1. US 5Yr Note (CBT) Futr Mar23 |
BBG0131XJ9V4 |
US |
1100000 |
4.89% |
2. US 2Yr Note (CBT) Futr Mar23 |
BBG00548HTG7 |
US |
1000000 |
4.17% |
3. Fr Qd6052 2% 1/1/2052 |
US3133B3WM53 |
US |
939807 |
3.26% |
4. US Long Bond (CBT) Futr Mar23 |
BBG00J7STPH4 |
US |
600000 |
3.18% |
5. GNR 2014-43 Z 4% 3/20/2044 |
BBG0066GDY32 |
US |
640336 |
2.59% |
6. SCRT 2016-1 M2 3.75% 9/25/2055 |
BBG00FHQZM21 |
US |
657268 |
2.42% |
7. CME Ultra LT US Bond (CBT) Futr Mar23 |
|
US |
400000 |
2.31% |
8. FNR 2012-51 Gu 1.75% 11/25/2040 |
BBG002YC8VT3 |
US |
505857 |
1.94% |
9. FNR 2015-23 HZ 3% 4/25/2045 |
BBG0089B9T32 |
US |
505815 |
1.86% |
10. FN CA7963 2.5% 11/1/2050 |
BBG00Y3XNDW0 |
US |
483990 |
1.76% |
11. FHR 4179 AZ 4% 1/15/2041 |
BBG004CFRG27 |
US |
435453 |
1.72% |
12. FR QD6054 2.5% 2/1/2052 |
BBG014RB70D4 |
US |
476014 |
1.71% |
13. FR SD0715 2% 9/1/2051 |
BBG012NJ7NF3 |
US |
478136 |
1.68% |
14. FN FM9867 2.5% 12/1/2051 |
BBG013ZFJZ11 |
US |
462798 |
1.67% |
15. FHR 3658 CZ 5% 4/15/2040 |
BBG0009Y5ZB0 |
US |
396740 |
1.66% |
16. FN BF0035 4% 4/1/2055 |
BBG00DWWN9D6 |
US |
409518 |
1.64% |
17. GNMA BB6189 3.5% 7/20/2047 |
BBG00H5DQX34 |
US |
409305 |
1.60% |
18. G2SF 4 2/14 TBA |
BBG00RM9QWL4 |
US |
400000 |
1.58% |
19. LCM 28A C 4.11588% 10/20/2030 |
BBG00M7X6NB2 |
KY |
400000 |
1.54% |
20. FHR 4136 ZG 3% 11/15/2042 |
BBG003PDZYG7 |
US |
406832 |
1.52% |
21. FNR 2011-84 PZ 5.25% 9/25/2041 |
BBG0021B0JN2 |
US |
363720 |
1.51% |
22. FNR 2010-102 PN 5% 9/25/2040 |
BBG0015GSNH7 |
US |
355402 |
1.46% |
23. G2 MA4654 4.5% 8/20/2047 |
BBG00HBYH3K8 |
US |
356126 |
1.45% |
24. GNMA MA2753 3% 4/20/2045 |
BBG008FF2BZ7 |
US |
363246 |
1.39% |
25. Apidos CLO 2021-36A C 7/20/2034 |
BBG011YVTJK5 |
US |
350000 |
1.36% |
26. FR RA6765 2.5% 2/1/2052 |
BBG014MBC4V5 |
US |
377220 |
1.36% |
27. FN CB3068 2.5% 2/1/2052 |
BBG015HKKFT7 |
US |
373052 |
1.33% |
28. G2 MA4900 3.5% 12/20/2047 |
BBG00JDS6GF4 |
US |
335642 |
1.31% |
29. Wa St Hsg Fin -X-1 0.725% 12/20/2035 |
BBG010VX9671 |
US |
6148358 |
1.25% |
30. GNMA MA2444 3% 12/20/2044 |
BBG007N8MYG5 |
US |
323966 |
1.24% |
31. PFMT 2020-1 B1 3.29026% 2/25/2050 |
BBG00RMKL6V0 |
US |
373618 |
1.22% |
32. FNR 2009-62 Z 6% 8/25/2039 |
BBG000B955N5 |
US |
289172 |
1.21% |
33. VERUS SECURITIZATION TRUST VERUS 2020 2 A2 144A |
BBG00TZNSBD8 |
|
300000 |
1.17% |
34. FHR 4908 BD 3% 4/25/2049 |
BBG00Q3B6409 |
US |
318746 |
1.17% |
35. FNR 2010-80 PZ 5% 7/25/2040 |
BBG000B4DB27 |
US |
281039 |
1.15% |
36. FR ZM4198 3.5% 9/1/2047 |
BBG00MC07XM3 |
US |
290844 |
1.13% |
37. FHR 3726 QZ 4.5% 9/15/2040 |
BBG001717WX3 |
US |
273259 |
1.12% |
38. FN AS1092 4% 11/1/2043 |
BBG005HLTFG1 |
US |
267731 |
1.07% |
39. FNR 2007-30 ZM 4.25% 4/25/2037 |
BBG0009X5PJ6 |
US |
268193 |
1.07% |
40. SCRT 2018-1 M 4.75% 5/25/2057 |
BBG00JX8G2T1 |
US |
282089 |
1.04% |
41. FWLS 2017-SC01 2A 3.5% 12/25/2046 |
BBG00G4Y01R3 |
US |
268358 |
1.03% |
42. BMARK 2019-B14 D 2.5% 12/15/2061 |
BBG00QQ812Z2 |
US |
380000 |
1.00% |
43. GNR 2014-60 AL 3.75% 4/16/2044 |
BBG0068Q4VC4 |
US |
250000 |
0.98% |
44. JPMMT 2019-9 B2A 3.515502% 5/25/2050 |
BBG00QRY57K5 |
US |
282167 |
0.95% |
45. FG Q05722 4% 1/1/2042 |
BBG002D5DRC2 |
US |
229539 |
0.92% |
46. FR ZS9776 3.5% 8/1/2046 |
BBG00M31YGH4 |
US |
225425 |
0.88% |
47. GOVERNMENT NATIONAL MORTGAGE A GNR 2010 125 BZ |
BBG0016ZR575 |
|
213430 |
0.86% |
48. FN BM3211 4% 12/1/2047 |
BBG00JHGDDM7 |
US |
210564 |
0.84% |
49. Fn As9586 4% 5/1/2047 |
BBG00GKHXJ97 |
US |
209100 |
0.84% |
50. FHR 4669 EV 4% 5/15/2028 |
BBG00G4XJGD7 |
US |
213006 |
0.83% |
51. FNR 2012-152 TB 2.5% 11/25/2042 |
BBG003RT6S48 |
US |
231000 |
0.80% |
52. FNR 2007-26 JZ 5% 4/25/2037 |
BBG0005Y0393 |
US |
189023 |
0.78% |
53. FHR 4092 AY 3% 8/15/2032 |
BBG003BRKX15 |
US |
200000 |
0.76% |
54. SEMT 2018-CH1 A1 4% 2/25/2048 |
BBG00JX8FNN2 |
US |
194489 |
0.75% |
55. WFRBS 2014-C21 C 4.234% 8/15/2047 |
BBG006SYMKR3 |
US |
200000 |
0.73% |
56. FNR 2015-42 CA 3% 3/25/2044 |
BBG0099SNBP2 |
US |
187906 |
0.73% |
57. SCRT 2020-3 M5TU 2.5% 5/25/2060 |
BBG00XXXWJW6 |
US |
194766 |
0.70% |
58. GNR 2004-31 Zb 5% 4/20/2034 |
BBG00081P6L4 |
US |
170366 |
0.70% |
59. FHR 4483 CA 3% 6/15/2044 |
BBG009BDV6C8 |
US |
175503 |
0.68% |
60. FNR 2006-62 Pz 6% 7/25/2036 |
BBG0009PCPS5 |
US |
142995 |
0.67% |
61. GNMA MA2677 3% 3/45 |
BBG00879SCP1 |
US |
170650 |
0.66% |
62. SLST 2018-1 A1 3.5% 6/25/2028 |
BBG00KLHJ1V7 |
US |
166558 |
0.65% |
63. GNR 2005-46 Yx 5% 6/20/2035 |
BBG0009GHYR2 |
US |
154880 |
0.65% |
64. Cantor Comm RE CF 2019-CF3 D 2.5% 1/15/2053 |
BBG00R0MZ342 |
US |
250000 |
0.63% |
65. FHR 4048 CE 4% 5/15/2042 |
BBG0032RS1R9 |
US |
150000 |
0.60% |
66. FHR 4774 LP 3.5% 9/15/2046 |
BBG00KDG6FZ7 |
US |
149043 |
0.59% |
67. FHR 2812 MF 0.54313% 6/15/2034 |
BBG0009D7GV4 |
US |
139934 |
0.56% |
68. FNR 2011-52 GB 5% 6/25/2041 |
BBG001QFLYB5 |
US |
135184 |
0.56% |
69. FNR 2016-9 D 3% 3/25/2046 |
BBG00C77YJN6 |
US |
146716 |
0.56% |
70. GNR 2003-60 ZG 5% 7/16/2033 |
BBG0008TJHC6 |
US |
130379 |
0.53% |
71. FNR 2011-80 HE 3.5% 8/25/2026 |
BBG001Y7Z498 |
US |
131924 |
0.52% |
72. GNR 2012-39 GC 3% 3/16/2042 |
BBG002V5ZZ03 |
US |
145000 |
0.51% |
73. FNR 2018-3 Pa 3% 4/25/2046 |
BBG00JQ52Q99 |
US |
130931 |
0.51% |
74. FNR 2009-89 Ph 5% 11/25/2039 |
BBG0001PBZ66 |
US |
117735 |
0.49% |
75. FNR 2015-93 AD 2% 11/25/2030 |
BBG00BMBG4N5 |
US |
123881 |
0.48% |
76. FNR 2013-37 JA 1.75% 6/25/2042 |
BBG004D0V8H6 |
US |
124942 |
0.48% |
77. FHR 2520 PH 5.5% 11/15/2032 |
BBG00085DWV0 |
US |
110879 |
0.46% |
78. RCKT Mort Trust 2020-1 A13 3% 2/25/2050 |
BBG00RKG98G8 |
US |
131003 |
0.46% |
79. FNR 2005-80 SZ 4.75% 8/25/2035 |
BBG0009RCCP3 |
US |
114169 |
0.46% |
80. GNR 2015-165 ZE 3% 11/20/2045 |
BBG00BH5VTK5 |
US |
123952 |
0.44% |
81. GNR 2011-135 WH 3% 7/16/2041 |
BBG0027CGF91 |
US |
113835 |
0.40% |
82. FNR 2014-58 Vm 4% 8/25/2033 |
BBG006YVF7G1 |
US |
100000 |
0.40% |
83. JPMMT 2015-3 B3 3.663136% 5/25/2045 |
BBG008VN2PC6 |
US |
111007 |
0.39% |
84. FN Bf0118 4.5% 6/1/2056 |
BBG00FWN7QX9 |
US |
68621 |
0.28% |
85. FNR 2005-40 FB 0.33925% 5/25/2035 |
BBG0009F8QH2 |
US |
69541 |
0.28% |
86. FNR 2013-1 JZ 3% 2/25/2043 |
BBG0042X0JM0 |
US |
78057 |
0.27% |
87. G2 MA5932 4.5% 5/20/2049 |
BBG00N6NPFY4 |
US |
61000 |
0.25% |
88. FNR 2006-120 PF 0.33925% 12/25/2036 |
BBG0009J9KF8 |
US |
59860 |
0.24% |
89. FHR 4406 AC 2.25% 8/15/2044 |
BBG007BNHPX1 |
US |
64401 |
0.24% |
90. GNR 2008-42 Qb 5.5% 5/20/2038 |
BBG000B0XKV1 |
US |
56443 |
0.24% |
91. FHR 4322 DJ 3% 5/15/2043 |
BBG00660Q778 |
US |
58465 |
0.23% |
92. FHR 4273 GM 3% 12/15/2041 |
BBG005JTHMR8 |
US |
58399 |
0.23% |
93. FHMR 2021-P011 X1 1.84848% 9/25/2045 |
BBG012JBQTS7 |
US |
420240 |
0.22% |
94. FNR 2011-134 NJ 3% 2/25/2041 |
BBG0029GHBV3 |
US |
54769 |
0.21% |
95. FHR 4229 MA 3.5% 5/15/2041 |
BBG004X862F0 |
US |
52254 |
0.21% |
96. GNR 2011-52 Ky 2% 8/20/2039 |
BBG001NQ7YX6 |
US |
49950 |
0.19% |
97. FHR 2448 ZQ 6% 5/15/2032 |
BBG0009K10R4 |
US |
43405 |
0.18% |
98. GNR 2007-24 Pc 5.5% 4/20/2037 |
BBG000B70RX5 |
US |
42907 |
0.17% |
99. FNR 2014-36 QA 3% 6/25/2033 |
BBG006H597V7 |
US |
42546 |
0.17% |
100. GNMA MA2960 3% 7/20/2045 |
BBG009J9KLR2 |
US |
40409 |
0.15% |
101. FHR 2893 Pe 5% 11/15/2034 |
BBG0001GXM98 |
US |
34680 |
0.14% |
102. FHR 2175 TH 6% 7/15/2029 |
BBG0001NQR54 |
US |
33732 |
0.14% |
103. FNR 2009-19 Pw 4.5% 10/25/2036 |
BBG0009Z42L0 |
US |
30558 |
0.12% |
104. FHR 4671 JM 4.5% 9/15/2042 |
BBG00G9DPPH5 |
US |
30037 |
0.12% |
105. FNR 2016-63 CA 2.5% 9/25/2046 |
BBG00DGQ8PD8 |
US |
33327 |
0.12% |
106. FHR 2519 ZD 5.5% 11/15/2032 |
BBG00085K596 |
US |
25121 |
0.10% |
107. FNR 2016-21 BA 3% 3/25/2042 |
BBG00CF5VT70 |
US |
25537 |
0.10% |
108. FHR 4332 CU 2.5% 1/15/2033 |
BBG006BMMHC0 |
US |
21245 |
0.08% |
109. FHR 2485 WG 6% 8/15/2032 |
BBG0001QNR69 |
US |
16643 |
0.07% |
110. FHR 2861 Z 5.5% 9/15/2034 |
BBG0009MWL90 |
US |
14776 |
0.06% |
111. FNR 2001-52 YZ 6.5% 10/25/2031 |
BBG0008RQ6Z1 |
US |
14177 |
0.06% |
112. FNR 2012-131 DZ 2.5% 5/25/2041 |
BBG003NYY292 |
US |
13833 |
0.05% |
113. FHR 3000 BC 4.5% 7/15/2025 |
BBG0006HMJ90 |
US |
11276 |
0.05% |
114. GNMA MA2147 3% 8/44 |
BBG006XKHPH3 |
US |
9641 |
0.04% |
115. FNR 2007-6 PA 5.5% 2/25/2037 |
BBG0009QQDW0 |
US |
7833 |
0.03% |
116. FNR 2008-16 EA 5% 3/25/2038 |
BBG0009VLMY2 |
US |
6040 |
0.02% |
117. FNR 2004-75 Zg 4.5% 10/25/2034 |
BBG0009MHM40 |
US |
5705 |
0.02% |
118. FNR 2011-127 Jc 2.5% 9/25/2041 |
BBG0029GH8D0 |
US |
2374 |
0.01% |
119. FNR 1993-169 L 6.5% 9/25/2023 |
BBG00017Y6P4 |
US |
2136 |
0.01% |
120. JPMMT 2020-5 B1 3.73594% 12/25/2050 |
BBG00VNK1C12 |
US |
956 |
0.00% |
121. JPMMT 2020-4 B2 3.746613% 11/25/2050 |
BBG00V4TWQK8 |
US |
550 |
0.00% |
122. FHR 1517 J 7.4% 5/15/2023 |
BBG00015BKH1 |
US |
289 |
0.00% |
123. FHR 3244 LZ 6% 11/15/2036 |
BBG000B43YT9 |
US |
243 |
0.00% |
124. FNR 1996-8 C 6% 8/25/2023 |
BBG0001D8000 |
US |
167 |
0.00% |
125. US 10Yr Note (CBT) Futr Mar23 |
BBG00548HTG7 |
US |
-700000 |
-3.27% |