FSMOX Portfolio moves — Fidelity SAI Investment Grade Securitized Fund

FSMOX

Fidelity SAI Investment Grade Securitized Fund

Fidelity Salem Street Trust

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.

From To

Nov 30, 2025 → Feb 28, 2026

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

Security	Shares Feb 2026	Δ shares	End %	Δ value
G2SF 5.5 4/25	55,875,000	55,875,000	4.73%	$56.54M
G2SF 6 4/25	33,200,000	33,200,000	2.83%	$33.85M
FNCL 2 4/26	32,150,000	32,150,000	2.23%	$26.63M
FNCI 5 4/21	22,225,000	22,225,000	1.89%	$22.55M
GNII II 5.5% 03/01/2056 #TBA	20,125,000	20,125,000	1.71%	$20.38M
FNCL 6 3/24	17,575,000	17,575,000	1.51%	$18.03M
FNCL 6 4/26	16,600,000	16,600,000	1.42%	$17.03M
Fannie Mae or Freddie Mac	16,375,000	16,375,000	1.39%	$16.62M
Government National Mortgage Association, TBA	16,675,000	16,675,000	1.23%	$14.71M
Uniform Mortgage-Backed Security, TBA	17,225,000	17,225,000	1.19%	$14.27M
G2SF 2 4/26	13,725,000	13,725,000	0.97%	$11.63M
G2SF 2.5 4/24	12,300,000	12,300,000	0.91%	$10.85M
US TREASURY N/B	7,880,000	7,880,000	0.66%	$7.90M
G2SF 5 4/26	7,875,000	7,875,000	0.66%	$7.89M
US TREASURY N/B	5,780,000	5,780,000	0.49%	$5.80M
G2 MA7418	5,673,589	5,673,589	0.42%	$5.01M
VERUS SECURITIZATION TRUST 2026-2 A1FC STEP 02/25/2071 144A	4,900,000	4,900,000	0.41%	$4.90M
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED SER 2025-CA CL A3 REGD 144A P/P 4.11000000	4,600,000	4,600,000	0.39%	$4.63M
FHMS K555 SOFR30A+50 11/25/2030	3,800,000	3,800,000	0.32%	$3.80M
Government National Mortgage Association, TBA	3,650,000	3,650,000	0.31%	$3.72M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030	3,699,648	3,699,648	0.31%	$3.70M
Freddie Mac Multifamily Structured Pass Through Certificates	3,599,187	3,599,187	0.30%	$3.60M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+54 10/25/2030	2,612,749	2,612,749	0.22%	$2.61M
GNMA TBA	3,025,000	3,025,000	0.21%	$2.56M
US TREASURY N/B	2,030,000	2,030,000	0.18%	$2.11M
US TREASURY N/B	1,720,000	1,720,000	0.15%	$1.75M
BMO MORTGAGE TRUST 5C13 A2 4.8342% 12/15/2058	1,600,000	1,600,000	0.14%	$1.63M
G2 MA7368	1,618,758	1,618,758	0.12%	$1.49M
PLYM Commercial Mortgage Trust 2026-IND	1,380,000	1,380,000	0.12%	$1.38M
BMARK 2026-V20 A3	1,200,000	1,200,000	0.10%	$1.25M
BANK5 2026-5YR20 A3 5.244% 02/15/2057	1,200,000	1,200,000	0.10%	$1.25M
CARMX 2026-1 A3	1,200,000	1,200,000	0.10%	$1.21M
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+50 12/25/2030	1,200,000	1,200,000	0.10%	$1.20M
Extended Stay America Trust, Series 2026-ESH2, Class A	1,096,000	1,096,000	0.09%	$1.10M
FNMA 30YR 6.5% 12/01/2053#FS6526	992,200	992,200	0.09%	$1.05M
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A	1,032,478	1,032,478	0.09%	$1.04M
BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A	993,000	993,000	0.08%	$993.62K
MFF 2025-1A A	935,000	935,000	0.08%	$942.84K
BMO 2025-5C13 A3	900,000	900,000	0.08%	$937.38K
BBCMS 2024-C26 A5	700,000	700,000	0.06%	$759.66K
Freddie Mac Multifamily Structured Pass Through Certificates	700,000	700,000	0.06%	$713.02K
Barings 2026-SBP Issuer LLC	688,000	688,000	0.06%	$688.94K
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 A1FC VAR 10/26/2065 144A	680,431	680,431	0.06%	$682.90K
FNMA 30YR 6% 07/01/2055#FA3377	637,417	637,417	0.06%	$664.24K
BANK 2023-BNK46 A4	600,000	600,000	0.05%	$645.96K
FHMS K551 A2	600,000	600,000	0.05%	$608.96K
G2 MA7535	644,286	644,286	0.05%	$591.07K
DRVPNK 2026-1A A3	510,000	510,000	0.04%	$512.85K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A A3 4.13% 07/21/2031 144A	500,000	500,000	0.04%	$501.55K
G2 MA7473	542,631	542,631	0.04%	$498.32K
CarMax Select Receivables Trust 2026-A	460,000	460,000	0.04%	$460.07K
Nissan Auto Lease Trust 2026-A	420,000	420,000	0.04%	$420.74K
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A	400,000	400,000	0.03%	$400.28K
G2 MA7419	427,744	427,744	0.03%	$392.61K
Fannie Mae Pool	389,943	389,943	0.03%	$325.71K
FHMS K549 A2	300,000	300,000	0.03%	$306.55K
US TREASURY N/B	300,000	300,000	0.03%	$305.48K
G2 MA7987	295,745	295,745	0.02%	$261.08K
FHLG 30YR 2% 01/01/2051#BQ9683	298,918	298,918	0.02%	$250.14K
DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A	230,000	230,000	0.02%	$229.98K
Onity Loan Investment Trust 2025-HB2	226,049	226,049	0.02%	$219.11K
FNMA 30YR 2% 11/01/2051#FM9500	245,191	245,191	0.02%	$206.03K
FHLG 30YR 2% 07/01/2051#QC4827	243,974	243,974	0.02%	$203.78K
FEDERAL NATIONAL MORTGAGE ASSOCIATION	233,891	233,891	0.02%	$195.58K
FN BQ3004	218,292	218,292	0.02%	$182.74K
BX Trust, Series 2025-DIME, Class A	147,000	147,000	0.01%	$146.80K
CMXS 2026-A A3	145,000	145,000	0.01%	$145.41K
FNMA 30YR 2% 04/01/2051#BR7792	159,593	159,593	0.01%	$133.45K
FHLG 30YR 2% 01/01/2051#BQ9687	145,646	145,646	0.01%	$121.88K
FNMA 30YR 2% 12/01/2050#BQ5162	142,570	142,570	0.01%	$119.31K
FEDERAL NATIONAL MORTGAGE ASSOCIATION	139,560	139,560	0.01%	$116.83K
FN MA4182	138,579	138,579	0.01%	$116.01K
Extended Stay America Trust, Series 2026-ESH2, Class B	112,000	112,000	0.01%	$112.21K
FN MA4119	127,574	127,574	0.01%	$106.88K
FN MA4100	120,744	120,744	0.01%	$101.16K
FREDDIE MAC POOL UMBS P#SD5219 6.00000000	96,420	96,420	0.01%	$100.48K
FNMA 30YR 2% 12/01/2050#FM5215	114,034	114,034	0.01%	$95.93K
FREDDIE MAC POOL FR RA3205	94,745	94,745	0.01%	$79.79K
FNMA 30YR 2% 02/01/2051#FM5984	71,806	71,806	0.01%	$60.45K
FHLG 30YR 2% 07/01/2051#QC4665	70,492	70,492	0.00%	$58.88K
FHLG 30YR 2% 01/01/2051#QB7563	68,754	68,754	0.00%	$57.81K
FN MA4158	67,160	67,160	0.00%	$56.22K
FR SD8090	63,102	63,102	0.00%	$52.87K
FNMA 30YR 2% 08/01/2051#FM8176	62,494	62,494	0.00%	$52.75K
FHLG 30YR 2% 01/01/2051#BQ8400	48,765	48,765	0.00%	$41.01K
G2 MA7936	24,844	24,844	0.00%	$21.93K
G2 MA7590	15,339	15,339	0.00%	$14.07K
G2 MA6710	12,158	12,158	0.00%	$11.17K
FNCL 5.5 3/25	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
FNCL 4.5 4/26	0	0	0.00%	$0
GNII II 6.5% 03/01/2056 #TBA	0	0	0.00%	$0
Ginnie Mae	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
G2SF 4.5 4/26	0	0	0.00%	$0
G2SF 5 3/25	0	0	0.00%	$0
FNCL 5 3/24	0	0	0.00%	$0
FNCL 3.5 4/26	-2,300,000	-2,300,000	-0.18%	-$2.17M
Uniform Mortgage-Backed Security, TBA	-6,800,000	-6,800,000	-0.51%	-$6.15M
FNCL 5 4/26	-14,475,000	-14,475,000	-1.22%	-$14.53M

Security	Shares Nov 2025	Δ shares	End %	Δ value
FNCL 6 1/26	53,650,000	-53,650,000	0.00%	-$54.93M
GNMA II, Single-family, 30 Year	45,075,000	-45,075,000	0.00%	-$37.56M
G2SF 5.5 1/25	35,000,000	-35,000,000	0.00%	-$35.32M
Government National Mortgage Association, TBA	35,050,000	-35,050,000	0.00%	-$30.42M
G2SF 5 1/26	29,800,000	-29,800,000	0.00%	-$29.73M
Uniform Mortgage-Backed Securities	32,970,324	-32,970,324	0.00%	-$27.15M
FNCL 2 1/26	29,600,000	-29,600,000	0.00%	-$24.11M
FNCL 5.5 1/26	19,275,000	-19,275,000	0.00%	-$19.50M
US TREASURY N/B	17,450,000	-17,450,000	0.00%	-$17.46M
G2SF 6 1/25	15,150,000	-15,150,000	0.00%	-$15.44M
G2 MA8346	15,987,040	-15,987,040	0.00%	-$15.31M
Government National Mortgage Association, TBA	14,950,000	-14,950,000	0.00%	-$15.23M
FNMA 30YR 4% 04/01/2045#FM2986	13,985,832	-13,985,832	0.00%	-$13.67M
Uniform Mortgage-Backed Security, TBA	12,850,000	-12,850,000	0.00%	-$13.00M
G2 MA8043	13,952,108	-13,952,108	0.00%	-$12.60M
FNCL 4.5 1/26	12,800,000	-12,800,000	0.00%	-$12.52M
FN MA4305	13,149,804	-13,149,804	0.00%	-$10.79M
FNMA 15YR 2.5% 07/01/2037#FS4754	11,068,015	-11,068,015	0.00%	-$10.53M
FN MA4281	12,568,090	-12,568,090	0.00%	-$10.32M
FNCL 6.5 1/26	9,200,000	-9,200,000	0.00%	-$9.53M
FNMA 30YR 4.5% 08/01/2052#CB4387	9,632,953	-9,632,953	0.00%	-$9.49M
FREDDIE MAC POOL FR SD0958	9,776,073	-9,776,073	0.00%	-$9.15M
FNMA 30YR 4% 09/01/2046#FS2334	9,034,736	-9,034,736	0.00%	-$8.84M
FEDERAL NAT MTG ASN GTD REM PA 21-65 GA 2% 07/25/2049	10,366,016	-10,366,016	0.00%	-$8.60M
FNCL 3 12/22	9,525,000	-9,525,000	0.00%	-$8.46M
GNMA II, Single Family, 30 Year	9,350,000	-9,350,000	0.00%	-$8.44M
Freddie Mac Multifamily Structured Pass Through Certificates	8,000,000	-8,000,000	0.00%	-$8.00M
G2 MB0368	7,030,525	-7,030,525	0.00%	-$7.25M
G2 MA7135	8,618,734	-8,618,734	0.00%	-$7.19M
Uniform Mortgage-Backed Securities	7,754,026	-7,754,026	0.00%	-$6.79M
FN MA4325	8,182,776	-8,182,776	0.00%	-$6.71M
WFCM 2017-C40 A3	6,565,000	-6,565,000	0.00%	-$6.49M
MSC 2019-L2 A3	6,380,020	-6,380,020	0.00%	-$6.24M
FNMA 30YR 5.5% 08/01/2054#CB9059	5,757,661	-5,757,661	0.00%	-$5.86M
FNMA 30YR 6% 09/01/2054#CB9216	5,445,187	-5,445,187	0.00%	-$5.60M
FEDERAL NAT MTG ASN GTD REM PA 3.5% 02/25/2040	5,369,393	-5,369,393	0.00%	-$5.10M
FR SD8533	5,035,329	-5,035,329	0.00%	-$5.10M
ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A	5,056,968	-5,056,968	0.00%	-$5.05M
FNCL 6 12/24	4,875,000	-4,875,000	0.00%	-$4.99M
FNMA 30YR 6% 08/01/2054#CB9061	4,805,284	-4,805,284	0.00%	-$4.94M
FNMA 30YR 6% 06/01/2054#CB8711	4,764,683	-4,764,683	0.00%	-$4.90M
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049	5,566,054	-5,566,054	0.00%	-$4.88M
FNMA 30YR 6% 05/01/2054#	4,474,660	-4,474,660	0.00%	-$4.60M
FNMA 30YR 6% 07/01/2054#CB8857	4,395,670	-4,395,670	0.00%	-$4.52M
FNMA 30YR 6% 04/01/2054#	4,333,521	-4,333,521	0.00%	-$4.45M
FHMS K074 A2	4,400,000	-4,400,000	0.00%	-$4.38M
FNMA 20YR 4% 05/01/2040#FM3359	4,119,951	-4,119,951	0.00%	-$4.08M
FR SD8146	4,875,032	-4,875,032	0.00%	-$4.00M
FR SD8134	4,861,637	-4,861,637	0.00%	-$3.99M
FORDR 2025-2 STEP 02/15/2038 144A	3,300,000	-3,300,000	0.00%	-$3.34M
G2 MA7935	3,151,731	-3,151,731	0.00%	-$2.63M
WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 C45 ASB	2,467,681	-2,467,681	0.00%	-$2.47M
FR SD8128	2,912,312	-2,912,312	0.00%	-$2.39M
FHMS K070 A2	2,400,000	-2,400,000	0.00%	-$2.38M
FR RB5078	2,424,209	-2,424,209	0.00%	-$2.21M
FN MA5700	2,147,426	-2,147,426	0.00%	-$2.18M
FNMA 30YR 4% 04/01/2052#CB3313	2,191,159	-2,191,159	0.00%	-$2.11M
US TREASURY N/B	1,870,000	-1,870,000	0.00%	-$1.90M
FNMA 30YR 5.5% 08/01/2054#DC0900	1,818,808	-1,818,808	0.00%	-$1.84M
G2 MB0091	1,809,402	-1,809,402	0.00%	-$1.81M
FNCL 5.5 12/24	1,775,000	-1,775,000	0.00%	-$1.80M
FEDERAL HOME LN MTG MLT CTF GT 1.5% 07/25/2041	2,074,741	-2,074,741	0.00%	-$1.78M
FR SD8506	1,731,637	-1,731,637	0.00%	-$1.75M
FNCL 2.5 1/26	1,800,000	-1,800,000	0.00%	-$1.53M
FNMA 30YR 6% 03/01/2054#CB8112	1,460,809	-1,460,809	0.00%	-$1.50M
Uniform Mortgage-Backed Securities	1,649,282	-1,649,282	0.00%	-$1.44M
GS MTG SECS TR 2019-GC38 A3 3.703% 02/10/2052	1,400,000	-1,400,000	0.00%	-$1.39M
Wells Fargo Commercial Mortgage Trust 2024-MGP	1,369,067	-1,369,067	0.00%	-$1.37M
CARMX 2025-4 A3	1,300,000	-1,300,000	0.00%	-$1.30M
FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042	1,235,213	-1,235,213	0.00%	-$1.17M
G2 MA7192	1,362,618	-1,362,618	0.00%	-$1.14M
US TREASURY N/B	1,070,000	-1,070,000	0.00%	-$1.12M
AFFRM 2024-A 1A 144A 5.61% 02-15-29	1,100,000	-1,100,000	0.00%	-$1.10M
FHLM 30YR 5% 08/01/2053#RA9615	1,035,502	-1,035,502	0.00%	-$1.04M
G2 MA7826	1,206,928	-1,206,928	0.00%	-$1.01M
FNMA 30YR 5.5% 04/01/2055#DC4771	947,068	-947,068	0.00%	-$959.38K
FN MA4302	1,029,531	-1,029,531	0.00%	-$933.22K
FNMA 30YR 5.5% 10/01/2054#DC3024	876,508	-876,508	0.00%	-$887.91K
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A	869,538	-869,538	0.00%	-$866.00K
Freddie Mac Pool	839,513	-839,513	0.00%	-$826.11K
FNMA 15YR 1.5% 01/01/2037#FS2747	905,637	-905,637	0.00%	-$820.06K
RFR USD SOFR/3.67800 12/29/25-7Y LCH	23,940,000	-23,940,000	0.00%	-$762.83K
FR SB8106	731,171	-731,171	0.00%	-$662.08K
FNMA 15YR 1.5% 04/01/2036#FM6100	705,517	-705,517	0.00%	-$639.51K
FR SB8097	702,451	-702,451	0.00%	-$636.73K
Chase Auto Owner Trust, Series 2024-1A, Class A3	625,406	-625,406	0.00%	-$631.02K
FNMA 15YR 1.5% 03/01/2036#BR4700	678,321	-678,321	0.00%	-$614.86K
MORGAN STANLEY CAP I TR 2017-HR2 3.33% 12/15/2050	594,063	-594,063	0.00%	-$584.53K
GOVERNMENT NATIONAL MORTGAGE CORPORATION	678,434	-678,434	0.00%	-$565.58K
FNMA 30YR 2% 03/01/2052#FS8336	638,037	-638,037	0.00%	-$523.37K
FHLG 30YR 4% 03/01/2049#ZN6553	531,540	-531,540	0.00%	-$513.72K
FHLG 30YR 2.5% 10/01/2051#QC9148	579,285	-579,285	0.00%	-$500.08K
Federal National Mortgage Association, Inc.	573,647	-573,647	0.00%	-$493.60K
Freddie Mac Pool	569,466	-569,466	0.00%	-$491.25K
FN FA2096	410,342	-410,342	0.00%	-$415.12K
FNMA 30YR 5% 04/01/2053#FS4829	401,980	-401,980	0.00%	-$409.79K
FR SB8114	443,731	-443,731	0.00%	-$401.80K
G2 MA7533	426,033	-426,033	0.00%	-$355.17K
FR RB5145	391,159	-391,159	0.00%	-$342.44K
FN MA4328	367,638	-367,638	0.00%	-$332.90K
FHLG 30YR 5% 06/01/2053#SD3196	309,190	-309,190	0.00%	-$315.20K
FHLG 30YR 4% 06/01/2048#ZM6780	322,378	-322,378	0.00%	-$311.77K
FNMA 30YR 2% 02/01/2052#FS5131	373,691	-373,691	0.00%	-$306.53K
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040	273,276	-273,276	0.00%	-$251.02K
FNMA 30YR 5% 02/01/2049#BM5577	192,383	-192,383	0.00%	-$196.54K
FHLG 30YR 4% 10/01/2048#ZM8580	188,307	-188,307	0.00%	-$182.11K
G2 MA7311	209,882	-209,882	0.00%	-$174.97K
FR ZS4785	156,000	-156,000	0.00%	-$150.87K
FNMA 30YR 4% 03/01/2048#BJ4970	102,031	-102,031	0.00%	-$98.77K
FHLG 30YR 4% 06/01/2047#ZM3411	85,640	-85,640	0.00%	-$83.01K
FHLG 30YR 5.5% 08/01/2054#QJ2185	63,389	-63,389	0.00%	-$64.27K
FNMA 30YR 5.5% 04/01/2055#QX9405	60,963	-60,963	0.00%	-$61.76K
FNMA POOL DC1756 FN 10/54 FIXED 5.5	45,818	-45,818	0.00%	-$46.41K
FNMA 30YR 5% 09/01/2052#BW9350	45,312	-45,312	0.00%	-$46.22K
FNMA 30YR 5.5% 08/01/2054#DB2587	44,573	-44,573	0.00%	-$45.15K
FNMA 30YR 5.5% 08/01/2054#DB4439	43,354	-43,354	0.00%	-$44.02K
FNMA 30YR 5.5% 03/01/2055#QX9254	42,848	-42,848	0.00%	-$43.40K
FHLG 30YR 5.5% 09/01/2054#QJ3539	41,507	-41,507	0.00%	-$42.24K
FNMA 30YR 5.5% 08/01/2054#DB4467	41,350	-41,350	0.00%	-$41.89K
FHLG 30YR 5.5% 08/01/2054#QJ1462	40,668	-40,668	0.00%	-$41.20K
FHLMC 30YR 5.5% 01/01/2055#QX2843	37,464	-37,464	0.00%	-$37.95K
FNMA 30YR 5.5% 05/01/2054#DB4381	35,346	-35,346	0.00%	-$35.94K
FHLG 30YR 5.5% 08/01/2054#QJ2090	35,432	-35,432	0.00%	-$35.89K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	37,146	-37,146	0.00%	-$30.97K
FNMA 30YR 5.5% 08/01/2054#DB4457	30,418	-30,418	0.00%	-$30.87K
FANNIEMAE 30YR 5.5% 09/01/2054#BU5051	29,846	-29,846	0.00%	-$30.23K
FNMA 30YR 5% 09/01/2052#BW7430	29,229	-29,229	0.00%	-$29.82K
FHLG 30YR 5.5% 08/01/2054#QJ1160	25,598	-25,598	0.00%	-$25.95K
FNMA 30YR 5% 09/01/2052#BW8697	21,332	-21,332	0.00%	-$21.76K
FHLG 30YR 3.5% 05/01/2045#Q33801	10,268	-10,268	0.00%	-$9.68K
FNMA ARM 5.91% 3/36 #865849	5,344	-5,344	0.00%	-$5.51K
FNMA 7.50% 5/32 #641058	2,988	-2,988	0.00%	-$3.20K
FHLM ARM 5.78% 10/35 #1N0063	11	-11	0.00%	-$11
GNMA 7.00% 9/28 #484239	1	-1	0.00%	-$1
FNR 2013-133 IB 3% 04/32	154	-154	0.00%	-$0
Government National Mortgage Association, TBA	0	0	0.00%	$0
G2SF 5 12/24	0	0	0.00%	$0
FNCL 4.5 12/23	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
Government National Mortgage Association, TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	0	0	0.00%	$0
Uniform Mortgage-Backed Security, TBA	-2,275,000	2,275,000	0.00%	$1.85M

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
G2 MA7988	4,834,631	10,564,238	5,729,606	0.81%	$5.33M
FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2043	7,308,223	7,363,172	54,949	0.57%	$115.03K
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A	3,681,300	3,681,300	0	0.31%	-$1.14K
FHMS K547 A2	1,500,000	3,100,000	1,600,000	0.27%	$1.65M
FHMS K548 A2	800,000	2,100,000	1,300,000	0.18%	$1.33M
FHMS K543 A2	800,000	1,200,000	400,000	0.10%	$413.26K
Freddie Mac Multifamily Structured Pass Through Certificates	800,000	1,100,000	300,000	0.09%	$310.65K
VOYG 5/07/2026 JPM 0bps + OBFR ETRS	9,800,000	21,200,000	11,400,000	0.05%	$305.51K
WHEAT SEP 26	594	863	269	0.04%	$385.70K
FNR 2011-4 PZ 5% 2/41	86,961	88,053	1,092	0.01%	$1.27K
GSCOFI SWAP CZ030008 12/17/57 B	3,615,000	4,500,000	885,000	0.01%	-$66.12K
WHEAT MAY 26	360,000	1,198,764	838,764	0.00%	-$9.19K
FNR 2010-135 ZA 4.5% 12/40	23,897	24,167	270	0.00%	$372
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061	97	98	1	0.00%	$1
SWP: IFS 3.185000 15-NOV-2027 UKR	-256,816,000	-221,010,000	35,806,000	-0.07%	-$1.63M

Security	Shares Nov 2025	Shares Feb 2026	Δ shares	End %	Δ value
FNMA 30YR 3.5% 01/01/2050#FS3728	15,092,385	14,683,973	-408,412	1.19%	-$176.44K
G2 MA6930	13,545,477	13,277,586	-267,891	0.94%	-$49.46K
FNMA POOL CB8330 FN 04/54 FIXED 5.5	10,952,102	10,803,002	-149,101	0.93%	-$71.65K
FNMA 30YR 2.5% 05/01/2051#CB0447	12,837,099	12,503,571	-333,527	0.92%	-$109.58K
Fidelity Cash Central Fund	40,386,463	10,936,598	-29,449,865	0.92%	-$29.46M
FN FM7484	11,746,611	11,483,539	-263,072	0.85%	-$65.46K
FNMA 30YR 5% 08/01/2052#CB4352	9,774,131	9,503,570	-270,562	0.81%	-$198.68K
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048	8,775,584	8,515,437	-260,147	0.68%	-$144.99K
Freddie Mac Pool	8,749,227	8,498,865	-250,362	0.65%	-$110.78K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+155 11/25/2053	8,432,443	7,200,775	-1,231,668	0.61%	-$1.23M
Uniform Mortgage-Backed Securities	8,117,756	7,967,008	-150,749	0.56%	-$28.46K
G2 MA7051	7,530,762	7,382,427	-148,335	0.52%	-$23.45K
FHLG 30YR 2.5% 03/01/2051#RA4749	6,716,733	6,594,084	-122,650	0.48%	-$5.66K
PRPM LLC, Series 2024-RPL1, Class A1	6,048,601	5,782,502	-266,099	0.48%	-$242.90K
FNMA UMBS, 30 Year	6,626,289	6,486,116	-140,173	0.48%	-$36.66K
BX TRUST	6,480,470	5,580,696	-899,774	0.47%	-$901.80K
FHLM 30YR 5.5% 05/01/2053#RA9058	5,587,876	5,395,870	-192,006	0.47%	-$163.63K
G2 MA8149	5,600,678	5,483,838	-116,840	0.44%	-$62
FEDERAL HOME LN MTG MLT CTF GT 3% 02/25/2048	5,510,550	5,258,581	-251,970	0.42%	-$166.98K
FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053	5,762,904	4,921,157	-841,747	0.42%	-$839.77K
FHLM 30YR 5.5% 07/01/2053#RA9373	4,847,127	4,691,874	-155,254	0.41%	-$128.55K
G2 MA8266	5,038,944	4,937,001	-101,943	0.39%	-$126
Freddie Mac Pool	4,554,203	4,464,330	-89,873	0.39%	-$70.00K
Government National Mortgage Association	5,101,558	4,998,068	-103,490	0.37%	$2.62K
Government National Mortgage Association	5,040,473	4,936,787	-103,686	0.36%	-$4.87K
FNMA 30YR 6.5% 01/01/2054#CB7801	4,491,237	4,077,065	-414,172	0.36%	-$409.78K
FNMA 30YR 3.5% 12/01/2046#BM5096	4,492,380	4,385,498	-106,882	0.35%	-$36.87K
FNMA 30YR 6.5% 07/01/2054#CB8867	4,214,114	3,970,148	-243,966	0.35%	-$241.37K
FNMA 30YR 2.5% 09/01/2050#FM4342	4,537,353	4,441,004	-96,349	0.33%	-$14.95K
Federal Home Loan Mortgage Corporation	4,125,161	3,976,577	-148,584	0.33%	-$129.82K
FNMA UMBS, 30 Year	4,340,499	4,257,746	-82,752	0.32%	-$11.97K
FNMA 30YR 6.5% 05/01/2053#FS4662	3,957,493	3,662,333	-295,161	0.32%	-$292.78K
G2 MA6994	4,596,182	4,507,707	-88,475	0.32%	-$14.74K
FNMA 30YR 6% 07/01/2055#CC0730	3,740,733	3,691,211	-49,522	0.32%	-$44.60K
FNMA 20YR 4% 02/01/2038#MA3281	3,928,644	3,777,019	-151,626	0.32%	-$92.18K
FREDDIE MAC REMICS FHR 5207 PA	4,218,842	4,115,187	-103,656	0.32%	-$43.23K
Freddie Mac REMICS	3,944,689	3,807,987	-136,702	0.32%	-$117.11K
FHLG 20YR 2.5% 10/01/2041#SC0401	4,156,911	4,022,908	-134,003	0.31%	-$70.96K
FHLG 20YR 2.5% 05/01/2041#SC0165	4,129,700	3,993,054	-136,646	0.31%	-$60.73K
FEDERAL NAT MTG ASN GTD REM PA 2.25% 10/25/2051	4,179,950	4,065,996	-113,953	0.31%	-$42.25K
VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A	3,947,036	3,615,667	-331,368	0.31%	-$325.43K
FHMS K735 A2	3,833,506	3,630,828	-202,678	0.30%	-$192.39K
FNMA 30YR 3% 12/01/2049#FM2077	3,959,593	3,862,313	-97,280	0.30%	-$34.27K
Freddie Mac Pool	3,450,678	3,373,698	-76,979	0.30%	-$64.54K
FR SD7569	3,515,059	3,374,446	-140,613	0.30%	-$128.51K
FNMA GTD MTG PASS THRU CTF SOFR30A+165 06/25/2054	3,807,710	3,422,412	-385,298	0.29%	-$376.59K
FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052	3,840,645	3,682,101	-158,545	0.29%	-$99.52K
FNMA GTD MTG PASS THRU CTF SOFR30A+165 08/25/2054	3,769,546	3,372,121	-397,425	0.29%	-$388.98K
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054	3,636,662	3,323,456	-313,206	0.28%	-$300.35K
FHLG 30YR 6% 03/01/2053#SD2518	3,305,466	3,169,285	-136,181	0.28%	-$125.97K
FNMA 30YR 6% 07/01/2054#CB8850	3,189,401	3,094,067	-95,334	0.27%	-$83.81K
FHLG 15YR 3% 06/01/2035#RC1476	3,574,535	3,292,468	-282,067	0.27%	-$258.09K
Freddie Mac Multifamily Structured Pass Through Certificates	3,198,906	3,197,284	-1,622	0.27%	-$1.62K
FR SD7530	3,603,273	3,527,697	-75,576	0.26%	-$16.51K
G2 MA8199	3,283,174	3,220,729	-62,445	0.26%	$3.69K
FNMA 30YR 5.5% 10/01/2053#CB7297	2,924,820	2,845,574	-79,246	0.25%	-$62.99K
U.S. Treasury Inflation-Protected Indexed Bonds	5,590,000	2,900,000	-2,690,000	0.25%	-$2.68M
FHLG 30YR 5.5% 03/01/2053#SD7559	2,842,485	2,756,335	-86,150	0.24%	-$71.60K
Government National Mortgage Association	3,265,261	3,227,149	-38,112	0.24%	$26.43K
FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052	2,958,885	2,841,666	-117,219	0.23%	-$72.13K
AFRMT 2025-3A A 144A 4.45% 10-16-34	8,700,000	2,700,000	-6,000,000	0.23%	-$6.00M
FNMA 30YR 6.5% 07/01/2054#CB8875	2,942,458	2,585,345	-357,113	0.23%	-$358.22K
FHLG 30YR 3% 11/01/2051#RA6225	2,949,939	2,930,290	-19,649	0.22%	$27.00K
FNMA 30YR 6% 11/01/2053#FS6498	2,723,069	2,584,422	-138,647	0.22%	-$132.01K
FNMA 30YR 5.5% 12/01/2054#CB9668	2,589,905	2,563,234	-26,671	0.22%	-$8.93K
FHLG 30YR 4.5% 11/01/2040#ZT2295	2,657,372	2,578,721	-78,651	0.22%	-$53.86K
Freddie Mac REMICS	2,689,686	2,606,676	-83,009	0.22%	-$60.70K
FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049	2,884,436	2,821,701	-62,735	0.22%	-$13.92K
FHLG 30YR 5% 06/01/2052#QE4088	2,674,606	2,515,403	-159,203	0.21%	-$140.08K
FR SD8106	3,088,331	3,043,106	-45,225	0.21%	$10.37K
FNMA 30YR 2.5% 06/01/2051#FM7507	2,934,004	2,877,369	-56,635	0.21%	-$7.24K
FNMA 30YR 5.5% 10/01/2054#CB9365	2,518,859	2,471,320	-47,539	0.21%	-$30.02K
FR SB1215	2,656,657	2,356,044	-300,612	0.20%	-$314.96K
BX Trust, Series 2025-ROIC, Class A	2,493,276	2,442,967	-50,309	0.20%	-$48.69K
Federal Home Loan Mortgage Corporation	2,479,983	2,385,156	-94,827	0.20%	-$98.29K
FNMA 30YR 6% 09/01/2052#CB4643	2,258,680	2,248,887	-9,793	0.20%	-$174
Government National Mortgage Association	2,711,913	2,653,278	-58,635	0.20%	-$1.79K
BX Commercial Mortgage Trust, Series 2024-XL5, Class A	2,672,441	2,327,776	-344,665	0.19%	-$343.94K
BANK 2018-BNK15 4.138% 11/15/2061	2,387,448	2,318,933	-68,515	0.19%	-$59.85K
FNMA 30YR 5% 12/01/2052#CB5273	2,311,714	2,258,823	-52,891	0.19%	-$36.89K
N A	2,539,062	2,292,411	-246,651	0.19%	-$246.65K
Federal Home Loan Mortgage Corporation	2,382,541	2,294,641	-87,901	0.19%	-$89.01K
ONSLOW BAY FINANCIAL LLC VAR 10/25/2065 144A	2,380,040	2,247,933	-132,107	0.19%	-$126.20K
FN CA6416	2,498,880	2,444,863	-54,017	0.19%	-$11.58K
FNMA 30YR 3.5% 10/01/2047#CA0607	2,368,744	2,338,191	-30,553	0.19%	$3.41K
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055	2,326,054	2,166,554	-159,501	0.18%	-$148.91K
FNMA 30YR 5% 11/01/2052#FS3295	2,151,506	2,102,724	-48,782	0.18%	-$31.84K
GOVERNMENT NATIONAL MORTGAGE CORPORATION	2,477,751	2,428,212	-49,539	0.18%	$409
FN MA4473	2,522,441	2,466,374	-56,067	0.18%	-$23.88K
FHLG 30YR 2% 10/01/2051#RA6076	2,515,010	2,488,407	-26,603	0.17%	$9.85K
FNMA 30YR 2.5% 01/01/2052#CB2539	2,411,990	2,357,666	-54,324	0.17%	-$13.42K
FR SD7535	2,394,089	2,343,040	-51,049	0.17%	-$10.97K
FHLG 30YR 5% 05/01/2052#RA7409	2,029,912	1,988,535	-41,377	0.17%	-$23.49K
FHLG 30YR 6% 10/01/2054#RJ2642	1,977,676	1,910,627	-67,048	0.17%	-$60.96K
FNMA 30YR 3.5% 08/01/2050#FM7147	2,111,279	2,076,280	-34,998	0.17%	-$5.62K
FNMA 30YR 6% 08/01/2055#CC0868	1,931,478	1,887,885	-43,593	0.17%	-$35.42K
FN MA4466	2,300,274	2,260,481	-39,793	0.16%	-$1.17K
FNMA 30YR 6% 11/01/2054#CB9502	1,938,785	1,883,191	-55,594	0.16%	-$49.08K
FN MA4438	2,296,325	2,254,902	-41,423	0.16%	-$2.65K
FNMA 30YR 5.5% 06/01/2054#CB8689	1,973,527	1,908,659	-64,868	0.16%	-$51.84K
FHLG 30YR 5.5% 09/01/2052#SD1579	1,924,478	1,889,063	-35,415	0.16%	-$23.96K
Uniform Mortgage-Backed Securities	2,265,444	2,228,106	-37,338	0.16%	-$3.82K
MORGAN STANLEY CAP I TR 2018-L1 4.238% 10/15/2051	2,121,355	1,917,237	-204,118	0.16%	-$201.13K
FHLM 30YR 5.5% 08/01/2053#RA9619	1,880,644	1,831,327	-49,318	0.16%	-$38.67K
FHLG 20YR 2.5% 11/01/2041#SC0210	2,087,638	2,038,304	-49,334	0.16%	-$14.23K
FHLG 30YR 6.5% 01/01/2054#RJ0706	1,918,130	1,772,431	-145,699	0.16%	-$141.69K
FNMA POOL FM9501 FN 11/51 FIXED VAR	2,161,448	2,112,329	-49,119	0.16%	-$12.42K
FHLG 30YR 3% 08/01/2052#SD2434	2,069,144	2,044,023	-25,120	0.16%	$6.77K
FNMA 30YR 2% 11/01/2051#FM9568	2,220,864	2,185,174	-35,690	0.15%	-$298
FNMA 30YR 6% 05/01/2055#CC0404	1,800,382	1,760,939	-39,443	0.15%	-$31.74K
FN BM1257	1,999,675	1,928,889	-70,786	0.15%	-$41.48K
Freddie Mac Pool	1,804,641	1,713,544	-91,098	0.15%	-$86.95K
FHLG 30YR 5.5% 01/01/2055#SL0307	1,798,968	1,752,823	-46,146	0.15%	-$42.66K
FHLG 30YR 6% 09/01/2054#SD6419	1,788,584	1,727,619	-60,966	0.15%	-$58.29K
FN FS0216	2,005,646	1,928,271	-77,375	0.15%	-$61.95K
FR SD8127	2,284,848	2,251,619	-33,229	0.15%	$14.74K
FN MA4236	2,270,053	2,236,692	-33,361	0.15%	$17.86K
FR SD8120	2,246,738	2,212,350	-34,389	0.15%	$16.59K
FNMA 30YR 3% 04/01/2050#BK2249	1,964,426	1,884,749	-79,678	0.15%	-$43.39K
BX Trust, Series 2024-CNYN, Class A	1,748,937	1,728,932	-20,004	0.14%	-$19.46K
FNMA 30YR 3% 03/01/2050#BP2186	1,934,994	1,870,712	-64,282	0.14%	-$29.08K
FR SD7521	1,971,847	1,927,060	-44,786	0.14%	-$12.78K
FNMA 30YR 6% 09/01/2054#CB9149	1,687,900	1,628,363	-59,538	0.14%	-$57.11K
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047	1,916,892	1,856,486	-60,406	0.14%	-$36.56K
FNMA 30YR 5.5% 09/01/2054#CB9209	1,661,247	1,649,373	-11,874	0.14%	$144
FNMA 30YR 5.5% 07/01/2054#FS8456	1,654,611	1,626,626	-27,985	0.14%	-$17.64K
FNMA 15YR 6% 07/01/2039#FS8581	1,793,785	1,616,684	-177,101	0.14%	-$185.86K
FHLG 30YR 2% 11/01/2051#RA6241	2,012,331	1,978,607	-33,725	0.14%	-$2.57K
FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048	1,774,853	1,736,019	-38,834	0.14%	-$20.18K
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A	1,729,674	1,676,812	-52,862	0.14%	-$38.97K
FNMA 15YR 2.5% 12/01/2032#FM1681	1,783,045	1,676,037	-107,008	0.14%	-$96.44K
FNMA 30YR 6% 10/01/2054#CB9336	1,615,494	1,549,345	-66,149	0.14%	-$61.71K
Government National Mortgage Association	1,613,821	1,578,037	-35,784	0.13%	-$25.56K
FHLM 30YR 6% 11/01/2054#RJ2748	1,581,893	1,490,799	-91,094	0.13%	-$86.69K
FNMA 30YR 2% 10/01/2051#CB1799	1,879,314	1,820,907	-58,406	0.13%	-$26.41K
Federal Home Loan Mortgage Corporation	1,654,619	1,633,813	-20,806	0.13%	$7.90K
Freddie Mac Pool	1,830,481	1,791,689	-38,792	0.13%	-$13.23K
FN MA4254	1,830,289	1,805,837	-24,452	0.12%	$13.53K
FREDDIE MAC POOL FR 02/52 FIXED 2	1,725,785	1,688,931	-36,854	0.12%	-$8.85K
FHLG 30YR 3.5% 09/01/2042#ZL3774	1,514,316	1,462,268	-52,047	0.12%	-$28.18K
FNMA 20YR 2.5% 08/01/2041#CB1342	1,545,712	1,516,387	-29,325	0.12%	-$3.97K
FHLG 30YR 5% 06/01/2052#RA7575	1,429,436	1,367,639	-61,797	0.12%	-$52.22K
FR SD8139	1,774,731	1,748,989	-25,741	0.12%	$11.51K
Federal Home Loan Mortgage Corporation	1,454,945	1,356,960	-97,984	0.11%	-$89.96K
Freddie Mac Pool	1,568,132	1,543,571	-24,560	0.11%	$2.21K
BX TRUST BX 2024 MDHS A 144A	1,500,584	1,356,954	-143,630	0.11%	-$143.72K
Freddie Mac REMICS	1,533,968	1,303,586	-230,382	0.11%	-$228.21K
FHLG 30YR 5% 12/01/2052#SD1924	1,316,948	1,284,351	-32,597	0.11%	-$23.53K
AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A	1,478,676	1,446,429	-32,247	0.11%	-$18.16K
Freddie Mac Gold Pool	1,338,957	1,305,229	-33,728	0.11%	-$16.21K
FHLG 20YR 1.5% 04/01/2041#QK0705	1,531,585	1,504,812	-26,773	0.11%	-$8.53K
FHLG 30YR 5% 11/01/2052#SD1863	1,308,248	1,268,393	-39,855	0.11%	-$30.98K
FNMA 30YR 3% 11/01/2049#BO4757	1,405,657	1,382,969	-22,688	0.11%	-$773
FNMA 30YR 6.5% 06/01/2054#CB8729	1,426,297	1,218,910	-207,387	0.11%	-$208.05K
SoFi Consumer Loan Program Trust, Series 2025-2, Class A	1,661,629	1,263,931	-397,697	0.11%	-$399.49K
G2 MB0092	1,346,638	1,238,835	-107,803	0.11%	-$104.15K
FNMA 30YR 3% 02/01/2050#FM2439	1,372,113	1,359,844	-12,269	0.10%	$9.20K
FNMA 30YR 2.5% 05/01/2051#FM7352	1,438,607	1,420,731	-17,876	0.10%	$3.86K
Government National Mortgage Association	1,467,378	1,220,370	-247,007	0.10%	-$247.15K
Federal Home Loan Mortgage Corporation	1,303,573	1,223,040	-80,534	0.10%	-$71.89K
FNMA 30YR 6% 08/01/2055#FA2563	1,173,547	1,153,831	-19,716	0.10%	-$15.32K
FR SD7523	1,372,630	1,342,833	-29,797	0.10%	-$5.10K
FNMA 30YR 6.5% 11/01/2053#CB7520	1,194,089	1,119,373	-74,715	0.10%	-$71.55K
FN MA4228	1,326,788	1,280,722	-46,066	0.10%	-$31.13K
FR RB5122	1,299,476	1,263,580	-35,896	0.10%	-$13.16K
FNMA 30YR 2% 11/01/2051#FM9539	1,405,263	1,374,548	-30,714	0.10%	-$9.15K
FNMA 30YR 6.5% 03/01/2054#CB8113	1,270,406	1,105,085	-165,321	0.10%	-$166.26K
FNMA 30YR 5.5% 08/01/2054#CB8984	1,133,526	1,105,938	-27,588	0.10%	-$22.34K
G2 MA6864	1,372,930	1,347,574	-25,356	0.10%	-$2.26K
FHLG 30YR 3.5% 07/01/2042#ZA1228	1,199,908	1,174,953	-24,955	0.10%	-$6.49K
FNMA 15YR 2.5% 01/01/2037#FS1654	1,234,739	1,185,812	-48,927	0.09%	-$41.45K
Government National Mortgage Association	1,312,641	1,288,168	-24,473	0.09%	$1.77K
Government National Mortgage Association	1,309,667	1,284,281	-25,387	0.09%	$902
Federal Home Loan Mortgage Corporation	1,251,295	1,222,382	-28,913	0.09%	-$6.65K
Federal Home Loan Mortgage Corporation	1,248,886	1,110,424	-138,462	0.09%	-$134.50K
FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054	1,231,494	1,090,313	-141,182	0.09%	-$136.46K
MSC 2024-NSTB A	1,135,175	1,106,201	-28,974	0.09%	-$26.24K
FR SB8083	1,209,391	1,169,040	-40,352	0.09%	-$26.88K
FNMA 30YR 2.5% 06/01/2050#CA5966	1,230,749	1,198,547	-32,202	0.09%	-$10.58K
FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047	1,161,161	1,129,115	-32,045	0.09%	-$14.14K
FNMA 30YR 3% 03/01/2052#CB3114	1,154,299	1,129,161	-25,138	0.09%	-$5.12K
Verus Securitization Trust, Series 2025-5, Class A1	1,107,033	1,024,291	-82,743	0.09%	-$82.65K
GOVERNMENT NATIONAL MORTGAGE CORPORATION	1,197,626	1,175,563	-22,062	0.09%	$1.85K
FHLG 30YR 2% 11/01/2051#RA6302	1,262,465	1,226,549	-35,916	0.09%	-$12.00K
G2 MA5398	1,067,368	1,042,482	-24,887	0.09%	-$10.04K
Freddie Mac Pool	1,243,504	1,214,280	-29,224	0.09%	-$9.82K
G2 MA4126	1,120,143	1,094,427	-25,716	0.09%	-$9.45K
FNMA 30YR 2.5% 07/01/2050#CA6399	1,163,413	1,144,654	-18,759	0.08%	-$346
NYMT LOAN TRUST 2024-CP1 SER 2024-CP1 CL A1 V/R REGD 144A P/P 3.75000000	1,072,353	1,045,119	-27,234	0.08%	-$18.02K
Freddie Mac Pool 2.50 07/01/2050	1,153,985	1,131,825	-22,161	0.08%	-$3.48K
G2 MA2893	1,039,138	1,013,247	-25,891	0.08%	-$16.25K
FN MA4205	1,117,139	1,079,637	-37,502	0.08%	-$22.67K
FNMA 30YR 5.5% 06/01/2053#CB6642	981,690	954,367	-27,324	0.08%	-$22.46K
FNMA POOL CB2929 FN 02/52 FIXED 3	1,105,193	1,081,561	-23,632	0.08%	-$6.69K
FR SD7527	1,177,892	1,154,074	-23,818	0.08%	-$5.79K
Federal Home Loan Mortgage Corporation	1,054,289	956,227	-98,062	0.08%	-$94.90K
FHLG 30YR 3% 10/01/2051#RA5998	1,082,776	1,053,488	-29,288	0.08%	-$9.63K
FHLM 30YR 6% 09/01/2053#RA9856	980,656	927,550	-53,106	0.08%	-$50.25K
FHMS K069 A2	972,909	967,788	-5,121	0.08%	-$1.64K
G2 MA8345	1,029,498	1,009,983	-19,514	0.08%	$2.26K
FHLG 30YR 2.5% 12/01/2051#RA6434	1,107,271	1,088,412	-18,859	0.08%	-$2.13K
FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055	1,171,973	942,321	-229,652	0.08%	-$227.46K
Onslow Bay Financial LLC	987,162	940,437	-46,725	0.08%	-$42.79K
Freddie Mac Gold Pool	999,476	979,335	-20,142	0.08%	-$3.05K
Federal Home Loan Mortgage Corporation	984,030	944,305	-39,725	0.08%	-$36.50K
FNMA 30YR 3.5% 07/01/2052#FS5486	1,014,570	987,028	-27,542	0.08%	-$8.47K
FNMA 30YR 5.5% 05/01/2053#FS4631	922,835	906,568	-16,267	0.08%	-$11.03K
FNMA 30YR 5% 11/01/2052#CB5128	924,877	906,854	-18,023	0.08%	-$11.33K
FNMA 30YR 6% 06/01/2053#CB6538	938,195	884,311	-53,884	0.08%	-$51.53K
BMO 2023-C6 MTG TR VAR 09/15/2056	18,759,672	18,745,985	-13,687	0.08%	-$22.15K
HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A	1,200,000	914,588	-285,412	0.08%	-$286.91K
FNMA 30YR 3% 02/01/2052#CB2886	1,027,039	1,000,973	-26,066	0.08%	-$7.53K
FHLM 30YR 6.5% 01/01/2055#RJ3308	948,831	865,635	-83,196	0.08%	-$82.35K
FHLG 30YR 4% 10/01/2052#SD1772	947,780	929,616	-18,164	0.08%	-$1.17K
FR SD8184	1,028,346	1,004,649	-23,698	0.08%	-$8.45K
STORE MASTER FUNDING I-VII XIV XIX XX STR 2021-1A A1	965,388	964,154	-1,234	0.08%	$12.87K
FR SL0810	911,754	893,765	-17,989	0.08%	-$13.96K
FNMA 30YR 6.5% 07/01/2055#FA2138	893,804	854,683	-39,122	0.08%	-$36.96K
FHLG 30YR 7% 01/01/2054#SD4982	987,286	850,274	-137,012	0.08%	-$142.85K
FNMA 30YR 3% 10/01/2049#CA4406	1,002,775	977,933	-24,841	0.08%	-$7.61K
FR SD7540	1,036,746	1,015,552	-21,193	0.07%	-$3.60K
FNCL UMBS 3.0 RA6347 11-01-51	991,496	977,358	-14,138	0.07%	$1.61K
FNMA 30YR 3% 03/01/2050#FM6195	987,761	965,685	-22,076	0.07%	-$5.29K
FNMA 30YR 4% 04/01/2052#FS1647	918,516	903,334	-15,182	0.07%	$1.84K
FNMA 30YR 3% 04/01/2052#CB3239	983,741	961,019	-22,721	0.07%	-$5.60K
FNMA 30YR 5% 10/01/2052#FS3047	877,540	863,772	-13,768	0.07%	-$6.76K
FN MA4206	972,316	937,916	-34,400	0.07%	-$29.25K
GOVERNMENT NATIONAL MORTGAGE CORPORATION	1,018,622	996,027	-22,595	0.07%	-$2.43K
FHLG 30YR 5.5% 05/01/2053#SD2891	869,159	844,135	-25,024	0.07%	-$20.12K
FNMA 20YR 2.5% 07/01/2041#CB1076	964,921	938,848	-26,073	0.07%	-$9.66K
FNMA 30YR 6.5% 09/01/2053#CB7134	836,975	806,506	-30,469	0.07%	-$27.06K
FREDDIE MAC POOL FR 05/51 FIXED 3	945,762	929,054	-16,709	0.07%	-$1.73K
Freddie Mac Gold Pool	916,119	880,105	-36,014	0.07%	-$19.52K
FN FS0898	950,563	930,410	-20,153	0.07%	-$5.62K
FNMA 30YR 2.5% 03/01/2050#MA3964	970,265	953,735	-16,529	0.07%	-$68
FNMA 30YR 2.5% 11/01/2051#FM9517	957,871	943,232	-14,639	0.07%	-$371
FNMA 20YR 2.5% 10/01/2041#CB1842	916,621	894,731	-21,890	0.07%	-$6.51K
FNMA 30YR 3% 12/01/2050#MA4211	932,007	902,629	-29,379	0.07%	-$13.17K
FNMA 15YR 3% 12/01/2032#BM5345	894,296	833,176	-61,120	0.07%	-$56.47K
FR SD7518	905,873	888,394	-17,479	0.07%	-$2.28K
Federal Home Loan Mortgage Corporation	934,267	908,845	-25,422	0.07%	-$12.99K
FNMA 30YR 2% 03/01/2052#FS9607	984,794	964,778	-20,016	0.07%	-$4.90K
FNMA 30YR 2% 03/01/2051#BR5633	984,598	956,736	-27,862	0.07%	-$12.39K
FNCL UMBS 3.0 RA5901 09-01-51	884,323	874,944	-9,379	0.07%	$5.20K
GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A	832,139	807,486	-24,653	0.07%	-$21.73K
FN MA4446	907,948	887,757	-20,191	0.07%	-$4.70K
FHLM 30YR 5.5% 8/53 #RA9560	781,862	758,093	-23,769	0.07%	-$19.45K
FHLG 15YR 1.5% 11/01/2035#QN4142	876,451	850,560	-25,892	0.07%	-$17.02K
Freddie Mac Gold Pool	819,790	808,376	-11,414	0.07%	$2.51K
FNMA 30YR 5.5% 10/01/2052#CB4909	774,320	750,671	-23,648	0.06%	-$19.58K
WFLF 2024-2A A1	862,362	764,804	-97,558	0.06%	-$96.71K
FNMA 30YR 2% 02/01/2052#FS1015	919,713	908,785	-10,928	0.06%	$2.02K
FNMA 30YR 3% 07/01/2050#CA6312	847,633	828,592	-19,041	0.06%	-$4.59K
BANK BANK 2019 BN19 ASB	822,653	765,954	-56,699	0.06%	-$51.55K
FHLG 20YR 2.5% 10/01/2040#SC0081	837,864	816,535	-21,329	0.06%	-$7.32K
BHG Securitization Trust, Series 2025-2CON, Class A	829,106	743,010	-86,096	0.06%	-$82.87K
Benchmark Mortgage Trust, Series 2023-V3, Class XA	44,567,614	44,560,329	-7,285	0.06%	-$86.55K
FHLG 20YR 2.5% 05/01/2041#SC0237	837,774	805,847	-31,927	0.06%	-$15.71K
FNMA 30YR 3% 09/01/2049#CA4142	816,304	802,233	-14,071	0.06%	-$521
FNMA 30YR 2.5% 01/01/2052#SD4401	859,969	839,915	-20,054	0.06%	-$5.33K
FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055	770,071	729,864	-40,207	0.06%	-$35.42K
FR SD8133	935,425	922,059	-13,366	0.06%	$6.22K
FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054	816,918	725,443	-91,475	0.06%	-$88.77K
WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A	719,207	712,719	-6,488	0.06%	-$1.69K
CD 2017-CD5 MTG TR 3.171% 08/15/2050	749,201	739,517	-9,683	0.06%	-$6.95K
FNMA 30YR 6% 11/01/2054#CB9501	724,524	695,756	-28,767	0.06%	-$26.96K
FNMA 30YR 4% 08/01/2052#	740,126	735,848	-4,278	0.06%	$10.00K
FNMA 30YR 2% 10/01/2050#CA7323	868,997	852,175	-16,822	0.06%	-$3.65K
FNMA 30YR 3% 10/01/2051#FM9049	803,178	785,269	-17,909	0.06%	-$3.93K
FNMA 20YR 1.5% 03/01/2041#FM6420	842,663	828,677	-13,986	0.06%	-$4.07K
FNMA 30YR 6% 09/01/2053#CB7123	723,079	689,232	-33,848	0.06%	-$31.53K
FNMA UMBS, 30 Year	728,145	712,199	-15,946	0.06%	-$12.31K
FNMA 20YR 2.5% 11/01/2040#FM9485	773,572	760,977	-12,595	0.06%	-$231
FHLG 30YR 5.5% 02/01/2054#RJ0836	691,143	688,263	-2,879	0.06%	-$1.01K
G2 MA6541	779,908	763,153	-16,755	0.06%	-$3.91K
FHLG 20YR 2% 03/01/2041#SC0136	802,260	778,751	-23,509	0.06%	-$9.18K
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION	749,405	731,402	-18,003	0.06%	$2.30K
FNMA 30YR 6.5% 08/01/2055#CC0888	674,224	655,552	-18,672	0.06%	-$17.40K
FR SB8073	779,398	752,533	-26,865	0.06%	-$18.65K
FHLG 15YR 6% 02/01/2040#SB1539	707,852	662,119	-45,733	0.06%	-$47.95K
FHLG 30YR 5% 01/01/2053#SD2186	699,762	678,132	-21,630	0.06%	-$16.32K
Federal Home Loan Mortgage Corporation	784,851	774,081	-10,770	0.06%	$142
MFRA TRUST MFRA 2022 RPL1 A1 144A	743,190	716,363	-26,827	0.06%	-$20.76K
G2 4922	709,370	689,863	-19,508	0.06%	-$13.66K
FN MA4326	792,126	778,215	-13,911	0.06%	-$2.08K
FNMA 30YR 6% 06/01/2053#CB6539	667,052	650,001	-17,052	0.06%	-$15.04K
FR SB8078	748,235	722,781	-25,454	0.06%	-$15.49K
PRPM LLC, Series 2025-RCF3, Class A1	705,578	652,985	-52,594	0.05%	-$52.93K
UBS Commercial Mortgage Trust 2017-C7	777,577	659,021	-118,556	0.05%	-$118.44K
DLLAD LLC DLLAD 2023 1A A3 144A	848,914	653,139	-195,775	0.05%	-$197.04K
FNMA 15YR 1.5% 06/01/2036#BR2059	742,919	717,794	-25,125	0.05%	-$17.24K
FNMA 30YR 5% 10/01/2052#CB4893	661,679	642,444	-19,234	0.05%	-$14.54K
Federal National Mortgage Association, Inc.	665,403	641,674	-23,730	0.05%	-$19.57K
OWN Equipment Fund I LLC, Series 2024-2M, Class A	667,223	631,069	-36,154	0.05%	-$25.25K
FHLG 15YR 1.5% 05/01/2036#BR1069	720,850	697,053	-23,797	0.05%	-$16.20K
FNMA 30YR 3.5% 01/01/2048#CA0990	669,797	658,908	-10,888	0.05%	-$207
FNMA POOL FS8627 FN 07/54 FIXED VAR	638,976	595,932	-43,044	0.05%	-$41.52K
FNMA 30YR 2.5% 11/01/2051#FM9505	731,936	713,785	-18,151	0.05%	-$6.39K
FNMA 30YR 3% 04/01/2048#FM9750	674,109	657,816	-16,294	0.05%	-$6.72K
FNMA 30YR 3% 11/01/2051#CB2166	682,382	668,660	-13,722	0.05%	-$1.72K

Top 300 of 1317, by weight.

Security	Shares Nov 2025	Shares Feb 2026	End %	Δ value
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A	13,457,000	13,457,000	1.13%	$20.17K
CGCMT 2016-C1 A4	8,600,000	8,600,000	0.72%	$30.61K
FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030	5,100,000	5,100,000	0.44%	$36.56K
Wells Fargo Commercial Mortgage Trust 2017-C41	5,000,000	5,000,000	0.41%	$22.22K
CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050	4,757,961	4,757,961	0.39%	$27.06K
FHMS K077 A2	4,200,000	4,200,000	0.35%	$9.04K
Wells Fargo Commercial Mortgage Trust 2016-C35	4,000,000	4,000,000	0.33%	-$728
CGCMT 2016-P4 A4	3,389,000	3,389,000	0.28%	$15.20K
FHMS K762 A2	3,300,000	3,300,000	0.28%	$27.60K
Freddie Mac Multifamily Structured Pass Through Certificates	3,300,000	3,300,000	0.25%	$39.68K
BX TR 2019-OC11 VAR 12/09/2041 144A	114,700,000	114,700,000	0.24%	-$176.33K
FHMS K073 A2	2,800,000	2,800,000	0.23%	$8.97K
ALA Trust 2025-OANA	2,670,000	2,670,000	0.22%	$3.39K
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 A4 4.0299% 08/15/2051	2,469,981	2,469,981	0.21%	$7.02K
Freddie Mac Multifamily Structured Pass Through Certificates	2,500,000	2,500,000	0.20%	$17.78K
OPORTUN ISSUANCE TRUST 2025-D SER 2025-D CL A REGD 144A P/P 4.53000000	2,100,000	2,100,000	0.18%	$4.50K
FNA 2025-M4 A2	1,800,000	1,800,000	0.15%	$23.20K
AFRMT 2025-2A A 144A 4.67% 07-15-33	1,800,000	1,800,000	0.15%	$3.36K
Extended Stay America Trust, Series 2025-ESH, Class A	1,740,000	1,740,000	0.15%	-$540
FHMS K071 A2	1,600,000	1,600,000	0.13%	$2.42K
CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 3.5853% 12/10/2054	1,583,583	1,583,583	0.13%	$3.84K
Citigroup COmmercial Mortgage Trust 2018-C6	1,500,000	1,500,000	0.13%	$16.06K
GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051	1,500,000	1,500,000	0.12%	$17.47K
BANK 2017-BNK5 A5	1,480,783	1,480,783	0.12%	$2.79K
FHMS K076 A2	1,300,000	1,300,000	0.11%	$3.35K
GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1	1,296,000	1,296,000	0.11%	-$2.73K
FHMS K753 A2	1,200,000	1,200,000	0.10%	$8.17K
FHMS K761 A2	1,200,000	1,200,000	0.10%	$11.90K
FHMS K072 A2	1,100,000	1,100,000	0.09%	$2.67K
FHMS K068 A2	1,100,000	1,100,000	0.09%	$2.57K
TCO Commercial Mortgage Trust, Series 2024-DPM, Class A	1,083,000	1,083,000	0.09%	$1.36K
FHMS K083 A2	900,000	900,000	0.08%	$2.16K
FHMS K081 A2	900,000	900,000	0.08%	$2.57K
SREIT Trust 2021-MFP	892,284	892,284	0.07%	$555
MBALT 2024-A A3	818,000	818,000	0.07%	-$1.88K
WHEELS FLEET LEASE FUNDING LLC WFLF 2025 3A A1 144A	800,000	800,000	0.07%	$4.22K
SREIT Trust, Series 2021-MFP, Class B	795,912	795,912	0.07%	$495
CENT 2025-CITY A	747,000	747,000	0.06%	$5.61K
BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A	752,731	752,731	0.06%	$1.45K
BMO MORTGAGE TRUST BMO 2024 5C5 A3	700,000	700,000	0.06%	$1.91K
FHMS K135 A2	700,000	700,000	0.05%	$8.37K
MSC 2018-BOP A	704,715	704,715	0.05%	-$1.09K
WOSAT 2025-A A3	550,000	550,000	0.05%	$2.85K
INTL Commercial Mortgage Trust 2025-PLAZA	506,000	506,000	0.04%	$6.33K
Enterprise Fleet Financing LLC, Series 2024-2, Class A3	483,000	483,000	0.04%	-$1.05K
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT	443,741	443,741	0.04%	$1.66K
FNA 2023-M1S A2	400,000	400,000	0.03%	$5.21K
FNA 2023-M8 A2	400,000	400,000	0.03%	$4.45K
GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051	400,000	400,000	0.03%	$4.76K
BANK 2018-BNK10	387,146	387,146	0.03%	$1.68K
MHP, Series 2021-STOR, Class A	332,189	332,189	0.03%	$474
UBSCM 2018-C9 A4	300,000	300,000	0.02%	$1.59K
MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 144A	1,500,000	1,500,000	0.02%	-$8.13K
Dllad LLC, Series 2024-1A, Class A3	230,000	230,000	0.02%	-$94
HAVN Trust 2025-MOB	190,000	190,000	0.02%	-$416
CENT TRUST 2025-CITY VAR 07/10/2040 144A	26,131,000	26,131,000	0.01%	-$11.66K
DTP COMMERCIAL MORTGAGE TRUST 2023 STE2	163,000	163,000	0.01%	$380
BX Trust, Series 2021-LBA, Class AJV	154,000	154,000	0.01%	$94
LCCM Trust, Series 2017-LC26, Class A3	121,347	121,347	0.01%	$500
Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3	115,000	115,000	0.01%	$197
BANK 20-BNK25 XB CSTR 01/15/2063	6,959,678	6,959,678	0.01%	-$2.97K
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT	3,810,547	3,810,547	0.01%	$577
GSAMP 2004-AR1 B4 STEP 6/34	10,486	10,486	0.00%	$276
CSMC Series 2014-3R	70,297	70,297	0.00%	$0

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