Full & Historical Holdings

U.S. Government Bond Fund

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Based on Market Value Based on Equivalent Exposure
ISIN Securities
(on 31-Oct-25)
Shares or Par Amount Value Percent of Net Assets Value Percent of Net Assets Market Cap ($mm) GICS Sectors

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and S&P Global Market Intelligence Inc. ("S&P Global Market Intelligence"). GICS is a service mark of MSCI and S&P Global Market Intelligence and has been licensed for use by MFS. MFS has applied its own internal sector/industry classification methodology for equity securities and non-equity securities that are unclassified by GICS.
Country
- EUR/USD FWD 20251126 BBHH-BOS 51,724,170 $59,707,850.02 19.12% $59,619,864.63 19.09% - Unclassified United States
USCFVZ25F00X UST Bond 5Yr Future DEC 31 25 416 $0.00 0.00% $45,431,750.21 14.55% - U.S. Governments United States
USCTUZ25F000 UST Bond 2Yr Future DEC 31 25 161 $0.00 0.00% $33,526,992.27 10.73% - U.S. Governments United States
USCTYZ25F00X UST Bond 10Yr Future DEC 19 25 195 $0.00 0.00% $21,971,015.63 7.03% - U.S. Governments United States
US91282CPE56 US Treasury Note 3.5% OCT 31 27 14,704,000 $14,677,851.66 4.70% $14,677,851.66 4.70% - U.S. Governments United States
USSM11928R99 USD ZC CPI OCT 14 25 R .000 OCT 14 31 10,400,000 $10,360,708.18 0.00% $10,360,708.18 3.32% - U.S. Governments United States
USSM11938R99 USD OIS NOV 03 25 P 3.380 NOV 03 27 9,405,000 $18,810,583.39 0.00% $9,405,583.39 3.01% - U.S. Governments United States
US91282CPB18 US Treasury Note 3.5% SEP 30 27 9,346,800 $9,357,669.04 3.00% $9,357,669.05 3.00% - U.S. Governments United States
US91282CEV90 US Treasury Note 3.25% JUN 30 29 8,691,000 $8,669,051.11 2.78% $8,669,051.11 2.78% - U.S. Governments United States
US91282CFC01 US Treasury Note 2.625% JUL 31 29 8,116,000 $7,880,390.66 2.52% $7,880,390.67 2.52% - U.S. Governments United States
US91282CLK52 US Treasury Note 3.625% AUG 31 29 7,700,000 $7,737,971.94 2.48% $7,737,971.94 2.48% - U.S. Governments United States
US912810RK60 US Treasury Bond 2.5% FEB 15 45 10,295,000 $7,509,982.22 2.40% $7,509,982.22 2.40% - U.S. Governments United States
US912810UM89 US Treasury Bond 4.75% AUG 15 55 7,078,000 $7,245,193.18 2.32% $7,245,193.17 2.32% - U.S. Governments United States
US9128284N73 US Treasury Note 2.875% MAY 15 28 7,150,000 $7,121,232.41 2.28% $7,121,232.40 2.28% - U.S. Governments United States
US91282CNK35 US Treasury Note 3.875% JUN 30 30 6,962,000 $7,105,934.16 2.28% $7,105,934.16 2.28% - U.S. Governments United States
US9128286T26 US Treasury Note 2.375% MAY 15 29 6,715,000 $6,509,843.50 2.08% $6,509,843.50 2.08% - U.S. Governments United States
US912810UJ50 US Treasury Bond 4.75% FEB 15 45 6,040,000 $6,184,804.08 1.98% $6,184,804.08 1.98% - U.S. Governments United States
US912810RB61 US Treasury Bond 2.875% MAY 15 43 7,495,400 $6,021,207.05 1.93% $6,021,207.05 1.93% - U.S. Governments United States
US91282CMD01 US Treasury Note 4.375% DEC 31 29 5,400,000 $5,624,520.06 1.80% $5,624,520.05 1.80% - U.S. Governments United States
US31418EBR09 Fannie Mae 2% FEB 01 52 6,459,707 $5,279,426.98 1.69% $5,279,426.98 1.69% - Mortgage-Backed Securities United States
US91282CNT44 US Treasury Note 4.25% AUG 15 35 4,574,000 $4,672,213.94 1.50% $4,672,213.94 1.50% - U.S. Governments United States
US3137BRQJ72 Freddie Mac Multifamily Structured Pass Through Certificates 2.57% JUL 25 26 4,471,298 $4,435,061.16 1.42% $4,435,061.16 1.42% - Mortgage-Backed Securities United States
US912810TW80 US Treasury Bond 4.75% NOV 15 43 3,810,000 $3,964,295.94 1.27% $3,964,295.95 1.27% - U.S. Governments United States
USCS000045ZZ IR SWAPTION US 1YR RECEIVER 3.085 AUG 30 27 7,800,000 $26,741.75 0.01% $3,479,260.60 1.11% - U.S. Governments United States
US3137F2LJ39 Freddie Mac Multifamily Structured Pass Through Certificates 3.117 JUN 25 27 3,235,538 $3,203,120.82 1.03% $3,203,120.82 1.03% - Mortgage-Backed Securities United States
US36179XFH44 Ginnie Mae II 4.5% SEP 20 52 3,052,138 $3,012,207.81 0.96% $3,012,207.81 0.96% - Mortgage-Backed Securities United States
US3137BSRE59 Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 26 2,992,824 $2,975,189.59 0.95% $2,975,189.59 0.95% - Mortgage-Backed Securities United States
US3132DWDC47 Freddie Mac Pool 2% MAR 01 52 3,630,007 $2,964,579.91 0.95% $2,964,579.91 0.95% - Mortgage-Backed Securities United States
US3140XHGD30 Fannie Mae 2.5% FEB 01 52 3,336,585 $2,841,088.18 0.91% $2,841,088.18 0.91% - Mortgage-Backed Securities United States
US91282CKN01 US Treasury Note 4.625% APR 30 31 2,708,000 $2,823,861.02 0.90% $2,823,861.03 0.90% - U.S. Governments United States
US31418EGG98 Fannie Mae 3% AUG 01 52 3,165,499 $2,818,337.04 0.90% $2,818,337.04 0.90% - Mortgage-Backed Securities United States
US26253EBK38 Dryden 113 CLO Ltd 144A 5.025% OCT 15 37 2,600,000 $2,609,086.26 0.84% $2,609,086.26 0.84% - Collateralized Loan Obligations United States
US3137BUX604 Freddie Mac Multifamily Structured Pass Through Certificates 3.413% DEC 25 26 2,597,904 $2,586,640.45 0.83% $2,586,640.45 0.83% - Mortgage-Backed Securities United States
USCXYZ25F00X UST 10Yr Ultra Bond Future DEC 19 25 22 $0.00 0.00% $2,540,656.25 0.81% - U.S. Governments United States
US01F0206C85 Fannie Mae or Freddie Mac 2% DEC TBA 2,625,000 $2,129,978.07 0.68% $2,128,519.73 0.68% - Mortgage-Backed Securities United States
US36179XHV10 Ginnie Mae II 3% OCT 20 52 2,166,181 $1,956,855.41 0.63% $1,956,855.42 0.63% - Mortgage-Backed Securities United States
US36179XTD83 Ginnie Mae II 5.5% FEB 20 53 1,688,470 $1,721,410.33 0.55% $1,721,410.33 0.55% - Mortgage-Backed Securities United States
US3132DWDS98 Freddie Mac Pool 3% MAY 01 52 1,859,672 $1,658,873.00 0.53% $1,658,873.00 0.53% - Mortgage-Backed Securities United States
US3132DWMS97 Freddie Mac Pool 5.5% OCT 01 54 1,629,802 $1,654,832.86 0.53% $1,654,832.86 0.53% - Mortgage-Backed Securities United States
US3137FQXJ70 Freddie Mac Multifamily Structured Pass Through Certificates 2.525% OCT 25 26 1,647,327 $1,628,940.14 0.52% $1,628,940.14 0.52% - Mortgage-Backed Securities United States
US21H0506B38 Ginnie Mae 5% NOV TBA 1,575,000 $1,574,184.29 0.50% $1,570,028.04 0.50% - Mortgage-Backed Securities United States
US034933AA90 Angel Oak Mortgage Trust 2024-10 144A FRB OCT 25 69 1,538,583 $1,552,099.45 0.50% $1,552,099.45 0.50% - Residential Mortgage Backed Securities United States
US3137F1G447 Freddie Mac Multifamily Structured Pass Through Certificates 3.243% APR 25 27 1,535,855 $1,523,882.86 0.49% $1,523,882.86 0.49% - Mortgage-Backed Securities United States
US91282CGZ86 US Treasury Note 3.5% APR 30 30 1,503,000 $1,491,520.55 0.48% $1,491,520.54 0.48% - U.S. Governments United States
US912810QS06 US Treasury Bond 3.75% AUG 15 41 1,538,000 $1,417,812.40 0.45% $1,417,812.40 0.45% - U.S. Governments United States
US3140A1FZ58 Fannie Mae 6% NOV 01 53 1,360,694 $1,401,619.67 0.45% $1,401,619.67 0.45% - Mortgage-Backed Securities United States
US3132DM5R23 Freddie Mac Pool 2% JAN 01 52 1,691,142 $1,383,384.38 0.44% $1,383,384.38 0.44% - Mortgage-Backed Securities United States
US31418ECQ17 Fannie Mae 2.5% APR 01 52 1,564,266 $1,338,408.73 0.43% $1,338,408.73 0.43% - Mortgage-Backed Securities United States
US3137FF3X33 Freddie Mac Multifamily Structured Pass Through Certificates 1.603% DEC 25 27 1,365,688 $1,305,755.24 0.42% $1,305,755.24 0.42% - Mortgage-Backed Securities United States
US912810UL07 US Treasury Bond 5% MAY 15 45 1,208,000 $1,292,149.68 0.41% $1,292,149.67 0.41% - U.S. Governments United States
US912810RP57 US Treasury Bond 3% NOV 15 45 1,600,000 $1,273,986.41 0.41% $1,273,986.41 0.41% - U.S. Governments United States
US36179WY939 Ginnie Mae II 2.5% MAR 20 52 1,432,878 $1,244,204.16 0.40% $1,244,204.16 0.40% - Mortgage-Backed Securities United States
US38380LBW28 Ginnie Mae 4.992% APR 20 68 1,215,097 $1,223,581.62 0.39% $1,223,581.62 0.39% - Mortgage-Backed Securities United States
US3137F72B05 Freddie Mac Multifamily Structured Pass Through Certificates 1.47% SEP 25 27 1,163,654 $1,115,387.30 0.36% $1,115,387.30 0.36% - Mortgage-Backed Securities United States
US3137FCLD43 Freddie Mac Multifamily Structured Pass Through Certificates 3.286% NOV 25 27 1,092,550 $1,083,416.76 0.35% $1,083,416.76 0.35% - Mortgage-Backed Securities United States
US05609GAC24 BXMT 2021-FL4 Ltd 144A 1.42% MAY 15 38 1,085,500 $1,077,073.07 0.34% $1,077,073.07 0.34% - Commercial Mortgage-Backed Securities United States
US04002VAC54 AREIT 2022-CRE6 Trust 144A 6.718% JAN 20 37 1,068,500 $1,067,460.81 0.34% $1,067,460.81 0.34% - Commercial Mortgage-Backed Securities United States
US3140MGEZ06 Fannie Mae 2.5% MAR 01 52 1,227,002 $1,047,901.71 0.34% $1,047,901.70 0.34% - Mortgage-Backed Securities United States
US36179WNE48 Ginnie Mae II 2.5% SEP 20 51 1,199,108 $1,040,852.03 0.33% $1,040,852.03 0.33% - Mortgage-Backed Securities United States
US36179TLR40 Ginnie Mae II Pool 3.000 NOV 20 47 1,045,983 $954,177.66 0.31% $954,177.66 0.31% - Mortgage-Backed Securities United States
US36180AB931 Ginnie Mae II 5% OCT 20 54 951,177 $953,120.16 0.31% $953,120.16 0.31% - Mortgage-Backed Securities United States
US01F0606C40 Fannie Mae or Freddie Mac 6% DEC TBA 900,000 $921,625.49 0.30% $920,125.49 0.29% - Mortgage-Backed Securities United States
US31418FBP18 Fannie Mae 6% AUG 01 54 886,775 $911,756.91 0.29% $911,756.90 0.29% - Mortgage-Backed Securities United States
US53947XAE22 LoanCore 2021-CRE5 Issuer Ltd 144A 1.851% JUL 15 36 905,677 $908,350.85 0.29% $908,350.86 0.29% - Collateralized Loan Obligations United States
US31418DKQ42 Fannie Mae 2.5% JAN 01 50 1,016,482 $873,669.31 0.28% $873,669.31 0.28% - Mortgage-Backed Securities United States
US3132L5AD59 Freddie Mac Gold 3% APR 01 43 893,465 $830,777.89 0.27% $830,777.89 0.27% - Mortgage-Backed Securities United States
US64135WAN39 Neuberger Berman Loan Advisers NBLA CLO 53 Ltd 144A 5.565% OCT 24 37 812,587 $816,324.01 0.26% $816,324.00 0.26% - Collateralized Loan Obligations United States
US36179WR263 Ginnie Mae II 2.5% NOV 20 51 925,250 $803,418.97 0.26% $803,418.98 0.26% - Mortgage-Backed Securities United States
US3137B45J13 Freddie Mac REMICS 3.5% AUG 15 33 810,478 $797,988.64 0.26% $797,988.63 0.26% - Mortgage-Backed Securities United States
US31292SBD18 Freddie Mac Gold 3.5% MAR 01 43 815,648 $779,264.25 0.25% $779,264.26 0.25% - Mortgage-Backed Securities United States
US36179XQW91 Ginnie Mae II 5% JAN 20 53 767,908 $772,627.23 0.25% $772,627.23 0.25% - Mortgage-Backed Securities United States
US31418EBJ82 Fannie Mae 2% FEB 01 42 841,276 $733,202.94 0.23% $733,202.94 0.23% - Mortgage-Backed Securities United States
US38376R6C54 Ginnie Mae 5.281% JUL 20 67 722,212 $731,215.30 0.23% $731,215.29 0.23% - Mortgage-Backed Securities United States
US55282XAE04 MF1 Multifamily Housing Mortgage Loan Trust 144A FRB JUL 15 36 726,000 $728,107.72 0.23% $728,107.72 0.23% - Commercial Mortgage-Backed Securities United States
US36179W2U15 Ginnie Mae II 2.5% APR 20 52 823,665 $715,207.36 0.23% $715,207.36 0.23% - Mortgage-Backed Securities United States
US56166RAA05 MAN US CLO 2023-1 LTD 4.5% JUL 20 35 700,000 $703,478.06 0.23% $703,478.06 0.23% - Collateralized Loan Obligations United States
US3137BMPZ37 Freddie Mac REMICS 4% APR 15 44 699,387 $699,111.74 0.22% $699,111.74 0.22% - Mortgage-Backed Securities United States
US3140QRQH98 Fannie Mae 5% DEC 01 52 682,573 $685,536.00 0.22% $685,536.00 0.22% - Mortgage-Backed Securities United States
US31418EB825 Fannie Mae 2% MAR 01 52 838,279 $684,850.71 0.22% $684,850.71 0.22% - Mortgage-Backed Securities United States
US31418FDB04 Fannie Mae 5.5% OCT 01 54 671,730 $682,112.45 0.22% $682,112.45 0.22% - Mortgage-Backed Securities United States
US3133CTZ368 Freddie Mac Pool 5.5% SEP 01 54 661,085 $671,021.29 0.21% $671,021.29 0.21% - Mortgage-Backed Securities United States
US3136ADY370 Fannie Mae REMICS 2.5% MAY 25 33 695,372 $665,380.92 0.21% $665,380.92 0.21% - Mortgage-Backed Securities United States
US3140AESU43 Fannie Mae 6% JUN 01 54 628,636 $649,296.37 0.21% $649,296.37 0.21% - Mortgage-Backed Securities United States
US31418EAM21 Fannie Mae 2% JAN 01 52 777,566 $635,737.58 0.20% $635,737.58 0.20% - Mortgage-Backed Securities United States
US38376R2J44 Ginnie Mae 5.174% MAR 20 67 625,540 $631,017.26 0.20% $631,017.25 0.20% - Mortgage-Backed Securities United States
US3140XHKM82 Fannie Mae 1.5% APR 01 52 812,349 $628,628.46 0.20% $628,628.46 0.20% - Mortgage-Backed Securities United States
US36179XHY58 Ginnie Mae II 4.5% OCT 20 52 623,039 $614,791.92 0.20% $614,791.92 0.20% - Mortgage-Backed Securities United States
US3132DWDZ32 Freddie Mac Pool 3% JUN 01 52 688,432 $612,391.39 0.20% $612,391.39 0.20% - Mortgage-Backed Securities United States
US912810FT08 US Treasury Bond 4.5% FEB 15 36 560,000 $586,078.80 0.19% $586,078.80 0.19% - U.S. Governments United States
US3133BNAD58 Freddie Mac Pool 5% OCT 01 52 583,989 $586,222.53 0.19% $586,222.53 0.19% - Mortgage-Backed Securities United States
US31418ECZ16 Fannie Mae 2.5% APR 01 42 627,180 $558,283.62 0.18% $558,283.62 0.18% - Mortgage-Backed Securities United States
US3140N5ER17 Fannie Mae 5.5% NOV 01 52 540,240 $549,433.02 0.18% $549,433.02 0.18% - Mortgage-Backed Securities United States
US31418EBS81 Fannie Mae 2.5% FEB 01 52 638,894 $546,519.61 0.18% $546,519.62 0.18% - Mortgage-Backed Securities United States
US31419BBT17 Fannie Mae 4% FEB 01 41 556,035 $546,681.29 0.18% $546,681.29 0.18% - Mortgage-Backed Securities United States
US36179WTY48 Ginnie Mae II 2.5% DEC 20 51 618,233 $536,636.93 0.17% $536,636.93 0.17% - Mortgage-Backed Securities United States
US05555MAA71 BDS 2024-FL13 LLC 144A 7.188% SEP 19 39 524,500 $526,720.82 0.17% $526,720.83 0.17% - Commercial Mortgage-Backed Securities United States
US31418EHK91 Fannie Mae 4.5% SEP 01 52 530,657 $521,611.75 0.17% $521,611.76 0.17% - Mortgage-Backed Securities United States
US3133KYWE57 Freddie Mac Pool 2% FEB 01 42 595,737 $517,731.12 0.17% $517,731.12 0.17% - Mortgage-Backed Securities United States
US36179W7K87 Ginnie Mae II 3% JUN 20 52 572,819 $516,507.34 0.17% $516,507.34 0.17% - Mortgage-Backed Securities United States
US3137FV5Q11 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 30 9,623,814 $509,351.20 0.16% $509,351.22 0.16% - Mortgage-Backed Securities United States
US3140XTCU39 Fannie Mae 3% MAY 01 51 572,612 $509,030.08 0.16% $509,030.08 0.16% - Mortgage-Backed Securities United States
US3140XNCU68 Fannie Mae 4% AUG 01 51 524,067 $508,361.45 0.16% $508,361.45 0.16% - Mortgage-Backed Securities United States
US3137H6LS22 Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 25 32 11,889,113 $508,392.99 0.16% $508,392.99 0.16% - Mortgage-Backed Securities United States
US3140NGN223 Fannie Mae 6% JUL 01 53 487,468 $503,166.79 0.16% $503,166.78 0.16% - Mortgage-Backed Securities United States
US3133WGAJ49 Freddie Mac Pool 6% JUL 01 54 476,810 $490,836.81 0.16% $490,836.81 0.16% - Mortgage-Backed Securities United States
US3136AEZE08 Fannie Mae REMICS 4% JUN 25 43 499,012 $476,137.65 0.15% $476,137.66 0.15% - Mortgage-Backed Securities United States
US3138ENEK16 Fannie Mae 4.5% APR 01 44 468,886 $473,030.69 0.15% $473,030.69 0.15% - Mortgage-Backed Securities United States
US3140QMZC14 Fannie Mae 2.5% JAN 01 52 538,977 $465,952.97 0.15% $465,952.97 0.15% - Mortgage-Backed Securities United States
US31418E2F68 Fannie Mae 6.5% FEB 01 54 446,293 $464,420.34 0.15% $464,420.34 0.15% - Mortgage-Backed Securities United States
US3140KLC594 Fannie Mae 2.5% JUL 01 51 539,359 $459,271.49 0.15% $459,271.49 0.15% - Mortgage-Backed Securities United States
US38384J5R18 STRU BA-2443 B 6.000 FEB 20 54 441,968 $457,366.59 0.15% $457,366.58 0.15% - Mortgage-Backed Securities United States
US3140MHS347 Fannie Mae 2.5% MAR 01 52 521,773 $450,799.74 0.14% $450,799.74 0.14% - Mortgage-Backed Securities United States
US61778LAA35 Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 144A 5.53% MAY 25 70 438,929 $443,894.38 0.14% $443,894.38 0.14% - Residential Mortgage Backed Securities United States
US3138WD3L35 Fannie Mae 3.5% FEB 01 45 465,062 $443,202.19 0.14% $443,202.19 0.14% - Mortgage-Backed Securities United States
US36179NJA72 Ginnie Mae II 3.5% MAY 20 42 462,141 $440,006.57 0.14% $440,006.57 0.14% - Mortgage-Backed Securities United States
US31427NMZ95 Freddie Mac Pool 6.5% NOV 01 54 415,244 $436,386.79 0.14% $436,386.79 0.14% - Mortgage-Backed Securities United States
US67448PAA12 OBX 2024-NQM12 Trust 144A 5.475% JUL 25 64 424,127 $427,638.38 0.14% $427,638.39 0.14% - Residential Mortgage Backed Securities United States
US3132DWDR16 Freddie Mac Pool 2.5% MAY 01 52 497,908 $424,009.41 0.14% $424,009.41 0.14% - Mortgage-Backed Securities United States
US3142J6A372 Freddie Mac Pool 4.5% JUL 01 55 424,958 $415,869.82 0.13% $415,869.82 0.13% - Mortgage-Backed Securities United States
US67120GAA67 OBX 2024-NQM16 Trust 144A 5.530 OCT 25 64 411,067 $415,083.21 0.13% $415,083.21 0.13% - Residential Mortgage Backed Securities United States
US3137BNGT50 Freddie Mac Multifamily Structured Pass Through Certificates 2.745% JAN 25 26 408,191 $407,208.71 0.13% $407,208.70 0.13% - Mortgage-Backed Securities United States
US3140XEAU87 Fannie Mae 3% DEC 01 51 451,416 $405,825.80 0.13% $405,825.80 0.13% - Mortgage-Backed Securities United States
US3140XDY671 Fannie Mae 2.5% DEC 01 51 466,074 $401,716.09 0.13% $401,716.08 0.13% - Mortgage-Backed Securities United States
US3140MMZB76 Fannie Mae 4% AUG 01 52 415,162 $397,419.78 0.13% $397,419.78 0.13% - Mortgage-Backed Securities United States
US3133KNEG43 Freddie Mac Pool 2.5% DEC 01 51 459,181 $395,772.76 0.13% $395,772.75 0.13% - Mortgage-Backed Securities United States
US3133AWPG33 Freddie Mac Pool 3.5% OCT 01 51 426,572 $395,251.91 0.13% $395,251.91 0.13% - Mortgage-Backed Securities United States
US912810QZ49 US Treasury Bond 3.125% FEB 15 43 476,500 $395,282.17 0.13% $395,282.16 0.13% - U.S. Governments United States
US3140QKSJ83 Fannie Mae 2.5% MAY 01 51 458,737 $390,626.60 0.13% $390,626.61 0.13% - Mortgage-Backed Securities United States
US3137FRZC82 Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 25 30 6,797,040 $390,136.80 0.12% $390,136.79 0.12% - Mortgage-Backed Securities United States
US3140XDYN06 Fannie Mae 2.5% DEC 01 51 448,799 $389,016.11 0.12% $389,016.11 0.12% - Mortgage-Backed Securities United States
US67449AAA34 OBX 2025-NQM8 Trust 144A 5.472% MAR 25 65 384,796 $389,251.38 0.12% $389,251.38 0.12% - Residential Mortgage Backed Securities United States
US3133KPF528 Freddie Mac Pool 4% MAY 01 52 401,696 $385,920.26 0.12% $385,920.25 0.12% - Mortgage-Backed Securities United States
US3138ERCZ17 Fannie Mae 4% APR 01 44 391,751 $384,755.07 0.12% $384,755.07 0.12% - Mortgage-Backed Securities United States
US3140NQMQ87 Fannie Mae 6% JUL 01 54 368,234 $382,643.49 0.12% $382,643.49 0.12% - Mortgage-Backed Securities United States
US3140F5DA88 Fannie Mae 3.5% DEC 01 46 401,980 $381,151.26 0.12% $381,151.26 0.12% - Mortgage-Backed Securities United States
US3133CCDG88 Freddie Mac Pool 5.5% AUG 01 53 366,711 $373,336.96 0.12% $373,336.96 0.12% - Mortgage-Backed Securities United States
US31418ECH18 Fannie Mae 2.5% MAR 01 42 415,864 $373,143.40 0.12% $373,143.40 0.12% - Mortgage-Backed Securities United States
US3133BAFE65 Freddie Mac Pool 3% APR 01 52 414,271 $371,441.02 0.12% $371,441.02 0.12% - Mortgage-Backed Securities United States
US20848FAA84 Conservation Fund A Nonprofit Corp 3.474% DEC 15 29 382,000 $370,942.90 0.12% $370,942.90 0.12% - Corporate Debt United States
US3140X54P53 Fannie Mae 2.5% MAR 01 50 429,345 $370,587.38 0.12% $370,587.38 0.12% - Mortgage-Backed Securities United States
US3128MJW555 Freddie Mac Gold 3.5% SEP 01 45 385,247 $366,416.15 0.12% $366,416.14 0.12% - Mortgage-Backed Securities United States
US3140QFA662 Fannie Mae 2.5% OCT 01 50 418,456 $364,675.51 0.12% $364,675.51 0.12% - Mortgage-Backed Securities United States
US38376RS568 Ginnie Mae 5.249% JAN 20 67 358,565 $361,786.42 0.12% $361,786.41 0.12% - Mortgage-Backed Securities United States
US3140FDVW34 Fannie Mae 3% SEP 01 46 389,662 $357,304.65 0.11% $357,304.66 0.11% - Mortgage-Backed Securities United States
US3137H1YZ31 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 31 5,756,595 $356,269.98 0.11% $356,269.98 0.11% - Mortgage-Backed Securities United States
US3618N5VN64 Ginnie Mae II 4% SEP 20 55 374,420 $355,462.54 0.11% $355,462.54 0.11% - Mortgage-Backed Securities United States
US3137H7Z483 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 32 17,633,801 $353,772.49 0.11% $353,772.49 0.11% - Mortgage-Backed Securities United States
US3140XFGA35 Fannie Mae 2.5% JAN 01 52 406,167 $351,799.91 0.11% $351,799.91 0.11% - Mortgage-Backed Securities United States
US3140AET909 Fannie Mae 6% JUL 01 54 341,785 $351,448.01 0.11% $351,448.01 0.11% - Mortgage-Backed Securities United States
US3132DNV592 Freddie Mac Pool 2% DEC 01 51 428,138 $350,585.35 0.11% $350,585.35 0.11% - Mortgage-Backed Securities United States
US3136BNW447 Fannie Mae REMICS FRB SEP 25 52 353,660 $348,414.70 0.11% $348,414.70 0.11% - Mortgage-Backed Securities United States
US21H0426B01 Ginnie Mae 4.5% NOV TBA 350,000 $342,372.19 0.11% $341,540.94 0.11% - Mortgage-Backed Securities United States
US3140MMNQ73 Fannie Mae 3% MAR 01 52 377,792 $337,381.64 0.11% $337,381.64 0.11% - Mortgage-Backed Securities United States
US36179WLP13 Ginnie Mae II 2.5% AUG 20 51 386,700 $335,664.98 0.11% $335,664.97 0.11% - Mortgage-Backed Securities United States
US3140XFLN90 Fannie Mae 3% JAN 01 52 367,886 $332,843.74 0.11% $332,843.74 0.11% - Mortgage-Backed Securities United States
US3140QMHQ02 Fannie Mae 2% NOV 01 51 400,581 $327,765.01 0.10% $327,765.01 0.10% - Mortgage-Backed Securities United States
US31418ES688 Fannie Mae 6% JUN 01 53 316,213 $326,131.15 0.10% $326,131.14 0.10% - Mortgage-Backed Securities United States
US3140XGQ696 Fannie Mae 3% DEC 01 51 361,354 $324,475.05 0.10% $324,475.05 0.10% - Mortgage-Backed Securities United States
US3140MPWF49 Fannie Mae 3% MAY 01 52 362,746 $322,718.67 0.10% $322,718.66 0.10% - Mortgage-Backed Securities United States
US3133BBTH24 Freddie Mac Pool 2.5% MAY 01 52 374,146 $318,580.59 0.10% $318,580.59 0.10% - Mortgage-Backed Securities United States
US3140QMU443 Fannie Mae 2.5% DEC 01 51 372,228 $317,405.27 0.10% $317,405.28 0.10% - Mortgage-Backed Securities United States
US3138EK6N09 Fannie Mae 4% MAY 01 43 322,616 $316,818.86 0.10% $316,818.86 0.10% - Mortgage-Backed Securities United States
US3133KMZB44 Freddie Mac Pool 2.5% OCT 01 51 359,690 $310,958.92 0.10% $310,958.92 0.10% - Mortgage-Backed Securities United States
US3137FEZU77 Freddie Mac Multifamily Structured Pass Through Certificates 3.9% APR 25 28 308,300 $309,529.88 0.10% $309,529.87 0.10% - Mortgage-Backed Securities United States
US3132DQDZ63 Freddie Mac Pool 5.5% APR 01 53 294,332 $303,498.50 0.10% $303,498.51 0.10% - Mortgage-Backed Securities United States
US55282XAC48 MF1 Multifamily Housing Mortgage Loan Trust 144A FRB JUL 15 36 302,376 $303,091.41 0.10% $303,091.41 0.10% - Commercial Mortgage-Backed Securities United States
US3137FXYZ54 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31 11,566,422 $298,790.44 0.10% $298,790.44 0.10% - Mortgage-Backed Securities United States
US31418EE308 Fannie Mae 3% JUL 01 52 333,357 $297,159.39 0.10% $297,159.39 0.10% - Mortgage-Backed Securities United States
US3138WFPH32 Fannie Mae 3.5% SEP 01 45 310,433 $294,948.01 0.09% $294,948.01 0.09% - Mortgage-Backed Securities United States
US3140NAK511 Fannie Mae 5% FEB 01 53 286,369 $286,971.29 0.09% $286,971.29 0.09% - Mortgage-Backed Securities United States
US3132DWDJ99 Freddie Mac Pool 2.5% APR 01 52 334,437 $285,734.25 0.09% $285,734.24 0.09% - Mortgage-Backed Securities United States
US31417AYE36 Fannie Mae 4% JAN 01 42 288,247 $283,099.63 0.09% $283,099.63 0.09% - Mortgage-Backed Securities United States
US3140QEWL24 Fannie Mae 2.5% SEP 01 50 320,790 $278,385.77 0.09% $278,385.77 0.09% - Mortgage-Backed Securities United States
US01F0226B66 Fannie Mae or Freddie Mac 2.5% NOV TBA 325,000 $276,152.44 0.09% $275,881.60 0.09% - Mortgage-Backed Securities United States
US01F0226C40 Fannie Mae or Freddie Mac 2.5% DEC TBA 325,000 $276,132.68 0.09% $275,906.99 0.09% - Mortgage-Backed Securities United States
US31397BYP02 Freddie Mac REMICS 6% OCT 15 36 256,701 $269,562.45 0.09% $269,562.45 0.09% - Mortgage-Backed Securities United States
US48275RAC16 KREF 2021-FL2 Ltd 144A 1.393% FEB 15 39 270,500 $269,588.62 0.09% $269,588.62 0.09% - Collateralized Loan Obligations United States
US3138X6UA18 Fannie Mae 3.5% SEP 01 43 278,252 $265,416.30 0.08% $265,416.30 0.08% - Mortgage-Backed Securities United States
US38376RT228 Ginnie Mae 5.128% FEB 20 67 262,853 $265,008.65 0.08% $265,008.66 0.08% - Mortgage-Backed Securities United States
US36179WY855 Ginnie Mae II 2% MAR 20 52 314,577 $262,269.82 0.08% $262,269.82 0.08% - Mortgage-Backed Securities United States
US31417G5A00 Fannie Mae 3.5% JUL 01 43 267,053 $254,734.62 0.08% $254,734.62 0.08% - Mortgage-Backed Securities United States
US31418EAN04 Fannie Mae 2.5% JAN 01 52 296,011 $253,182.34 0.08% $253,182.34 0.08% - Mortgage-Backed Securities United States
US36297GSD33 Ginnie Mae I 3.5% DEC 15 41 267,630 $252,170.91 0.08% $252,170.91 0.08% - Mortgage-Backed Securities United States
US3132DNXJ70 Freddie Mac Pool 2.5% SEP 01 52 294,472 $251,569.00 0.08% $251,569.00 0.08% - Mortgage-Backed Securities United States
US31418DYB27 Fannie Mae 2% APR 01 51 304,664 $249,383.62 0.08% $249,383.62 0.08% - Mortgage-Backed Securities United States
US36179WR347 Ginnie Mae II 3% NOV 20 51 272,726 $245,961.18 0.08% $245,961.17 0.08% - Mortgage-Backed Securities United States
US3136AWFW24 Fannie Mae REMICS 3% MAY 25 39 258,359 $245,691.23 0.08% $245,691.23 0.08% - Mortgage-Backed Securities United States
US31418DVB53 Fannie Mae 1.5% DEC 01 50 316,242 $245,117.39 0.08% $245,117.39 0.08% - Mortgage-Backed Securities United States
US31398JUK77 Freddie Mac REMICS 5% JUN 15 38 237,712 $243,570.27 0.08% $243,570.27 0.08% - Mortgage-Backed Securities United States
US3138A5GN69 Fannie Mae 4% FEB 01 41 246,789 $242,840.88 0.08% $242,840.88 0.08% - Mortgage-Backed Securities United States
US3140N24Z19 Fannie Mae 4.5% SEP 01 52 244,196 $241,705.93 0.08% $241,705.92 0.08% - Mortgage-Backed Securities United States
US3140L1Y413 Fannie Mae 2% FEB 01 51 290,786 $240,168.00 0.08% $240,168.00 0.08% - Mortgage-Backed Securities United States
US03882KAN28 Arbor Multifamily Mortgage Securities Trust 2021-MF3 144A FRB OCT 15 54 8,428,521 $239,749.71 0.08% $239,749.70 0.08% - Commercial Mortgage-Backed Securities United States
US3140MMCD89 Fannie Mae 3% MAY 01 52 260,868 $232,292.32 0.07% $232,292.32 0.07% - Mortgage-Backed Securities United States
US3136A4ES46 Fannie Mae REMICS 5% MAR 25 42 217,550 $224,742.68 0.07% $224,742.68 0.07% - Mortgage-Backed Securities United States
US3137HAAL04 Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 33 10,566,652 $222,054.59 0.07% $222,054.59 0.07% - Mortgage-Backed Securities United States
US3137BNPS76 Freddie Mac REMICS 3% JUN 15 45 231,139 $220,292.71 0.07% $220,292.70 0.07% - Mortgage-Backed Securities United States
US3138A4XB63 Fannie Mae 5% JAN 01 41 211,440 $218,074.89 0.07% $218,074.89 0.07% - Mortgage-Backed Securities United States
US3132DWFZ14 Freddie Mac Pool 3% JAN 01 53 244,678 $217,543.42 0.07% $217,543.41 0.07% - Mortgage-Backed Securities United States
US3138ETEE26 Fannie Mae 4.5% JUN 01 44 215,247 $217,392.73 0.07% $217,392.73 0.07% - Mortgage-Backed Securities United States
US31292LLA16 Freddie Mac Gold 3.5% MAY 01 42 225,760 $216,832.48 0.07% $216,832.48 0.07% - Mortgage-Backed Securities United States
US3136BFMA88 Fannie Mae REMICS 1% MAR 25 41 241,074 $214,597.77 0.07% $214,597.77 0.07% - Mortgage-Backed Securities United States
US3140XDSU13 Fannie Mae 2.5% JUL 01 51 249,656 $212,587.63 0.07% $212,587.63 0.07% - Mortgage-Backed Securities United States
US36297GLY43 Ginnie Mae I 4.5% AUG 15 39 208,012 $212,208.07 0.07% $212,208.08 0.07% - Mortgage-Backed Securities United States
US3137FRUV19 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 30 4,317,492 $212,038.06 0.07% $212,038.05 0.07% - Mortgage-Backed Securities United States
US31335B7E09 Freddie Mac Gold 5.5% SEP 01 41 201,499 $210,901.64 0.07% $210,901.64 0.07% - Mortgage-Backed Securities United States
US3138ETDS21 Fannie Mae 4% JAN 01 43 214,678 $210,612.57 0.07% $210,612.57 0.07% - Mortgage-Backed Securities United States
US3138E2LH65 Fannie Mae 3.5% JAN 01 42 218,369 $210,167.20 0.07% $210,167.19 0.07% - Mortgage-Backed Securities United States
US3138ABYR47 Fannie Mae 4.5% APR 01 41 208,248 $210,111.06 0.07% $210,111.06 0.07% - Mortgage-Backed Securities United States
US3131XVRK31 Freddie Mac Pool 3.5% DEC 01 46 221,070 $209,027.64 0.07% $209,027.64 0.07% - Mortgage-Backed Securities United States
US3140MHS420 Fannie Mae 2.5% MAR 01 52 239,858 $206,931.01 0.07% $206,931.02 0.07% - Mortgage-Backed Securities United States
US36179RBW88 Ginnie Mae II 3% APR 20 45 225,291 $206,637.27 0.07% $206,637.27 0.07% - Mortgage-Backed Securities United States
US3138EH3F73 Fannie Mae 4% OCT 01 41 209,040 $205,523.09 0.07% $205,523.09 0.07% - Mortgage-Backed Securities United States
US3136A5AW68 Fannie Mae REMICS 2.25% APR 25 41 211,786 $204,246.05 0.07% $204,246.04 0.07% - Mortgage-Backed Securities United States
US3142J6A521 Freddie Mac Pool 5.5% JUL 01 55 201,357 $204,383.24 0.07% $204,383.24 0.07% - Mortgage-Backed Securities United States
US3136A8KR03 Fannie Mae REMICS 2.5% JAN 25 42 211,790 $202,646.45 0.06% $202,646.45 0.06% - Mortgage-Backed Securities United States
US36179WXJ25 Ginnie Mae II 2.5% FEB 20 52 232,704 $202,063.32 0.06% $202,063.32 0.06% - Mortgage-Backed Securities United States
US31417AYH66 Fannie Mae 4% JAN 01 42 202,036 $198,427.59 0.06% $198,427.60 0.06% - Mortgage-Backed Securities United States
US3140QEAV44 Fannie Mae 2.5% JUL 01 50 225,595 $196,080.21 0.06% $196,080.21 0.06% - Mortgage-Backed Securities United States
US3140AES349 Fannie Mae 6% JUN 01 54 188,749 $194,901.92 0.06% $194,901.92 0.06% - Mortgage-Backed Securities United States
US31335B7F73 Freddie Mac Gold 5% DEC 01 44 188,285 $194,397.95 0.06% $194,397.95 0.06% - Mortgage-Backed Securities United States
US3138WHNH16 Fannie Mae 3.5% JUL 01 46 204,878 $194,004.46 0.06% $194,004.47 0.06% - Mortgage-Backed Securities United States
US31419JSM17 Fannie Mae 4% NOV 01 40 197,166 $193,889.99 0.06% $193,889.99 0.06% - Mortgage-Backed Securities United States
US3137AFKG68 Freddie Mac REMICS 4% SEP 15 41 196,134 $193,420.44 0.06% $193,420.44 0.06% - Mortgage-Backed Securities United States
US3137ATAP71 Freddie Mac REMICS 3.5% AUG 15 42 202,154 $192,959.33 0.06% $192,959.33 0.06% - Mortgage-Backed Securities United States
US3137HB3B83 Freddie Mac Multifamily Structured Pass Through Certificates FRB OCT 25 33 11,583,856 $191,542.14 0.06% $191,542.14 0.06% - Mortgage-Backed Securities United States
US3140XH4D62 Fannie Mae 5% AUG 01 52 184,934 $186,146.38 0.06% $186,146.38 0.06% - Mortgage-Backed Securities United States
US21071BAA35 Consumers 2023 Securitization Funding LLC 5.55% MAR 01 28 180,935 $185,228.27 0.06% $185,228.27 0.06% - Asset Backed Securities United States
US31335ALX45 Freddie Mac Gold 4.5% MAY 01 42 182,069 $184,023.58 0.06% $184,023.58 0.06% - Mortgage-Backed Securities United States
US3140N6ZU99 Fannie Mae 5% NOV 01 52 182,496 $183,495.46 0.06% $183,495.46 0.06% - Mortgage-Backed Securities United States
US31419ANB97 Fannie Mae 4% SEP 01 40 186,334 $183,583.50 0.06% $183,583.51 0.06% - Mortgage-Backed Securities United States
US3142J6BC69 Freddie Mac Pool 5.5% JUN 01 55 178,930 $181,619.62 0.06% $181,619.62 0.06% - Mortgage-Backed Securities United States
US3140JAGT94 Fannie Mae 5.5% MAY 01 44 172,045 $179,914.86 0.06% $179,914.86 0.06% - Mortgage-Backed Securities United States
US3140QRNL38 Fannie Mae 5% MAR 01 53 178,772 $179,428.07 0.06% $179,428.07 0.06% - Mortgage-Backed Securities United States
US3140X5XN82 Fannie Mae 2.5% FEB 01 50 205,903 $178,184.92 0.06% $178,184.92 0.06% - Mortgage-Backed Securities United States
US31418EB908 Fannie Mae 2.5% MAR 01 52 206,861 $176,972.77 0.06% $176,972.77 0.06% - Mortgage-Backed Securities United States
US3138ERJ767 Fannie Mae 3.5% OCT 01 46 186,339 $176,673.08 0.06% $176,673.08 0.06% - Mortgage-Backed Securities United States
US3137HK2F08 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 35 7,608,999 $175,996.52 0.06% $175,996.51 0.06% - Mortgage-Backed Securities United States
US3140MGCW92 Fannie Mae 2.5% FEB 01 52 205,387 $175,441.11 0.06% $175,441.11 0.06% - Mortgage-Backed Securities United States
US3140KG3Z41 Fannie Mae 2.5% JUL 01 50 199,994 $175,102.64 0.06% $175,102.65 0.06% - Mortgage-Backed Securities United States
US31416YDT29 Fannie Mae 4.5% APR 01 41 173,344 $174,876.54 0.06% $174,876.53 0.06% - Mortgage-Backed Securities United States
US3132GRL589 Freddie Mac Gold 3.5% FEB 01 42 181,691 $174,393.58 0.06% $174,393.58 0.06% - Mortgage-Backed Securities United States
US3133A67D74 Freddie Mac Pool 3% JUN 01 50 191,888 $173,606.27 0.06% $173,606.27 0.06% - Mortgage-Backed Securities United States
US3138EKBW42 Fannie Mae 5% MAR 01 42 167,584 $172,842.89 0.06% $172,842.89 0.06% - Mortgage-Backed Securities United States
US3140A0MB25 Fannie Mae 5.5% NOV 01 53 169,464 $172,325.75 0.06% $172,325.75 0.06% - Mortgage-Backed Securities United States
US3138ETZD14 Fannie Mae 4.5% MAR 01 43 171,434 $172,191.02 0.06% $172,191.02 0.06% - Mortgage-Backed Securities United States
US31417AYG83 Fannie Mae 4% JAN 01 42 173,813 $170,709.10 0.05% $170,709.10 0.05% - Mortgage-Backed Securities United States
US38373ATA42 Ginnie Mae 5% AUG 20 39 164,367 $170,863.22 0.05% $170,863.22 0.05% - Mortgage-Backed Securities United States
US3136BAF415 Fannie Mae REMICS 2% AUG 25 44 181,545 $170,082.67 0.05% $170,082.67 0.05% - Mortgage-Backed Securities United States
US92540EAB92 Verus Securitization Trust 2024-1 144A FRB JAN 25 69 168,748 $170,300.41 0.05% $170,300.41 0.05% - Residential Mortgage Backed Securities United States
US3137HJ6F97 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 35 18,765,754 $170,356.06 0.05% $170,356.06 0.05% - Mortgage-Backed Securities United States
US3128P8FJ54 Freddie Mac Gold 3% JAN 01 38 178,280 $169,167.93 0.05% $169,167.93 0.05% - Mortgage-Backed Securities United States
US31398WSD73 Freddie Mac REMICS 5% FEB 15 40 163,526 $167,230.48 0.05% $167,230.48 0.05% - Mortgage-Backed Securities United States
US3133GEX457 Freddie Mac Pool 2% SEP 01 36 180,814 $167,143.38 0.05% $167,143.38 0.05% - Mortgage-Backed Securities United States
US3136AAL290 Fannie Mae REMICS 1.75% SEP 25 41 172,900 $166,446.12 0.05% $166,446.12 0.05% - Mortgage-Backed Securities United States
US3140X6EF43 Fannie Mae 5.5% MAY 01 44 157,168 $164,343.64 0.05% $164,343.64 0.05% - Mortgage-Backed Securities United States
US3133A2EK27 Freddie Mac Pool 3% FEB 01 50 177,906 $161,326.54 0.05% $161,326.54 0.05% - Mortgage-Backed Securities United States
US31417AYK95 Fannie Mae 4% JAN 01 42 162,165 $159,268.62 0.05% $159,268.62 0.05% - Mortgage-Backed Securities United States
US3137FXSE99 Freddie Mac REMICS 2.5% MAR 25 51 955,650 $158,959.03 0.05% $158,959.02 0.05% - Mortgage-Backed Securities United States
US3129456R42 Freddie Mac Gold 5% MAR 01 41 154,038 $159,053.73 0.05% $159,053.72 0.05% - Mortgage-Backed Securities United States
US3137HAMF08 Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 33 12,756,058 $156,462.78 0.05% $156,462.78 0.05% - Mortgage-Backed Securities United States
US3138EQTZ50 Fannie Mae 4.5% JUN 01 44 154,463 $155,601.21 0.05% $155,601.20 0.05% - Mortgage-Backed Securities United States
US3137H9MC00 Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 32 12,148,401 $153,925.70 0.05% $153,925.70 0.05% - Mortgage-Backed Securities United States
US31418D6A53 Fannie Mae 1.5% NOV 01 51 194,823 $150,761.03 0.05% $150,761.03 0.05% - Mortgage-Backed Securities United States
US92808VAA08 Virginia Power Fuel Securitization LLC 5.088% MAY 01 27 145,096 $150,235.98 0.05% $150,235.97 0.05% - Asset Backed Securities United States
US3138AA5A53 Fannie Mae 4.5% APR 01 41 148,531 $149,874.77 0.05% $149,874.77 0.05% - Mortgage-Backed Securities United States
US3128MJXK11 Freddie Mac Gold 3.5% DEC 01 45 157,941 $150,024.63 0.05% $150,024.63 0.05% - Mortgage-Backed Securities United States
US36179SLR66 Ginnie Mae II 3% SEP 20 46 163,840 $149,983.59 0.05% $149,983.59 0.05% - Mortgage-Backed Securities United States
US83162CVK60 United States Small Business Administration 2.22% MAR 01 33 157,135 $148,094.59 0.05% $148,094.59 0.05% - Agency United States
US3140E0X911 Fannie Mae 4% JUN 01 41 149,211 $146,655.40 0.05% $146,655.40 0.05% - Mortgage-Backed Securities United States
US3136AFC512 Fannie Mae REMICS 2.75% SEP 25 42 151,052 $146,631.82 0.05% $146,631.82 0.05% - Mortgage-Backed Securities United States
US3133W6GW13 Freddie Mac Pool 6.5% FEB 01 54 140,485 $146,288.66 0.05% $146,288.66 0.05% - Mortgage-Backed Securities United States
US3140QKQL57 Fannie Mae 2.5% MAY 01 51 169,742 $145,484.47 0.05% $145,484.47 0.05% - Mortgage-Backed Securities United States
US3137FVNJ75 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 30 3,256,002 $144,420.70 0.05% $144,420.70 0.05% - Mortgage-Backed Securities United States
US3132JAJ971 Freddie Mac Gold 3% MAY 01 43 154,297 $143,470.00 0.05% $143,470.00 0.05% - Mortgage-Backed Securities United States
US3128M9LS93 Freddie Mac Gold 3.5% DEC 01 42 146,192 $140,772.93 0.05% $140,772.93 0.05% - Mortgage-Backed Securities United States
US3137HDJK78 Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 29 9,525,547 $137,674.62 0.04% $137,674.62 0.04% - Mortgage-Backed Securities United States
US3137B0CN27 Freddie Mac REMICS 3.5% SEP 15 41 138,646 $136,101.13 0.04% $136,101.14 0.04% - Mortgage-Backed Securities United States
US3140EU4V89 Fannie Mae 4% APR 01 46 139,160 $135,165.73 0.04% $135,165.72 0.04% - Mortgage-Backed Securities United States
US3132WJUV13 Freddie Mac Gold 3.5% DEC 01 46 139,531 $132,063.13 0.04% $132,063.13 0.04% - Mortgage-Backed Securities United States
US36202FVG89 Ginnie Mae II 4.5% JUL 20 41 129,769 $131,350.98 0.04% $131,350.98 0.04% - Mortgage-Backed Securities United States
US83162CVR14 United States Small Business Administration 3.15% JUL 01 33 132,680 $129,515.46 0.04% $129,515.46 0.04% - Agency United States
US31406PQ444 Fannie Mae 5.5% MAR 01 35 122,554 $128,155.53 0.04% $128,155.53 0.04% - Mortgage-Backed Securities United States
US3137F4D661 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 28 20,415,895 $127,169.42 0.04% $127,169.42 0.04% - Mortgage-Backed Securities United States
US3137HHJ441 Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 34 1,811,985 $127,084.43 0.04% $127,084.43 0.04% - Mortgage-Backed Securities United States
US3137AYB752 Freddie Mac REMICS 1.75% AUG 15 41 133,301 $126,716.98 0.04% $126,716.98 0.04% - Mortgage-Backed Securities United States
US36201S5W51 Ginnie Mae I 5.5% JAN 15 33 120,332 $125,143.59 0.04% $125,143.59 0.04% - Mortgage-Backed Securities United States
US3132J4MM83 Freddie Mac Gold 3.5% NOV 01 37 128,149 $124,464.22 0.04% $124,464.22 0.04% - Mortgage-Backed Securities United States
US31410KGB44 Fannie Mae 5.5% JAN 01 37 117,849 $123,235.24 0.04% $123,235.24 0.04% - Mortgage-Backed Securities United States
US3137F2L387 Freddie Mac Multifamily Structured Pass Through Certificates 2.797% DEC 25 26 122,676 $122,250.67 0.04% $122,250.66 0.04% - Mortgage-Backed Securities United States
US3128M9DT68 Freddie Mac Gold 4.5% AUG 01 40 120,618 $122,210.66 0.04% $122,210.66 0.04% - Mortgage-Backed Securities United States
US31418DUF76 Fannie Mae 1.5% NOV 01 50 156,689 $121,412.27 0.04% $121,412.27 0.04% - Mortgage-Backed Securities United States
US3137FAWU82 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 27 14,845,423 $121,109.42 0.04% $121,109.42 0.04% - Mortgage-Backed Securities United States
US3140XCAK40 Fannie Mae 2.5% AUG 01 51 139,479 $120,602.81 0.04% $120,602.81 0.04% - Mortgage-Backed Securities United States
US3140QKY779 Fannie Mae 3% JUN 01 51 132,521 $120,513.51 0.04% $120,513.51 0.04% - Mortgage-Backed Securities United States
US3136AR2J63 Fannie Mae REMICS 3% APR 25 45 125,645 $120,421.52 0.04% $120,421.52 0.04% - Mortgage-Backed Securities United States
US3136AWQJ93 Fannie Mae REMICS 3% JUN 25 30 122,337 $120,366.30 0.04% $120,366.30 0.04% - Mortgage-Backed Securities United States
US3128M9T510 Freddie Mac Gold 4% JAN 01 41 121,500 $119,518.95 0.04% $119,518.95 0.04% - Mortgage-Backed Securities United States
US36179XQX74 Ginnie Mae II 5.5% JAN 20 53 112,781 $115,014.69 0.04% $115,014.70 0.04% - Mortgage-Backed Securities United States
US31417TNK06 Fannie Mae 4.5% JAN 01 40 112,163 $113,208.86 0.04% $113,208.86 0.04% - Mortgage-Backed Securities United States
US3132DWCW10 Freddie Mac Pool 3.5% DEC 01 51 121,266 $112,975.76 0.04% $112,975.76 0.04% - Mortgage-Backed Securities United States
US3138WH6K34 Fannie Mae 2.5% OCT 01 46 128,026 $111,601.40 0.04% $111,601.40 0.04% - Mortgage-Backed Securities United States
US31419B5X91 Fannie Mae 4% SEP 01 40 112,878 $111,142.44 0.04% $111,142.44 0.04% - Mortgage-Backed Securities United States
US31426QHU04 Freddie Mac Pool 5.5% JUN 01 55 108,336 $109,994.51 0.04% $109,994.51 0.04% - Mortgage-Backed Securities United States
US3133B4H991 Freddie Mac Pool 2% FEB 01 52 132,579 $109,196.73 0.04% $109,196.73 0.04% - Mortgage-Backed Securities United States
US67448LAB80 OBX 2024-NQM1 Trust 144A 6.253% NOV 25 63 108,176 $109,461.30 0.04% $109,461.30 0.04% - Residential Mortgage Backed Securities United States
US3137HN6D59 Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 30 6,058,863 $108,470.91 0.03% $108,470.91 0.03% - Mortgage-Backed Securities United States
US3133CEPW66 Freddie Mac Pool 5.5% SEP 01 53 104,651 $106,436.91 0.03% $106,436.91 0.03% - Mortgage-Backed Securities United States
US3138MBH826 Fannie Mae 4% OCT 01 42 107,904 $106,010.36 0.03% $106,010.36 0.03% - Mortgage-Backed Securities United States
US3136ARB311 Fannie Mae REMICS 2% APR 25 46 112,930 $105,612.99 0.03% $105,612.99 0.03% - Mortgage-Backed Securities United States
US38377YEC03 Ginnie Mae 4% JUL 20 41 106,001 $104,571.09 0.03% $104,571.08 0.03% - Mortgage-Backed Securities United States
US3140QMQ565 Fannie Mae 2.5% DEC 01 51 119,600 $102,977.58 0.03% $102,977.58 0.03% - Mortgage-Backed Securities United States
US31419BBY02 Fannie Mae 4.5% FEB 01 41 99,545 $100,517.31 0.03% $100,517.32 0.03% - Mortgage-Backed Securities United States
US31418D7E66 Fannie Mae 2% DEC 01 51 123,150 $100,628.17 0.03% $100,628.18 0.03% - Mortgage-Backed Securities United States
US31418D4X74 Fannie Mae 2% OCT 01 51 122,346 $100,107.29 0.03% $100,107.29 0.03% - Mortgage-Backed Securities United States
US3138EQ7L07 Fannie Mae 4% JUN 01 43 102,044 $100,222.43 0.03% $100,222.43 0.03% - Mortgage-Backed Securities United States
US38378FJG63 Ginnie Mae 3.5% JAN 20 43 661,533 $99,497.32 0.03% $99,497.32 0.03% - Mortgage-Backed Securities United States
US3138A2AX74 Fannie Mae 4% DEC 01 40 101,372 $98,687.12 0.03% $98,687.11 0.03% - Mortgage-Backed Securities United States
US31416BLD81 Fannie Mae 5.5% AUG 01 37 93,794 $98,042.26 0.03% $98,042.26 0.03% - Mortgage-Backed Securities United States
US3133BB3C19 Freddie Mac Pool 3.5% MAY 01 52 104,645 $97,751.62 0.03% $97,751.62 0.03% - Mortgage-Backed Securities United States
US83162CVH32 United States Small Business Administration 2.21% FEB 01 33 101,347 $95,974.00 0.03% $95,974.00 0.03% - Agency United States
US75575WAA45 Ready Capital Mortgage Financing 2021-FL7 LLC 144A 1.28% NOV 25 36 95,364 $95,414.55 0.03% $95,414.54 0.03% - Commercial Mortgage-Backed Securities United States
US3138AEEF67 Fannie Mae 5% JUN 01 41 92,820 $95,580.32 0.03% $95,580.32 0.03% - Mortgage-Backed Securities United States
US36179SJS77 Ginnie Mae II 3% AUG 20 46 102,250 $93,567.78 0.03% $93,567.77 0.03% - Mortgage-Backed Securities United States
US3138X13A21 Fannie Mae 3.5% AUG 01 43 97,465 $93,040.56 0.03% $93,040.56 0.03% - Mortgage-Backed Securities United States
US31417NCH26 Fannie Mae 5% OCT 01 39 89,987 $92,808.68 0.03% $92,808.68 0.03% - Mortgage-Backed Securities United States
US3136B3DM91 Fannie Mae REMICS 3.5% JAN 25 30 92,191 $90,757.43 0.03% $90,757.43 0.03% - Mortgage-Backed Securities United States
US3132GETS99 Freddie Mac Gold 4.5% JUN 01 41 88,760 $89,704.19 0.03% $89,704.20 0.03% - Mortgage-Backed Securities United States
US3138ER5E63 Fannie Mae 4% MAY 01 44 90,623 $89,004.12 0.03% $89,004.12 0.03% - Mortgage-Backed Securities United States
US3136BBTT92 Fannie Mae REMICS 4% SEP 25 50 448,979 $88,601.78 0.03% $88,601.77 0.03% - Mortgage-Backed Securities United States
US31418ET595 Fannie Mae 5% JUL 01 53 88,420 $88,694.13 0.03% $88,694.12 0.03% - Mortgage-Backed Securities United States
US31418CRF31 Fannie Mae 3% NOV 01 37 92,805 $87,659.09 0.03% $87,659.09 0.03% - Mortgage-Backed Securities United States
US3138WGHU18 Fannie Mae 3.5% JAN 01 46 91,894 $87,335.79 0.03% $87,335.80 0.03% - Mortgage-Backed Securities United States
US38382QWD86 Ginnie Mae 2.5% MAY 20 51 104,743 $87,342.44 0.03% $87,342.43 0.03% - Mortgage-Backed Securities United States
US31418CV686 Fannie Mae 3.5% APR 01 38 88,938 $86,076.15 0.03% $86,076.15 0.03% - Mortgage-Backed Securities United States
US3138A7PB86 Fannie Mae 4.5% FEB 01 41 84,529 $85,545.22 0.03% $85,545.22 0.03% - Mortgage-Backed Securities United States
US3140KGJG97 Fannie Mae 2.5% JUL 01 50 98,354 $85,601.87 0.03% $85,601.87 0.03% - Mortgage-Backed Securities United States
US36177PCJ21 Ginnie Mae I 3.5% FEB 15 42 90,530 $85,497.47 0.03% $85,497.47 0.03% - Mortgage-Backed Securities United States
US3137HB3H53 Freddie Mac Multifamily Structured Pass Through Certificates FRB OCT 25 28 6,801,247 $85,261.24 0.03% $85,261.24 0.03% - Mortgage-Backed Securities United States
US3140Q8AF23 Fannie Mae 3.5% DEC 01 47 88,638 $84,060.23 0.03% $84,060.23 0.03% - Mortgage-Backed Securities United States
US3137FBBZ81 Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 27 12,619,276 $81,902.99 0.03% $81,902.98 0.03% - Mortgage-Backed Securities United States
US3137F4X982 Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 25 28 24,465,633 $80,131.03 0.03% $80,131.02 0.03% - Mortgage-Backed Securities United States
US36241L4N39 Ginnie Mae I 4.5% APR 15 40 79,850 $79,567.13 0.03% $79,567.13 0.03% - Mortgage-Backed Securities United States
US3140JPLF05 Fannie Mae 3.5% MAY 01 49 83,672 $79,391.21 0.03% $79,391.21 0.03% - Mortgage-Backed Securities United States
US31417NB679 Fannie Mae 5% OCT 01 39 76,263 $78,867.53 0.03% $78,867.53 0.03% - Mortgage-Backed Securities United States
US3138WEVB23 Fannie Mae 3.5% JUN 01 45 82,697 $78,580.70 0.03% $78,580.70 0.03% - Mortgage-Backed Securities United States
US3136BM3G15 Fannie Mae REMICS 4.5% NOV 25 42 76,944 $77,669.60 0.02% $77,669.59 0.02% - Mortgage-Backed Securities United States
US31371LDH96 Fannie Mae 5.5% OCT 01 33 75,524 $77,712.12 0.02% $77,712.12 0.02% - Mortgage-Backed Securities United States
US3138EHGM85 Fannie Mae 4% NOV 01 41 78,121 $76,774.53 0.02% $76,774.53 0.02% - Mortgage-Backed Securities United States
US31418EDC12 Fannie Mae 2.5% MAY 01 52 88,851 $75,912.44 0.02% $75,912.44 0.02% - Mortgage-Backed Securities United States
US31419FG837 Fannie Mae 4% SEP 01 40 76,793 $75,659.03 0.02% $75,659.03 0.02% - Mortgage-Backed Securities United States
US36179XDE31 Ginnie Mae II 4.5% AUG 20 52 76,399 $75,423.25 0.02% $75,423.25 0.02% - Mortgage-Backed Securities United States
US3136AMNZ80 Fannie Mae REMICS 3.5% SEP 25 44 77,080 $75,164.81 0.02% $75,164.81 0.02% - Mortgage-Backed Securities United States
US3132J8ZX16 Freddie Mac Gold 3% APR 01 43 79,888 $74,282.50 0.02% $74,282.50 0.02% - Mortgage-Backed Securities United States
US31416BW870 Fannie Mae 4.5% MAR 01 34 73,902 $73,949.26 0.02% $73,949.26 0.02% - Mortgage-Backed Securities United States
US3138WEEL97 Fannie Mae 3.5% MAR 01 45 77,117 $73,334.60 0.02% $73,334.60 0.02% - Mortgage-Backed Securities United States
US38378CP927 Ginnie Mae 4.5% SEP 20 41 70,967 $71,688.03 0.02% $71,688.03 0.02% - Mortgage-Backed Securities United States
US31404XS217 Fannie Mae 5.5% OCT 01 34 68,962 $71,748.38 0.02% $71,748.37 0.02% - Mortgage-Backed Securities United States
US3137HCKP63 Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 25 31 3,417,496 $71,634.86 0.02% $71,634.86 0.02% - Mortgage-Backed Securities United States
US3138WEXT13 Fannie Mae 3.5% JUN 01 45 75,076 $71,346.46 0.02% $71,346.46 0.02% - Mortgage-Backed Securities United States
US31419LZZ92 Fannie Mae 4% DEC 01 40 72,128 $71,018.64 0.02% $71,018.64 0.02% - Mortgage-Backed Securities United States
US31414CLB27 Fannie Mae 5.5% MAR 01 38 67,224 $70,093.78 0.02% $70,093.78 0.02% - Mortgage-Backed Securities United States
US61691RAF38 Morgan Stanley Capital I Trust 2018-H4 FRB DEC 15 51 3,225,515 $69,411.19 0.02% $69,411.19 0.02% - Commercial Mortgage-Backed Securities United States
US31418DRV63 Fannie Mae 2.5% AUG 01 35 70,081 $66,323.64 0.02% $66,323.64 0.02% - Mortgage-Backed Securities United States
US31410KJU97 Fannie Mae 6% JUN 01 38 61,772 $65,457.27 0.02% $65,457.26 0.02% - Mortgage-Backed Securities United States
US31410LK356 Fannie Mae 4% DEC 01 42 66,542 $65,373.46 0.02% $65,373.45 0.02% - Mortgage-Backed Securities United States
US3132DWGG24 Freddie Mac Pool 5% FEB 01 53 64,591 $64,827.99 0.02% $64,827.99 0.02% - Mortgage-Backed Securities United States
US31418ENM83 Fannie Mae 6.5% JAN 01 53 62,452 $65,055.60 0.02% $65,055.60 0.02% - Mortgage-Backed Securities United States
US3140XKJJ02 Fannie Mae 5% FEB 01 53 64,641 $64,891.93 0.02% $64,891.93 0.02% - Mortgage-Backed Securities United States
US3128M5M562 Freddie Mac Gold 5.5% NOV 01 35 61,660 $64,552.44 0.02% $64,552.44 0.02% - Mortgage-Backed Securities United States
US3138WHBP69 Fannie Mae Pool AM5061 3.500 MAY 01 46 67,156 $63,614.63 0.02% $63,614.63 0.02% - Mortgage-Backed Securities United States
US912810EW46 US Treasury Note 6% FEB 15 26 62,000 $63,103.32 0.02% $63,103.32 0.02% - U.S. Governments United States
US31410GBE26 Fannie Mae 5.5% NOV 01 36 59,392 $62,106.88 0.02% $62,106.89 0.02% - Mortgage-Backed Securities United States
US3140A34C43 Fannie Mae 5.5% OCT 01 53 59,903 $61,132.00 0.02% $61,132.00 0.02% - Mortgage-Backed Securities United States
US31406J2E22 Fannie Mae 5.5% JAN 01 35 58,250 $60,912.34 0.02% $60,912.34 0.02% - Mortgage-Backed Securities United States
US3128M9BH49 Freddie Mac Gold 5% JUL 01 41 57,668 $59,706.43 0.02% $59,706.42 0.02% - Mortgage-Backed Securities United States
US31413ECR45 Fannie Mae 6% SEP 01 37 56,337 $59,698.16 0.02% $59,698.16 0.02% - Mortgage-Backed Securities United States
US3620AFWD53 Ginnie Mae I 4.5% MAR 15 40 58,772 $58,969.94 0.02% $58,969.93 0.02% - Mortgage-Backed Securities United States
US312932ZG47 Freddie Mac Gold 5% MAY 01 39 57,378 $58,877.40 0.02% $58,877.40 0.02% - Mortgage-Backed Securities United States
US3128LXAY64 Freddie Mac Gold 6% MAY 01 35 56,016 $58,564.02 0.02% $58,564.02 0.02% - Mortgage-Backed Securities United States
US36202FSD95 Ginnie Mae II 4% APR 20 41 59,690 $58,297.84 0.02% $58,297.84 0.02% - Mortgage-Backed Securities United States
US38384AZ308 Ginnie Mae 2.5% FEB 20 51 417,206 $58,508.40 0.02% $58,508.40 0.02% - Mortgage-Backed Securities United States
US3132GEV230 Freddie Mac Gold 5% JUN 01 41 56,030 $57,854.03 0.02% $57,854.03 0.02% - Mortgage-Backed Securities United States
US3138LQ2S26 Fannie Mae 4% APR 01 42 58,935 $57,900.72 0.02% $57,900.72 0.02% - Mortgage-Backed Securities United States
US312934RV61 Freddie Mac Gold 5% AUG 01 39 55,320 $57,120.21 0.02% $57,120.21 0.02% - Mortgage-Backed Securities United States
US3138WAFE24 Fannie Mae 3% NOV 01 28 57,854 $57,144.72 0.02% $57,144.72 0.02% - Mortgage-Backed Securities United States
US3132HL3J02 Freddie Mac Gold 3% AUG 01 42 61,592 $57,283.44 0.02% $57,283.44 0.02% - Mortgage-Backed Securities United States
US31396HE705 Freddie Mac REMICS 5% FEB 15 36 55,309 $56,884.67 0.02% $56,884.66 0.02% - Mortgage-Backed Securities United States
US3136AQVJ60 Fannie Mae REMICS 3.5% DEC 25 45 58,457 $56,589.81 0.02% $56,589.81 0.02% - Mortgage-Backed Securities United States
US3138EPS473 Fannie Mae 4% APR 01 43 56,473 $55,464.88 0.02% $55,464.89 0.02% - Mortgage-Backed Securities United States
US3128M5HJ29 Freddie Mac Gold 6% JUN 01 36 52,054 $55,217.93 0.02% $55,217.93 0.02% - Mortgage-Backed Securities United States
US31403DD973 Fannie Mae 5.5% JAN 01 36 52,136 $54,519.80 0.02% $54,519.80 0.02% - Mortgage-Backed Securities United States
US3137FETQ30 Freddie Mac Multifamily Structured Pass Through Certificates 0.303 JAN 25 28 8,580,490 $53,944.10 0.02% $53,944.10 0.02% - Mortgage-Backed Securities United States
US3132JADZ57 Freddie Mac Gold 3% MAY 01 43 57,806 $53,750.55 0.02% $53,750.56 0.02% - Mortgage-Backed Securities United States
US3137FEZW34 Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 28 15,997,984 $53,485.70 0.02% $53,485.70 0.02% - Mortgage-Backed Securities United States
US3138W9A755 Fannie Mae 4% JUL 01 43 53,032 $52,002.28 0.02% $52,002.29 0.02% - Mortgage-Backed Securities United States
US3128M8RP18 Freddie Mac Gold 5% MAY 01 41 50,022 $51,708.56 0.02% $51,708.56 0.02% - Mortgage-Backed Securities United States
US312941LZ80 Freddie Mac Gold 4.5% JUL 01 40 50,706 $50,979.41 0.02% $50,979.41 0.02% - Mortgage-Backed Securities United States
US31418CM438 Fannie Mae 3% JUL 01 37 53,240 $50,599.41 0.02% $50,599.41 0.02% - Mortgage-Backed Securities United States
US3140HF7H62 Fannie Mae 2.5% JUN 01 50 57,687 $50,275.23 0.02% $50,275.23 0.02% - Mortgage-Backed Securities United States
US3620AMD584 Ginnie Mae I 4.5% JUN 15 40 50,022 $49,968.20 0.02% $49,968.20 0.02% - Mortgage-Backed Securities United States
US36177T4M62 Ginnie Mae I 3.5% APR 15 42 52,692 $49,599.67 0.02% $49,599.67 0.02% - Mortgage-Backed Securities United States
US36202F2V76 Ginnie Mae II 5.5% JAN 20 42 47,138 $48,973.41 0.02% $48,973.41 0.02% - Mortgage-Backed Securities United States
US3132D6AR18 Freddie Mac Pool 2.5% AUG 01 36 52,120 $49,155.98 0.02% $49,155.98 0.02% - Mortgage-Backed Securities United States
US3620ALQ497 Ginnie Mae I 4.5% JUN 15 40 48,771 $48,871.34 0.02% $48,871.34 0.02% - Mortgage-Backed Securities United States
US31385JK800 Fannie Mae 6.5% AUG 01 32 45,064 $46,903.38 0.02% $46,903.38 0.02% - Mortgage-Backed Securities United States
US31418ED565 Fannie Mae 2.5% JUN 01 52 54,897 $46,903.63 0.02% $46,904.17 0.02% - Mortgage-Backed Securities United States
US3132GLGN82 Freddie Mac Gold 3.5% DEC 01 41 44,497 $42,912.23 0.01% $42,912.23 0.01% - Mortgage-Backed Securities United States
US95001RAY53 Wells Fargo Commercial Mortgage Trust 2018-C48 144A FRB JAN 15 52 1,778,591 $42,339.83 0.01% $42,339.84 0.01% - Commercial Mortgage-Backed Securities United States
US31410LDU35 Fannie Mae 4.5% FEB 01 41 40,688 $41,101.84 0.01% $41,101.84 0.01% - Mortgage-Backed Securities United States
US31418D6H07 Fannie Mae 2.5% NOV 01 36 43,116 $40,695.78 0.01% $40,695.77 0.01% - Mortgage-Backed Securities United States
US3620A9PQ84 Ginnie Mae I 4% OCT 15 39 40,624 $39,645.65 0.01% $39,645.66 0.01% - Mortgage-Backed Securities United States
US3133KMY583 Freddie Mac Pool 2.5% OCT 01 51 46,356 $39,649.38 0.01% $39,649.38 0.01% - Mortgage-Backed Securities United States
US38377VG837 Ginnie Mae FRB MAY 20 41 414,914 $39,318.20 0.01% $39,318.20 0.01% - Mortgage-Backed Securities United States
US3140N7RU64 Fannie Mae 4% DEC 01 52 41,154 $39,365.85 0.01% $39,365.85 0.01% - Mortgage-Backed Securities United States
US3140QNQX35 Fannie Mae 3% MAR 01 52 43,316 $38,572.96 0.01% $38,572.96 0.01% - Mortgage-Backed Securities United States
US3138EPPA62 Fannie Mae 5.5% DEC 01 38 36,252 $37,789.48 0.01% $37,789.48 0.01% - Mortgage-Backed Securities United States
US3140QMCE27 Fannie Mae 2.5% OCT 01 51 43,510 $37,049.02 0.01% $37,049.01 0.01% - Mortgage-Backed Securities United States
US31417AVY27 Fannie Mae 3.5% JAN 01 42 38,226 $36,625.10 0.01% $36,625.10 0.01% - Mortgage-Backed Securities United States
US31419EJE05 Fannie Mae 5% OCT 01 40 35,380 $36,490.37 0.01% $36,490.37 0.01% - Mortgage-Backed Securities United States
US38375GBQ38 Ginnie Mae 2.5% JUN 20 42 40,000 $36,672.00 0.01% $36,672.01 0.01% - Mortgage-Backed Securities United States
US3140NR6Y73 Fannie Mae 5% AUG 01 53 36,563 $36,697.03 0.01% $36,697.02 0.01% - Mortgage-Backed Securities United States
US31418EVA53 Fannie Mae 6% AUG 01 53 35,089 $36,136.59 0.01% $36,136.60 0.01% - Mortgage-Backed Securities United States
US3140F5BK88 Fannie Mae 2.5% NOV 01 31 36,803 $35,589.85 0.01% $35,589.85 0.01% - Mortgage-Backed Securities United States
US3128P8E230 Freddie Mac Gold 4% AUG 01 37 35,561 $35,273.40 0.01% $35,273.39 0.01% - Mortgage-Backed Securities United States
US31398NQG24 Fannie Mae REMICS 4% OCT 25 40 35,525 $35,292.25 0.01% $35,292.24 0.01% - Mortgage-Backed Securities United States
US31418EBH27 Fannie Mae 1.5% FEB 01 42 40,655 $34,483.12 0.01% $34,483.12 0.01% - Mortgage-Backed Securities United States
US3129456V53 Freddie Mac Gold 4.5% FEB 01 41 33,640 $33,994.23 0.01% $33,994.22 0.01% - Mortgage-Backed Securities United States
US36294UUL42 Ginnie Mae I 3.5% FEB 15 42 35,527 $33,441.85 0.01% $33,441.85 0.01% - Mortgage-Backed Securities United States
US3133BXLE94 Freddie Mac Pool 5% MAR 01 53 33,087 $33,161.64 0.01% $33,161.64 0.01% - Mortgage-Backed Securities United States
US31406B2M11 Fannie Mae 5.5% DEC 01 34 31,445 $32,317.10 0.01% $32,317.10 0.01% - Mortgage-Backed Securities United States
US38375BD665 Ginnie Mae FRB DEC 20 62 683,358 $31,850.04 0.01% $31,850.06 0.01% - Mortgage-Backed Securities United States
US36297H6A16 Ginnie Mae I 4.5% DEC 15 39 31,992 $31,993.36 0.01% $31,993.36 0.01% - Mortgage-Backed Securities United States
US38377VGJ98 Ginnie Mae 4% MAY 16 39 31,910 $31,954.87 0.01% $31,954.87 0.01% - Mortgage-Backed Securities United States
US3133CQLA13 Freddie Mac Pool 6% JUL 01 54 30,284 $31,142.89 0.01% $31,142.89 0.01% - Mortgage-Backed Securities United States
US3140M7R454 Fannie Mae 2% DEC 01 51 37,606 $30,944.50 0.01% $30,944.50 0.01% - Mortgage-Backed Securities United States
US31409CA705 Fannie Mae 6% JAN 01 36 29,334 $30,722.82 0.01% $30,722.82 0.01% - Mortgage-Backed Securities United States
US36179XLF14 Ginnie Mae II 4% NOV 20 52 31,360 $30,005.77 0.01% $30,005.78 0.01% - Mortgage-Backed Securities United States
US312940BC23 Freddie Mac Gold 5% APR 01 40 28,608 $29,355.75 0.01% $29,355.75 0.01% - Mortgage-Backed Securities United States
US3137BJF653 Freddie Mac REMICS 3% JUL 15 39 30,366 $29,273.85 0.01% $29,273.86 0.01% - Mortgage-Backed Securities United States
US31402RCV96 Fannie Mae 5% MAY 01 35 28,185 $28,997.23 0.01% $28,997.23 0.01% - Mortgage-Backed Securities United States
US3136ATTW49 Fannie Mae REMICS FRB SEP 25 46 256,708 $29,131.58 0.01% $29,131.59 0.01% - Mortgage-Backed Securities United States
US31371KML25 Fannie Mae 6.5% APR 01 32 27,658 $28,931.28 0.01% $28,931.29 0.01% - Mortgage-Backed Securities United States
US3138EKET85 Fannie Mae 4.5% JUL 01 42 28,358 $28,614.55 0.01% $28,614.56 0.01% - Mortgage-Backed Securities United States
US36179UWA68 Ginnie Mae II 4.5% JUL 20 49 27,969 $27,803.99 0.01% $27,803.98 0.01% - Mortgage-Backed Securities United States
US3132DWCP68 Freddie Mac Pool 2.5% NOV 01 51 32,278 $27,608.27 0.01% $27,608.26 0.01% - Mortgage-Backed Securities United States
US31418MUR14 Fannie Mae 5% DEC 01 39 26,972 $27,618.65 0.01% $27,618.66 0.01% - Mortgage-Backed Securities United States
US3140X8ZU47 Fannie Mae 2% DEC 01 50 32,776 $26,862.96 0.01% $26,862.96 0.01% - Mortgage-Backed Securities United States
US31297CWY29 Freddie Mac Gold 5.5% MAY 01 34 26,148 $26,650.54 0.01% $26,650.54 0.01% - Mortgage-Backed Securities United States
US31418ECA64 Fannie Mae 3% MAR 01 52 28,665 $25,536.99 0.01% $25,536.99 0.01% - Mortgage-Backed Securities United States
US31405PNR72 Fannie Mae 5.5% OCT 01 34 24,611 $25,586.82 0.01% $25,586.82 0.01% - Mortgage-Backed Securities United States
US31426MYA43 Freddie Mac Pool 6% MAY 01 55 24,913 $25,613.79 0.01% $25,613.80 0.01% - Mortgage-Backed Securities United States
US3132DWC767 Freddie Mac Pool 2.5% FEB 01 52 29,505 $25,171.21 0.01% $25,171.21 0.01% - Mortgage-Backed Securities United States
US31417MLN10 Fannie Mae 5% OCT 01 39 23,948 $24,600.88 0.01% $24,600.88 0.01% - Mortgage-Backed Securities United States
US3140QMDW16 Fannie Mae 3% OCT 01 51 27,399 $24,687.32 0.01% $24,687.32 0.01% - Mortgage-Backed Securities United States
US3133W6ZM20 Freddie Mac Pool 6% MAR 01 54 23,649 $24,308.33 0.01% $24,308.33 0.01% - Mortgage-Backed Securities United States
US31404JT883 Fannie Mae 5% APR 01 34 23,512 $23,946.11 0.01% $23,946.11 0.01% - Mortgage-Backed Securities United States
US3128KYA331 Freddie Mac Gold 6% NOV 01 37 22,366 $23,655.21 0.01% $23,655.21 0.01% - Mortgage-Backed Securities United States
US31412LA346 Fannie Mae 6% JAN 01 37 22,372 $23,706.16 0.01% $23,706.16 0.01% - Mortgage-Backed Securities United States
US01F0326C31 Fannie Mae or Freddie Mac 3.5% DEC TBA 25,000 $23,053.25 0.01% $23,028.95 0.01% - Mortgage-Backed Securities United States
US3140AJNK03 Fannie Mae 6.5% JUL 01 54 21,950 $22,867.66 0.01% $22,867.65 0.01% - Mortgage-Backed Securities United States
US83162CRP04 United States Small Business Administration 5.16% FEB 01 28 22,374 $22,815.10 0.01% $22,815.10 0.01% - Agency United States
US3128M6JU39 Freddie Mac Gold 5% DEC 01 36 20,886 $21,538.19 0.01% $21,538.20 0.01% - Mortgage-Backed Securities United States
US31418D3Y66 Fannie Mae 2.5% SEP 01 51 24,944 $21,342.64 0.01% $21,342.64 0.01% - Mortgage-Backed Securities United States
US38380WUG22 Ginnie Mae 4% SEP 20 47 103,461 $19,737.53 0.01% $19,737.53 0.01% - Mortgage-Backed Securities United States
US3132DWCJ09 Freddie Mac Pool 2.5% OCT 01 51 22,857 $19,554.47 0.01% $19,554.47 0.01% - Mortgage-Backed Securities United States
US3128M6NG98 Freddie Mac Gold 5.5% JUN 01 36 18,670 $19,514.46 0.01% $19,514.46 0.01% - Mortgage-Backed Securities United States
US3128LXE309 Freddie Mac Gold 5% NOV 01 35 18,336 $18,904.94 0.01% $18,904.94 0.01% - Mortgage-Backed Securities United States
US3140X83J49 Fannie Mae 1.5% DEC 01 50 24,538 $19,069.15 0.01% $19,069.15 0.01% - Mortgage-Backed Securities United States
US3138E55N44 Fannie Mae 3.5% JAN 01 42 19,529 $18,828.30 0.01% $18,828.30 0.01% - Mortgage-Backed Securities United States
US31385JJC36 Fannie Mae 6.5% JUL 01 32 16,720 $17,648.87 0.01% $17,648.87 0.01% - Mortgage-Backed Securities United States
US3140QNS379 Fannie Mae 3% MAR 01 52 19,256 $17,150.69 0.01% $17,150.69 0.01% - Mortgage-Backed Securities United States
US3140QNWM06 Fannie Mae 2.5% APR 01 52 19,605 $16,889.59 0.01% $16,889.59 0.01% - Mortgage-Backed Securities United States
US3133KNGL10 Freddie Mac Pool 2% DEC 01 51 20,484 $16,787.58 0.01% $16,787.58 0.01% - Mortgage-Backed Securities United States
US36295SD455 Ginnie Mae I 5.5% JAN 15 38 15,443 $16,118.75 0.01% $16,118.75 0.01% - Mortgage-Backed Securities United States
US31412QSX87 Fannie Mae 5% NOV 01 39 15,301 $15,781.13 0.01% $15,781.12 0.01% - Mortgage-Backed Securities United States
US31368HMH39 Fannie Mae 5% AUG 01 35 15,300 $15,741.24 0.00% $15,741.24 0.00% - Mortgage-Backed Securities United States
US31412QF955 Fannie Mae 5% AUG 01 39 15,159 $15,634.18 0.00% $15,634.18 0.00% - Mortgage-Backed Securities United States
US3140HEAW28 Fannie Mae 4% JUL 01 48 15,771 $15,303.38 0.00% $15,303.38 0.00% - Mortgage-Backed Securities United States
US3132DWB694 Freddie Mac Pool 2.5% AUG 01 51 17,643 $15,088.92 0.00% $15,088.91 0.00% - Mortgage-Backed Securities United States
US3133A62T71 Freddie Mac Pool 3% JUL 01 50 16,417 $14,963.34 0.00% $14,963.34 0.00% - Mortgage-Backed Securities United States
US3132DWBZ59 Freddie Mac Pool 2.5% JUL 01 51 17,326 $14,828.34 0.00% $14,828.34 0.00% - Mortgage-Backed Securities United States
US31419GP240 Fannie Mae 4.5% OCT 01 40 14,531 $14,663.61 0.00% $14,663.61 0.00% - Mortgage-Backed Securities United States
US3128MJC995 Freddie Mac Gold 5.5% NOV 01 35 13,904 $14,555.82 0.00% $14,555.82 0.00% - Mortgage-Backed Securities United States
US31410F5D38 Fannie Mae 5% OCT 01 35 14,382 $14,799.53 0.00% $14,799.53 0.00% - Mortgage-Backed Securities United States
US31418D2M38 Fannie Mae 2.5% JUL 01 51 17,154 $14,681.06 0.00% $14,681.05 0.00% - Mortgage-Backed Securities United States
US31393EJT73 Fannie Mae REMICS 7% SEP 25 32 13,535 $14,435.92 0.00% $14,435.92 0.00% - Mortgage-Backed Securities United States
US31418DYC00 Fannie Mae 2.5% APR 01 51 16,245 $13,887.70 0.00% $13,887.70 0.00% - Mortgage-Backed Securities United States
US31410GRK12 Fannie Mae 6.5% OCT 01 37 12,983 $13,843.25 0.00% $13,843.25 0.00% - Mortgage-Backed Securities United States
US31407CRE92 Fannie Mae 5.5% AUG 01 35 12,871 $13,400.35 0.00% $13,400.35 0.00% - Mortgage-Backed Securities United States
US38375AVL50 Ginnie Mae 4% DEC 20 39 84,080 $13,153.85 0.00% $13,153.85 0.00% - Mortgage-Backed Securities United States
US3140KFYV17 Fannie Mae 2.5% JUN 01 50 14,951 $13,090.43 0.00% $13,090.42 0.00% - Mortgage-Backed Securities United States
US38378HQU31 Ginnie Mae 4% AUG 16 42 81,235 $11,301.44 0.00% $11,301.44 0.00% - Mortgage-Backed Securities United States
US36179R7H66 Ginnie Mae II 3% APR 20 46 11,213 $10,268.43 0.00% $10,268.44 0.00% - Mortgage-Backed Securities United States
US38379ETW20 Ginnie Mae 3.5% AUG 20 29 205,708 $10,401.33 0.00% $10,401.33 0.00% - Mortgage-Backed Securities United States
US31292JBG40 Freddie Mac Gold 5% MAY 01 34 10,109 $10,307.89 0.00% $10,307.89 0.00% - Mortgage-Backed Securities United States
US3136AQ2X75 Fannie Mae REMICS 3.5% FEB 25 36 126,630 $9,870.56 0.00% $9,870.56 0.00% - Mortgage-Backed Securities United States
US31411JUS31 Fannie Mae 6% FEB 01 37 9,173 $9,661.59 0.00% $9,661.59 0.00% - Mortgage-Backed Securities United States
US3136ABC354 Fannie Mae REMICS 3% FEB 25 33 137,613 $9,825.32 0.00% $9,825.32 0.00% - Mortgage-Backed Securities United States
US38380B6Y62 Ginnie Mae FRB APR 20 47 72,212 $9,220.36 0.00% $9,220.36 0.00% - Mortgage-Backed Securities United States
US31412LBD10 Fannie Mae 6.5% JAN 01 37 8,466 $8,913.49 0.00% $8,913.49 0.00% - Mortgage-Backed Securities United States
US31412V4J44 Fannie Mae 6% JUL 01 37 8,201 $8,568.92 0.00% $8,568.92 0.00% - Mortgage-Backed Securities United States
US3137A9RJ78 Freddie Mac REMICS 5.5% FEB 15 36 39,958 $6,338.33 0.00% $6,338.33 0.00% - Mortgage-Backed Securities United States
US31390YPP78 Fannie Mae 6.5% SEP 01 32 5,632 $5,880.41 0.00% $5,880.41 0.00% - Mortgage-Backed Securities United States
US31414QTQ00 Fannie Mae 5.5% MAR 01 38 5,669 $5,911.23 0.00% $5,911.24 0.00% - Mortgage-Backed Securities United States
US31385JJF66 Fannie Mae 6.5% JUL 01 32 4,386 $4,612.09 0.00% $4,612.09 0.00% - Mortgage-Backed Securities United States
US3128M4T370 Freddie Mac Gold 6.5% MAY 01 37 3,333 $3,493.09 0.00% $3,493.09 0.00% - Mortgage-Backed Securities United States
US31412V6B99 Fannie Mae 5.5% MAY 01 37 2,932 $3,025.35 0.00% $3,025.35 0.00% - Mortgage-Backed Securities United States
US31411VC319 Fannie Mae 5.5% MAR 01 37 2,566 $2,670.87 0.00% $2,670.87 0.00% - Mortgage-Backed Securities United States
US3128M6HH46 Freddie Mac Gold 6% JUN 01 38 2,526 $2,634.59 0.00% $2,634.59 0.00% - Mortgage-Backed Securities United States
US31389SRM88 Fannie Mae 6.5% FEB 01 32 2,432 $2,529.61 0.00% $2,529.61 0.00% - Mortgage-Backed Securities United States
US38379GKK21 Ginnie Mae 3.5% SEP 20 29 59,965 $2,281.28 0.00% $2,281.28 0.00% - Mortgage-Backed Securities United States
US3137FEBS87 Freddie Mac Multifamily Structured Pass Through Certificates FRB DEC 25 27 214,333 $1,590.17 0.00% $1,590.17 0.00% - Mortgage-Backed Securities United States
US3137BJGN78 Freddie Mac REMICS 4.5% DEC 15 40 5,960 $575.56 0.00% $575.56 0.00% - Mortgage-Backed Securities United States
US3136A5C385 Fannie Mae REMICS 3.5% DEC 25 31 11,729 $442.25 0.00% $442.25 0.00% - Mortgage-Backed Securities United States
US38378TKC35 Ginnie Mae 3.5% OCT 20 41 25,643 $364.76 0.00% $364.76 0.00% - Mortgage-Backed Securities United States
US31371MYG67 Fannie Mae 5.5% SEP 01 26 66 $66.59 0.00% $66.59 0.00% - Mortgage-Backed Securities United States
USCS000044ZZ IR SWAPTION US 1YR PAYER 3.085 AUG 30 27 7,800,000 $37,438.60 0.01% $-4,322,188.08 -1.38% - U.S. Governments United States
USSM11938P99 USD OIS NOV 03 25 P 3.389 NOV 03 27 -9,405,000 $-18,810,000.00 0.00% $-9,405,000.00 -3.01% - U.S. Governments United States
USSM11928P99 USD ZC CPI OCT 14 25 R 2.587 OCT 14 31 -10,400,000 $-10,400,000.00 0.00% $-10,400,000.00 -3.33% - U.S. Governments United States
- USD/EUR FWD 20251126 BBHH-BOS -60,255,759 $-60,255,759.39 -19.29% $-60,255,759.39 -19.29% - Unclassified United States
- Cash - 17,226,547.62 5.52% 17,227,607.92 5.52% - - -
- Other - -547,909.29 -33.32% -104,059,518.08 -33.32% - - Other

*Short positions, unlike long positions, lose value if the underlying asset gains value.

Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
Other. Other consists of: (i) currency derivatives and/or (ii) any derivative offsets.
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