Fidelity Limited Term Government Fund

Fund Profile

Fund profile

Tickers

FFXSX

Fund manager

Fidelity Advisor Series Iv

Total assets

$218.43 mm

Liabilities

$21.93 mm

Net assets

$196.49 mm

Number of holdings

241.00

Top 200 of 241 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UST NOTES 2.5% 03/31/2027	14.65 mm	15.20 mm principal	7.46	Debt	Long	USA
Fidelity Cash Central Fund	12.82 mm	12.82 mm shares	6.52	Short-term investment vehicle	Long	USA
UST NOTES 4.125% 10/31/2026	11.91 mm	11.93 mm principal	6.06	Debt	Long	USA
Fidelity Securities Lending Cash Central Fund	11.57 mm	11.57 mm shares	5.89	Short-term investment vehicle	Long	USA
UST NOTES 4.875% 10/31/2028	10.90 mm	10.61 mm principal	5.55	Debt	Long	USA
UST NOTES 3.5% 09/30/2029	10.84 mm	11.13 mm principal	5.52	Debt	Long	USA
UST NOTES 3.875% 12/31/2027	10.41 mm	10.48 mm principal	5.30	Debt	Long	USA
UST NOTES 4.875% 04/30/2026	10.08 mm	10.00 mm principal	5.13	Debt	Long	USA
UST NOTES 4.125% 02/15/2027	8.13 mm	8.14 mm principal	4.14	Debt	Long	USA
UST NOTES 1.25% 12/31/2026	6.71 mm	7.12 mm principal	3.41	Debt	Long	USA
UST NOTES 0.75% 08/31/2026	6.55 mm	6.96 mm principal	3.34	Debt	Long	USA
UST NOTES 4.125% 10/31/2027	6.50 mm	6.50 mm principal	3.31	Debt	Long	USA
UST NOTES 2.75% 07/31/2027	6.09 mm	6.31 mm principal	3.10	Debt	Long	USA
UST NOTES 4.25% 06/30/2029	5.46 mm	5.43 mm principal	2.78	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K048 A2 3.186% 06/25	4.90 mm	4.94 mm principal	2.49	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 01/15/2026	4.10 mm	4.12 mm principal	2.09	Debt	Long	USA
UST NOTES 3.875% 11/30/2027	4.08 mm	4.11 mm principal	2.08	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.336% 09/25/2027	3.24 mm	3.50 mm principal	1.65	ABS-mortgage backed security	Long	USA
UST NOTES 4% 02/29/2028	3.13 mm	3.14 mm principal	1.59	Debt	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	2.93 mm	3.65 mm principal	1.49	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 02/28/2031	2.46 mm	2.44 mm principal	1.25	Debt	Long	USA
FREMF 2015-KPLB B MORTGAGE TRUST 2.5% 05/25/2025 144A	2.36 mm	2.40 mm principal	1.20	ABS-mortgage backed security	Long	USA
UST NOTES 3.625% 05/31/2028	2.36 mm	2.40 mm principal	1.20	Debt	Long	USA
UST NOTES 4% 10/31/2029	2.31 mm	2.32 mm principal	1.18	Debt	Long	USA
UST NOTES 3.625% 03/31/2028	2.22 mm	2.25 mm principal	1.13	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025	2.19 mm	2.22 mm principal	1.11	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 11/30/2030	1.57 mm	1.55 mm principal	0.80	Debt	Long	USA
UST NOTES 4.25% 03/15/2027	1.43 mm	1.43 mm principal	0.73	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025	1.28 mm	1.30 mm principal	0.65	ABS-mortgage backed security	Long	USA
UST NOTES 3.5% 09/30/2026	1.26 mm	1.28 mm principal	0.64	Debt	Long	USA
UST NOTES 4% 07/31/2029	1.23 mm	1.24 mm principal	0.63	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029	1.20 mm	1.20 mm principal	0.61	ABS-mortgage backed security	Long	USA
UST NOTES 0.375% 12/31/2025	1.17 mm	1.23 mm principal	0.60	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	1.17 mm	1.19 mm principal	0.59	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	1.16 mm	1.20 mm principal	0.59	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 4% 03/25/2047	1.14 mm	1.19 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 1.5% 01/31/2027	1.08 mm	1.14 mm principal	0.55	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026	1.06 mm	1.10 mm principal	0.54	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/15/2027	1.05 mm	1.05 mm principal	0.53	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2025	1.01 mm	1.02 mm principal	0.52	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025	980.48 k	990.13 k principal	0.50	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026	971.62 k	1.00 mm principal	0.49	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	949.55 k	1.09 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR 2.5% 01/01/2055 #TBA	900.77 k	1.08 mm principal	0.46	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	899.98 k	1.08 mm principal	0.46	ABS-mortgage backed security	Long	USA
UST NOTES 0.75% 03/31/2026	896.38 k	939.00 k principal	0.46	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027	875.11 k	900.00 k principal	0.45	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	846.36 k	851.50 k principal	0.43	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038	761.94 k	806.30 k principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 1.125% 10/31/2026	755.09 k	800.00 k principal	0.38	Debt	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	722.43 k	900.00 k principal	0.37	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.77% 05/25/2025 144A	672.64 k	680.00 k principal	0.34	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	566.02 k	579.32 k principal	0.29	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 03/31/2029	530.21 k	530.00 k principal	0.27	Debt	Long	USA
UST NOTES 1.625% 09/30/2026	527.20 k	552.00 k principal	0.27	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044	521.31 k	555.24 k principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
UMBS 15YR 3% 12/01/2039 #TBA	517.73 k	550.00 k principal	0.26	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026	488.84 k	495.90 k principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025	474.78 k	476.81 k principal	0.24	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068	440.95 k	456.11 k principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	424.32 k	428.13 k principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051	404.40 k	423.37 k principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 5.5% 09/01/2052#SD1579	400.32 k	396.93 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.062% 12/25/2024	393.51 k	394.82 k principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027	391.55 k	400.00 k principal	0.20	ABS-mortgage backed security	Long	USA
UST NOTES 4% 01/31/2031	377.37 k	380.00 k principal	0.19	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	367.42 k	410.24 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/27	323.74 k	-13.82 mm contracts	0.16	Interest rate derivative	N/A	UK
FNMA 30YR 6% 06/01/2053#CB6538	313.33 k	305.59 k principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#CB5128	300.63 k	302.66 k principal	0.15	ABS-mortgage backed security	Long	USA
FHMS K059 A2 CSTR 09/25/2026	292.82 k	300.00 k principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT K757 A2 2.05% 11/25/2028	274.07 k	300.00 k principal	0.14	ABS-mortgage backed security	Long	USA
UST NOTES 4.125% 03/31/2031	269.89 k	270.00 k principal	0.14	Debt	Long	USA
FNMA 30YR 4% 09/46#BC2843	260.81 k	273.12 k principal	0.13	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025	248.62 k	251.35 k principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0631	247.68 k	281.51 k principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 10/01/2046#BC4754	242.24 k	253.67 k principal	0.12	ABS-mortgage backed security	Long	USA
FHLG 15YR 3% 09/01/2034#SB0072	238.84 k	251.15 k principal	0.12	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2053#CB6539	232.01 k	226.62 k principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044	229.49 k	240.66 k principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051	224.49 k	274.57 k principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	224.16 k	250.00 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 07/01/46#BC1443	222.32 k	232.66 k principal	0.11	ABS-mortgage backed security	Long	USA
FHR 3859 JZ 5% 05/15/2041	220.66 k	220.15 k principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
UST NOTES 0.25% 10/31/2025	211.92 k	220.00 k principal	0.11	Debt	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0002	195.15 k	188.48 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	193.61 k	199.98 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/2034	190.76 k	190.27 k principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 6.5% 10/01/2053#RJ0001	188.30 k	181.38 k principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048	179.75 k	198.32 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 3% 10/01/2040#FM7397	179.38 k	193.44 k principal	0.09	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2052#SD1862	176.55 k	177.74 k principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052	167.52 k	178.20 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FHR 2802 ZG 5.5% 5/15/34	166.16 k	164.04 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
CITI SWAP REC 3.694 12/12/2028	165.65 k	4.30 mm contracts	0.08	Interest rate derivative	N/A	USA
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027	164.61 k	170.00 k principal	0.08	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3248	163.31 k	164.67 k principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051	160.85 k	171.89 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
GNR 2010-H19 FG TSFR1M+41.448 8/60	159.84 k	160.46 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
CITI SWAP PAY 3.694 12/12/2028	152.93 k	4.30 mm contracts	0.08	Interest rate derivative	N/A	USA
FNMA 30YR 4.5% 06/41#AI4294	150.96 k	152.78 k principal	0.08	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 12/15/2026	150.53 k	150.00 k principal	0.08	Debt	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052	142.59 k	143.31 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 12/01/2052#CB5273	133.88 k	135.08 k principal	0.07	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.023% 01/25/2025	129.90 k	130.51 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA 15YR 3.5% 09/01/2033#MA3462	127.48 k	131.54 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048	126.58 k	139.43 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FNR 2010-15 FJ SOFR30A+104.448 6/36	122.44 k	121.34 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
GNMA 2017-H06 FA T1Y+35 08/66	114.75 k	115.45 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3% 03/01/2052#RA6988	110.39 k	125.96 k principal	0.06	ABS-mortgage backed security	Long	USA
FHMS 2018-K731 A2 3.6% 02/25/25	110.02 k	110.48 k principal	0.06	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049	103.55 k	119.28 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
GNMA 6.00% 6/36 #782394	97.10 k	94.44 k principal	0.05	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	91.84 k	103.47 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
US 2YR NOTE (CBT) FUT MAR25 TUH5	88.21 k	149.00 contracts	0.04	Interest rate derivative	N/A	USA
UMBS 30YR 3% 12/01/2054 #TBA	87.13 k	100.00 k principal	0.04	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	87.12 k	87.96 k principal	0.04	ABS-mortgage backed security	Long	USA
FNR 2010-39 FG SOFR30A+103.448 3/36	85.07 k	84.29 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
US 5YR NOTE (CBT) FUT MAR25 FVH5	83.74 k	95.00 contracts	0.04	Interest rate derivative	N/A	USA
FHLG 20YR 3.5% 07/01/2032#G31067	80.65 k	83.88 k principal	0.04	ABS-mortgage backed security	Long	USA
GNR 2011-68 EC 3.5% 4/20/41	77.48 k	79.70 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
GNR 2012-H01 FA TSFR1M+81.448 11/61	76.28 k	76.19 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047	74.97 k	84.29 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/31	73.88 k	-1.86 mm contracts	0.04	Interest rate derivative	N/A	UK
GNR 2012-H06 FA TSFR1M+74.448 1/62	71.95 k	71.93 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047	69.80 k	78.54 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	67.04 k	74.29 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2016-H13 FB T1Y+50 05/20/2066	65.20 k	65.58 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 3% 09/01/2041#FM9587	63.61 k	69.51 k principal	0.03	ABS-mortgage backed security	Long	USA
GNR 2011-H12 FA TSFR1M+60.448 5/61	63.31 k	63.43 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2011-H17 FA TSFR1M+64.448 6/61	60.85 k	60.91 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2010-H27 FA TSFR1M+38 12/60	60.26 k	60.49 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2011-H05 FA TSFR1M+61.448 12/60	56.96 k	57.04 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2011-H21 FA TSFR1M+71.448 10/61	56.53 k	56.54 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2011-H13 FA TSFR1M+61.448 4/61	55.91 k	55.99 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2011-H07 FA TSFR1M+61.448 3/61	55.73 k	55.82 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
GNR 2011-H14 FB TSFR1M+61.448 5/61	54.65 k	54.75 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 3.5% 12/01/2035#FM7459	53.58 k	55.31 k principal	0.03	ABS-mortgage backed security	Long	USA
GNR 2011-H14 FC TSFR1M+61.448 5/61	51.30 k	51.37 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 2% 02/01/2028#FS3865	50.30 k	51.96 k principal	0.03	ABS-mortgage backed security	Long	USA
GNR 2008-73 FA TSFR1M+97.448 8/38	48.46 k	47.99 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
US 10YR NOTE FUT (CBT)MAR25 TYH5	46.94 k	31.00 contracts	0.02	Interest rate derivative	N/A	USA
LCH OIS SOFRV3.75% MAC 12/18/34	46.57 k	-989.00 k contracts	0.02	Interest rate derivative	N/A	UK
FNMA 30YR 5% 10/01/2052#CB4893	42.65 k	43.00 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 03/01/2052#CB3128	40.38 k	44.17 k principal	0.02	ABS-mortgage backed security	Long	USA
LCH OIS SOFRV3.75% MAC 12/18/2044	38.49 k	-559.00 k contracts	0.02	Interest rate derivative	N/A	UK
GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM	38.01 k	37.97 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
GNR 2008-83 FB TSFR1M+101.448 9/38	35.14 k	34.76 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FHR 2770 FH SOFR30A+51.448 3/34	34.96 k	35.18 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 28YR 6.00% 6/36 #889046	34.41 k	33.16 k principal	0.02	ABS-mortgage backed security	Long	USA
GNR 2012-H07 FA TSFR1M+74.448 3/20/62	33.00 k	33.02 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA ARM 7.54% 12/32 #849931	32.21 k	31.60 k principal	0.02	ABS-mortgage backed security	Long	USA
GNR 2009-108 CF TSFR1M+71.448 11/39	30.85 k	30.92 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FHR 2711 FC SOFR30A+101.448 2/33	29.84 k	29.62 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
FNMA 6.50% 12/35 #AD0723	29.09 k	28.03 k principal	0.01	ABS-mortgage backed security	Long	USA
FHR 2145 MZ 6.5% 4/29	27.97 k	27.62 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FHLM ARM 2.986% 10/01/2041#1B8864	27.59 k	26.98 k principal	0.01	ABS-mortgage backed security	Long	USA
FHR 2357 ZB 6.5% 9/31	27.32 k	26.76 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FNMA 6.50% 8/36 #888544	24.74 k	23.83 k principal	0.01	ABS-mortgage backed security	Long	USA
GNR 2017-134 BA 2.5% 11/46	24.23 k	26.97 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NAT MTG ASSN HECM 2.75% 02/20/2064	23.93 k	24.17 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
GNR 2007-59 FC TSFR1M+61.448 7/37	23.62 k	23.73 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FNMA 6.00% 4/35 #735503	21.93 k	21.17 k principal	0.01	ABS-mortgage backed security	Long	USA
FHLM ARM 12M+1.75 9/1/41 #1B8787	20.52 k	20.11 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA 6.50% 8/36 #AE0746	19.51 k	18.81 k principal	0.01	ABS-mortgage backed security	Long	USA
GNR 2009-116 KF TSFR1M+64.448 12/39	18.15 k	18.23 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FHLM ARM 4.00% 4/34 #781481	17.45 k	17.22 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 01/01/2035#787546	16.39 k	15.75 k principal	0.01	ABS-mortgage backed security	Long	USA
FHR 3415 PC 5% 12/37	15.12 k	15.12 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FNMA 6.00% 8/34 #725703	14.52 k	14.02 k principal	0.01	ABS-mortgage backed security	Long	USA
FNR 2002-74 FV SOFR30A+56.448 11/32	13.86 k	13.85 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FNMA ARM 0.0% 01/01/2042#AJ8357	12.46 k	12.12 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA ARM 4.564% 4/33 #713937	11.04 k	10.94 k principal	0.01	ABS-mortgage backed security	Long	USA
GOVERNMENT NAT MTG ASSN HECM 2015-H30 HA VAR 11/20/2065	10.91 k	11.27 k principal	0.01	ABS-collateralized bond/debt obligation	Long	USA
FNMA 6.00% 11/34 #735061	10.77 k	10.38 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA ARM 2.686% 04/01/2044#AL5128	10.37 k	10.11 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA ARM 5.44% 2/37 #888171	10.09 k	9.84 k principal	0.01	ABS-mortgage backed security	Long	USA
FHR 2448 FT SOFR30A+111.448 3/32	9.73 k	9.65 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA
FHR 2526 FC SOFR30A+51.448 11/32	9.41 k	9.42 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA
FNR 2001-38 QF SOFR30A+109.448 8/31	9.35 k	9.27 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA
FNR 2002-49 FB SOFR30A+71.448 11/31	9.35 k	9.36 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA
FHLM ARM RFT1Y+190 9 10/42#849255	8.66 k	8.44 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA 6.00% 1/34 #255070	8.62 k	8.34 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLM ARM 5.12% 10/36 #1A1201	8.51 k	8.41 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA 6.50% 7/32 #545759	8.40 k	8.11 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLM ARM 4.56% 6/33 #780605	8.36 k	8.29 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLM ARM 5.01% 7/35 #1M1050	8.08 k	8.03 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA ARM 5.66% 4/36 #868559	7.97 k	7.78 k principal	0.00	ABS-mortgage backed security	Long	USA
GNII II 3.5% 02/20/2050#MA6475	7.58 k	8.23 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLM ARM 5.12% 7/35 #1L0109	6.42 k	6.30 k principal	0.00	ABS-mortgage backed security	Long	USA
FHLM ARM 4.87% 10/35 #1M1052	6.23 k	6.15 k principal	0.00	ABS-mortgage backed security	Long	USA
GNR 2008-2 FD TSFR1M+59.448 1/38	6.09 k	6.13 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA
FNMA ARM 2.543% 01/44#AV5544	5.71 k	5.55 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA ARM 2.457% 02/01/2044#AL5114	5.59 k	5.47 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA ARM 2.691% 02/01/2042#AK2344	5.52 k	5.38 k principal	0.00	ABS-mortgage backed security	Long	USA
FHR 2530 FE SOFR30A+71.448 2/32	5.18 k	5.17 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA
FNMA 6.50% 8/36 #888034	4.91 k	4.74 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA ARM 4.428% 7/36 #555923	4.72 k	4.66 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA ARM 4.60% 8/35 #735810	4.43 k	4.36 k principal	0.00	ABS-mortgage backed security	Long	USA
FNR 2002-75 FA SOFR30A+111.448 11/32	4.03 k	3.99 k principal	0.00	ABS-collateralized bond/debt obligation	Long	USA