Fidelity Investment Grade Securitized ETF

Fund Profile

Fund profile

Tickers

FSEC

Fund manager

Fidelity Merrimack Street Trust

Total assets

$3.56 bn

Liabilities

$2.26 bn

Net assets

$1.29 bn

Number of holdings

442.00

FSEC stock data

1M 3M 6M 1Y

Top 200 of 442 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fidelity Cash Central Fund	528.17 mm	528.06 mm shares	40.85	Short-term investment vehicle	Long	USA
UMBS 30YR 2% 12/01/2054 #TBA	241.44 mm	301.15 mm principal	18.67	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	112.24 mm	111.08 mm principal	8.68	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	92.46 mm	90.30 mm principal	7.15	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	89.78 mm	111.85 mm principal	6.94	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	83.32 mm	82.33 mm principal	6.44	ABS-mortgage backed security	Long	USA
GNII II 2% 12/01/2054 #TBA	79.63 mm	96.85 mm principal	6.16	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	72.50 mm	86.60 mm principal	5.61	ABS-mortgage backed security	Long	USA
GNII II 6% 01/01/2055 #TBA	61.92 mm	61.33 mm principal	4.79	ABS-mortgage backed security	Long	USA
GNII II 2.5% 12/01/2054 #TBA	49.68 mm	58.10 mm principal	3.84	ABS-mortgage backed security	Long	USA
GNII II 3% 12/01/2054 #TBA	45.15 mm	50.93 mm principal	3.49	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	44.95 mm	49.60 mm principal	3.48	ABS-mortgage backed security	Long	USA
GNII II 2% 01/01/2055 #TBA	42.55 mm	51.70 mm principal	3.29	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 11/01/2054#SD8474	41.21 mm	42.00 mm principal	3.19	ABS-mortgage backed security	Long	USA
GNII II 3.5% 01/01/2055 #TBA	38.99 mm	42.63 mm principal	3.01	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	34.90 mm	34.85 mm principal	2.70	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	34.03 mm	39.05 mm principal	2.63	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 12/01/2039 #TBA	30.56 mm	30.50 mm principal	2.36	ABS-mortgage backed security	Long	USA
GNII II 3.5% 11/20/2054#MB0022	28.86 mm	31.57 mm principal	2.23	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/01/2054 #TBA	24.73 mm	27.05 mm principal	1.91	ABS-mortgage backed security	Long	USA
GNII II 3% 01/01/2055 #TBA	23.93 mm	26.98 mm principal	1.85	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 01/01/2055 #TBA	21.70 mm	21.20 mm principal	1.68	ABS-mortgage backed security	Long	USA
GNII II 5% 12/01/2054 #TBA	21.54 mm	21.85 mm principal	1.67	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 04/01/2052#SD7554	21.16 mm	24.90 mm principal	1.64	ABS-mortgage backed security	Long	USA
GNII II 6.5% 12/01/2054 #TBA	21.05 mm	20.70 mm principal	1.63	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2022-5201 MN 3% 04/25/2048	20.77 mm	22.40 mm principal	1.61	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3.5% 04/01/2048#SD4470	17.40 mm	18.91 mm principal	1.35	ABS-mortgage backed security	Long	USA
UMBS 15YR 4.5% 12/01/2039 #TBA	17.22 mm	17.43 mm principal	1.33	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 02/01/2053#SD6527	16.66 mm	17.59 mm principal	1.29	ABS-mortgage backed security	Long	USA
GNII II 4.5% 12/01/2054 #TBA	16.60 mm	17.20 mm principal	1.28	ABS-mortgage backed security	Long	USA
UMBS 30YR 5.5% 12/01/2054 #TBA	15.08 mm	15.10 mm principal	1.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/51#RA5117	14.76 mm	18.16 mm principal	1.14	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	14.53 mm	16.20 mm principal	1.12	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 12/01/2036#FS3713	14.08 mm	15.16 mm principal	1.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 10/01/2052#MA4784	13.60 mm	14.13 mm principal	1.05	ABS-mortgage backed security	Long	USA
GNII II 5.5% 01/01/2055 #TBA	12.93 mm	12.93 mm principal	1.00	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	12.83 mm	12.49 mm principal	0.99	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 01/01/2055 #TBA	11.78 mm	13.00 mm principal	0.91	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	11.31 mm	11.88 mm principal	0.87	Debt	Long	USA
PRPM 2021-10 LLC 2.487% 10/25/2026 144A	11.14 mm	11.18 mm principal	0.86	ABS-collateralized bond/debt obligation	Long	USA
GNII II 4% 12/01/2054 #TBA	10.96 mm	11.65 mm principal	0.85	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2054#MA5497	10.86 mm	10.87 mm principal	0.84	ABS-mortgage backed security	Long	USA
UMBS 15YR 3% 12/01/2039 #TBA	10.83 mm	11.50 mm principal	0.84	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	10.52 mm	10.95 mm principal	0.81	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 06/01/2052#FS9376	9.57 mm	10.86 mm principal	0.74	ABS-mortgage backed security	Long	USA
UMBS 30YR 4% 12/01/2054 #TBA	9.54 mm	10.20 mm principal	0.74	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 05/15/2034	9.53 mm	9.41 mm principal	0.74	Debt	Long	USA
FHLG 30YR 3% 08/01/2052#SD5573	9.49 mm	10.74 mm principal	0.73	ABS-mortgage backed security	Long	USA
GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A	9.40 mm	9.32 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 3.5% 10/20/2054#MA9961	8.82 mm	9.65 mm principal	0.68	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2054#MA5552	8.66 mm	8.82 mm principal	0.67	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2052#MA4562	8.51 mm	10.60 mm principal	0.66	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 09/01/2054#SD6620	8.40 mm	8.02 mm principal	0.65	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 09/01/2054#SD6419	8.14 mm	7.89 mm principal	0.63	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 04/01/2047#FP0111	8.11 mm	8.96 mm principal	0.63	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 09/01/2054#SD7574	8.06 mm	7.87 mm principal	0.62	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 01/01/2055 #TBA	8.02 mm	9.20 mm principal	0.62	ABS-mortgage backed security	Long	USA
BX TRUST 2021-VOLT A TSFR1M+81.448 09/23 144A	7.99 mm	8.00 mm principal	0.62	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	7.90 mm	9.59 mm principal	0.61	ABS-mortgage backed security	Long	USA
UMBS 15YR 2.5% 12/01/2039 #TBA	7.87 mm	8.55 mm principal	0.61	ABS-mortgage backed security	Long	USA
GNII II 6.5% 01/01/2055 #TBA	7.77 mm	7.65 mm principal	0.60	ABS-mortgage backed security	Long	USA
UST NOTES 3.375% 09/15/2027	7.72 mm	7.87 mm principal	0.60	Debt	Long	USA
UST NOTES 4.25% 06/30/2031	7.70 mm	7.65 mm principal	0.60	Debt	Long	USA
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A	7.55 mm	7.55 mm principal	0.58	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 02/01/2051#SD2413	7.51 mm	7.91 mm principal	0.58	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 06/01/2054#SD5521	7.27 mm	6.94 mm principal	0.56	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A	7.27 mm	7.26 mm principal	0.56	ABS-mortgage backed security	Long	USA
FHLM 30YR 5.5% 07/01/2053#RA9373	7.16 mm	7.10 mm principal	0.55	ABS-mortgage backed security	Long	USA
BENCHMARK 2018-B7 A4 4.51% 05/15/2053	7.15 mm	7.31 mm principal	0.55	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 08/01/2052#FS8710	6.97 mm	7.88 mm principal	0.54	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.031% 09/25/2028	6.96 mm	7.60 mm principal	0.54	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 01/01/2051#FM7484	6.80 mm	7.97 mm principal	0.53	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.505% 03/25/2029	6.65 mm	6.90 mm principal	0.51	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2054#CB9502	6.51 mm	6.33 mm principal	0.50	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 07/01/2049#SD3738	6.42 mm	7.40 mm principal	0.50	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5.203% 02/25/2031	6.21 mm	6.00 mm principal	0.48	ABS-mortgage backed security	Long	USA
UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 01/15/2031 144A	6.00 mm	6.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3% 07/01/2052#FS7176	5.60 mm	6.38 mm principal	0.43	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2054#	5.59 mm	5.60 mm principal	0.43	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 08/01/2049#SD7503	5.35 mm	5.81 mm principal	0.41	ABS-mortgage backed security	Long	USA
CITIGROUP COML MTG TR 2017-C4 3.471% 10/12/2050	5.14 mm	5.35 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
BX TRUST 21-XL2 A TSFR1M+80.298 10/15/2036 144A	5.14 mm	5.15 mm principal	0.40	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.06% 10/25/2028	4.92 mm	5.00 mm principal	0.38	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2054#CB9365	4.86 mm	4.86 mm principal	0.38	ABS-mortgage backed security	Long	USA
FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A	4.75 mm	4.90 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 10/01/2050#SD7525	4.67 mm	5.48 mm principal	0.36	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2053#SD7565	4.66 mm	4.62 mm principal	0.36	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 01/01/2052#SD8189	4.62 mm	5.50 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2053#CB7297	4.51 mm	4.45 mm principal	0.35	ABS-mortgage backed security	Long	USA
CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A	4.37 mm	4.50 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 01/01/2052#FS8108	4.33 mm	5.13 mm principal	0.34	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2044	4.32 mm	4.72 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A	4.30 mm	4.30 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A	4.22 mm	4.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 11/01/2051#SD7548	4.19 mm	4.92 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7673	4.18 mm	4.93 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 04/01/2052#SD5596	4.18 mm	4.91 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 03/01/2052#FS7149	4.17 mm	4.92 mm principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1.75% 02/25/2043	4.17 mm	4.71 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 12/01/2051#FM9732	4.16 mm	4.91 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 08/01/2051#FS2097	4.08 mm	4.63 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 15YR 2% 02/01/2036#SB8089	4.06 mm	4.51 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2052#FS7234	3.99 mm	4.93 mm principal	0.31	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 06/01/2052#SD2383	3.98 mm	4.33 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 11/01/2050#FS7615	3.95 mm	4.15 mm principal	0.31	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/31/2031	3.95 mm	4.04 mm principal	0.31	Debt	Long	USA
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A	3.89 mm	3.93 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6.5% 01/01/2053#CB5494	3.81 mm	3.67 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 05/01/2049#MA3663	3.80 mm	4.15 mm principal	0.29	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027	3.78 mm	3.90 mm principal	0.29	ABS-mortgage backed security	Long	USA
BENCHMARK 2018-B4 MTG TR 4.059% 07/15/2051	3.77 mm	3.81 mm principal	0.29	ABS-mortgage backed security	Long	USA
GNII II 2% 08/20/2050#MA6818	3.63 mm	4.40 mm principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028	3.61 mm	3.70 mm principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1% 05/25/2041	3.58 mm	4.17 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A	3.42 mm	3.44 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 01/01/2048#ZS4751	3.26 mm	3.55 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 04/01/2051#FM6834	3.11 mm	3.84 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 08/01/2054#CB8984	3.05 mm	3.01 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 07/01/2036#CB1216	2.99 mm	3.25 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 07/01/2049#SD7502	2.98 mm	3.24 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2052#FS4314	2.94 mm	3.62 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2051#FM6624	2.93 mm	3.61 mm principal	0.23	ABS-mortgage backed security	Long	USA
TOYOTA AUTO LN EXTD NT TR 2021-1 1.07% 02/27/2034 144A	2.87 mm	3.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3.5% 05/01/2052#CB3588	2.82 mm	3.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2054#MA5531	2.80 mm	2.80 mm principal	0.22	ABS-mortgage backed security	Long	USA
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022-1 3.82% 04/25/2035 144A	2.77 mm	2.82 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.35% 08/15/2042	2.77 mm	3.19 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.117% 06/25/2027	2.71 mm	2.80 mm principal	0.21	ABS-mortgage backed security	Long	USA
DBJPM 16-C1 3.015% 05/10/2049	2.71 mm	2.77 mm principal	0.21	ABS-mortgage backed security	Long	USA
BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052	2.70 mm	2.94 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 07/01/2052#FS5486	2.65 mm	2.89 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 09/01/2051#SD2991	2.52 mm	2.96 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	2.52 mm	2.96 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 03/01/2052#FS0880	2.51 mm	2.97 mm principal	0.19	ABS-mortgage backed security	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 A3 3.203% 09/15/2050	2.51 mm	2.60 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 04/01/2052#FS8930	2.50 mm	2.94 mm principal	0.19	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A	2.50 mm	2.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 03/01/2052#FS5420	2.49 mm	2.94 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 04/01/2052#SD5344	2.46 mm	2.93 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 06/01/2049#FM4216	2.46 mm	2.67 mm principal	0.19	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A	2.45 mm	2.46 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2054#CB9501	2.42 mm	2.35 mm principal	0.19	ABS-mortgage backed security	Long	USA
BANK 2017-BNK8 A3 3.229% 11/15/2050	2.41 mm	2.51 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/01/2051#RA5256	2.40 mm	2.98 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	2.37 mm	2.34 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 01/01/2052#CB2629	2.34 mm	2.77 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027	2.33 mm	2.40 mm principal	0.18	ABS-mortgage backed security	Long	USA
BANK 2020-BNK26 2.313% 03/15/2063	2.27 mm	2.42 mm principal	0.18	ABS-mortgage backed security	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.102% 12/15/2072	2.26 mm	2.45 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K072 A2 3.444% 12/25/2027	2.23 mm	2.30 mm principal	0.17	ABS-mortgage backed security	Long	USA
BMO 2024-5C6 MTG TR 5.3161% 09/15/2057	2.23 mm	2.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS0898	2.20 mm	2.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 02/01/2052#FS8908	2.17 mm	2.54 mm principal	0.17	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.05% 09/25/2028	2.17 mm	2.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	2.16 mm	2.15 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 08/01/2042#FS8799	2.15 mm	2.54 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 04/01/2052#CB3234	2.14 mm	2.44 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 04/01/2052#RA7127	2.10 mm	2.30 mm principal	0.16	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2018-GS9 3.992% 03/10/2051	2.03 mm	2.10 mm principal	0.16	ABS-mortgage backed security	Long	USA
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A	2.00 mm	2.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 09/01/2054#MA5470	1.97 mm	1.98 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 3.5% 03/01/2048#G67710	1.95 mm	2.11 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.43% 02/25/2033	1.88 mm	1.90 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029	1.86 mm	2.03 mm principal	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.208% 02/25/2026	1.86 mm	1.88 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 02/01/2053#SD7561	1.84 mm	1.95 mm principal	0.14	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 04/01/2051#RA5098	1.84 mm	2.28 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2048#FS8330	1.81 mm	2.03 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 11/01/2048#FS6649	1.80 mm	1.95 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 02/01/2052#FS3884	1.72 mm	1.97 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 04/01/2052#FS7948	1.69 mm	1.99 mm principal	0.13	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 2.525% 11/15/2054	1.66 mm	1.83 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 02/01/2042#MA4540	1.66 mm	1.95 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2052#FS7871	1.63 mm	2.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 VAR 08/15/2054	1.62 mm	25.75 mm principal	0.12	ABS-mortgage backed security	Long	USA
PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A	1.56 mm	1.62 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032	1.55 mm	1.80 mm principal	0.12	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2019-C18 3.0352% 12/15/2052	1.54 mm	1.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.68% 10/25/2031	1.51 mm	1.50 mm principal	0.12	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.59% 01/25/2032	1.41 mm	1.60 mm principal	0.11	ABS-mortgage backed security	Long	USA
BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A	1.33 mm	1.33 mm principal	0.10	ABS-mortgage backed security	Long	USA
FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A	1.32 mm	1.30 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.489% 09/25/2034	1.29 mm	1.30 mm principal	0.10	ABS-mortgage backed security	Long	USA
BENCHMARK 2018-B6 MORTGAGE TRUST 3.995% 10/10/2051	1.26 mm	1.30 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2054#MA5530	1.26 mm	1.28 mm principal	0.10	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 5% 05/25/2034	1.24 mm	1.20 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 04/01/2051#BR6516	1.21 mm	1.49 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.298% 04/25/2029	1.19 mm	1.25 mm principal	0.09	ABS-mortgage backed security	Long	USA
CITIBANK CR CARD ISSUANCE TR 2017-A6 A6 TSFR1M+88.448 05/14/2029	1.18 mm	1.17 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.37% 10/17/2033 144A	1.17 mm	1.23 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.785% 06/25/2029	1.17 mm	1.25 mm principal	0.09	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 02/01/2051#FM8768	1.17 mm	1.37 mm principal	0.09	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.8% 10/25/2032	1.14 mm	1.20 mm principal	0.09	ABS-mortgage backed security	Long	USA
CITI SWAP REC 3.795 10/30/29	1.13 mm	26.80 mm contracts	0.09	Interest rate derivative	N/A	USA
FHLG 30YR 3.5% 02/01/2052#SD0865	1.13 mm	1.24 mm principal	0.09	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	1.12 mm	1.10 mm principal	0.09	Debt	Long	USA
FNMA 30YR 3% 06/01/2051#FM7694	1.09 mm	1.23 mm principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.771% 12/25/2028	1.07 mm	1.10 mm principal	0.08	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A	1.06 mm	1.09 mm principal	0.08	ABS-mortgage backed security	Long	USA
BMO 24-5C5 A3 MTG TR 5.8574% 02/15/2057	1.03 mm	1.00 mm principal	0.08	ABS-mortgage backed security	Long	USA