FHPFX
Fidelity Series Investment Grade Securitized Fund
Fidelity Advisor Series II

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Nov 30, 2025 → Feb 28, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
G2SF 5.5 4/25 0 49,950,000 49,950,000 4.66% $50.54M
FNCL 2 4/26 0 35,950,000 35,950,000 2.75% $29.78M
G2SF 6 4/25 0 26,600,000 26,600,000 2.50% $27.12M
G2SF 2 4/26 0 24,700,000 24,700,000 1.93% $20.92M
Uniform Mortgage-Backed Security, TBA 0 18,975,000 18,975,000 1.45% $15.71M
FNCI 5 4/21 0 14,900,000 14,900,000 1.39% $15.12M
Fannie Mae or Freddie Mac 0 14,000,000 14,000,000 1.31% $14.21M
GNII II 5.5% 03/01/2056 #TBA 0 13,450,000 13,450,000 1.26% $13.62M
GNMA TBA 0 14,275,000 14,275,000 1.12% $12.09M
G2SF 5 4/26 0 7,050,000 7,050,000 0.65% $7.07M
US TREASURY N/B 0 6,750,000 6,750,000 0.62% $6.77M
G2 MA7136 0 6,903,701 6,903,701 0.56% $6.10M
Government National Mortgage Association, TBA 0 5,950,000 5,950,000 0.56% $6.07M
FNCL 6 3/24 0 5,425,000 5,425,000 0.51% $5.56M
ENTERPRISE FLEET FINANCING 2023 3 LLC 0 5,248,000 5,248,000 0.50% $5.42M
FNMA 30YR 6% 11/01/2054#FA2958 0 4,864,736 4,864,736 0.47% $5.08M
TOYOTA LEASE OWNER TRUST 2026-A 4.09% 02/22/2028 144A 0 5,000,000 5,000,000 0.46% $5.00M
FNCL 6 4/26 0 4,650,000 4,650,000 0.44% $4.77M
WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031 0 4,500,000 4,500,000 0.42% $4.58M
FHMS K555 SOFR30A+50 11/25/2030 0 4,200,000 4,200,000 0.39% $4.20M
Wheels Fleet Lease Funding LLC, Series 2024-3A, Class A1 0 3,999,702 3,999,702 0.37% $4.04M
FHLG 30YR 5.5% 01/01/2056#SL3999 0 3,743,045 3,743,045 0.36% $3.87M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030 0 3,500,000 3,500,000 0.32% $3.50M
US TREASURY N/B 0 3,430,000 3,430,000 0.32% $3.44M
Freddie Mac Multifamily Structured Pass Through Certificates 0 3,199,278 3,199,278 0.30% $3.20M
BMARK 2026-V20 A3 0 3,000,000 3,000,000 0.29% $3.13M
US TREASURY N/B 0 2,990,000 2,990,000 0.29% $3.11M
SoFi Consumer Loan Program Trust 2026-1 0 2,900,000 2,900,000 0.27% $2.90M
SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A 0 2,300,000 2,300,000 0.21% $2.32M
FHLG 30YR 6.5% 07/01/2055#SL2500 0 2,134,797 2,134,797 0.21% $2.26M
FNMA 30YR 6% 07/01/2055#FA3806 0 2,141,404 2,141,404 0.21% $2.24M
FNMA 30YR 6% 10/01/2055#FA3812 0 2,008,147 2,008,147 0.19% $2.10M
VERUS SECURITIZATION TRUST 2026-2 A1FC STEP 02/25/2071 144A 0 1,900,000 1,900,000 0.18% $1.90M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030 0 1,866,820 1,866,820 0.17% $1.87M
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-BA CL A3 REGD 144A P/P 4.27000000 0 1,800,000 1,800,000 0.17% $1.81M
FHLG 30YR 5.5% 01/01/2056#SL4008 0 1,749,152 1,749,152 0.17% $1.80M
FNMA 30YR 6.5% 07/01/2054#FS8542 0 1,686,411 1,686,411 0.17% $1.80M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 0 1,599,848 1,599,848 0.15% $1.60M
FHLG 30YR 6.5% 12/01/2054#SL0365 0 1,430,513 1,430,513 0.14% $1.53M
Extended Stay America Trust, Series 2026-ESH2, Class A 0 1,474,000 1,474,000 0.14% $1.47M
FNMA 30YR 6.5% 07/01/2054#FS8587 0 1,380,228 1,380,228 0.13% $1.46M
BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058 0 1,400,000 1,400,000 0.13% $1.43M
AFRMT 2026-1A A 144A 4.37% 02-15-34 0 1,330,000 1,330,000 0.12% $1.34M
FHMS K763 A2 0 1,300,000 1,300,000 0.12% $1.31M
AOMT 2026-2 VAR 02/25/2071 144A 0 1,300,000 1,300,000 0.12% $1.30M
BANK5, Series 2025-5YR19, Class A3 0 1,200,000 1,200,000 0.12% $1.26M
PLYM Commercial Mortgage Trust 2026-IND 0 1,241,000 1,241,000 0.11% $1.24M
NMOTR 2024-B A 0 1,200,000 1,200,000 0.11% $1.21M
FNMA 30YR 6% 01/01/2056#FA4441 0 1,137,278 1,137,278 0.11% $1.19M
CARMX 2026-1 A3 0 1,100,000 1,100,000 0.10% $1.11M
ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09/14/2035 144A 0 1,109,904 1,109,904 0.10% $1.09M
BANK5 2026-5YR20 A3 5.244% 02/15/2057 0 1,000,000 1,000,000 0.10% $1.04M
PRPM 2026-RCF1 A1 0 1,000,000 1,000,000 0.09% $1.01M
G2 MA7368 0 1,081,206 1,081,206 0.09% $992.31K
DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A 0 938,629 938,629 0.09% $940.75K
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A 0 908,382 908,382 0.08% $918.35K
Enterprise Fleet Financing 2026-1 LLC 0 900,000 900,000 0.08% $907.91K
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A 0 893,000 893,000 0.08% $893.56K
MFF 2025-1A A 0 820,000 820,000 0.08% $826.87K
ONEMAIN FINL ISSUANCE TR 2019-2 3.14% 10/14/2036 144A 0 800,000 800,000 0.07% $791.56K
Fannie Mae REMICS Floating Rate, Due 07/25/2049 0 718,736 718,736 0.07% $712.04K
WLAKE 2026-1A A3 0 700,000 700,000 0.06% $701.26K
VCAT ASSET SECURITIZATION LLC STEP 02/25/2056 144A 0 700,000 700,000 0.06% $700.00K
BX Trust, Series 2019-OC11, Class A 0 700,000 700,000 0.06% $672.84K
Barings 2026-SBP Issuer LLC 0 621,000 621,000 0.06% $621.85K
Freddie Mac Multifamily Structured Pass Through Certificates 0 600,000 600,000 0.06% $611.16K
FHMS K551 A2 0 600,000 600,000 0.06% $608.96K
REACH 2026-1A B 144A 4.37% 02-15-33 0 600,000 600,000 0.06% $601.15K
CROSS 2026-NQM2 A1A MTG TR VAR 03/25/2061 144A 0 600,000 600,000 0.06% $600.20K
Government National Mortgage Association, TBA 0 675,000 675,000 0.05% $595.51K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053 0 590,935 590,935 0.05% $595.20K
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 A1FC VAR 10/26/2065 144A 0 583,227 583,227 0.05% $585.34K
FHLG 30YR 6% 05/01/2055#SL1861 0 559,988 559,988 0.05% $584.43K
US TREASURY N/B 0 530,000 530,000 0.05% $529.09K
FNMA 30YR 6% 01/01/2056#FA4397 0 502,357 502,357 0.05% $525.89K
PEAC SOLUTIONS RECEIVABLES 2026-1 LLC PEAC 2026-1A A2 0 520,000 520,000 0.05% $521.26K
DLLMT 2026-1 LLC 0 500,000 500,000 0.05% $500.70K
VCAT LLC, Series 2026-NPL1, Class A1 0 500,000 500,000 0.05% $498.61K
FHLG 30YR 6.5% 07/01/2055#SL2505 0 443,901 443,901 0.04% $469.94K
DRVPNK 2026-1A A3 0 455,000 455,000 0.04% $457.54K
G2SF 2.5 4/24 0 500,000 500,000 0.04% $441.08K
CarMax Select Receivables Trust 2026-A 0 420,000 420,000 0.04% $420.06K
G2 MA7472 0 468,663 468,663 0.04% $413.70K
CSTL COMMERCIAL MORTGAGE TRUST 2026-GATE3 4.7579% 02/10/2043 144A 0 400,000 400,000 0.04% $404.87K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A 0 400,000 400,000 0.04% $401.24K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A 0 400,000 400,000 0.04% $400.28K
G2 MA7535 0 431,556 431,556 0.04% $395.91K
Nissan Auto Lease Trust 2026-A 0 375,000 375,000 0.03% $375.66K
NYMT Loan Trust, Series 2025-CP1, Class A1 0 370,397 370,397 0.03% $362.73K
SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 SCLP 2026-1 B 0 350,000 350,000 0.03% $352.59K
G2 MA7473 0 363,784 363,784 0.03% $334.08K
US TREASURY N/B 0 320,000 320,000 0.03% $325.85K
VOYG 5/07/2026 JPM 0bps + OBFR ETRS 0 11,400,000 11,400,000 0.03% $323.75K
Fannie Mae Pool 0 342,776 342,776 0.03% $286.31K
ARES Commercial Mortgage Trust, Series 2026-GCP, Class A 0 286,000 286,000 0.03% $286.09K
G2 MA7419 0 287,197 287,197 0.02% $263.61K
DLLMT 2026-1 LLC DLLMT 2026-1A A3 0 255,000 255,000 0.02% $256.78K
FHLG 30YR 2% 01/01/2051#BQ9683 0 262,663 262,663 0.02% $219.80K
FHMS K549 A2 0 200,000 200,000 0.02% $204.37K
DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A 0 200,000 200,000 0.02% $199.98K
OPTN 2026-A A 0% 01/09/2034 144A 0 190,000 190,000 0.02% $190.61K
FNMA 30YR 2% 11/01/2051#FM9500 0 215,520 215,520 0.02% $181.09K
FHLG 30YR 2% 07/01/2051#QC4827 0 214,525 214,525 0.02% $179.19K
EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A3 REGD 4.03000000 0 175,000 175,000 0.02% $175.43K
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 205,558 205,558 0.02% $171.89K
FN BQ3004 0 191,816 191,816 0.01% $160.58K
Onity Loan Investment Trust 2025-HB2 0 150,694 150,694 0.01% $146.07K
FNMA 30YR 2% 04/01/2051#BR7792 0 140,024 140,024 0.01% $117.09K
PEAC SOLUTIONS RECEIVABLES LLC PEAC 2026 1A A3 144A 0 115,000 115,000 0.01% $116.20K
FNMA 30YR 6.5% 07/01/2053#BY5321 0 104,645 104,645 0.01% $110.30K
FHLG 30YR 2% 01/01/2051#BQ9687 0 128,067 128,067 0.01% $107.17K
FNMA 30YR 2% 12/01/2050#BQ5162 0 125,311 125,311 0.01% $104.86K
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0 122,697 122,697 0.01% $102.71K
FN MA4182 0 121,816 121,816 0.01% $101.98K
Extended Stay America Trust, Series 2026-ESH2, Class B 0 100,000 100,000 0.01% $100.19K
FN MA4119 0 112,337 112,337 0.01% $94.11K
FN MA4100 0 106,196 106,196 0.01% $88.97K
FNMA 30YR 2% 12/01/2050#FM5215 0 100,147 100,147 0.01% $84.24K
FREDDIE MAC POOL FR RA3205 0 83,230 83,230 0.01% $70.09K
BANK5 2025-5YR19 XB VAR 12/15/2030 0 2,400,000 2,400,000 0.01% $68.65K
FNMA 30YR 6.5% 06/01/2055#DE1640 0 58,116 58,116 0.01% $61.78K
FNMA 30YR 2% 02/01/2051#FM5984 0 63,027 63,027 0.00% $53.06K
FHLG 30YR 2% 07/01/2051#QC4665 0 61,606 61,606 0.00% $51.46K
FHLG 30YR 2% 01/01/2051#QB7563 0 60,523 60,523 0.00% $50.89K
FNMA 30YR 6.5% 02/01/2055#DD0407 0 47,184 47,184 0.00% $49.89K
FN MA4158 0 58,890 58,890 0.00% $49.30K
FNMA 30YR 2% 08/01/2051#FM8176 0 54,985 54,985 0.00% $46.41K
FNMA 30YR 6.5% 02/01/2055#DD0441 0 43,252 43,252 0.00% $45.84K
FNMA 30YR 6.5% 09/01/2054#DB9458 0 42,649 42,649 0.00% $44.89K
FNMA 30YR 6.5% 12/01/2054#DC7824 0 38,451 38,451 0.00% $40.48K
FNMA 30YR 6.5% 02/01/2055#DD0114 0 37,217 37,217 0.00% $39.44K
FHLG 30YR 2% 01/01/2051#BQ8400 0 42,786 42,786 0.00% $35.98K
FHLG 30YR 6.5% 07/01/2054#QI9129 0 20,384 20,384 0.00% $21.69K
G2 MA6710 0 10,228 10,228 0.00% $9.40K
FNCL 5.5 3/25 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
GNII II 6.5% 03/01/2056 #TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
G2SF 5 3/25 0 0 0 0.00% $0
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
FNCL 6 1/26 49,725,000 0 -49,725,000 0.00% -$50.91M
FNCL 2 1/26 34,575,000 0 -34,575,000 0.00% -$28.16M
FNCL 4.5 1/26 22,875,000 0 -22,875,000 0.00% -$22.38M
G2SF 5.5 1/25 21,000,000 0 -21,000,000 0.00% -$21.19M
G2 MA7880 21,419,331 0 -21,419,331 0.00% -$17.86M
G2SF 6 1/25 15,225,000 0 -15,225,000 0.00% -$15.52M
Government National Mortgage Association, TBA 15,025,000 0 -15,025,000 0.00% -$15.30M
G2 MA7986 13,035,458 0 -13,035,458 0.00% -$10.87M
FNCL 2.5 1/26 11,950,000 0 -11,950,000 0.00% -$10.17M
G2SF 5 1/26 8,650,000 0 -8,650,000 0.00% -$8.63M
Government National Mortgage Association, TBA 7,475,000 0 -7,475,000 0.00% -$6.49M
GNMA II, Single Family, 30 Year 6,600,000 0 -6,600,000 0.00% -$5.95M
FNCL 6.5 1/26 5,350,000 0 -5,350,000 0.00% -$5.54M
G2 MA7935 6,313,859 0 -6,313,859 0.00% -$5.27M
G2 MA7135 6,206,009 0 -6,206,009 0.00% -$5.18M
FNCL 6 12/24 4,125,000 0 -4,125,000 0.00% -$4.22M
FNCL 5.5 1/26 3,275,000 0 -3,275,000 0.00% -$3.31M
G2 MB0368 3,012,853 0 -3,012,853 0.00% -$3.11M
FR SD8506 3,021,207 0 -3,021,207 0.00% -$3.06M
FR SD8524 2,833,060 0 -2,833,060 0.00% -$2.87M
Freddie Mac Pool 2,090,921 0 -2,090,921 0.00% -$2.12M
TALNT 2021-1A A 1,800,000 0 -1,800,000 0.00% -$1.79M
FNCL 3 12/22 1,975,000 0 -1,975,000 0.00% -$1.75M
FNMA 30YR 4% 03/01/2050#FM3663 1,590,618 0 -1,590,618 0.00% -$1.54M
G2 MA7766 1,707,845 0 -1,707,845 0.00% -$1.42M
FN MA5735 1,279,418 0 -1,279,418 0.00% -$1.30M
FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005 1,170,450 0 -1,170,450 0.00% -$1.19M
FN CC0715 1,059,609 0 -1,059,609 0.00% -$1.08M
FHLG 30YR 5% 08/01/2055#RJ4685 991,852 0 -991,852 0.00% -$998.73K
FNCL 5 12/22 700,000 0 -700,000 0.00% -$698.69K
FN MA5700 677,277 0 -677,277 0.00% -$686.08K
Federal National Mortgage Association, Inc. 737,547 0 -737,547 0.00% -$634.63K
Freddie Mac Pool 734,795 0 -734,795 0.00% -$633.87K
FHMS K054 A2 627,959 0 -627,959 0.00% -$625.65K
FHLG 30YR 4% 03/01/2049#ZN6553 591,226 0 -591,226 0.00% -$571.40K
Freddie Mac Pool 524,696 0 -524,696 0.00% -$516.32K
Wells Fargo Commercial Mortgage Trust 2024-MGP 492,864 0 -492,864 0.00% -$492.88K
G2 MA7987 485,639 0 -485,639 0.00% -$421.93K
FHLG 30YR 2.5% 10/01/2051#QC9148 482,737 0 -482,737 0.00% -$416.73K
AFFRM 2024-A 1A 144A 5.61% 02-15-29 400,000 0 -400,000 0.00% -$400.99K
FNMA 30YR 4% 6/1/52#CB3785 392,622 0 -392,622 0.00% -$377.25K
G2 MA7192 445,921 0 -445,921 0.00% -$371.76K
FNMA 30YR 4% 6/1/52#CB3766 375,993 0 -375,993 0.00% -$361.27K
FHLM 30YR 5% 08/01/2053#RA9615 345,167 0 -345,167 0.00% -$347.78K
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A 347,815 0 -347,815 0.00% -$346.40K
FHLG 30YR 4% 06/01/2048#ZM6780 358,008 0 -358,008 0.00% -$346.23K
GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A 337,480 0 -337,480 0.00% -$333.96K
FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042 343,822 0 -343,822 0.00% -$325.19K
Uniform Mortgage-Backed Securities 323,240 0 -323,240 0.00% -$312.20K
FNCL 5.5 12/24 300,000 0 -300,000 0.00% -$303.80K
FNMA 30YR 5% 04/01/2053#FS4829 287,106 0 -287,106 0.00% -$292.69K
FNMA UMBS, 30 Year 289,895 0 -289,895 0.00% -$289.77K
FNMA 30YR 5.5% 08/01/2054#CB9059 278,597 0 -278,597 0.00% -$283.35K
FN MA4785 265,342 0 -265,342 0.00% -$266.77K
Freddie Mac Pool 254,823 0 -254,823 0.00% -$258.42K
FNMA 30YR 5% 03/01/2054#FS8634 232,505 0 -232,505 0.00% -$235.79K
FHLG 30YR 5% 06/01/2053#SD3196 220,826 0 -220,826 0.00% -$225.12K
FHLG 30YR 4% 10/01/2048#ZM8580 209,452 0 -209,452 0.00% -$202.56K
FR ZS4785 173,517 0 -173,517 0.00% -$167.81K
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 136,647 0 -136,647 0.00% -$125.52K
G2 MA7311 149,076 0 -149,076 0.00% -$124.28K
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A 118,581 0 -118,581 0.00% -$118.54K
FHLG 30YR 4% 06/01/2047#ZM3411 93,425 0 -93,425 0.00% -$90.56K
FR SD8288 90,072 0 -90,072 0.00% -$90.50K
Fannie Mae Pool 82,648 0 -82,648 0.00% -$82.78K
FN MA5106 63,833 0 -63,833 0.00% -$64.00K
FN FA2096 56,041 0 -56,041 0.00% -$56.69K
Uniform Mortgage-Backed Security, TBA 50,000 0 -50,000 0.00% -$50.58K
US TREASURY N/B 40,000 0 -40,000 0.00% -$40.23K
FNMA 30YR 4.5% 12/01/2048#BM5106 35,418 0 -35,418 0.00% -$35.41K
FNMA 30YR 5% 09/01/2052#BW9350 32,340 0 -32,340 0.00% -$32.99K
FNMA 30YR 5% 09/01/2052#BW7430 20,852 0 -20,852 0.00% -$21.27K
GNMA II, Single-family, 30 Year 25,000 0 -25,000 0.00% -$20.83K
FNMA 30YR 5% 09/01/2052#BW8697 15,321 0 -15,321 0.00% -$15.63K
Government National Mortgage Association, TBA 0 0 0 0.00% $0
G2SF 5 12/24 0 0 0 0.00% $0
FNCL 4.5 12/23 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Government National Mortgage Association, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA 0 0 0 0.00% $0
Uniform Mortgage-Backed Security, TBA -2,600,000 0 2,600,000 0.00% $2.12M
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
G2 MA7988 3,111,397 7,324,496 4,213,099 0.62% $3.91M
FREDDIE MAC POOL UMBS P#SD7570 6.00000000 1,154,485 2,986,738 1,832,252 0.29% $1.92M
Dell Equipment Finance Trust, Series 2025-2, Class A2 1,600,000 2,900,000 1,300,000 0.27% $1.31M
BX Trust, Series 2025-ROIC, Class A 2,034,067 2,343,414 309,347 0.22% $310.23K
FHMS K548 A2 500,000 1,700,000 1,200,000 0.16% $1.23M
FHMS K547 A2 1,000,000 1,600,000 600,000 0.15% $620.20K
SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A2 1,185,000 1,360,000 175,000 0.13% $180.33K
FHMS K543 A2 500,000 900,000 400,000 0.08% $411.41K
Freddie Mac Multifamily Structured Pass Through Certificates 500,000 800,000 300,000 0.08% $309.11K
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A 528,000 604,000 76,000 0.06% $76.76K
BX Trust, Series 2025-DIME, Class A 437,000 566,000 129,000 0.05% $129.09K
WHEAT SEP 26 452 672 220 0.02% $204.19K
GSCOFI SWAP CZ030008 12/17/57 B 2,150,000 3,950,000 1,800,000 0.01% $30.22K
WHEAT MAY 26 510,000 3,366,979 2,856,979 0.00% -$25.21K
SBLOFI SWAP CZ030008 12/17/57 B 5,690,000 17,968,490 12,278,490 0.00% -$66.87K
Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
Fidelity Cash Central Fund 45,119,108 14,518,765 -30,600,343 1.34% -$30.61M
FHLG 15YR 6% 09/01/2039#SB1334 10,792,454 9,956,962 -835,492 0.96% -$871.95K
US TREASURY N/B 10,900,000 9,480,000 -1,420,000 0.88% -$1.34M
G2 MA7881 10,083,740 9,192,066 -891,674 0.75% -$645.25K
G2 MB0025 8,251,189 8,026,783 -224,407 0.74% -$189.54K
G2 MA7937 8,821,786 8,626,182 -195,604 0.73% -$49.33K
FANNIEMAE 30YR 3% 12/01/2051#FA0145 7,351,515 7,244,515 -107,000 0.61% $12.05K
FHLM 30YR 6% 06/01/2054#RJ1709 5,790,260 5,546,847 -243,413 0.53% -$221.31K
FR SB1215 5,977,476 5,301,099 -676,377 0.51% -$708.65K
Freddie Mac Multifamily Structured Pass Through Certificates 5,300,000 5,299,144 -856 0.49% -$3.06K
FANNIEMAE 30YR 5.5% 02/01/2055#FA0629 5,229,446 5,111,093 -118,353 0.49% -$83.72K
FR SD8139 6,703,485 6,606,255 -97,230 0.48% $43.46K
FN MA4359 5,681,532 5,506,208 -175,324 0.46% -$116.51K
Uniform Mortgage-Backed Securities 5,820,071 5,711,990 -108,080 0.45% -$20.40K
FHLG 30YR 6.5% 09/01/2054#SD6617 4,352,853 4,143,443 -209,409 0.41% -$199.98K
FR SD7523 5,077,834 4,967,605 -110,229 0.41% -$18.86K
G2 MA8149 4,556,484 4,461,427 -95,057 0.39% -$50
FNMA 30YR 3.5% 04/01/2052#CB3331 4,437,325 4,367,725 -69,600 0.38% $4.56K
FHLG 30YR 1.5% 04/01/2051#QC0798 5,072,503 5,018,308 -54,194 0.37% $48.28K
G2 MA6930 4,649,043 4,557,098 -91,945 0.36% -$16.98K
FHLM 30YR 5.5% 04/01/2055#SL1111 3,823,604 3,734,346 -89,258 0.36% -$67.47K
FNMA POOL CB8330 FN 04/54 FIXED 5.5 3,680,625 3,630,517 -50,108 0.34% -$24.08K
FHLG 30YR 5.5% 01/01/2055#SL0002 3,641,569 3,579,787 -61,782 0.34% -$37.93K
G2 MA7827 4,239,585 4,153,345 -86,241 0.34% -$16.16K
FN MA4494 4,149,963 4,035,622 -114,342 0.34% -$52.07K
G2 MA7051 4,378,221 4,291,982 -86,239 0.34% -$13.63K
G2 MA8346 3,618,650 3,531,782 -86,868 0.32% -$40.41K
FNMA 30YR 2.5% 05/01/2051#CB0404 3,865,335 3,808,583 -56,752 0.31% $1.39K
Freddie Mac Pool 3,451,168 3,173,348 -277,819 0.31% -$274.14K
G2 MB0024 3,435,670 3,367,275 -68,395 0.31% -$32.60K
FR SD8090 3,842,197 3,839,657 -2,540 0.30% $56.67K
FN MA4013 3,455,434 3,298,342 -157,091 0.29% -$130.26K
US TREASURY N/B 5,050,000 3,070,000 -1,980,000 0.29% -$1.98M
FNMA UMBS, 30 Year 3,196,423 3,015,977 -180,446 0.29% -$172.38K
FNMA 30YR 4% 05/01/2052#CB3509 3,232,441 3,148,815 -83,627 0.29% -$23.16K
FEDERAL HOME LN MTG MLT CTF GT 3% 02/25/2048 3,267,884 3,118,461 -149,424 0.27% -$99.02K
GNII II 3.5% 08/20/2052#788182 3,082,877 3,024,938 -57,938 0.26% $17.22K
G2 MA8266 3,042,234 2,980,687 -61,547 0.26% -$76
Government National Mortgage Association 3,130,399 3,066,005 -64,395 0.25% -$3.03K
FNMA 30YR 6% 03/01/2055#CC0116 2,643,732 2,565,145 -78,587 0.25% -$70.71K
U.S. Treasury Inflation-Protected Indexed Bonds 3,530,000 2,630,000 -900,000 0.25% -$885.33K
FNMA 30YR 2% 10/01/2052#FA2063 3,185,463 3,135,654 -49,810 0.24% $9.09K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2046 2,967,832 2,900,590 -67,242 0.24% -$14.22K
FR SD7569 2,561,894 2,459,410 -102,484 0.24% -$93.67K
FNMA 30YR 3.5% 10/01/2047#CA0607 2,617,620 2,583,857 -33,763 0.23% $3.77K
FNMA 30YR 7% 01/01/2054#CB7813 2,523,722 2,304,849 -218,872 0.23% -$221.97K
G2 MA8199 2,640,896 2,590,667 -50,229 0.23% $2.97K
FHLG 30YR 5.5% 03/01/2053#SD7559 2,430,641 2,356,973 -73,668 0.23% -$61.22K
FNMA 30YR 6.5% 01/01/2054#CB7801 2,545,035 2,310,338 -234,697 0.23% -$232.21K
FNMA 30YR 2.5% 05/01/2051#CB0506 2,811,708 2,761,727 -49,982 0.22% -$3.15K
BX Commercial Mortgage Trust, Series 2024-XL5, Class A 2,727,883 2,376,068 -351,816 0.22% -$351.07K
FNMA 30YR 6% 07/01/2055#CC0730 2,264,128 2,234,154 -29,974 0.21% -$26.99K
FN MA4077 2,795,091 2,751,205 -43,887 0.21% $6.01K
FHMS K074 A2 2,300,000 2,289,502 -10,498 0.21% -$4.66K
FNMA 30YR 4% 04/01/2045#FM2986 2,330,963 2,281,988 -48,975 0.21% -$17.16K
FNMA 30YR 3% 10/01/2051#FM9049 2,509,010 2,453,064 -55,945 0.21% -$12.28K
BX TRUST 2,194,469 2,143,798 -50,671 0.20% -$35.50K
FR SB8097 2,418,481 2,339,537 -78,944 0.20% -$55.80K
Federal Home Loan Mortgage Corporation 2,207,503 2,058,837 -148,666 0.19% -$136.50K
FHLM 30YR 6.5% 01/01/2055#RJ3308 2,123,575 1,937,374 -186,201 0.19% -$184.30K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+70 09/25/2052 2,120,291 2,048,213 -72,078 0.19% -$60.22K
FHLG 30YR 2% 02/52#RA6824 2,429,935 2,397,211 -32,724 0.19% $2.10K
FNMA 30YR 6% 09/01/2054#CB9216 2,078,660 1,949,368 -129,292 0.19% -$128.96K
FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052 2,080,920 2,007,455 -73,464 0.18% -$63.46K
Freddie Mac Pool 1,930,586 1,892,488 -38,098 0.18% -$29.67K
FREDDIE MAC POOL FR 02/52 FIXED 2 2,408,606 2,357,170 -51,436 0.18% -$12.35K
FNMA 30YR 2% 01/01/2052#FS0286 2,364,604 2,327,165 -37,439 0.18% -$2.66K
Freddie Mac Multifamily Structured Pass Through Certificates 1,899,350 1,898,387 -963 0.18% -$962
FR SD7530 2,160,458 2,115,144 -45,314 0.17% -$9.90K
Federal Home Loan Mortgage Corporation 1,978,124 1,855,917 -122,207 0.17% -$109.08K
FNMA 15YR 2.5% 12/01/2032#FM1681 1,998,319 1,878,391 -119,927 0.17% -$108.08K
FNMA 30YR 3% 12/01/2049#FM2077 2,026,601 1,976,811 -49,790 0.17% -$17.54K
Uniform Mortgage-Backed Securities 1,942,270 1,898,529 -43,741 0.17% -$10.78K
FN MA4466 2,108,738 2,072,259 -36,479 0.17% -$1.08K
Government National Mortgage Association 2,085,221 1,734,210 -351,011 0.16% -$351.22K
FN MA4176 2,002,299 1,955,914 -46,384 0.16% -$11.29K
G2 MA6994 2,111,159 2,070,520 -40,639 0.16% -$6.77K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054 1,900,983 1,737,261 -163,721 0.16% -$157.00K
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 2,065,664 1,735,148 -330,516 0.16% -$325.60K
FNMA 30YR 6% 08/01/2054#CB9061 1,779,735 1,671,734 -108,001 0.16% -$107.63K
FN MA4206 1,901,153 1,833,892 -67,261 0.16% -$57.20K
FN MA4302 1,925,047 1,863,690 -61,357 0.16% -$43.06K
FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052 1,766,909 1,706,844 -60,065 0.16% -$51.59K
Freddie Mac Multifamily Structured Pass Through Certificates 1,695,897 1,694,908 -989 0.16% -$782
FNMA 30YR 2% 04/01/2052#FS8195 2,031,546 1,998,583 -32,963 0.15% $3.53K
FHLG 30YR 3.5% 04/01/2052#QE0316 1,744,002 1,734,142 -9,861 0.15% $20.16K
USAA AUTO OWNER TRUST USAOT 2024 A A3 144A 1,900,000 1,613,827 -286,173 0.15% -$289.00K
FHLG 30YR 4.5% 07/01/2049#RA1171 1,623,238 1,612,240 -10,998 0.15% -$247
FNMA 30YR 6% 05/01/2054# 1,672,348 1,563,849 -108,498 0.15% -$108.39K
FNMA 30YR 6% 06/01/2054#CB8711 1,708,094 1,562,257 -145,837 0.15% -$146.78K
FN MA4438 1,854,030 1,820,585 -33,444 0.15% -$2.14K
FHLG 30YR 5.5% 01/01/2055#SL0307 1,574,097 1,533,720 -40,377 0.15% -$37.33K
FR SD7524 1,742,831 1,702,704 -40,127 0.14% -$10.93K
Federal Home Loan Mortgage Corporation 1,751,813 1,711,334 -40,479 0.14% -$9.31K
Freddie Mac REMICS 1,677,648 1,541,985 -135,663 0.14% -$130.33K
FN FM7484 1,779,789 1,739,930 -39,859 0.14% -$9.92K
FNMA 30YR 2.5% 05/01/2052#FA1273 1,769,399 1,737,595 -31,804 0.14% -$2.27K
FN MA4473 1,825,126 1,784,559 -40,568 0.14% -$17.28K
FNMA POOL FM9501 FN 11/51 FIXED VAR 1,766,317 1,726,177 -40,140 0.14% -$10.15K
FHLG 30YR 2% 10/01/2051#RA6076 1,819,749 1,800,500 -19,249 0.14% $7.13K
FREDDIE MAC POOL FR SD0958 1,617,950 1,584,361 -33,590 0.14% -$6.66K
FNMA 30YR 3% 11/01/2049#BO4757 1,655,697 1,628,973 -26,724 0.14% -$911
FNMA 30YR 2% 11/01/2051#FM9568 1,799,749 1,770,827 -28,922 0.14% -$241
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 1,685,309 1,632,201 -53,108 0.14% -$32.14K
FANNIEMAE 30YR 2% 03/01/2052# 1,794,730 1,771,415 -23,316 0.14% $9.09K
Federal Home Loan Mortgage Corporation 1,599,612 1,450,828 -148,783 0.14% -$143.98K
G2 MA7418 1,680,607 1,647,801 -32,806 0.13% -$4.92K
FNMA 30YR 2.5% 06/01/2051#FM7507 1,669,709 1,637,478 -32,230 0.13% -$4.12K
FR SD7532 1,725,004 1,689,434 -35,570 0.13% -$9.06K
G2 MA6864 1,704,326 1,672,850 -31,476 0.13% -$2.80K
FNMA 30YR 5.5% 10/01/2053#CB7297 1,408,249 1,370,093 -38,155 0.13% -$30.33K
FR SD8106 1,719,675 1,694,493 -25,183 0.13% $5.77K
Freddie Mac Pool 1,582,917 1,556,702 -26,215 0.13% -$735
Uniform Mortgage-Backed Securities 1,716,691 1,691,564 -25,127 0.13% $6.32K
FR SD7535 1,627,204 1,592,507 -34,697 0.13% -$7.46K
FN FS0216 1,562,827 1,502,535 -60,292 0.13% -$48.27K
FNMA 30YR 3.5% 01/01/2050#FS3728 1,489,223 1,448,923 -40,300 0.13% -$17.41K
FNMA 30YR 3.5% 12/01/2046#BM5096 1,482,023 1,446,763 -35,260 0.13% -$12.16K
UMBS 1,402,055 1,321,474 -80,581 0.13% -$79.24K
FNMA 30YR 2.5% 08/01/2051#CB1281 1,616,971 1,589,562 -27,409 0.13% $3.05K
FNMA 30YR 3% 03/01/2052#FA1625 1,553,795 1,524,232 -29,562 0.13% -$3.78K
FHLG 30YR 2% 11/01/2051#RA6241 1,660,957 1,633,121 -27,836 0.13% -$2.12K
MSC 2024-NSTB A 1,418,969 1,382,751 -36,218 0.13% -$32.81K
FNMA 30YR 7% 01/01/2054#FS6966 1,427,971 1,280,601 -147,370 0.13% -$152.15K
FHLG 20YR 2.5% 11/01/2041#SC0210 1,504,857 1,469,295 -35,562 0.12% -$10.26K
FNMA 30YR 3% 12/01/2051#FM9919 1,500,853 1,474,435 -26,418 0.12% -$796
FHLG 30YR 4.5% 07/01/2041#ZL1693 1,411,626 1,323,335 -88,291 0.12% -$75.41K
FNMA 30YR 3% 10/01/2051#FM9210 1,495,198 1,465,909 -29,289 0.12% -$4.00K
FNMA 30YR 6% 11/01/2053#FS6498 1,361,534 1,292,211 -69,323 0.12% -$66.00K
FNMA 30YR 2.5% 04/01/2051#FM6540 1,544,244 1,498,859 -45,385 0.12% -$18.35K
FN MA4305 1,602,191 1,577,062 -25,129 0.12% $4.51K
FNMA 30YR 3.5% 06/01/2048#BM4426 1,369,653 1,355,003 -14,651 0.12% $6.11K
FNMA 30YR 6% 02/01/2055#CB9989 1,273,739 1,213,451 -60,288 0.12% -$56.68K
FHLG 30YR 3.5% 05/01/2052#RA7311 1,343,463 1,317,303 -26,159 0.12% -$3.40K
Freddie Mac REMICS 1,402,310 1,240,275 -162,035 0.12% -$155.78K
FNMA 30YR 3.5% 08/01/2050#FM7147 1,333,439 1,311,335 -22,104 0.12% -$3.55K
FHLG 20YR 2% 07/01/2041#SC0162 1,435,789 1,391,945 -43,844 0.12% -$17.20K
TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A 1,376,657 1,309,625 -67,032 0.11% -$55.29K
UPG HI ISSUER TRUST UPGHI 2025 2 A 144A 1,300,000 1,233,908 -66,092 0.11% -$59.47K
Fannie Mae Pool Pool # FA0543 1,435,236 1,404,882 -30,354 0.11% -$5.88K
FNMA 30YR 2.5% 05/01/2051#CB0443 1,421,735 1,404,839 -16,896 0.11% $5.80K
FR SD7540 1,422,981 1,393,893 -29,089 0.11% -$4.94K
GNII II 5.5% 12/20/2054#787741 1,219,448 1,184,197 -35,252 0.11% -$29.93K
FNMA 30YR 6% 11/01/2054#CB9502 1,203,384 1,168,877 -34,506 0.11% -$30.47K
GOVERNMENT NATIONAL MORTGAGE CORPORATION 1,417,616 1,389,273 -28,343 0.11% $234
FHLG 30YR 3% 01/01/2052#SL0417 1,367,667 1,335,075 -32,592 0.11% -$9.33K
FN FS0898 1,335,896 1,307,574 -28,322 0.11% -$7.90K
GNMA II 5.5% 03/20/2054#787292 1,189,286 1,148,300 -40,986 0.11% -$36.69K
FNMA 30YR 2.5% 05/01/2051#CB0447 1,371,903 1,336,259 -35,644 0.11% -$11.71K
FNMA 30YR 6% 07/01/2054#CB8850 1,151,728 1,117,302 -34,426 0.11% -$30.26K
G2 MA8799 1,194,091 1,165,547 -28,544 0.11% -$15.63K
FHLM 30YR 5.5% 08/01/2053#RA9619 1,144,740 1,114,720 -30,019 0.11% -$23.54K
BINOM SECURITIZATION TRUST BINOM 2022 RPL1 A1 144A 1,248,010 1,208,631 -39,379 0.11% -$23.88K
FNMA 30YR 5.5% 10/01/2054#CB9365 1,140,615 1,119,088 -21,527 0.11% -$13.59K
Federal Home Loan Mortgage Corporation 1,307,974 1,272,383 -35,591 0.11% -$18.19K
FNMA 30YR 2.5% 08/01/2051#CB1331 1,303,053 1,272,467 -30,586 0.10% -$5.00K
FNMA 30YR 2% 10/01/2051#CB1799 1,361,773 1,319,452 -42,322 0.10% -$19.13K
PRPM 2025-RCF5 LLC SER 2025-RCF5 CL A1 V/R REGD 144A P/P 4.83900000 1,200,000 1,103,668 -96,332 0.10% -$90.80K
Freddie Mac Pool 1,326,885 1,298,766 -28,120 0.10% -$9.59K
FNMA 30YR 6.5% 03/01/2055#CC0136 1,093,791 1,026,003 -67,788 0.10% -$68.57K
FHLG 30YR 6.5% 01/01/2054#RJ0706 1,106,614 1,022,557 -84,057 0.10% -$81.74K
FNMA 30YR 2.5% 03/01/2050#MA3964 1,251,953 1,230,625 -21,328 0.10% -$87
FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052 1,219,711 1,185,327 -34,383 0.10% -$16.45K
FNMA POOL CB1280 FN 08/51 FIXED 2.5 1,248,187 1,228,961 -19,226 0.10% $4.05K
FNMA 30YR 5.5% 06/01/2054#CB8689 1,055,608 1,020,911 -34,697 0.10% -$27.73K
FNMA 30YR 3% 03/01/2052#CB3114 1,159,087 1,133,845 -25,242 0.10% -$5.14K
FNMA 30YR 3% 11/01/2051#FM9633 1,172,679 1,137,391 -35,288 0.10% -$14.41K
FR SD8163 1,124,125 1,091,358 -32,766 0.10% -$15.19K
FNMA 15YR 2% 06/01/2035#BP5615 1,125,477 1,094,855 -30,622 0.09% -$22.24K
FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 1,223,411 1,195,070 -28,341 0.09% -$16.91K
FNMA 30YR 3% 11/01/2051#FS9709 1,134,270 1,110,883 -23,387 0.09% -$4.60K
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704 1,007,386 960,337 -47,048 0.09% -$46.85K
FNMA 30YR 5% 10/01/2052#CB4893 1,025,112 995,313 -29,799 0.09% -$22.52K
FN MA3744 1,128,193 1,104,466 -23,727 0.09% -$7.01K
FHLG 30YR 5.5% 10/01/2054#RJ2653 998,249 978,499 -19,750 0.09% -$12.68K
FNMA 30YR 2.5% 12/01/2051#CB2289 1,167,565 1,148,005 -19,560 0.09% -$1.96K
GNII II 5.5% 01/20/2055#787767 1,018,085 973,699 -44,386 0.09% -$40.97K
Uniform Mortgage-Backed Securities 1,061,833 1,020,638 -41,195 0.09% -$21.71K
FNMA 30YR 6% 10/01/2054#CB9336 987,246 946,822 -40,424 0.09% -$37.71K
FR SD7525 1,139,652 1,113,472 -26,179 0.09% -$6.93K
FNMA 30YR 4.5% 08/01/2049#FM1338 999,404 981,469 -17,936 0.09% -$11.30K
FNMA, Series 2023-54, Class FD 1,053,033 969,816 -83,217 0.09% -$81.97K
Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A 1,125,363 973,451 -151,912 0.09% -$151.58K
FHLG 30YR 3.5% 07/01/2048#SD6922 1,036,311 1,014,560 -21,751 0.09% -$4.56K
GNII II 4.5% 03/20/2055#MB0257 985,304 978,778 -6,526 0.09% $3.54K
FHLG 30YR 2.5% 10/01/2051#RA6022 1,107,470 1,089,420 -18,051 0.09% -$98
MBALT 2024-B A3 1,000,000 950,044 -49,956 0.09% -$49.78K
FHLG 30YR 5.5% 11/01/2054#SD6971 932,968 913,560 -19,408 0.09% -$14.64K
FG G08793 971,829 953,812 -18,018 0.09% -$3.94K
FNMA 30YR 2% 03/01/2052#FA2176 1,129,095 1,110,556 -18,539 0.09% -$1.56K
FNMA 30YR 2% 11/01/2051#FM9539 1,138,801 1,113,910 -24,890 0.09% -$7.42K
FNMA 30YR 6% 07/01/2054#CB8857 967,048 909,611 -57,436 0.09% -$57.50K
AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A 1,057,317 1,034,259 -23,058 0.09% -$12.99K
FHLG 30YR 5% 12/01/2052#SD1924 928,027 905,057 -22,970 0.09% -$16.58K
FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054 1,010,866 897,220 -113,646 0.08% -$110.43K
Freddie Mac Pool 1,047,351 1,030,947 -16,404 0.08% $1.48K
OBX Trust, Series 2025-NQM10, Class A1 994,730 895,231 -99,499 0.08% -$97.56K
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703 899,845 847,630 -52,216 0.08% -$51.09K
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049 1,003,282 981,461 -21,821 0.08% -$4.84K
FNMA 30YR 3% 04/01/2050#BK2249 1,009,242 968,307 -40,935 0.08% -$22.29K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055 947,651 882,670 -64,982 0.08% -$60.67K
FNMA 30YR 3% 04/01/2052#CB3239 988,467 965,636 -22,830 0.08% -$5.63K
FNMA 30YR 3% 03/01/2050#BP2186 994,121 961,095 -33,026 0.08% -$14.94K
FN CA6416 982,300 961,066 -21,234 0.08% -$4.55K
FR SD7507 962,623 940,338 -22,286 0.08% -$6.19K
FN MA4228 977,239 943,309 -33,930 0.08% -$22.93K
FNMA 15YR 1.5% 01/01/2037#FS2747 969,318 940,076 -29,242 0.08% -$19.27K
Freddie Mac Pool 849,459 784,704 -64,755 0.08% -$65.88K
FR SD8133 1,070,840 1,055,540 -15,300 0.08% $7.13K
FHLG 30YR 6% 10/01/2054#RJ2642 827,864 799,798 -28,067 0.08% -$25.52K
FHLG 30YR 5% 10/01/2052#SD1733 838,822 808,837 -29,985 0.08% -$24.13K
NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A 930,005 862,330 -67,675 0.08% -$58.23K
FANNIEMAE 30YR 2.5% 05/01/2052#FA0880 943,595 927,985 -15,610 0.08% -$1.41K
FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052 843,737 815,055 -28,682 0.07% -$24.64K
FNMA 30YR 5% 10/01/2052#FS3047 808,117 795,439 -12,679 0.07% -$6.22K
FNMA 30YR 2% 03/01/2052#FA0995 981,956 961,936 -20,020 0.07% -$3.95K
FNMA 30YR 6% 09/01/2054#CB9149 799,533 771,331 -28,202 0.07% -$27.05K
Freddie Mac Pool 839,029 756,568 -82,461 0.07% -$84.78K
FR SD8127 1,026,133 1,011,210 -14,923 0.07% $6.62K
FN MA4236 1,019,490 1,004,507 -14,983 0.07% $8.02K
UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C12 ASB 895,643 799,534 -96,109 0.07% -$95.51K
FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 925,590 904,091 -21,500 0.07% -$8.72K
FR SD8120 1,009,017 993,573 -15,444 0.07% $7.45K
Freddie Mac Pool 804,982 736,105 -68,877 0.07% -$70.13K
FHLG 30YR 2% 12/01/2051#RA6510 945,041 932,647 -12,394 0.07% $793
G2 MA8345 842,316 826,350 -15,966 0.07% $1.85K
FHLG 30YR 2.5% 12/01/2051#RA6434 904,549 889,143 -15,406 0.07% -$1.74K
FHLG 30YR 6.5% 01/01/2054#SD4623 818,952 734,796 -84,157 0.07% -$83.84K
FNMA 30YR 6% 06/01/2053#CB6538 788,084 742,822 -45,263 0.07% -$43.28K
FNMA 30YR 4.5% 07/01/2047#FM3371 784,737 760,630 -24,106 0.07% -$16.80K
FNMA 30YR 2.5% 05/01/2051#FM7352 881,145 870,195 -10,949 0.07% $2.36K
FN MA4600 823,223 807,228 -15,995 0.07% -$1.97K
SoFi Consumer Loan Program Trust, Series 2025-2, Class A 996,977 758,359 -238,618 0.07% -$239.69K
FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052 818,415 785,993 -32,422 0.07% -$19.95K
FNMA 30YR 3% 12/01/2050#MA4211 858,489 831,428 -27,061 0.07% -$12.13K
FNMA 30YR 7% 06/01/2054#FS8247 730,414 700,226 -30,188 0.07% -$29.47K
Freddie Mac Pool 734,581 700,703 -33,878 0.07% -$33.17K
Freddie Mac REMICS 774,850 747,997 -26,852 0.07% -$23.00K
Government National Mortgage Association 862,841 845,337 -17,504 0.07% $444
BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 SER 2022-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 822,719 793,515 -29,205 0.07% -$21.82K
Freddie Mac REMICS 891,169 863,302 -27,866 0.07% -$15.09K
STORE MASTER FUNDING I-VII XIV XIX XX STR 2021-1A A1 782,333 781,333 -1,000 0.07% $10.43K
FNMA 30YR 2% 12/01/2051#BQ7458 899,052 891,560 -7,492 0.07% $6.43K
WHEELS FLEET LEASE FUNDING LLC WFLF 2024 1A A1 144A 847,878 730,577 -117,300 0.07% -$118.68K
FHLG 30YR 2% 11/01/2051#RA6302 902,717 877,035 -25,682 0.07% -$8.58K
Freddie Mac Pool 743,287 689,922 -53,365 0.07% -$54.39K
FHLG 30YR 1.5% 03/01/2051#QC0226 921,677 914,202 -7,476 0.07% $10.65K
CARMX 2025-2 A2A 944,093 721,468 -222,625 0.07% -$222.82K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054 822,285 715,139 -107,146 0.07% -$105.00K
BANK 2020-BNK26 2.313% 03/15/2063 783,297 738,923 -44,375 0.07% -$38.90K
FNMA 30YR 6.5% 11/01/2053#CB7520 723,690 678,408 -45,282 0.07% -$43.36K
VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A 770,153 705,496 -64,657 0.07% -$63.50K
FNMA 30YR 2.5% 07/01/2050#FM3611 824,000 807,044 -16,956 0.07% -$3.74K
Government National Mortgage Association 815,219 800,020 -15,199 0.06% $1.10K
Government National Mortgage Association 813,372 797,606 -15,766 0.06% $560
FNMA 30YR 7% 02/01/2054#FS6962 701,965 656,508 -45,458 0.06% -$45.66K
FG G60440 746,323 725,741 -20,583 0.06% -$7.77K
FNMA 20YR 2% 10/01/2041#FM9396 806,892 783,245 -23,648 0.06% -$9.23K
G2 MA4126 763,734 746,200 -17,534 0.06% -$6.44K
FHMS K069 A2 681,037 677,451 -3,585 0.06% -$1.15K
FNMA 30YR 5.5% 10/01/2052#CB4909 666,775 646,411 -20,364 0.06% -$16.86K
FHLG 30YR 3.5% 05/01/2052#RA7312 719,960 701,478 -18,482 0.06% -$5.63K
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000 694,202 671,096 -23,106 0.06% -$20.78K
FNMA 30YR 3% 02/01/2052#FS0631 732,430 719,064 -13,367 0.06% -$593
FNMA 30YR 5.5% 09/01/2054#CB9209 646,041 641,423 -4,618 0.06% $56
Uniform Mortgage-Backed Securities 738,142 663,433 -74,709 0.06% -$71.43K
FNMA 30YR 5.5% 07/01/2054#FS8456 643,460 632,577 -10,883 0.06% -$6.86K
G2 MB0091 666,622 647,598 -19,023 0.06% -$16.00K
FNMA 30YR 5% 11/01/2052#CB5128 649,550 636,892 -12,658 0.06% -$7.96K
Freddie Mac REMICS 729,856 638,897 -90,959 0.06% -$90.26K
FN MA4237 785,146 772,727 -12,419 0.06% $2.11K
FNMA 30YR 3% 11/01/2051#FM9632 717,783 704,268 -13,515 0.06% -$1.44K
FN MA4254 821,989 811,008 -10,981 0.06% $6.08K
OWN Equipment Fund I LLC, Series 2024-2M, Class A 667,223 631,069 -36,154 0.06% -$25.25K
FNMA 30YR 3% 02/01/2050#FM2439 704,936 698,632 -6,303 0.06% $4.73K
PRET Trust, Series 2025-RPL3, Class A1 670,562 651,357 -19,205 0.06% -$12.80K
FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 714,560 694,840 -19,720 0.06% -$8.70K
FNMA 30YR 5.5% 07/01/2053#CB6673 637,904 619,779 -18,125 0.06% -$14.54K
FN MA4326 740,683 727,675 -13,007 0.06% -$1.95K
FNMA 30YR 7% 01/01/2054#FS6771 661,392 590,051 -71,341 0.06% -$73.57K
FNMA 30YR 5% 11/01/2052#FS3248 630,232 611,557 -18,675 0.06% -$14.21K
FN CB2100 673,085 655,715 -17,371 0.06% -$6.96K
FNMA 30YR 3% 06/01/2052#FS6943 695,094 682,941 -12,154 0.06% $254
FNMA 30YR 5.5% 06/01/2053#CB6636 608,380 596,986 -11,394 0.06% -$7.97K
John Deere Owner Trust, Series 2025-A, Class A2A 831,330 612,802 -218,528 0.06% -$218.69K
MFRA TRUST MFRA 2022 RPL1 A1 144A 662,495 638,581 -23,914 0.06% -$18.51K
FHLM 30YR 6.5% 02/01/2055#RJ3572 623,129 574,125 -49,004 0.06% -$48.76K
FHLG 30YR 3% 10/01/2051#RA5998 685,517 666,975 -18,542 0.06% -$6.10K
FNMA 30YR 2.5% 04/01/2052#FS8772 707,280 694,571 -12,709 0.06% -$2.16K
FNMA 30YR 6.5% 07/01/2054#CB8875 664,426 583,788 -80,638 0.06% -$80.89K
Cross Mortgage Trust, Series 2025-H4, Class A1 649,059 598,093 -50,966 0.06% -$49.75K
Verus Securitization Trust, Series 2025-5, Class A1 645,770 597,503 -48,267 0.06% -$48.21K
FNMA 30YR 3% 07/01/2051#CB1142 669,651 657,645 -12,005 0.06% -$592
FNMA 30YR 6% 06/01/2053#CB6539 588,575 573,530 -15,045 0.06% -$13.27K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 669,585 653,314 -16,271 0.05% -$5.04K
FHLG 30YR 4% 10/01/2052#SD1772 615,900 604,097 -11,804 0.05% -$759
FHLMC REMI 30YR 6% 03/01/2055#RJ3645 578,259 558,531 -19,728 0.05% -$17.74K
Federal Home Loan Mortgage Corporation 649,421 577,420 -72,000 0.05% -$69.94K
FNMA 30YR 2% 02/01/2052#FS8764 702,769 690,701 -12,068 0.05% -$2.26K
BX Trust, Series 2024-CNYN, Class A 585,623 578,925 -6,698 0.05% -$6.52K

Top 300 of 988, by weight.

Security Shares Nov 2025 Shares Feb 2026 Δ shares End % Δ value
BMO Mortgage Trust 7,400,000 7,400,000 0 0.72% $30.29K
AFFRM 2024-B A 144A 4.62% 09-15-29 4,100,000 4,100,000 0 0.38% $1.31K
Freddie Mac Multifamily Structured Pass Through Certificates 4,200,000 4,200,000 0 0.35% $50.50K
FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030 3,200,000 3,200,000 0 0.30% $22.94K
GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051 3,200,000 3,200,000 0 0.29% $37.27K
AFRMT 2025-3A A 144A 4.45% 10-16-34 2,700,000 2,700,000 0 0.25% $15.07K
GREATAMERICA LSNG REC FDS LLC 4.37% 05/15/2028 144A 2,600,000 2,600,000 0 0.24% $8.24K
FORDF 2023-1 A1 144A 4.92% 05-15-28 2,589,000 2,589,000 0 0.24% -$3.89K
FORDF 2024-1 A1 2,500,000 2,500,000 0 0.23% -$2.42K
CARMX 2025-4 A3 2,400,000 2,400,000 0 0.22% $8.06K
SREIT Trust 2021-MFP 1,827,836 1,827,836 0 0.17% $1.14K
ALA Trust 2025-OANA 1,741,000 1,741,000 0 0.16% $2.21K
FHMS K762 A2 1,700,000 1,700,000 0 0.16% $14.22K
FHMS K077 A2 1,600,000 1,600,000 0 0.15% $3.44K
DLLAA LLC, Series 2025-1A, Class A3 1,450,000 1,450,000 0 0.14% $2.48K
FHMS K761 A2 1,400,000 1,400,000 0 0.13% $13.88K
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A3 REGD 144A P/P 4.62000000 1,300,000 1,300,000 0 0.12% -$418
OPORTUN ISSUANCE TRUST 2025-D SER 2025-D CL A REGD 144A P/P 4.53000000 1,300,000 1,300,000 0 0.12% $2.78K
GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1 1,126,000 1,126,000 0 0.10% -$2.37K
FNA 2025-M4 A2 1,100,000 1,100,000 0 0.10% $14.18K
AFRMT 2025-2A A 144A 4.67% 07-15-33 1,100,000 1,100,000 0 0.10% $2.06K
WFCM Commercial Mortgage Trust 2024-GRP 1,100,000 1,100,000 0 0.10% -$1.77K
Extended Stay America Trust, Series 2025-ESH, Class A 1,070,000 1,070,000 0 0.10% -$332
BMARK 2024-V9 A3 5.6019% 08-15-57 900,000 900,000 0 0.09% $2.62K
FHMS K070 A2 900,000 900,000 0 0.08% $2.51K
Freddie Mac Multifamily Structured Pass Through Certificates 900,000 900,000 0 0.08% $6.40K
FHMS K746 A2 900,000 900,000 0 0.08% $5.55K
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A 845,000 845,000 0 0.08% $1.27K
MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A 1,000,000 1,000,000 0 0.07% $2.47K
GMREV 2024-1 A 704,000 704,000 0 0.07% $3.31K
FHMS K753 A2 700,000 700,000 0 0.07% $4.77K
SDART 2025-2 A3 700,000 700,000 0 0.06% $856
FHMS K073 A2 700,000 700,000 0 0.06% $2.24K
MORGAN STANLEY CAPITAL I TRUST 2017-H1 A4 3.259% 06/15/2050 700,000 700,000 0 0.06% $625
WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A 638,000 638,000 0 0.06% -$857
DELL EQUIPMENT FINANCE TRUST 2025-2 SER 2025-2 CL A3 REGD 144A P/P 4.12000000 600,000 600,000 0 0.06% $3.04K
MSC 2018-H4 A4 600,000 600,000 0 0.06% $7.27K
OPTN 2025-B A 600,000 600,000 0 0.06% $1.63K
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN 670,000 670,000 0 0.06% $3.32K
SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A 600,000 600,000 0 0.06% $1.12K
BANK 2017-BNK5 A5 600,000 600,000 0 0.05% $1.13K
BENCHMARK 2025-V18 MORTGAGE TRUST V18 XB CSTR VAR 06/15/2030 144A 27,700,000 27,700,000 0 0.05% -$19.39K
BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A 531,000 531,000 0 0.05% $1.02K
BMO 2022-C3 MTG TR 22-C3 ASB VAR 09/15/2054 500,000 500,000 0 0.05% $2.70K
BofA Auto Trust, Series 2025-1A, Class A3 500,000 500,000 0 0.05% -$72
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A 500,000 500,000 0 0.05% $2.64K
FHMS K076 A2 500,000 500,000 0 0.05% $1.29K
FHMS K072 A2 500,000 500,000 0 0.05% $1.21K
OPTN 2025-C A 495,000 495,000 0 0.05% $694
FHMS K071 A2 500,000 500,000 0 0.05% $755
MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A 491,000 491,000 0 0.05% $1.26K
CENT 2025-CITY A 464,000 464,000 0 0.04% $3.49K
BX Mortgage Trust, Series 2021-PAC, Class A 475,000 475,000 0 0.04% -$8
MSC 2019-L2 A3 449,297 449,297 0 0.04% $5.94K
HILTON USA TRUST 2016 HHV 446,000 446,000 0 0.04% $1.34K
CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 3.5853% 12/10/2054 439,884 439,884 0 0.04% $1.07K
WFCM 2025-VTT A 418,000 418,000 0 0.04% $1.78K
FNA 2023-M8 A2 400,000 400,000 0 0.04% $4.45K
FHMS K083 A2 400,000 400,000 0 0.04% $960
FHMS K068 A2 400,000 400,000 0 0.04% $934
GSMS 2019-GSA1 A4 400,000 400,000 0 0.04% $5.59K
LIFE MORTGAGE TRUST US 400,000 400,000 0 0.03% $16.79K
FHMS K135 A2 400,000 400,000 0 0.03% $4.78K
Enterprise Fleet Financing LLC, Series 2024-4, Class A3 361,000 361,000 0 0.03% $362
WOSAT 2025-A A3 340,000 340,000 0 0.03% $1.76K
EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3 325,000 325,000 0 0.03% $1.62K
INTL Commercial Mortgage Trust 2025-PLAZA 317,000 317,000 0 0.03% $3.96K
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A 313,000 313,000 0 0.03% $98
CARMX 2024-4 A3 300,000 300,000 0 0.03% $655
FHMS K081 A2 300,000 300,000 0 0.03% $858
MBALT 2024-A A3 290,000 290,000 0 0.03% -$665
BX Trust, Series 2021-LBA, Class AJV 282,000 282,000 0 0.03% $173
BX TRUST 268,366 268,366 0 0.02% $336
BBCMS Mortgage Trust, Series 2023-C21, Class A3 246,000 246,000 0 0.02% $398
BBCMS Mortgage Trust 2025-5C38 5,700,000 5,700,000 0 0.02% -$10.27K
BMARK 2019-B10 A4 229,000 229,000 0 0.02% $1.31K
BANK 2018-BNK10 226,622 226,622 0 0.02% $986
AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A 205,000 205,000 0 0.02% $189
FNA 2023-M1S A2 200,000 200,000 0 0.02% $2.60K
BX Trust, Series 2025-TAIL, Class A 201,000 201,000 0 0.02% $0
GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 200,000 200,000 0 0.02% $2.38K
Extended Stay America Trust, Series 2025-ESH, Class B 190,000 190,000 0 0.02% $0
SREIT Trust, Series 2021-MFP, Class B 189,578 189,578 0 0.02% $118
GS MTG SECS TR 2017-GS6 3.164% 05/10/2050 184,774 184,774 0 0.02% $784
BMO 2025-5C12 MTG TR VAR 10/15/2058 5,400,000 5,400,000 0 0.02% -$8.22K
Enterprise Fleet Financing LLC, Series 2024-2, Class A3 171,000 171,000 0 0.02% -$372
BENCHMARK 2025-V16 MORTGAGE TRUST VAR 08/15/2057 144A 9,000,000 9,000,000 0 0.01% -$6.02K
HAVN Trust 2025-MOB 115,000 115,000 0 0.01% -$252
CENT TRUST 2025-CITY VAR 07/10/2040 144A 16,222,000 16,222,000 0 0.01% -$7.24K
Dllad LLC, Series 2024-1A, Class A3 82,000 82,000 0 0.01% -$33
BANK5 2025-5YR16 VAR 08/15/2063 4,000,000 4,000,000 0 0.01% -$2.72K
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3 70,000 70,000 0 0.01% $120
CMXS 2024-A A3 67,000 67,000 0 0.01% -$61
EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2 60,000 60,000 0 0.01% $102
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT 59,000 59,000 0 0.01% $220
BANK 20-BNK25 XB CSTR 01/15/2063 2,000,000 2,000,000 0 0.00% -$854
VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A 1,600,000 1,600,000 0 0.00% -$1.23K

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