Fidelity Series Investment Grade Securitized Fund

Fund Profile

Fund profile

Tickers

FHPFX

Fund manager

Fidelity Limited Term Bond Fund

Total assets

$1.24 bn

Liabilities

$638.29 mm

Net assets

$602.02 mm

Number of holdings

1.11 k

Top 200 of 1113 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GNII II 6% 12/01/2054 #TBA	49.74 mm	49.23 mm principal	8.26	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	44.19 mm	55.13 mm principal	7.34	ABS-mortgage backed security	Long	USA
GNII II 6% 01/01/2055 #TBA	31.22 mm	30.93 mm principal	5.19	ABS-mortgage backed security	Long	USA
GNII II 3% 12/01/2054 #TBA	29.77 mm	33.58 mm principal	4.94	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	25.28 mm	25.25 mm principal	4.20	ABS-mortgage backed security	Long	USA
GNII II 3.5% 01/01/2055 #TBA	22.91 mm	25.05 mm principal	3.81	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/01/2054 #TBA	22.90 mm	25.05 mm principal	3.80	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	22.40 mm	27.90 mm principal	3.72	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	21.18 mm	20.93 mm principal	3.52	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	18.03 mm	18.02 mm shares	2.99	Short-term investment vehicle	Long	USA
GNII II 2% 12/01/2054 #TBA	17.27 mm	21.00 mm principal	2.87	ABS-mortgage backed security	Long	USA
GNII II 3% 01/01/2055 #TBA	15.77 mm	17.77 mm principal	2.62	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	12.93 mm	12.63 mm principal	2.15	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2052#MA7880	12.64 mm	15.37 mm principal	2.10	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	11.96 mm	13.20 mm principal	1.99	ABS-mortgage backed security	Long	USA
GNII II 2% 01/01/2055 #TBA	10.92 mm	13.28 mm principal	1.81	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	10.71 mm	11.15 mm principal	1.78	ABS-mortgage backed security	Long	USA
GNII II 5.5% 01/01/2055 #TBA	9.71 mm	9.70 mm principal	1.61	ABS-mortgage backed security	Long	USA
GNII II 5% 12/01/2054 #TBA	9.24 mm	9.38 mm principal	1.54	ABS-mortgage backed security	Long	USA
GNII II 6.5% 12/01/2054 #TBA	8.08 mm	7.95 mm principal	1.34	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 11/01/2054#	7.44 mm	7.45 mm principal	1.24	ABS-mortgage backed security	Long	USA
FHLG 15YR 2.5% 08/01/2032#G18654	6.38 mm	6.75 mm principal	1.06	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2054#	5.77 mm	5.78 mm principal	0.96	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 04/01/2051#SD8139	5.47 mm	7.15 mm principal	0.91	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/51#SD7541	5.14 mm	6.29 mm principal	0.85	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 08/01/2050#SD7523	4.74 mm	5.57 mm principal	0.79	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	4.63 mm	4.55 mm principal	0.77	Debt	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	4.59 mm	4.82 mm principal	0.76	Debt	Long	USA
FNMA 30YR 3.5% 04/01/2052#CB3331	4.51 mm	4.91 mm principal	0.75	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	4.31 mm	4.95 mm principal	0.72	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	4.18 mm	5.08 mm principal	0.69	ABS-mortgage backed security	Long	USA
FHLG 30YR 1.5% 04/01/2051#QC0798	4.13 mm	5.40 mm principal	0.69	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2051#MA4494	4.04 mm	4.60 mm principal	0.67	ABS-mortgage backed security	Long	USA
GNII II 2.5% 01/20/2052#MA7827	3.99 mm	4.67 mm principal	0.66	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	3.93 mm	4.78 mm principal	0.65	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 04/01/2054#CB8330	3.86 mm	3.86 mm principal	0.64	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 05/01/2035#MA4013	3.80 mm	4.11 mm principal	0.63	ABS-mortgage backed security	Long	USA
GNMA II 4% 10/20/2052#MA8346	3.80 mm	4.03 mm principal	0.63	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8821	3.70 mm	3.63 mm principal	0.61	ABS-mortgage backed security	Long	USA
GNII II 4.5% 12/01/2054 #TBA	3.67 mm	3.80 mm principal	0.61	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 12/01/2039 #TBA	3.58 mm	3.58 mm principal	0.60	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0404	3.56 mm	4.18 mm principal	0.59	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	3.53 mm	3.60 mm principal	0.59	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029	3.49 mm	3.80 mm principal	0.58	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 02/25/2048	3.40 mm	3.74 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 4% 05/01/2052#CB3509	3.37 mm	3.55 mm principal	0.56	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 01/01/2054#CB7801	3.16 mm	3.05 mm principal	0.53	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051	3.06 mm	3.20 mm principal	0.51	ABS-mortgage backed security	Long	USA
GNII II 6.5% 01/01/2055 #TBA	3.00 mm	2.95 mm principal	0.50	ABS-mortgage backed security	Long	USA
GNII II 2.5% 12/01/2054 #TBA	2.99 mm	3.50 mm principal	0.50	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	2.97 mm	2.90 mm principal	0.49	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 10/36#MA2773	2.95 mm	3.13 mm principal	0.49	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	2.90 mm	3.43 mm principal	0.48	ABS-mortgage backed security	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
FEDERAL HOME LN MTG MLT CTF GT 3.65% 02/25/2028	2.83 mm	2.90 mm principal	0.47	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	2.81 mm	2.77 mm principal	0.47	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.482% 01/25/2029	2.68 mm	2.60 mm principal	0.45	ABS-mortgage backed security	Long	USA
FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A	2.67 mm	2.75 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3.5% 10/01/2047#CA0607	2.63 mm	2.85 mm principal	0.44	ABS-mortgage backed security	Long	USA
GNII II 2.5% 02/20/2052#MA7881	2.60 mm	3.04 mm principal	0.43	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 12/01/2054#SD8493	2.55 mm	2.55 mm principal	0.42	ABS-mortgage backed security	Long	USA
FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A	2.54 mm	2.50 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	2.47 mm	2.58 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 10/01/2051#FM9049	2.43 mm	2.76 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 12/01/2032#FM1681	2.43 mm	2.56 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 09/01/2054#CB9204	2.42 mm	2.47 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	2.30 mm	2.27 mm principal	0.38	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028	2.24 mm	2.30 mm principal	0.37	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	2.24 mm	2.29 mm principal	0.37	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/52#RA6824	2.15 mm	2.64 mm principal	0.36	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/01/2052#RA6823	2.12 mm	2.61 mm principal	0.35	ABS-mortgage backed security	Long	USA
DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027	2.11 mm	2.10 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A	2.10 mm	2.10 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2% 01/01/2052#FS0286	2.08 mm	2.56 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA 20YR 3% 12/01/2036#MA2832	2.04 mm	2.16 mm principal	0.34	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 11/01/2050#SD7530	2.00 mm	2.36 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 08/01/2054#CB9061	1.99 mm	1.96 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 12/01/2035#MA4206	1.98 mm	2.19 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2049#FM2077	1.97 mm	2.22 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2054#DC4569	1.96 mm	2.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	1.93 mm	1.93 mm principal	0.32	ABS-mortgage backed security	Long	USA
USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A	1.92 mm	1.90 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 11/01/2051#MA4466	1.92 mm	2.28 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	1.89 mm	2.30 mm principal	0.31	ABS-mortgage backed security	Long	USA
RLGH TR 2021-TROT VAR 04/15/2026 144A	1.89 mm	1.90 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	1.88 mm	1.85 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 11/01/2040#	1.88 mm	2.19 mm principal	0.31	ABS-mortgage backed security	Long	USA
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A	1.86 mm	1.86 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 05/01/2054#	1.85 mm	1.82 mm principal	0.31	ABS-mortgage backed security	Long	USA
BANK 2018-BNK10 3.688% 02/15/2061	1.83 mm	1.90 mm principal	0.30	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025	1.82 mm	1.83 mm principal	0.30	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 08/01/2036#RC2195	1.81 mm	2.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	1.76 mm	2.10 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLG 30YR 4.5% 07/01/2049#RA1171	1.74 mm	1.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
TOYOTA AUTO LN EXTD NT TR 2021-1 1.07% 02/27/2034 144A	1.72 mm	1.80 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	1.72 mm	1.72 mm principal	0.29	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 08/01/2050#SD7524	1.72 mm	1.94 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#MA4438	1.69 mm	2.01 mm principal	0.28	ABS-mortgage backed security	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	1.69 mm	1.68 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 03/01/2050#FM3663	1.68 mm	1.78 mm principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1.68 mm	1.92 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 01/01/2051#FM7484	1.68 mm	1.97 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 01/01/2037#FS0216	1.67 mm	1.85 mm principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048	1.67 mm	1.91 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030	1.65 mm	1.66 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 04/01/2052#QE0316	1.65 mm	1.82 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 04/01/2052#SD0958	1.65 mm	1.80 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026	1.65 mm	1.70 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 11/01/2041#MA4473	1.65 mm	2.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2053#CB7297	1.63 mm	1.61 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 11/01/2051#FM9501	1.63 mm	1.92 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#FM9568	1.61 mm	1.97 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 10/01/2051#RA6076	1.61 mm	1.98 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 10/01/2051#CB1801	1.60 mm	1.97 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2049#BO4757	1.60 mm	1.81 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2053#FS6498	1.60 mm	1.58 mm principal	0.27	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 ASB 4.1945% 08/15/2051	1.60 mm	1.61 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNII II 2.5% 06/20/2051#MA7418	1.58 mm	1.85 mm principal	0.26	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST 2021-1 VAR 11/25/2061 144A	1.58 mm	1.71 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 4.5% 07/01/2041#ZL1693	1.57 mm	1.59 mm principal	0.26	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028	1.57 mm	1.60 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7507	1.56 mm	1.84 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 01/01/2050#FS3728	1.55 mm	1.66 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 02/01/2051#SD7532	1.54 mm	1.89 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2051#MA7766	1.54 mm	1.87 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 12/01/2046#BM5096	1.53 mm	1.64 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	1.51 mm	1.78 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 08/01/2051#CB1281	1.48 mm	1.75 mm principal	0.25	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	1.48 mm	1.67 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 04/01/2051#FM6540	1.47 mm	1.73 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2054#DC4442	1.47 mm	1.50 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 12/01/2051#CB2349	1.47 mm	1.81 mm principal	0.24	ABS-mortgage backed security	Long	USA
EQT TR 2024-EXTR A VAR 07/05/2041 144A	1.46 mm	1.45 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 11/01/2051#RA6241	1.46 mm	1.79 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 07/01/2036#MA4383	1.46 mm	1.62 mm principal	0.24	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A	1.44 mm	1.49 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2051#FM9919	1.44 mm	1.63 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 10/01/2051#FM9210	1.42 mm	1.61 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 06/01/2048#BM4426	1.40 mm	1.51 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2054#CB9502	1.38 mm	1.35 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 11/01/2051#QD1841	1.38 mm	1.72 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 04/01/2051#MA4305	1.38 mm	1.71 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 20YR 2% 07/01/2041#SC0162	1.36 mm	1.59 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 01/01/2054#RJ0706	1.36 mm	1.31 mm principal	0.23	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	1.35 mm	1.35 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 06/01/2036#SB8107	1.35 mm	1.50 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 05/01/2052#RA7311	1.34 mm	1.47 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2052#CB5049	1.34 mm	1.32 mm principal	0.22	ABS-mortgage backed security	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A	1.33 mm	1.32 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 05/01/2051#SD7540	1.32 mm	1.55 mm principal	0.22	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	1.31 mm	1.55 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8850	1.30 mm	1.27 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0898	1.29 mm	1.47 mm principal	0.21	ABS-mortgage backed security	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
FNMA 30YR 2.5% 05/01/2051#CB0447	1.28 mm	1.52 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II 4.5% 04/20/2053#MA8799	1.27 mm	1.32 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 12/01/2052#	1.26 mm	1.24 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050	1.25 mm	1.44 mm principal	0.21	ABS-collateralized bond/debt obligation	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 2% 10/01/2051#CB1799	1.21 mm	1.49 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 08/01/2051#CB1331	1.20 mm	1.42 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 15YR 2% 06/01/2035#BP5615	1.18 mm	1.31 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 06/01/2050#RA2677	1.17 mm	1.44 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 11/01/2052#CB5124	1.16 mm	1.21 mm principal	0.19	ABS-mortgage backed security	Long	USA
GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A	1.16 mm	1.17 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 08/01/2051#CB1280	1.15 mm	1.37 mm principal	0.19	ABS-mortgage backed security	Long	USA
GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A	1.14 mm	1.13 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.745% 01/25/2026	1.13 mm	1.15 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 06/01/2054#CB8689	1.12 mm	1.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 10/01/2054#CB9336	1.12 mm	1.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 06/01/2050#CA6106	1.12 mm	1.18 mm principal	0.19	ABS-mortgage backed security	Long	USA
BANK 2017-BNK9 A4 3.538% 11/15/2054	1.12 mm	1.16 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 11/01/2051#FM9633	1.11 mm	1.26 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 08/01/2051#SD8163	1.11 mm	1.22 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040	1.11 mm	1.34 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5% 10/01/2052#CB4893	1.11 mm	1.12 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 12/01/2051#CB2289	1.11 mm	1.31 mm principal	0.18	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A	1.10 mm	1.10 mm principal	0.18	ABS-mortgage backed security	Long	USA
CSAIL 2015-C4 COML MTG TR 3.544% 11/15/2048	1.09 mm	1.10 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
FNMA 30YR 5% 12/01/2054#MA5552	1.08 mm	1.10 mm principal	0.18	ABS-mortgage backed security	Long	USA
CGCMT 2015-P1 A5 3.717% 09/48	1.08 mm	1.09 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 10/01/2050#SD7525	1.07 mm	1.26 mm principal	0.18	ABS-mortgage backed security	Long	USA
CD 2017-CD6 ASB MTG TR 3.332% 11/13/2050	1.06 mm	1.09 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 09/01/2030#AL7320	1.05 mm	1.09 mm principal	0.17	ABS-mortgage backed security	Long	USA
CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A	1.05 mm	1.06 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A	1.05 mm	1.14 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 4.5% 08/01/2049#FM1338	1.04 mm	1.07 mm principal	0.17	ABS-mortgage backed security	Long	USA
AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A	1.02 mm	1.18 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 5% 12/01/2052#SD1924	1.02 mm	1.03 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 11/01/2047#G08793	1.02 mm	1.07 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#FM9539	1.02 mm	1.25 mm principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049	1.00 mm	1.14 mm principal	0.17	ABS-collateralized bond/debt obligation	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
COMM 2015-LC21 A4 3.708% 07/10/2048	992.47 k	1.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
COMM 2015-CCRE24 MTG TR 3.696% 08/10/2055	990.46 k	1.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 09/01/2054#MA5470	987.28 k	988.40 k principal	0.16	ABS-mortgage backed security	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A	985.67 k	967.91 k principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 1.5% 01/01/2036#MA4228	983.49 k	1.12 mm principal	0.16	ABS-mortgage backed security	Long	USA