| 1. FNCL 3.5% 9/15 TBA |
US |
9.46% |
| 2. GNMA 3 9/17 3% |
US |
6.35% |
| 3. US Long Bond (CBT) Futr Sept22 |
US |
4.91% |
| 4. FNCL 2 9/20 2% |
US |
2.59% |
| 5. Fr Qd6052 2% 1/1/2052 |
US |
2.28% |
| 6. FN FM1699 4% 10/1/2048 |
US |
2.24% |
| 7. FHR 2519 NU 5% 11/15/2032 |
US |
1.92% |
| 8. GNR 2014-43 Z 4% 3/20/2044 |
US |
1.76% |
| 9. SCRT 2016-1 M2 3.75% 9/25/2055 |
US |
1.70% |
| 10. CME Ultra LT US Bond (CBT) Futr Sept22 |
US |
1.65% |
| 11. SLST 2019-2 A2C 2.75% 9/25/2029 |
US |
1.65% |
| 12. GNMA II POOL 005204 G2 10/41 FIXED 4.5 |
US |
1.29% |
| 13. Neub 2019-32A Cr % 1/19/2032 |
KY |
1.27% |
| 14. FNR 2015-23 HZ 3% 4/25/2045 |
US |
1.27% |
| 15. GNR 2009-76 XA 5.5% 9/16/2039 |
US |
1.27% |
| 16. FN CA7963 2.5% 11/1/2050 |
US |
1.26% |
| 17. FHR 4179 AZ 4% 1/15/2041 |
US |
1.24% |
| 18. FNCL 2.5 9/16 2.5% |
US |
1.24% |
| 19. GNMA BB6189 3.5% 7/20/2047 |
US |
1.22% |
| 20. US 5Yr Note (CBT) Futr Sep22 |
US |
1.21% |
| 21. FR QD6054 2.5% 2/1/2052 |
US |
1.21% |
| 22. FN FM9867 2.5% 12/1/2051 |
US |
1.19% |
| 23. FHR 3284 LF 0.40313% 3/15/2037 |
US |
1.19% |
| 24. FR SD0715 2% 9/1/2051 |
US |
1.19% |
| 25. JPMMT 2020-5 B1 3.73594% 12/25/2050 |
US |
1.16% |
| 26. FN BF0035 4% 4/1/2055 |
US |
1.15% |
| 27. FHR 3658 CZ 5% 4/15/2040 |
US |
1.12% |
| 28. G2SF 4 9/14 TBA |
US |
1.08% |
| 29. FHR 3626 ME 5% 1/15/2040 |
US |
1.06% |
| 30. FNR 2012-51 Gu 1.75% 11/25/2040 |
US |
1.04% |
| 31. FHR 4136 ZG 3% 11/15/2042 |
US |
1.03% |
| 32. Ares 2018-47A C 1.98688% 4/15/2030 |
KY |
1.02% |
| 33. LCM 28A C 4.11588% 10/20/2030 |
KY |
1.02% |
| 34. FNR 2011-84 PZ 5.25% 9/25/2041 |
US |
1.01% |
| 35. Bank 2020-Bn29 XA 1.35815% 11/15/2053 |
US |
0.97% |
| 36. FR RA6765 2.5% 2/1/2052 |
US |
0.96% |
| 37. FN CB3068 2.5% 2/1/2052 |
US |
0.93% |
| 38. Wa St Hsg Fin -X-1 0.725% 12/20/2035 |
US |
0.91% |
| 39. PFMT 2020-1 B1 3.29026% 2/25/2050 |
US |
0.91% |
| 40. Apidos CLO 2021-36A C 7/20/2034 |
US |
0.89% |
| 41. FHS 280 30 3% 9/15/2042 |
US |
0.82% |
| 42. FR ZM4198 3.5% 9/1/2047 |
US |
0.82% |
| 43. FNR 2009-62 Z 6% 8/25/2039 |
US |
0.81% |
| 44. FHR 3726 QZ 4.5% 9/15/2040 |
US |
0.81% |
| 45. VERUS SECURITIZATION TRUST VERUS 2020 2 A2 144A |
|
0.79% |
| 46. FNR 2010-80 PZ 5% 7/25/2040 |
US |
0.77% |
| 47. FN AS1092 4% 11/1/2043 |
US |
0.77% |
| 48. FHR 4908 BD 3% 4/25/2049 |
US |
0.76% |
| 49. SCRT 2018-1 M 4.75% 5/25/2057 |
US |
0.76% |
| 50. G2 MA4900 3.5% 12/20/2047 |
US |
0.76% |
| 51. FWLS 2017-SC01 2A 3.5% 12/25/2046 |
US |
0.75% |
| 52. Bank 2021-Bn35 C 2.902% 7/15/2031 |
US |
0.75% |
| 53. BMARK 2019-B14 D 2.5% 12/15/2061 |
US |
0.75% |
| 54. FNR 2007-30 ZM 4.25% 4/25/2037 |
US |
0.74% |
| 55. Navsl 2019-A B 3.9% 1/15/2043 |
US |
0.73% |
| 56. JPMMT 2019-9 B2A 3.515502% 5/25/2050 |
US |
0.69% |
| 57. JPMMT 2020-4 B2 3.746613% 11/25/2050 |
US |
0.68% |
| 58. GNR 2014-60 AL 3.75% 4/16/2044 |
US |
0.67% |
| 59. JP Morgan Mortgage Trust 3.983986% 12/25/2048 |
US |
0.67% |
| 60. OCP 2014-5A A1R 2.87413% 4/26/2031 |
KY |
0.66% |
| 61. FG Q05722 4% 1/1/2042 |
US |
0.65% |
| 62. GOVERNMENT NATIONAL MORTGAGE A GNR 2010 125 BZ |
|
0.64% |
| 63. FR ZS9776 3.5% 8/1/2046 |
US |
0.64% |
| 64. FN BM3211 4% 12/1/2047 |
US |
0.61% |
| 65. Fn As9586 4% 5/1/2047 |
US |
0.61% |
| 66. FHR 4669 EV 4% 5/15/2028 |
US |
0.60% |
| 67. FNR 2007-26 JZ 5% 4/25/2037 |
US |
0.57% |
| 68. FNR 2012-152 TB 2.5% 11/25/2042 |
US |
0.56% |
| 69. JP MMT 2019-Inv3 B3 4.562762% 5/25/2050 |
US |
0.54% |
| 70. FHR 4092 AY 3% 8/15/2032 |
US |
0.53% |
| 71. FNR 2015-42 CA 3% 3/25/2044 |
US |
0.52% |
| 72. GNR 2004-31 Zb 5% 4/20/2034 |
US |
0.52% |
| 73. FHR 4483 CA 3% 6/15/2044 |
US |
0.50% |
| 74. WFRBS 2014-C21 C 4.234% 8/15/2047 |
US |
0.50% |
| 75. SLST 2018-1 A1 3.5% 6/25/2028 |
US |
0.48% |
| 76. Cantor Comm RE CF 2019-CF3 D 2.5% 1/15/2053 |
US |
0.47% |
| 77. FNR 2006-62 Pz 6% 7/25/2036 |
US |
0.47% |
| 78. FNR 2011-80 HE 3.5% 8/25/2026 |
US |
0.44% |
| 79. GNR 2005-46 Yx 5% 6/20/2035 |
US |
0.44% |
| 80. FHR 2812 MF 0.54313% 6/15/2034 |
US |
0.42% |
| 81. FHR 4048 CE 4% 5/15/2042 |
US |
0.41% |
| 82. FNR 2011-52 GB 5% 6/25/2041 |
US |
0.41% |
| 83. SCRT 2020-3 M5TU 2.5% 5/25/2060 |
US |
0.40% |
| 84. FNR 2016-9 D 3% 3/25/2046 |
US |
0.40% |
| 85. FNR 2010-102 PN 5% 9/25/2040 |
US |
0.40% |
| 86. FNR 2018-3 Pa 3% 4/25/2046 |
US |
0.39% |
| 87. FNR 2015-93 AD 2% 11/25/2030 |
US |
0.37% |
| 88. FNR 2013-37 JA 1.75% 6/25/2042 |
US |
0.37% |
| 89. GNR 2012-39 GC 3% 3/16/2042 |
US |
0.36% |
| 90. GNR 2003-60 ZG 5% 7/16/2033 |
US |
0.35% |
| 91. RCKT Mort Trust 2020-1 A13 3% 2/25/2050 |
US |
0.34% |
| 92. FHR 2520 PH 5.5% 11/15/2032 |
US |
0.34% |
| 93. FNR 2009-89 Ph 5% 11/25/2039 |
US |
0.33% |
| 94. US 10Yr Note (CBT) Futr Sept22 |
US |
0.32% |
| 95. JPMMT 2015-3 B3 3.663136% 5/25/2045 |
US |
0.32% |
| 96. GNR 2015-165 ZE 3% 11/20/2045 |
US |
0.31% |
| 97. FNR 2005-80 SZ 4.75% 8/25/2035 |
US |
0.31% |
| 98. FHR 4774 LP 3.5% 9/15/2046 |
US |
0.30% |
| 99. GNR 2011-135 WH 3% 7/16/2041 |
US |
0.29% |
| 100. FNR 2014-58 Vm 4% 8/25/2033 |
US |
0.27% |
| 101. FNR 2005-40 FB 0.33925% 5/25/2035 |
US |
0.21% |
| 102. FN Bf0118 4.5% 6/1/2056 |
US |
0.20% |
| 103. FNR 2013-1 JZ 3% 2/25/2043 |
US |
0.19% |
| 104. FNR 2006-120 PF 0.33925% 12/25/2036 |
US |
0.19% |
| 105. G2 MA5932 4.5% 5/20/2049 |
US |
0.18% |
| 106. FHR 4322 DJ 3% 5/15/2043 |
US |
0.17% |
| 107. GNR 2008-42 Qb 5.5% 5/20/2038 |
US |
0.17% |
| 108. FHR 4406 AC 2.25% 8/15/2044 |
US |
0.17% |
| 109. FHR 4273 GM 3% 12/15/2041 |
US |
0.16% |
| 110. FHMR 2021-P011 X1 1.84848% 9/25/2045 |
US |
0.16% |
| 111. FNR 2011-134 NJ 3% 2/25/2041 |
US |
0.16% |
| 112. FHR 4229 MA 3.5% 5/15/2041 |
US |
0.16% |
| 113. GNR 2011-52 Ky 2% 8/20/2039 |
US |
0.15% |
| 114. GNR 2007-24 Pc 5.5% 4/20/2037 |
US |
0.14% |
| 115. FHR 2448 ZQ 6% 5/15/2032 |
US |
0.13% |
| 116. FNR 2014-36 QA 3% 6/25/2033 |
US |
0.13% |
| 117. FHR 4671 JM 4.5% 9/15/2042 |
US |
0.11% |
| 118. FHR 2175 TH 6% 7/15/2029 |
US |
0.11% |
| 119. FHR 2893 Pe 5% 11/15/2034 |
US |
0.10% |
| 120. FNR 2016-21 BA 3% 3/25/2042 |
US |
0.10% |
| 121. FNR 2009-19 Pw 4.5% 10/25/2036 |
US |
0.09% |
| 122. FHR 4332 CU 2.5% 1/15/2033 |
US |
0.09% |
| 123. FNR 2016-63 CA 2.5% 9/25/2046 |
US |
0.08% |
| 124. FHR 2519 ZD 5.5% 11/15/2032 |
US |
0.08% |
| 125. SEMT 2018-CH1 A1 4% 2/25/2048 |
US |
0.06% |
| 126. FHR 2485 WG 6% 8/15/2032 |
US |
0.05% |
| 127. FNR 2001-52 YZ 6.5% 10/25/2031 |
US |
0.04% |
| 128. FHR 4112 CP 2% 1/15/2042 |
US |
0.04% |
| 129. FHR 3000 BC 4.5% 7/15/2025 |
US |
0.04% |
| 130. FNR 2012-131 DZ 2.5% 5/25/2041 |
US |
0.03% |
| 131. FHR 2861 Z 5.5% 9/15/2034 |
US |
0.02% |
| 132. FNR 2007-6 PA 5.5% 2/25/2037 |
US |
0.02% |
| 133. FNR 2011-127 Jc 2.5% 9/25/2041 |
US |
0.02% |
| 134. FNR 2008-16 EA 5% 3/25/2038 |
US |
0.02% |
| 135. FNR 2004-75 Zg 4.5% 10/25/2034 |
US |
0.02% |
| 136. FNR 1993-169 L 6.5% 9/25/2023 |
US |
0.01% |
| 137. FHR 1517 J 7.4% 5/15/2023 |
US |
0.00% |
| 138. FNR 1996-8 C 6% 8/25/2023 |
US |
0.00% |
| 139. FHR 3244 LZ 6% 11/15/2036 |
US |
0.00% |
| 140. FNR G93-1 K 6.675% 1/25/2023 |
US |
0.00% |