1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
1 class of this one portfolio · 1 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000225827 | FSEC | LINKEDSEC_TICKER | FSECFidelity Investment Grade Securitized ETF | ETF |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
1,046 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6% 03/01/2056 #TBA | — | 21H060630 US21H0606309 | ABS-MBS USGA |
| $483.74M |
| 10.857% |
| US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5.5% 03/01/2056 #TBA | — | 21H052637 US21H0526374 | ABS-MBS USGA | 394,225,000 PA | $399.30M | 8.962% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5.5% 04/01/2056 #TBA | — | 21H052645 US21H0526457 | ABS-MBS USGA | 245,525,000 PA | $248.43M | 5.576% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 03/01/2056 #TBA | — | 01F060634 US01F0606347 | ABS-MBS USGA | 213,300,000 PA | $218.79M | 4.910% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 03/01/2056 #TBA | — | 21H020634 US21H0206340 | ABS-MBS USGA | 256,600,000 PA | $217.35M | 4.878% | US |
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 03/01/2041 #TBA | — | 01F050437 US01F0504377 | ABS-MBS USGA | 200,625,000 PA | $203.67M | 4.571% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6% 04/01/2056 #TBA | — | 21H060648 US21H0606481 | ABS-MBS USGA | 181,200,000 PA | $184.75M | 4.146% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2.5% 03/01/2056 #TBA | — | 21H022630 US21H0226306 | ABS-MBS USGA | 166,050,000 PA | $146.50M | 3.288% | US |
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 04/01/2041 #TBA | — | 01F050445 US01F0504450 | ABS-MBS USGA | 127,375,000 PA | $129.24M | 2.901% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 04/01/2056 #TBA | — | 21H020642 US21H0206423 | ABS-MBS USGA | 135,325,000 PA | $114.64M | 2.573% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2056 #TBA | — | 01F052631 US01F0526313 | ABS-MBS USGA | 112,100,000 PA | $113.90M | 2.556% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5% 04/01/2056 #TBA | — | 21H050649 US21H0506491 | ABS-MBS USGA | 92,650,000 PA | $92.85M | 2.084% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5% 03/01/2056 #TBA | — | 21H050631 US21H0506319 | ABS-MBS USGA | 92,650,000 PA | $92.82M | 2.083% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 2.5% 11/01/2051#SD7548 | — | 3132DVL52 US3132DVL521 | ABS-MBS USGSE | 82,240,354.42 PA | $72.58M | 1.629% | US |
| UST NOTES UST NOTES 3.5% 01/15/2029 | — | 91282CPT2 US91282CPT26 | DBT UST | 62,310,000 PA | $62.50M | 1.403% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2.5% 04/01/2056 #TBA | — | 21H022648 US21H0226488 | ABS-MBS USGA | 70,525,000 PA | $62.21M | 1.396% | US |
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-13 BE 1.25%… | — | 3136BFPS6 US3136BFPS69 | ABS-CBDO USGSE | 75,673,684.85 PA | $60.80M | 1.365% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 5.5% 04/01/2055#CC0241 | — | 3140Y6HT0 US3140Y6HT00 | ABS-MBS USGSE | 56,744,503.37 PA | $58.59M | 1.315% | US |
| Fidelity Revere Street Trust Fidelity Cash Central Fund | — | 31635A105 US31635A1051 | STIV RF | 56,422,752.78 NS | $56.43M | 1.267% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 2.5% 04/01/2052#SL1958 | — | 31427PE83 US31427PE834 | ABS-MBS USGSE | 62,717,307.77 PA | $55.35M | 1.242% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 03/01/2056 #TBA | — | 01F020638 US01F0206387 | ABS-MBS USGA | 61,125,000 PA | $50.62M | 1.136% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 3% 04/20/2052#MA7988 | — | 36179W2V9 US36179W2V97 | ABS-MBS USGA | 53,128,796 PA | $48.75M | 1.094% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 2.5% 09/01/2050#CA6947 | — | 3140QEWH1 US3140QEWH12 | ABS-MBS USGSE | 53,607,427.93 PA | $47.46M | 1.065% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 2.5% 08/01/2050#CA6709 | — | 3140QEN32 US3140QEN320 | ABS-MBS USGSE | 49,779,643.42 PA | $44.07M | 0.989% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 2.5% 09/01/2051#CB1547 | — | 3140QLWH5 US3140QLWH54 | ABS-MBS USGSE | 49,077,036.97 PA | $43.28M | 0.971% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 15YR 1.5% 05/01/2036#RC1950 | — | 3133L8EX9 US3133L8EX98 | ABS-MBS USGSE | 44,671,899.86 PA | $40.92M | 0.918% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 2% 11/01/2050#SD8106 | — | 3132DWAF0 US3132DWAF05 | ABS-MBS USGSE | 47,791,567.5 PA | $40.01M | 0.898% | US |
| UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 4.625% 11/15/2044 | — | 912810UF3 US912810UF39 | DBT UST | 34,870,000 PA | $35.20M | 0.790% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 2.5% 12/01/2051#FM9695 | — | 3140XDXZ4 US3140XDXZ45 | ABS-MBS USGSE | 39,308,774.11 PA | $34.67M | 0.778% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 3% 05/20/2052#MA8043 | — | 36179W5C8 US36179W5C89 | ABS-MBS USGA | 37,568,761.55 PA | $34.47M | 0.774% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4.5% 11/20/2054#MB0024 | — | 3618N5A25 US3618N5A258 | ABS-MBS USGA | 32,998,551.28 PA | $32.67M | 0.733% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4.5% 03/01/2056 #TBA | — | 21H042638 US21H0426385 | ABS-MBS USGA | 33,100,000 PA | $32.66M | 0.733% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4.5% 04/01/2056 #TBA | — | 21H042646 US21H0426468 | ABS-MBS USGA | 33,100,000 PA | $32.61M | 0.732% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6.5% 03/01/2056 #TBA | — | 21H062636 US21H0626364 | ABS-MBS USGA | 29,800,000 PA | $30.84M | 0.692% | US |
| UST NOTES UST NOTES 3.5% 02/15/2029 | — | 91282CQA2 US91282CQA26 | DBT UST | 28,948,000 PA | $29.04M | 0.652% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 5% 08/01/2052#SD1482 | — | 3132DNUF8 US3132DNUF85 | ABS-MBS USGSE | 28,002,425.86 PA | $28.50M | 0.640% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 03/01/2056 #TBA | — | 01F050635 US01F0506356 | ABS-MBS USGA | 28,000,000 PA | $28.13M | 0.631% | US |
| ONEMAIN FINL ISSUANCE TR 2019-2 ONEMAIN FINL ISSUANCE TR 2019-2 3.14% 10/14/2… | — | 68269BAA6 US68269BAA61 | ABS-CBDO CORP | 27,800,000 PA | $27.51M | 0.617% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FEDERAL HOME LN MTG MLT CTF GT 2025-K551 AS 4… | — | 3137HNWW4 US3137HNWW42 | ABS-MBS USGSE | 27,295,591.29 PA | $27.28M | 0.612% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 6% 11/01/2054#FA2958 | — | 3140W3JC4 US3140W3JC46 | ABS-MBS USGSE | 25,515,041.85 PA | $26.64M | 0.598% | US |
| TOYOTA LEASE OWNER TR 2026-A TOYOTA LEASE OWNER TRUST 2026-A 4.09% 02/22/2… | — | 89240MAB0 US89240MAB00 | ABS-CBDO CORP | 26,025,000 PA | $26.01M | 0.584% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 03/01/2056 #TBA | — | 01F042632 US01F0426324 | ABS-MBS USGA | 25,900,000 PA | $25.61M | 0.575% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 04/01/2056 #TBA | — | 01F042640 US01F0426407 | ABS-MBS USGA | 25,900,000 PA | $25.52M | 0.573% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 1.5% 02/01/2041#RB5099 | — | 3133KYUY3 US3133KYUY30 | ABS-MBS USGSE | 29,324,567.27 PA | $25.36M | 0.569% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 6.5% 02/01/2054#SD5078 | — | 3132DSUB6 US3132DSUB68 | ABS-MBS USGSE | 23,546,248.38 PA | $24.86M | 0.558% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 20YR 1.5% 12/01/2040#MA4202 | — | 31418DU42 US31418DU421 | ABS-MBS USGSE | 28,563,127.81 PA | $24.74M | 0.555% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 15YR 1.5% 04/01/2036#FM6100 | — | 3140X9X67 US3140X9X679 | ABS-MBS USGSE | 24,272,446.25 PA | $22.17M | 0.497% | US |
| FED HOME LOAN MTG CORP - GOLD FHLG 30YR 6.5% 06/01/2054#SD7571 | — | 3132DVMU6 US3132DVMU60 | ABS-MBS USGSE | 20,729,975.09 PA | $21.94M | 0.492% | US |
| FNMA GTD MTG PASS THRU CTF FNMA 30YR 3% 05/01/2051#FS3080 | — | 3140XJM67 US3140XJM673 | ABS-MBS USGSE | 23,585,718.95 PA | $21.77M | 0.489% | US |
| UST NOTES UST NOTES 4.75% 02/15/2045 | — | 912810UJ5 US912810UJ50 | DBT UST | 20,990,000 PA | $21.51M | 0.483% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($5.64B), not of the fund’s net assets ($4.46B). The two differ by cash, derivatives filed with no market value, and rounding.