II 6.5% 12/01/2054 #TBA	13.42 mm	13.20 mm principal	2.23	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	13.36 mm	13.20 mm principal	2.22	ABS-mortgage backed security	Long	USA
GNII II 5% 12/01/2054 #TBA	11.39 mm	11.55 mm principal	1.90	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	10.50 mm	12.05 mm principal	1.75	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 04/01/2052#SD0958	10.23 mm	11.15 mm principal	1.70	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2054#MA5531	9.79 mm	9.80 mm principal	1.63	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2053#SD4349	9.67 mm	9.44 mm principal	1.61	ABS-mortgage backed security	Long	USA
GNII II 5.5% 01/01/2055 #TBA	9.48 mm	9.48 mm principal	1.58	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	9.42 mm	9.20 mm principal	1.57	ABS-mortgage backed security	Long	USA
GNII II 2% 01/01/2055 #TBA	8.99 mm	10.93 mm principal	1.50	ABS-mortgage backed security	Long	USA
GNII II 2.5% 05/20/2052#MA8042	8.65 mm	10.11 mm principal	1.44	ABS-mortgage backed security	Long	USA
GNII II 4.5% 12/01/2054 #TBA	8.49 mm	8.80 mm principal	1.41	ABS-mortgage backed security	Long	USA
GNII II 2.5% 02/20/2052#MA7881	8.30 mm	9.70 mm principal	1.38	ABS-mortgage backed security	Long	USA
GNMA II 3.5% 10/20/2054#MA9961	8.25 mm	9.02 mm principal	1.37	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	8.20 mm	9.05 mm principal	1.37	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 07/35#CA6242	8.18 mm	9.06 mm principal	1.36	ABS-mortgage backed security	Long	USA
GNII II 3.5% 01/01/2055 #TBA	7.43 mm	8.13 mm principal	1.24	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 08/15/2034	6.58 mm	6.75 mm principal	1.09	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	6.38 mm	7.49 mm principal	1.06	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 04/15/2027	5.73 mm	5.69 mm principal	0.95	Debt	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	5.50 mm	5.60 mm principal	0.91	ABS-mortgage backed security	Long	USA
FNMA 30YR 1.5% 07/01/2051#MA4377	5.30 mm	6.93 mm principal	0.88	ABS-mortgage backed security	Long	USA
GNII II 6.5% 01/01/2055 #TBA	4.98 mm	4.90 mm principal	0.83	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050	4.96 mm	5.00 mm principal	0.83	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	4.80 mm	5.00 mm principal	0.80	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 07/01/2054#CB8867	4.47 mm	4.29 mm principal	0.74	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	4.35 mm	5.28 mm principal	0.72	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 09/01/2050#FM4342	4.33 mm	5.08 mm principal	0.72	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2052#MA4562	4.25 mm	5.30 mm principal	0.71	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	4.14 mm	4.06 mm principal	0.69	Debt	Long	USA
WELLS FARGO COML MTG TR 2015-C29 A4 3.637% 06/15/2048	3.97 mm	4.00 mm principal	0.66	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2049#FM2077	3.95 mm	4.45 mm principal	0.66	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	3.89 mm	4.59 mm principal	0.65	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	3.61 mm	4.38 mm principal	0.60	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 04/01/2054#SD8420	3.57 mm	3.58 mm principal	0.59	ABS-mortgage backed security	Long	USA
CITIGROUP COML MTG TR 2016-P4 A4 2.902% 07/10/2049	3.52 mm	3.64 mm principal	0.59	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	3.50 mm	3.68 mm principal	0.58	Debt	Long	USA
FNMA 30YR 5% 11/01/2054#DC4569	3.43 mm	3.50 mm principal	0.57	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 11/01/2050#SD7530	3.43 mm	4.03 mm principal	0.57	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	3.37 mm	3.32 mm principal	0.56	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 09/01/2054#DC2546	3.34 mm	3.40 mm principal	0.56	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/51#RA5117	3.27 mm	4.03 mm principal	0.54	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 12/01/2039 #TBA	3.18 mm	3.18 mm principal	0.53	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047	3.17 mm	3.53 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.203% 02/25/2031	2.90 mm	2.80 mm principal	0.48	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7507	2.81 mm	3.31 mm principal	0.47	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	2.76 mm	3.13 mm principal	0.46	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	2.51 mm	3.05 mm principal	0.42	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#CA6416	2.47 mm	2.79 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 10/01/2047#CA0607	2.44 mm	2.65 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	2.38 mm	2.41 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2052#CB3313	2.36 mm	2.50 mm principal	0.39	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	2.34 mm	2.28 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 11/01/2041#MA4473	2.33 mm	2.83 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	2.32 mm	2.31 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 12/01/2032#FM1681	2.23 mm	2.35 mm principal	0.37	ABS-mortgage backed security	Long	USA
GNII II 2.5% 12/01/2054 #TBA	2.22 mm	2.60 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 01/01/2037#FS0216	2.20 mm	2.43 mm principal	0.37	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2031	2.17 mm	2.16 mm principal	0.36	Debt	Long	USA
FNMA 20YR 2.5% 04/01/2037#BM1257	2.15 mm	2.35 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 11/01/2051#MA4466	2.13 mm	2.53 mm principal	0.35	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051	2.10 mm	2.20 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 11/01/2051#FM9501	2.04 mm	2.41 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2054#DC6485	2.04 mm	2.08 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#FM9568	2.04 mm	2.50 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	2.03 mm	2.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNMA II 4.5% 04/20/2053#MA8799	2.00 mm	2.07 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 04/01/2050#BK2249	1.96 mm	2.21 mm principal	0.33	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1.96 mm	2.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 05/01/2054#	1.95 mm	1.92 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2050#BP2186	1.92 mm	2.16 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2050#SD7521	1.91 mm	2.24 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 02/01/2051#SD8127	1.91 mm	2.49 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 30YR 1.5% 01/01/2051#MA4236	1.89 mm	2.48 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 01/01/2051#SD8120	1.88 mm	2.45 mm principal	0.31	ABS-mortgage backed security	Long	USA
BANK 2017-BNKS 3.131% 06/15/2060	1.87 mm	1.95 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#MA4438	1.82 mm	2.17 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 01/01/2051#FM7484	1.76 mm	2.07 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 10/01/2051#CB1799	1.72 mm	2.10 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	1.70 mm	1.67 mm principal	0.28	ABS-mortgage backed security	Long	USA
FHLM 30YR 5.5% 05/01/2053#RA9058	1.66 mm	1.65 mm principal	0.28	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 06/01/2050#RA2677	1.66 mm	2.03 mm principal	0.28	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 2018-3PCK A TSFR1M+206.448 09/15/2031 144A	1.57 mm	1.59 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 03/01/2042#MA4570	1.57 mm	1.85 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	1.55 mm	1.83 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 20YR 2% 07/01/2041#SC0162	1.55 mm	1.81 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 30YR 1.5% 02/01/2051#MA4254	1.53 mm	2.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 15YR 1.5% 09/01/2036#CB1715	1.50 mm	1.70 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 07/01/2051#RA5574	1.49 mm	1.75 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 04/01/2051#SD8139	1.48 mm	1.94 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	1.48 mm	1.50 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 09/42#G07184	1.48 mm	1.54 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 08/01/2053#CB6911	1.48 mm	1.46 mm principal	0.25	ABS-mortgage backed security	Long	USA
AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A	1.47 mm	1.70 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
BANK 2017-BNKS 3.39% 06/15/2060	1.46 mm	1.52 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 04/01/2054#	1.46 mm	1.44 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 11/01/2052#CB5124	1.45 mm	1.51 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2052#SD1863	1.45 mm	1.46 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 07/01/2041#SC0370	1.44 mm	1.62 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2289	1.40 mm	1.66 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2049#BO4757	1.40 mm	1.58 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 09/01/2054#CB9209	1.39 mm	1.39 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 01/01/2037#FS1654	1.38 mm	1.50 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2050#FM2439	1.37 mm	1.54 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#FM7352	1.36 mm	1.61 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 12/01/2046#BM5096	1.34 mm	1.44 mm principal	0.22	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 03/15/2027	1.30 mm	1.30 mm principal	0.22	Debt	Long	USA
FHLM 30YR 5.5% 08/01/2053#RA9619	1.28 mm	1.27 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049	1.25 mm	1.42 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FHLG 15YR 1.5% 05/01/2036#QN6387	1.24 mm	1.41 mm principal	0.21	ABS-mortgage backed security	Long	USA
BMO 2024-5C6 MTG TR 5.3161% 09/15/2057	1.21 mm	1.20 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2054#CB9365	1.19 mm	1.19 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 04/01/2042#MA4587	1.18 mm	1.35 mm principal	0.20	ABS-mortgage backed security	Long	USA
AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028	1.15 mm	1.14 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
GNII II 4% 08/20/2048#MA5398	1.14 mm	1.21 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 12/01/2032#BM5345	1.14 mm	1.19 mm principal	0.19	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048	1.14 mm	1.30 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FHLM 30YR 5.5% 07/01/2053#RA9373	1.13 mm	1.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2053#FS6498	1.13 mm	1.11 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0237	1.13 mm	1.27 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNII II 4.0% 06/20/2045#MA2893	1.12 mm	1.18 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 20YR 2% 04/01/2041#	1.12 mm	1.31 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2053#CB7297	1.10 mm	1.09 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 01/01/2054#RJ0706	1.09 mm	1.05 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8857	1.08 mm	1.07 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 10/01/2051#RA5998	1.08 mm	1.23 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2054#MA5552	1.08 mm	1.10 mm principal	0.18	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 02/15/2027	1.08 mm	1.08 mm principal	0.18	Debt	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	1.07 mm	1.07 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	1.07 mm	1.07 mm principal	0.18	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 05/15/2034	1.06 mm	1.05 mm principal	0.18	Debt	Long	USA
FHLG 30YR 2.5% 12/01/2051#RA6434	1.06 mm	1.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	1.05 mm	1.18 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 06/01/2045#Q34164	1.05 mm	1.14 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	1.04 mm	1.15 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNII II 4% 12/01/2054 #TBA	1.03 mm	1.10 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 12/01/2051#SD8184	1.03 mm	1.18 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6538	1.03 mm	1.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 10/01/2050#SD0450	1.03 mm	1.21 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#CB2886	1.03 mm	1.17 mm principal	0.17	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2018-GS9 3.992% 03/10/2051	1.03 mm	1.06 mm principal	0.17	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	1.02 mm	1.02 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 04/01/2052#QE0436	1.01 mm	1.12 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785564	1.01 mm	1.19 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785619	1.00 mm	1.18 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 10/01/2049#CA4406	1.00 mm	1.13 mm principal	0.17	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A	1.00 mm	1.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 05/01/2053#FS4631	998.14 k	990.60 k principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 15YR 1.5% 01/01/2036#MA4228	995.84 k	1.13 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 05/01/2046#G60553	995.33 k	1.07 mm principal	0.17	ABS-mortgage backed security	Long	USA
MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028	995.25 k	1.00 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 4% 10/01/2052#SD1772	990.17 k	1.04 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 10/01/2052#FS3047	989.90 k	998.80 k principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2050#FM6195	987.04 k	1.11 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD7540	985.05 k	1.16 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2052#FS1647	984.28 k	1.04 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 03/01/2054#MA5296	976.72 k	977.83 k principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 04/01/2052#SD7554	975.61 k	1.15 mm principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.65% 02/25/2028	975.52 k	1.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028	974.86 k	1.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2050#MA4211	922.57 k	1.05 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 15YR 1.5% 01/01/2037#FS2747	922.43 k	1.06 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 05/01/2053#SD2891	920.36 k	913.68 k principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 11/01/2051#FM9517	915.23 k	1.08 mm principal	0.15	ABS-mortgage backed security	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/27	909.58 k	-40.70 mm contracts	0.15	Interest rate derivative	N/A	UK
FHLG 30YR 3% 06/01/2050#SD7518	905.73 k	1.02 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2054#CB9502	897.04 k	872.48 k principal	0.15	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 03/31/2031	889.65 k	890.00 k principal	0.15	Debt	Long	USA
STORE MASTER FUNDING 2.12% 06/20/2051 144A	885.89 k	995.51 k principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2% 02/01/2052#CB2765	885.65 k	1.10 mm principal	0.15	ABS-mortgage backed security	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A	878.78 k	862.95 k principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 2% 10/01/2041#	872.03 k	1.03 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.505% 03/25/2029	867.36 k	900.00 k principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 05/01/2045#Q33547	866.78 k	936.24 k principal	0.14	ABS-mortgage backed security	Long	USA
GNII II 4.5% 07/20/2054#MA9777	863.16 k	894.48 k principal	0.14	ABS-mortgage backed security	Long	USA
Fidelity Securities Lending Cash Central Fund	857.61 k	857.53 k shares	0.14	Short-term investment vehicle	Long	USA
FHLG 30YR 6% 10/01/2054#RJ2642	851.42 k	826.85 k principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	850.35 k	983.67 k principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2% 04/01/2051#FM6944	847.24 k	1.04 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#CA6312	845.48 k	955.54 k principal	0.14	ABS-mortgage backed security	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A	840.73 k	837.60 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 10/01/2048#CA2432	840.44 k	858.35 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 01/01/2054#CB7801	836.76 k	807.99 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 07/01/2054#CB8875	835.34 k	814.30 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 10/36#MA2773	834.92 k	886.91 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 05/01/2053#FS4662	828.79 k	796.81 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2048#FS8330	828.77 k	927.81 k principal	0.14	ABS-mortgage backed security	Long	USA
MFA 2022-RPL1 TR 3.3% 08/25/2061 144A	824.59 k	885.72 k principal	0.14	ABS-collateralized bond/debt obligation	Long	USA