Fidelity SAI Investment Grade Securitized Fund

Fund Profile

Fund profile

Tickers

FSMOX

Fund manager

Fidelity Real Estate Index Fund

Total assets

$3.03 bn

Liabilities

$1.46 bn

Net assets

$1.57 bn

Number of holdings

1.73 k

Top 200 of 1727 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UMBS 30YR 2% 09/01/2054 #TBA	185.50 mm	226.80 mm principal	11.84	ABS-mortgage backed security	Long	USA
UMBS 30YR 2% 10/01/2054 #TBA	101.47 mm	123.90 mm principal	6.48	ABS-mortgage backed security	Long	USA
UMBS 30YR 6% 09/01/2054 #TBA	83.76 mm	82.25 mm principal	5.35	ABS-mortgage backed security	Long	USA
GNII II 6% 09/01/2054 #TBA	79.33 mm	78.20 mm principal	5.06	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 09/01/2054 #TBA	66.51 mm	78.03 mm principal	4.25	ABS-mortgage backed security	Long	USA
GNII II 3% 09/01/2054 #TBA	61.09 mm	67.55 mm principal	3.90	ABS-mortgage backed security	Long	USA
GNII II 3.5% 09/01/2054 #TBA	34.43 mm	37.00 mm principal	2.20	ABS-mortgage backed security	Long	USA
GNII II 2% 09/01/2054 #TBA	34.35 mm	40.80 mm principal	2.19	ABS-mortgage backed security	Long	USA
GNII II 6% 10/01/2054 #TBA	33.11 mm	32.65 mm principal	2.11	ABS-mortgage backed security	Long	USA
UMBS 30YR 2.5% 10/01/2054 #TBA	32.82 mm	38.45 mm principal	2.09	ABS-mortgage backed security	Long	USA
GNII II 2% 02/20/2052#MA7880	32.30 mm	38.40 mm principal	2.06	ABS-mortgage backed security	Long	USA
UST NOTES 3.75% 08/15/2027	31.67 mm	31.70 mm principal	2.02	Debt	Long	USA
UNITED STATES TREASURY BOND 4.25% 02/15/2054	25.92 mm	25.82 mm principal	1.65	Debt	Long	USA
GNII II 5% 09/01/2054 #TBA	25.25 mm	25.30 mm principal	1.61	ABS-mortgage backed security	Long	USA
GNII II 5% 10/01/2054 #TBA	25.21 mm	25.30 mm principal	1.61	ABS-mortgage backed security	Long	USA
UMBS 15YR 2% 09/01/2039 #TBA	24.05 mm	26.60 mm principal	1.54	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 05/01/2042#FS4603	23.43 mm	27.00 mm principal	1.50	ABS-mortgage backed security	Long	USA
GNII II 2.5% 05/20/2052#MA8042	22.07 mm	25.26 mm principal	1.41	ABS-mortgage backed security	Long	USA
GNII II 5.5% 09/01/2054 #TBA	21.84 mm	21.70 mm principal	1.39	ABS-mortgage backed security	Long	USA
GNII II 2.5% 04/20/2052#	21.66 mm	24.80 mm principal	1.38	ABS-mortgage backed security	Long	USA
UMBS 30YR 6.5% 09/01/2054 #TBA	21.16 mm	20.55 mm principal	1.35	ABS-mortgage backed security	Long	USA
GNII II 3% 10/01/2054 #TBA	19.28 mm	21.30 mm principal	1.23	ABS-mortgage backed security	Long	USA
UMBS 30YR 5.5% 09/01/2054 #TBA	18.50 mm	18.38 mm principal	1.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026	18.48 mm	19.00 mm principal	1.18	ABS-mortgage backed security	Long	USA
GNMA II 4% 10/20/2052#MA8346	17.42 mm	18.24 mm principal	1.11	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 01/01/2050#FS3728	16.48 mm	17.35 mm principal	1.05	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2045#FM2986	15.39 mm	15.85 mm principal	0.98	ABS-mortgage backed security	Long	USA
GNII II 6.5% 09/01/2054 #TBA	13.99 mm	13.70 mm principal	0.89	ABS-mortgage backed security	Long	USA
GNII II 4.5% 09/01/2054 #TBA	13.80 mm	14.10 mm principal	0.88	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 05/01/2052#FS7077	13.16 mm	14.21 mm principal	0.84	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A	13.11 mm	13.46 mm principal	0.84	ABS-mortgage backed security	Long	USA
GNII II 2% 10/20/2050#MA6930	12.74 mm	15.13 mm principal	0.81	ABS-mortgage backed security	Long	USA
FNMA 15YR 2.5% 07/01/2037#FS4754	12.74 mm	13.69 mm principal	0.81	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0447	12.57 mm	14.61 mm principal	0.80	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 04/01/2054#CB8330	11.78 mm	11.69 mm principal	0.75	ABS-mortgage backed security	Long	USA
UMBS 15YR 5% 09/01/2039 #TBA	11.58 mm	11.50 mm principal	0.74	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 08/01/2052#CB4352	11.53 mm	11.45 mm principal	0.74	ABS-mortgage backed security	Long	USA
GNII II 5.5% 10/01/2054 #TBA	11.52 mm	11.45 mm principal	0.74	ABS-mortgage backed security	Long	USA
FNMA 30YR 4.5% 08/01/2052#CB4387	11.28 mm	11.56 mm principal	0.72	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 1.5% 01/25/2051	10.76 mm	13.43 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 3.5% 04/01/2052#SD0958	10.34 mm	11.12 mm principal	0.66	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 03/01/2054#CB8165	10.15 mm	9.95 mm principal	0.65	ABS-mortgage backed security	Long	USA
Fidelity Cash Central Fund	10.10 mm	10.10 mm shares	0.64	Short-term investment vehicle	Long	USA
FNMA 30YR 4% 09/01/2046#FS2334	10.05 mm	10.31 mm principal	0.64	ABS-mortgage backed security	Long	USA
FHLG 30YR 4% 05/01/2052#SD4751	9.68 mm	10.20 mm principal	0.62	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048	9.49 mm	10.23 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029	9.35 mm	10.10 mm principal	0.60	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 21-65 GA 2% 07/25/2049	9.31 mm	11.22 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 05/01/2051#CB0388	8.93 mm	10.38 mm principal	0.57	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 05/01/2052#RA7375	8.86 mm	9.95 mm principal	0.57	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 01/01/2052#RA6604	8.80 mm	9.86 mm principal	0.56	ABS-mortgage backed security	Long	USA
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049	8.35 mm	8.60 mm principal	0.53	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 07/35#CA6242	8.34 mm	9.16 mm principal	0.53	ABS-mortgage backed security	Long	USA
FNMA 30YR 1.5% 07/01/2051#MA4377	8.30 mm	10.61 mm principal	0.53	ABS-mortgage backed security	Long	USA
UMBS 30YR 3% 09/01/2054 #TBA	8.29 mm	9.35 mm principal	0.53	ABS-mortgage backed security	Long	USA
CAPITAL ONE MULTI-ASST EXEC TR 4.42% 05/15/2028	7.73 mm	7.73 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.65% 02/25/2028	7.57 mm	7.70 mm principal	0.48	ABS-mortgage backed security	Long	USA
FNMA 20YR 2% 02/01/2042#MA4540	7.50 mm	8.70 mm principal	0.48	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 02/01/2052#CB2765	7.50 mm	9.13 mm principal	0.48	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 05/51#SD7541	7.47 mm	8.97 mm principal	0.48	ABS-mortgage backed security	Long	USA
UST NOTES 4.5% 04/15/2027	7.23 mm	7.11 mm principal	0.46	Debt	Long	USA
GNII II 2% 12/20/2050#MA7051	7.07 mm	8.40 mm principal	0.45	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2044	7.07 mm	6.79 mm principal	0.45	Debt	Long	USA
FHLG 30YR 2.5% 02/01/2051#RA4575	6.91 mm	8.02 mm principal	0.44	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A	6.87 mm	6.88 mm principal	0.44	ABS-mortgage backed security	Long	USA
PRPM 2024-RPL1 LLC 4.2% 12/25/2064 144A	6.85 mm	7.05 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
GNII II 4.5% 04/20/2054#MA9603	6.85 mm	7.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A	6.70 mm	6.58 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
FHLG 30YR 2.5% 03/01/2051#RA4749	6.68 mm	7.76 mm principal	0.43	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2019-L2 A3 3.806% 03/15/2052	6.67 mm	6.95 mm principal	0.43	ABS-mortgage backed security	Long	USA
FHLM 30YR 5.5% 05/01/2053#RA9058	6.49 mm	6.37 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 10/01/2051#CB1908	6.34 mm	7.36 mm principal	0.40	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2043	6.33 mm	7.04 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 3.317% 10/15/2050	6.31 mm	6.57 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMA 30YR 5.5% 08/01/2054#CB9059	6.25 mm	6.20 mm principal	0.40	ABS-mortgage backed security	Long	USA
OBX 2024-HYB1 A1 CSTR 03/25/2053 144A	6.19 mm	6.33 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 02/25/2048	6.12 mm	6.55 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6.5% 01/01/2054#CB7801	5.97 mm	5.73 mm principal	0.38	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2% 12/25/2040	5.88 mm	6.48 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3.5% 02/25/2040	5.87 mm	6.20 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
GNII II 2% 03/20/2052#	5.77 mm	6.85 mm principal	0.37	ABS-mortgage backed security	Long	USA
UMBS 30YR 4.5% 09/01/2054 #TBA	5.74 mm	5.90 mm principal	0.37	ABS-mortgage backed security	Long	USA
UST NOTES 4.25% 06/30/2031	5.61 mm	5.47 mm principal	0.36	Debt	Long	USA
FNMA 30YR 4.5% 09/01/2052#FS3425	5.61 mm	5.76 mm principal	0.36	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 09/25/2029	5.61 mm	5.90 mm principal	0.36	ABS-mortgage backed security	Long	USA
UMBS 30YR 3.5% 09/01/2054 #TBA	5.52 mm	6.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 08/01/2054#CB9061	5.50 mm	5.39 mm principal	0.35	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049	5.44 mm	6.22 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046	5.41 mm	6.12 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 04/01/2054#	5.37 mm	5.27 mm principal	0.34	ABS-mortgage backed security	Long	USA
USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A	5.36 mm	5.30 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 06/01/2054#CB8711	5.36 mm	5.25 mm principal	0.34	ABS-mortgage backed security	Long	USA
FORD CR AUTO OWNER TR 2018-REV1 3.19% 07/15/2031 144A	5.36 mm	5.40 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6.5% 07/01/2054#CB8867	5.20 mm	4.97 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 05/01/2053#FS4662	5.15 mm	4.92 mm principal	0.33	ABS-mortgage backed security	Long	USA
GNII II 2% 10/01/2054 #TBA	5.14 mm	6.10 mm principal	0.33	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 11/01/2051#RA6334	5.10 mm	6.21 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 05/01/2054#	5.02 mm	4.92 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8857	5.01 mm	4.92 mm principal	0.32	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 12/20/2051#785805	4.98 mm	5.76 mm principal	0.32	ABS-mortgage backed security	Long	USA
BMO 2023-5C1 MTG TR 6.534% 08/15/2056	4.96 mm	4.70 mm principal	0.32	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2018-L1 4.139% 10/15/2051	4.92 mm	5.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 08/20/2051#785602	4.89 mm	5.66 mm principal	0.31	ABS-mortgage backed security	Long	USA
GNII II 2% 12/20/2051#MA7766	4.83 mm	5.74 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 12/01/2046#BM5096	4.83 mm	5.09 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA 20YR 4% 05/01/2040#FM3359	4.80 mm	4.89 mm principal	0.31	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MTG TR 2017-C41 3.21% 11/15/2050	4.79 mm	5.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
FHLG 30YR 4.5% 04/01/2053#RA8714	4.78 mm	4.90 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA 15YR 2% 05/01/2036#MA4329	4.74 mm	5.23 mm principal	0.30	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MTG TR 2018-C47 A3 4.175% 09/15/2061	4.74 mm	4.82 mm principal	0.30	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026	4.73 mm	4.85 mm principal	0.30	ABS-mortgage backed security	Long	USA
CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050	4.65 mm	4.84 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA 20YR 4% 02/01/2038#MA3281	4.52 mm	4.60 mm principal	0.29	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3% 06/25/2051	4.41 mm	4.81 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A	4.41 mm	4.60 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2.5% 09/01/2050#FM4342	4.39 mm	5.06 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA 15YR 3% 02/01/2034#FS4276	4.37 mm	4.54 mm principal	0.28	ABS-mortgage backed security	Long	USA
UMBS 30YR 4% 09/01/2054 #TBA	4.36 mm	4.60 mm principal	0.28	ABS-mortgage backed security	Long	USA
UST NOTES 4.625% 06/15/2027	4.36 mm	4.27 mm principal	0.28	Debt	Long	USA
FHLG 15YR 3% 06/01/2035#RC1476	4.35 mm	4.56 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 10/01/2051#CB1873	4.34 mm	4.86 mm principal	0.28	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028	4.32 mm	4.40 mm principal	0.28	ABS-mortgage backed security	Long	USA
GNII II 2% 11/20/2050#MA6994	4.31 mm	5.12 mm principal	0.28	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 10/01/2041#SC0401	4.26 mm	4.75 mm principal	0.27	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 05/01/2041#SC0165	4.23 mm	4.70 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 4.284% 07/25/2030	4.22 mm	4.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.25% 10/25/2051	4.18 mm	4.76 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052	4.18 mm	4.57 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028	4.15 mm	4.20 mm principal	0.27	ABS-mortgage backed security	Long	USA
EQT TR 2024-EXTR A VAR 07/05/2041 144A	4.11 mm	4.04 mm principal	0.26	ABS-mortgage backed security	Long	USA
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A	4.04 mm	4.04 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 12/01/2049#FM2077	4.02 mm	4.44 mm principal	0.26	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	0.26	ABS-mortgage backed security	Long	USA
FHLG 30YR 6% 03/01/2053#SD2518	3.98 mm	3.84 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 03/01/2051#MA4281	3.97 mm	4.83 mm principal	0.25	ABS-mortgage backed security	Long	USA
BX TR 2019-OC11 VAR 12/09/2041 144A	3.93 mm	114.70 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA 30YR 6.5% 07/01/2054#CB8875	3.92 mm	3.80 mm principal	0.25	ABS-mortgage backed security	Long	USA
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A	3.89 mm	3.90 mm principal	0.25	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.7% 05/25/2025	3.85 mm	3.89 mm principal	0.25	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	0.24	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY BOND 4.625% 05/15/2054	3.78 mm	3.54 mm principal	0.24	Debt	Long	USA
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A	3.73 mm	3.79 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 07/01/2054#CB8850	3.70 mm	3.57 mm principal	0.24	ABS-mortgage backed security	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 4.147% 06/15/2051	3.67 mm	3.71 mm principal	0.23	ABS-mortgage backed security	Long	USA
BENCHMARK 2021-B25 ASB MORTGAGE TRUST 2.271% 04/15/2054	3.65 mm	4.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A	3.64 mm	3.65 mm principal	0.23	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.25% 08/15/2054	3.59 mm	3.57 mm principal	0.23	Debt	Long	USA
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A	3.51 mm	3.56 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 11/01/2050#SD7530	3.47 mm	4.02 mm principal	0.22	ABS-mortgage backed security	Long	USA
FHLG 30YR 5.5% 03/01/2053#SD7559	3.43 mm	3.35 mm principal	0.22	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052	3.42 mm	3.61 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 2% 04/01/2051#MA4305	3.41 mm	4.14 mm principal	0.22	ABS-mortgage backed security	Long	USA
UST NOTES 4.375% 05/15/2034	3.35 mm	3.23 mm principal	0.21	Debt	Long	USA
BENCHMARK 2021-B28 A1 MTG TR 0.5974% 08/15/2054	3.33 mm	3.49 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 11/01/2053#FS6498	3.32 mm	3.24 mm principal	0.21	ABS-mortgage backed security	Long	USA
FHLG 20YR 1.5% 04/01/2041#RB5107	3.32 mm	3.97 mm principal	0.21	ABS-mortgage backed security	Long	USA
CITIGROUP COML MTG TR 2016-P4 A4 2.902% 07/10/2049	3.25 mm	3.39 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 01/20/2052#785831	3.19 mm	3.69 mm principal	0.20	ABS-mortgage backed security	Long	USA
BBCMS MTG TR 2021-C11 A1 0.752% 09/15/2054	3.13 mm	3.26 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 4.5% 11/01/2040#ZT2295	3.09 mm	3.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAP I TR 2018-L1 4.238% 10/15/2051	3.09 mm	3.12 mm principal	0.20	ABS-mortgage backed security	Long	USA
CITIGROUP COML MTG TR 2015-GC27 A5 3.137% 02/10/2048	3.09 mm	3.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
FHLG 30YR 3% 11/01/2051#RA6225	3.06 mm	3.42 mm principal	0.20	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049	3.04 mm	3.38 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FNMA 30YR 6% 12/01/2052#	3.01 mm	2.95 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 06/01/2052#QE4088	3.00 mm	2.99 mm principal	0.19	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 09/01/2051#RA5759	3.00 mm	3.52 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNMA 30YR 2% 11/01/2051#BU5834	2.89 mm	3.51 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 2.5% 06/01/2051#FM7507	2.85 mm	3.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
FHLM 30YR 6% 04/01/2054#RJ1229	2.84 mm	2.79 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 03/01/2052#FS0957	2.81 mm	3.16 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL NAT MTG ASN GTD REM PA 3.273% 02/25/2029	2.75 mm	2.85 mm principal	0.18	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028	2.73 mm	2.80 mm principal	0.17	ABS-mortgage backed security	Long	USA
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A	2.66 mm	2.68 mm principal	0.17	ABS-mortgage backed security	Long	USA
GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050	2.58 mm	2.62 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 12/01/2052#CB5273	2.57 mm	2.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.125% 08/15/2053	2.57 mm	2.61 mm principal	0.16	Debt	Long	USA
GNMA II 2.5% 12/20/2051#785791	2.56 mm	2.97 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 6% 09/01/2052#CB4643	2.55 mm	2.49 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 30YR 6.5% 01/01/2054#RJ0706	2.55 mm	2.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A	2.54 mm	2.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
GNII II 2% 05/20/2052#MA8041	2.50 mm	2.97 mm principal	0.16	ABS-mortgage backed security	Long	USA
WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A	2.49 mm	2.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 3% 07/01/2050#CA6416	2.49 mm	2.77 mm principal	0.16	ABS-mortgage backed security	Long	USA
FHLG 20YR 2.5% 10/01/2040#RB5078	2.47 mm	2.75 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 3.5% 10/01/2047#CA0607	2.46 mm	2.63 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA 30YR 4% 04/01/2052#CB3313	2.42 mm	2.53 mm principal	0.15	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 A4 4.0299% 08/15/2051	2.42 mm	2.47 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 30YR 5% 11/01/2052#FS3295	2.41 mm	2.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
BANK 2018-BNK15 4.138% 11/15/2061	2.40 mm	2.45 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II 2.5% 09/20/2051#785616	2.39 mm	2.77 mm principal	0.15	ABS-mortgage backed security	Long	USA
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A	2.39 mm	2.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A	2.38 mm	2.41 mm principal	0.15	ABS-mortgage backed security	Long	USA
FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027	2.34 mm	2.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
BANK 2020-BNK26 2.313% 03/15/2063	2.34 mm	2.50 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA 20YR 1.5% 11/01/2041#MA4473	2.34 mm	2.81 mm principal	0.15	ABS-mortgage backed security	Long	USA
BX TRUST 0.8% 06/15/2023 144A	2.32 mm	2.35 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 5% 05/01/2052#RA7409	2.32 mm	2.31 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 2.5% 02/01/2051#SD7535	2.32 mm	2.68 mm principal	0.15	ABS-mortgage backed security	Long	USA
FHLG 30YR 2% 10/01/2051#RA6076	2.31 mm	2.80 mm principal	0.15	ABS-mortgage backed security	Long	USA