Fidelity SAI Investment Grade Securitized Fund

Fund Profile

Fund profile

Tickers

FSMOX

Fund manager

Fidelity SAI Municipal Income

Total assets

$3.49 bn

Liabilities

$2.21 bn

Net assets

$1.29 bn

Number of holdings

1.63 k

Top 200 of 1627 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UMBS 30YR 2% 12/01/2054 #TBA	231.66 mm	288.95 mm principal	18.02	ABS-mortgage backed security	Long	USA
GNII II 6% 12/01/2054 #TBA	152.35 mm	150.78 mm principal	11.85	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 01/01/2055 #TBA	88.58 mm	110.35 mm principal	6.89	ABS-mortgage backed security	Long	USA
GNII II 6% 01/01/2055 #TBA	83.91 mm	83.10 mm principal	6.53	ABS-mortgage backed security	Long	USA
GNII II 3% 12/01/2054 #TBA	74.45 mm	83.98 mm principal	5.79	ABS-mortgage backed security	Long	USA
GNII II 2% 12/01/2054 #TBA	68.98 mm	83.90 mm principal	5.36	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 12/01/2054 #TBA	65.40 mm	64.63 mm principal	5.09	ABS-mortgage backed security	Long	USA
GNII II 5.5% 12/01/2054 #TBA	59.48 mm	59.40 mm principal	4.63	ABS-mortgage backed security	Long	USA
GNII II 2.5% 12/01/2054 #TBA	42.54 mm	49.75 mm principal	3.31	ABS-mortgage backed security	Long	USA
GNII II 3.5% 01/01/2055 #TBA	39.15 mm	42.80 mm principal	3.04	ABS-mortgage backed security	Long	USA
GNII II 3.5% 12/01/2054 #TBA	39.13 mm	42.80 mm principal	3.04	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 12/01/2054 #TBA	38.64 mm	44.35 mm principal	3.01	ABS-mortgage backed security	Long	USA
GNII II 2% 01/01/2055 #TBA	36.21 mm	44.00 mm principal	2.82	ABS-mortgage backed security	Long	USA
UMBS 30YR 5% 12/01/2054 #TBA	31.10 mm	31.70 mm principal	2.42	ABS-mortgage backed security	Long	USA
GNII II 3% 01/01/2055 #TBA	29.76 mm	33.55 mm principal	2.31	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 12/01/2054 #TBA	28.54 mm	31.50 mm principal	2.22	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 12/01/2054 #TBA	25.44 mm	24.85 mm principal	1.98	ABS-mortgage backed security	Long	USA
GNII II 5% 12/01/2054 #TBA	24.94 mm	25.30 mm principal	1.94	ABS-mortgage backed security	Long	USA
GNII II 6.5% 12/01/2054 #TBA	22.11 mm	21.75 mm principal	1.72	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	20.48 mm	20.48 mm shares	1.59	Short-term investment vehicle	Long	USA
UMBS 30YR 5.5% 12/01/2054 #TBA	19.22 mm	19.25 mm principal	1.50	ABS-mortgage backed security	Long	USA
GNII II 5.5% 01/01/2055 #TBA	18.91 mm	18.90 mm principal	1.47	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	18.47 mm	18.91 mm principal	1.44	ABS-mortgage backed security	Long	USA
GNII II 4.5% 12/01/2054 #TBA	18.43 mm	19.10 mm principal	1.43	ABS-mortgage backed security	Long	USA
GNMA II 4% 10/20/2052#MA8346	16.77 mm	17.80 mm principal	1.30	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 01/01/2050#FS3728	15.73 mm	16.86 mm principal	1.22	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 12/01/2054 #TBA	15.70 mm	16.35 mm principal	1.22	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	14.83 mm	15.49 mm principal	1.15	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A	13.21 mm	13.46 mm principal	1.03	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 01/01/2055 #TBA	13.00 mm	12.70 mm principal	1.01	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 05/01/2052#FS7077	12.45 mm	13.66 mm principal	0.97	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2044	12.39 mm	13.02 mm principal	0.96	Debt	Long	USA
GNII II 2% 10/20/2050#MA6930	12.17 mm	14.79 mm principal	0.95	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 07/01/2037#FS4754	12.11 mm	13.07 mm principal	0.94	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0447	11.97 mm	14.18 mm principal	0.93	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 04/01/2054#CB8330	11.50 mm	11.50 mm principal	0.89	ABS-mortgage backed security	Long	USA
UST NOTES 3.875% 08/15/2034	11.13 mm	11.42 mm principal	0.87	Debt	Long	USA
FNMA 30YR 2.5% 01/01/2051#FM7484	11.08 mm	12.99 mm principal	0.86	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 08/01/2052#CB4352	11.07 mm	11.13 mm principal	0.86	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 08/01/2052#CB4387	10.78 mm	11.21 mm principal	0.84	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 12/01/2039 #TBA	10.65 mm	10.63 mm principal	0.83	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 12/01/2039 #TBA	10.13 mm	11.30 mm principal	0.79	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1.5% 01/25/2051	10.11 mm	13.05 mm principal	0.79	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3.5% 04/01/2052#SD0958	9.97 mm	10.87 mm principal	0.78	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	9.90 mm	9.72 mm principal	0.77	Debt	Long	USA
FNMA 30YR 4% 09/01/2046#FS2334	9.60 mm	10.02 mm principal	0.75	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 05/01/2052#SD4751	9.37 mm	9.98 mm principal	0.73	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029	9.27 mm	10.10 mm principal	0.72	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048	8.95 mm	9.86 mm principal	0.70	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-65 GA 2% 07/25/2049	8.93 mm	10.97 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 5.5% 10/01/2054#MA5497	8.78 mm	8.79 mm principal	0.68	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0388	8.59 mm	10.18 mm principal	0.67	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 05/01/2052#RA7375	8.50 mm	9.70 mm principal	0.66	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 01/01/2052#RA6604	8.45 mm	9.63 mm principal	0.66	ABS-mortgage backed security	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049	8.38 mm	8.60 mm principal	0.65	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 12/01/2054 #TBA	8.20 mm	9.80 mm principal	0.64	ABS-mortgage backed security	Long	USA
GNII II 6.5% 01/01/2055 #TBA	8.18 mm	8.05 mm principal	0.64	ABS-mortgage backed security	Long	USA
FNMA 30YR 1.5% 07/01/2051#MA4377	7.98 mm	10.44 mm principal	0.62	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.65% 02/25/2028	7.51 mm	7.70 mm principal	0.58	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 02/01/2042#MA4540	7.20 mm	8.50 mm principal	0.56	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/51#SD7541	7.19 mm	8.80 mm principal	0.56	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	6.81 mm	6.79 mm principal	0.53	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2050#MA7051	6.76 mm	8.21 mm principal	0.53	ABS-mortgage backed security	Long	USA
PRPM 2024-RPL1 LLC 4.2% 12/25/2064 144A	6.68 mm	6.90 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 02/01/2051#RA4575	6.64 mm	7.85 mm principal	0.52	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2019-L2 A3 3.806% 03/15/2052	6.62 mm	6.95 mm principal	0.52	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 03/01/2051#RA4749	6.39 mm	7.57 mm principal	0.50	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 3.317% 10/15/2050	6.31 mm	6.57 mm principal	0.49	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2043	6.26 mm	7.09 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	USA
FHLM 30YR 5.5% 05/01/2053#RA9058	6.26 mm	6.20 mm principal	0.49	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
FNMA 30YR 5.5% 08/01/2054#CB9059	6.11 mm	6.11 mm principal	0.48	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#CB1908	6.07 mm	7.18 mm principal	0.47	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9216	6.02 mm	5.93 mm principal	0.47	ABS-mortgage backed security	Long	USA
OBX 2024-HYB1 A1 CSTR 03/25/2053 144A	5.93 mm	6.05 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 02/25/2048	5.74 mm	6.31 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3.5% 02/25/2040	5.62 mm	6.05 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6.5% 01/01/2054#CB7801	5.58 mm	5.39 mm principal	0.43	ABS-mortgage backed security	Long	USA
FORD CR AUTO OWNER TR 2018-REV1 3.19% 07/15/2031 144A	5.39 mm	5.40 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 08/01/2054#CB9061	5.37 mm	5.29 mm principal	0.42	ABS-mortgage backed security	Long	USA
FHLM 30YR 5.5% 07/01/2053#RA9373	5.35 mm	5.31 mm principal	0.42	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	5.24 mm	5.16 mm principal	0.41	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046	5.21 mm	5.96 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049	5.19 mm	6.10 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 04/01/2054#	5.16 mm	5.09 mm principal	0.40	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/31/2031	5.12 mm	5.24 mm principal	0.40	Debt	Long	USA
FNMA 30YR 6.5% 07/01/2054#CB8867	5.07 mm	4.87 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 05/01/2054#	4.94 mm	4.88 mm principal	0.38	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8857	4.93 mm	4.86 mm principal	0.38	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 05/01/2053#FS4662	4.88 mm	4.69 mm principal	0.38	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 11/01/2051#RA6334	4.86 mm	6.01 mm principal	0.38	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MTG TR 2017-C41 3.21% 11/15/2050	4.77 mm	5.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 12/20/2051#785805	4.76 mm	5.63 mm principal	0.37	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	4.72 mm	4.83 mm principal	0.37	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	4.67 mm	5.52 mm principal	0.36	ABS-mortgage backed security	Long	USA
CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050	4.65 mm	4.84 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 12/01/2046#BM5096	4.64 mm	4.97 mm principal	0.36	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2051#MA7766	4.62 mm	5.62 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 05/01/2036#MA4329	4.56 mm	5.07 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA 20YR 4% 05/01/2040#FM3359	4.54 mm	4.72 mm principal	0.35	ABS-mortgage backed security	Long	USA
FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A	4.46 mm	4.60 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
FNMA 20YR 4% 02/01/2038#MA3281	4.37 mm	4.51 mm principal	0.34	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028	4.29 mm	4.40 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 09/01/2050#FM4342	4.22 mm	4.95 mm principal	0.33	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 06/25/2051	4.20 mm	4.70 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 3% 10/01/2051#CB1873	4.17 mm	4.75 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 15YR 3% 06/01/2035#RC1476	4.16 mm	4.38 mm principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.284% 07/25/2030	4.15 mm	4.20 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	4.12 mm	5.01 mm principal	0.32	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028	4.12 mm	4.20 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 02/01/2034#FS4276	4.11 mm	4.31 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 10/01/2041#SC0401	4.09 mm	4.63 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 04/01/2054#SD7569	4.08 mm	3.97 mm principal	0.32	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0165	4.05 mm	4.57 mm principal	0.32	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A	4.00 mm	4.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.25% 10/25/2051	3.98 mm	4.61 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052	3.95 mm	4.42 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 6% 03/01/2053#SD2518	3.88 mm	3.78 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2049#FM2077	3.85 mm	4.34 mm principal	0.30	ABS-mortgage backed security	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A	3.80 mm	3.77 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A	3.79 mm	3.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
BX TR 2019-OC11 VAR 12/09/2041 144A	3.72 mm	114.70 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 07/01/2054#CB8875	3.70 mm	3.61 mm principal	0.29	ABS-mortgage backed security	Long	USA
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A	3.63 mm	3.65 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8850	3.61 mm	3.51 mm principal	0.28	ABS-mortgage backed security	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	3.54 mm	3.56 mm principal	0.28	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	3.51 mm	3.50 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	3.47 mm	3.49 mm principal	0.27	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 4.147% 06/15/2051	3.44 mm	3.48 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2053#CB7297	3.38 mm	3.34 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 11/01/2050#SD7530	3.34 mm	3.93 mm principal	0.26	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	3.28 mm	3.24 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 04/01/2051#MA4305	3.28 mm	4.08 mm principal	0.26	ABS-mortgage backed security	Long	USA
CITIGROUP COML MTG TR 2016-P4 A4 2.902% 07/10/2049	3.28 mm	3.39 mm principal	0.25	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 05/15/2034	3.27 mm	3.23 mm principal	0.25	Debt	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052	3.25 mm	3.49 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 11/01/2053#FS6498	3.20 mm	3.15 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 01/20/2052#785831	3.08 mm	3.63 mm principal	0.24	ABS-mortgage backed security	Long	USA
FHLG 30YR 4.5% 11/01/2040#ZT2295	2.97 mm	3.01 mm principal	0.23	ABS-mortgage backed security	Long	USA
BENCHMARK 2021-B28 A1 MTG TR 0.5974% 08/15/2054	2.95 mm	3.06 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 11/01/2051#RA6225	2.95 mm	3.35 mm principal	0.23	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 06/01/2052#QE4088	2.91 mm	2.93 mm principal	0.23	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2018-L1 4.238% 10/15/2051	2.89 mm	2.93 mm principal	0.23	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049	2.88 mm	3.28 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 12/01/2052#	2.87 mm	2.83 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#BU5834	2.76 mm	3.42 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7507	2.74 mm	3.23 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3.273% 02/25/2029	2.72 mm	2.85 mm principal	0.21	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	2.71 mm	2.80 mm principal	0.21	ABS-mortgage backed security	Long	USA
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A	2.68 mm	2.68 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 10/01/2054#CB9365	2.63 mm	2.63 mm principal	0.20	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050	2.60 mm	2.62 mm principal	0.20	ABS-mortgage backed security	Long	USA
BBCMS MTG TR 2021-C11 A1 0.752% 09/15/2054	2.59 mm	2.68 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2052#CB5273	2.51 mm	2.53 mm principal	0.20	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A	2.50 mm	2.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028	2.49 mm	2.50 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
GNMA II 2.5% 12/20/2051#785791	2.47 mm	2.91 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2052#CB4643	2.44 mm	2.39 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#CA6416	2.41 mm	2.72 mm principal	0.19	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 A4 4.0299% 08/15/2051	2.41 mm	2.47 mm principal	0.19	ABS-mortgage backed security	Long	USA
SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A	2.40 mm	2.41 mm principal	0.19	ABS-mortgage backed security	Long	USA
BANK 2018-BNK15 4.138% 11/15/2061	2.39 mm	2.45 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 10/01/2047#CA0607	2.38 mm	2.58 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 10/01/2040#RB5078	2.38 mm	2.68 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 01/01/2054#RJ0706	2.36 mm	2.28 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX TRUST 0.8% 06/15/2023 144A	2.35 mm	2.35 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027	2.33 mm	2.40 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	2.32 mm	2.34 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	2.32 mm	2.32 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.47% 09/25/2027	2.30 mm	2.50 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2052#CB3313	2.30 mm	2.44 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	2.29 mm	2.70 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 05/01/2052#RA7409	2.28 mm	2.30 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 11/01/2041#MA4473	2.27 mm	2.76 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 11/01/2052#CB5139	2.26 mm	2.26 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2054#CB9502	2.23 mm	2.17 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	2.23 mm	2.62 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 10/01/2051#RA6076	2.22 mm	2.73 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 10/01/2054#RJ2642	2.22 mm	2.15 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 10/01/2051#CB1801	2.21 mm	2.72 mm principal	0.17	ABS-mortgage backed security	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A	2.20 mm	2.21 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 12/01/2032#FM1681	2.17 mm	2.29 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 09/01/2052#SD1579	2.16 mm	2.14 mm principal	0.17	ABS-mortgage backed security	Long	USA
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A	2.14 mm	2.11 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
FNMA 15YR 2% 01/01/2037#FS0216	2.14 mm	2.37 mm principal	0.17	ABS-mortgage backed security	Long	USA
FHLM 30YR 5.5% 08/01/2053#RA9619	2.11 mm	2.09 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 06/01/2054#CB8689	2.10 mm	2.10 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 20YR 2.5% 04/01/2037#BM1257	2.10 mm	2.29 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#MA4438	2.09 mm	2.49 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 11/01/2051#MA4466	2.09 mm	2.49 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 09/01/2054#SD6419	2.09 mm	2.02 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 11/01/2041#SC0210	2.05 mm	2.32 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 11/01/2051#FM9501	1.99 mm	2.35 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#FM9568	1.98 mm	2.43 mm principal	0.15	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2018-GS9 3.992% 03/10/2051	1.97 mm	2.04 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 08/01/2052#SD2434	1.97 mm	2.24 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2054#CB9149	1.94 mm	1.88 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 04/01/2050#BK2249	1.91 mm	2.16 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1.91 mm	2.19 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 1.5% 07/25/2041	1.90 mm	2.30 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA