Grundlæggende statistik
Porteføljeværdi $ 25.437.144.430
Nuværende stillinger 1.468
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

AMUSX - U.S. Government Securities Fund Class A har afsløret 1.468 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 25.437.144.430 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). AMUSX - U.S. Government Securities Fund Class As største beholdninger er CAPITAL GROUP CENTRAL CASH FUND (US:US14020B1026) , Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Freddie Mac Pool (US:US3132DWH303) , and FEDERAL HOME LOAN MORTGAGE CORP (US:US3132DWHT36) . AMUSX - U.S. Government Securities Fund Class As nye stillinger omfatter Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Freddie Mac Pool (US:US3132DWH303) , FEDERAL HOME LOAN MORTGAGE CORP (US:US3132DWHT36) , and United States Treasury Note/Bond - When Issued (US:US91282CJS17) .

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Top øger dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
399,30 1,7790 1,7790
392,07 1,7468 1,7468
349,10 1,5553 1,5553
294,55 1,3123 1,3123
27,60 2.759,65 12,2950 1,2514
249,30 1,1107 1,1107
149,25 0,6649 0,6649
159,32 0,7098 0,5551
126,29 0,5626 0,5233
109,27 0,4868 0,4868
Top falder i dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
715,76 3,1889 -8,9261
15,43 0,0688 -2,0350
1,25 0,0056 -1,5271
39,67 0,1768 -1,5032
123,62 0,5507 -1,2836
26,66 0,1188 -1,0108
26,66 0,1188 -1,0108
213,09 0,9494 -0,8523
8,28 0,0369 -0,8095
305,24 1,3599 -0,3863
13F og Fondsarkivering

Denne formular blev indsendt den 2025-07-25 for rapporteringsperioden 2025-05-31. Klik på linkikonet for at se den fulde transaktionshistorik.

Opgrader for at låse op for premium-data og eksportere til Excel .

2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
Sikkerhed Type Gennemsnitlig aktiekurs Aktier
(MM)		 Δ Aktier
(%)		 Værdi
($MM)		 ΔVærdi
(%)		 Portefølje
(%)		 ΔPortefølje
(%)
US14020B1026 / CAPITAL GROUP CENTRAL CASH FUND 27,60 8,15 2.759,65 8,13 12,2950 1,2514
US01F0626717 / Uniform Mortgage-Backed Security, TBA 715,76 -71,93 3,1889 -8,9261
UNITED STATES TREASURY NOTE 4.25% 02-15-28 / DBT (US91282CMN82) 610,86 0,18 2,7216 0,0831
UNITED STATES TREASURY NOTE 4.375% 07-31-26 / DBT (US91282CLB53) 596,81 -0,15 2,6590 0,0725
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-29 / DBT (US91282CLV18) 455,50 1,12 2,0294 0,0801
UNITED STATES TREASURY BILL 0.0% 06-17-25 / DBT (US912797PS04) 399,30 1,7790 1,7790
UNITED STATES TREASURY BILL 0.0% 11-20-25 / DBT (US912797QR12) 392,07 1,7468 1,7468
UNITED STATES TREASURY BILL 0.0% 06-24-25 / DBT (US912797PT86) 349,10 1,5553 1,5553
US01F0606750 / Uniform Mortgage-Backed Security, TBA 305,24 -16,95 1,3599 -0,3863
UNITED STATES TREASURY NOTE 4.375% 12-31-29 / DBT (US91282CMD01) 300,06 0,19 1,3368 0,0409
UNITED STATES TREASURY BILL 0.0% 11-06-25 / DBT (US912797QP55) 294,55 1,3123 1,3123
US3132DWH303 / Freddie Mac Pool 259,18 -3,79 1,1547 -0,0110
US3132DWHT36 / FEDERAL HOME LOAN MORTGAGE CORP 253,48 -3,19 1,1293 -0,0037
UNITED STATES TREASURY BILL 0.0% 06-26-25 / DBT (US912797NW34) 249,30 1,1107 1,1107
US91282CJS17 / United States Treasury Note/Bond - When Issued 234,96 -0,09 1,0468 0,0292
US3132DWHH97 / FHLG 30YR 6% 06/01/2053# 228,26 -4,17 1,0169 -0,0137
US91282CHQ78 / United States Treasury Note/Bond 225,66 0,29 1,0054 0,0317
US91282CJN20 / US TREASURY N/B 4.375% 11-30-28 224,26 0,25 0,9991 0,0312
UNITED STATES TREASURY NOTE 4.5% 05-31-29 / DBT (US91282CKT70) 213,09 -48,82 0,9494 -0,8523
US91282CHZ77 / United States Treasury Note/Bond 199,55 0,12 0,8890 0,0266
US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 192,87 -3,50 0,8593 -0,0056
EW / Edwards Lifesciences Corporation 189,98 104,96 0,8464 0,4060
UNITED STATES TREASURY NOTE 4.0% 07-31-29 / DBT (US91282CLC37) 188,51 0,32 0,8399 0,0267
US01F0226344 / Uniform Mortgage-Backed Security, TBA 172,36 -6,47 0,7679 -0,0295
UNITED STATES TREASURY NOTE 4.25% 11-15-34 / DBT (US91282CLW90) 169,28 -1,36 0,7542 0,0116
US91282CGC91 / United States Treasury Note/Bond 166,05 0,28 0,7398 0,0233
US01F0226757 / Uniform Mortgage-Backed Security, TBA 159,32 389,23 0,7098 0,5551
US3132DWF737 / FR SD8290 156,83 -4,44 0,6987 -0,0115
US3132DWJN48 / Freddie Mac Pool, 30 Year 151,90 -6,00 0,6768 -0,0225
US912810SS87 / T 1 5/8 11/15/50 150,12 -7,17 0,6688 -0,0309
UNITED STATES TREASURY BILL 0.0% 07-15-25 / DBT (US912797QA86) 149,25 0,6649 0,6649
US91282CHM64 / U.S. Treasury Notes 144,05 -17,43 0,6418 -0,1131
US01F0206791 / UMBS, 30 Year, Single Family 141,16 189,55 0,6289 0,4038
US01F0626634 / Uniform Mortgage-Backed Security, TBA 138,76 43,68 0,6182 0,1594
US91282CHY03 / United States Treasury Note/Bond 135,56 -0,17 0,6040 0,0164
UNITED STATES TREASURY NOTE 3.5% 09-30-26 / DBT (US91282CLP40) 135,08 0,11 0,6018 0,0180
US31418ER938 / FNMA 30YR 6% 05/01/2053# 132,62 -5,26 0,5909 -0,0149
UNITED STATES TREASURY NOTE 4.875% 04-30-26 / DBT (US91282CKK61) 130,80 -0,26 0,5827 0,0153
UNITED STATES TREASURY NOTE 4.625% 02-28-26 / DBT (US91282CKB62) 130,35 -0,19 0,5808 0,0156
UNITED STATES TREASURY NOTE 4.125% 11-30-29 / DBT (US91282CMA61) 129,09 0,26 0,5751 0,0180
US91282CGQ87 / United States Treasury Note/Bond 126,29 1.288,36 0,5626 0,5233
US91282CJG78 / U.S. Treasury Notes 124,17 -0,01 0,5532 0,0159
UNITED STATES TREASURY NOTE 4.25% 01-31-26 / DBT (US91282CJV46) 123,62 -70,84 0,5507 -1,2836
UNITED STATES TREASURY NOTE 4.25% 06-30-31 / DBT (US91282CKW00) 121,01 -0,06 0,5391 0,0152
US91282CJP77 / United States Treasury Note/Bond 115,00 -0,06 0,5124 0,0144
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55 / DBT (US912810UH94) 109,27 0,4868 0,4868
US3140XDPA85 / Fannie Mae Pool 102,68 -4,53 0,4575 -0,0079
UNITED STATES TREASURY NOTE 4.125% 10-31-29 / DBT (US91282CLR06) 100,07 0,28 0,4458 0,0140
UNITED STATES TREASURY NOTE 5.0% 05-15-45 / DBT (US912810UL07) 100,01 0,4456 0,4456
US91282CCZ23 / United States Treasury Note/Bond 99,57 0,76 0,4436 0,0160
US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 96,66 1,24 0,4307 0,0175
US3133KYWP05 / UMBS, 20 Year 95,51 -2,48 0,4255 0,0017
US3132DWHA45 / Freddie Mac Pool 94,49 -4,51 0,4210 -0,0072
FMCC / Federal Home Loan Mortgage Corporation 91,38 -5,09 0,4071 -0,0095
FMCC / Federal Home Loan Mortgage Corporation 91,38 -5,09 0,4071 -0,0095
G2SF 4.0 MB0256 03-20-55 / ABS-MBS (US3618N5JA81) 89,56 0,3990 0,3990
US31418ET678 / Fannie Mae Pool 87,76 -3,58 0,3910 -0,0028
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34 / DBT (US91282CLE92) 86,65 -0,39 0,3861 0,0096
UMBS 30YR TBA(REG A) 7.0 UMBS TBA 07-01-55 / ABS-MBS (US01F0706741) 86,01 0,3832 0,3832
US01F0306781 / UMBS TBA 85,86 -4,74 0,3826 -0,0457
UNITED STATES TREASURY NOTE 4.625% 02-15-55 / DBT (US912810UG12) 85,86 0,3825 0,3825
US91282CHK09 / United States Treasury Note/Bond 85,00 0,36 0,3787 0,0122
UNITED STATES TREASURY NOTE 3.75% 04-30-27 / DBT (US91282CMY48) 84,87 0,3781 0,3781
US3140XML794 / Federal National Mortgage Association, Inc. 83,17 -5,35 0,3705 -0,0097
US31418D3R16 / Federal National Mortgage Association (FNMA) 77,82 -4,22 0,3467 -0,0049
UNITED STATES TREASURY NOTE 4.5% 02-15-44 / DBT (US912810TZ12) 73,95 131,99 0,3295 0,1915
US91282CHL81 / United States Treasury Note/Bond 73,70 -0,09 0,3284 0,0092
US91282CGJ45 / United States Treasury Note/Bond 73,44 31,83 0,3272 0,0861
US3133KYVN65 / FR RB5121 71,84 -4,37 0,3201 -0,0050
US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 71,75 259,50 0,3196 0,2248
US912810TV08 / US TREASURY N/B 4.75% 11-15-53 68,57 -22,04 0,3055 -0,0751
UNITED STATES TREASURY NOTE 4.625% 05-15-54 / DBT (US912810UA42) 67,58 -6,75 0,3011 -0,0125
US3132DWHG15 / Freddie Mac Pool 66,22 -3,37 0,2950 -0,0015
FMCC / Federal Home Loan Mortgage Corporation 65,69 -3,79 0,2927 -0,0028
US21H0406650 / GNMA 63,91 73,44 0,2847 0,1097
US01F0226344 / Uniform Mortgage-Backed Security, TBA 62,77 -4,64 0,2797 -0,0052
G2SF 4.0 MB0023 11-20-54 / ABS-MBS (US3618N5AZ24) 62,47 -3,56 0,2783 -0,0020
US912810SX72 / UNITED STATES TREASURY BOND 2.375% 05/15/2051 62,18 -6,84 0,2770 -0,0118
US91282CFC01 / U.S. Treasury Notes 60,39 0,63 0,2691 0,0094
US3132E0QE50 / FNCL UMBS 6.0 SD4053 10-01-53 60,11 -2,92 0,2678 -0,0001
UNITED STATES TREASURY NOTE 4.25% 08-15-54 / DBT (US912810UC08) 59,20 -40,91 0,2637 -0,1697
US3132DWFW82 / FNCL UMBS 6.5 SD8281 12-01-52 59,08 -4,65 0,2632 -0,0049
US31418ES688 / FNCL UMBS 6.0 MA5040 06-01-53 58,68 -4,41 0,2614 -0,0042
US912810SN90 / UNITED STATES TREASURY BOND 1.25% 05/15/2050 58,31 -7,32 0,2598 -0,0125
G2SF 4.0 MB0202 02-20-55 / ABS-MBS (US3618N5GL73) 57,26 122,12 0,2551 0,1436
US3130AFFX04 / FHLB 3.25% 11-16-28 55,35 -0,16 0,2466 0,0067
US91282CCH25 / United States Treasury Note/Bond 54,89 -27,77 0,2445 -0,0843
FMCC / Federal Home Loan Mortgage Corporation 54,74 -2,12 0,2439 0,0019
US91282CFB28 / United States Treasury Note/Bond 54,69 0,48 0,2437 0,0081
US91282CDX65 / United States Treasury Inflation Indexed Bonds 54,54 1,11 0,2430 0,0096
US3135G05Q27 / Federal National Mortgage Association 54,31 1,14 0,2420 0,0096
US3132DVK200 / FNCL UMBS 3.5 SD7513 04-01-50 54,08 -4,24 0,2409 -0,0034
US01F0426654 / Uniform Mortgage-Backed Security, TBA 52,94 32,26 0,2359 0,0457
US91282CHE49 / United States Treasury Note/Bond 52,84 -31,11 0,2354 -0,0965
UNITED STATES TREASURY NOTE 4.125% 01-31-27 / DBT (US91282CMH15) 51,13 0,03 0,2278 0,0066
FMCC / Federal Home Loan Mortgage Corporation 50,58 -3,42 0,2253 -0,0013
US3137HA4B92 / FHMS K751 A2 (MF) 4.412% 03-25-30 50,21 0,10 0,2237 0,0067
UNITED STATES TREASURY NOTE 4.5% 03-31-26 / DBT (US91282CKH33) 50,13 -0,15 0,2233 0,0061
US3132DWDS98 / Freddie Mac Pool 50,11 -3,92 0,2233 -0,0024
US91282CCJ80 / United States Treasury Note/Bond 49,75 0,70 0,2216 0,0079
US3133KPZB74 / FNCL UMBS 5.0 RA7938 09-01-52 49,18 -4,58 0,2191 -0,0039
US31418ES506 / Fannie Mae Pool 49,01 -3,42 0,2183 -0,0012
UNITED STATES TREASURY NOTE 4.5% 04-15-27 / DBT (US91282CKJ98) 48,96 0,00 0,2181 0,0063
FMCC / Federal Home Loan Mortgage Corporation 48,05 -2,68 0,2141 0,0004
US35564CAN74 / SLST 18-2 A1 3.5% 11-25-28 47,44 -2,76 0,2114 0,0002
US912828X885 / United States Treasury Note/Bond 47,41 0,53 0,2112 0,0072
US91282CGP05 / United States Treasury Note/Bond 46,59 0,29 0,2076 0,0066
US912810TA60 / U.S. Treasury Bonds 46,51 -4,80 0,2072 -0,0042
US3133KYVK27 / FNCT UMBS 2.0 RB5118 07-01-41 45,93 -3,73 0,2046 -0,0018
FMCC / Federal Home Loan Mortgage Corporation 45,85 0,2043 0,2043
US91282CCV19 / UNITED STATES TREASURY NOTE 1.12500000 45,83 1,03 0,2042 0,0079
US91282CEJ62 / United States Treasury Inflation Indexed Bonds 45,44 1,40 0,2025 0,0085
US91282CFZ95 / TREASURY NOTE 44,00 0,27 0,1960 0,0062
US91282CHT18 / US TNOTE 3.875% DUE 08/15/2033 43,61 -0,73 0,1943 0,0042
UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54 / DBT (US912810TY47) 42,99 28,45 0,1915 0,0467
US91282CCA71 / United States Treasury Inflation Indexed Bonds 42,98 1,24 0,1915 0,0078
US35564CLZ85 / SLST 22-1 A1 3.5% 05-25-32 42,41 -3,26 0,1889 -0,0008
UNITED STATES TREASURY NOTE 4.125% 11-30-31 / DBT (US91282CLZ22) 42,30 -0,17 0,1885 0,0051
FMCC / Federal Home Loan Mortgage Corporation 41,81 -4,21 0,1863 -0,0026
US01F0226344 / Uniform Mortgage-Backed Security, TBA 41,80 -8,99 0,1862 -0,0125
US91282CAL54 / United States Treasury Note/Bond 41,53 1,12 0,1850 0,0073
US912810RK60 / United States Treas Bds Bond 41,31 -5,54 0,1840 -0,0052
US3132DPFH64 / FNCL UMBS 4.0 SD1968 11-01-52 41,17 -3,47 0,1834 -0,0011
US912810SZ21 / United States Treasury Note/Bond 40,48 -7,13 0,1804 -0,0083
UNITED STATES TREASURY NOTE 4.125% 02-29-32 / DBT (US91282CMR96) 39,94 0,1780 0,1780
US21H0406734 / Ginnie Mae 39,67 -89,10 0,1768 -1,5032
FMCC / Federal Home Loan Mortgage Corporation 39,48 -4,06 0,1759 -0,0022
FMCC / Federal Home Loan Mortgage Corporation 38,65 -3,15 0,1722 -0,0005
US3140QSF300 / FNCL UMBS 6.0 CB6485 06-01-53 38,55 -4,63 0,1718 -0,0032
FMCC / Federal Home Loan Mortgage Corporation 38,38 -6,97 0,1710 -0,0075
US9128286B18 / United States Treasury Note/Bond 38,25 0,68 0,1704 0,0060
FMCC / Federal Home Loan Mortgage Corporation 38,08 -9,41 0,1697 -0,0122
US3622ACKT68 / G2SF 2.5 786706 12-20-51 37,67 -4,27 0,1678 -0,0024
US3140XME443 / FNCL UMBS 4.5 FS5554 11-01-52 37,43 -4,24 0,1668 -0,0024
US36179XHX75 / GINNIE MAE II POOL 37,30 -5,07 0,1662 -0,0038
US36179YDH45 / Ginnie Mae II Pool 36,36 -3,87 0,1620 -0,0017
UNITED STATES TREASURY NOTE 4.375% 05-15-34 / DBT (US91282CKQ32) 36,21 -53,08 0,1613 -0,1726
US01F0226344 / Uniform Mortgage-Backed Security, TBA 35,98 -6,30 0,1603 -0,0058
US31418EQ948 / Federal National Mortgage Association 35,39 -4,68 0,1577 -0,0030
US912810SL35 / United States Treasury Note/Bond 35,12 -6,85 0,1565 -0,0067
US3133C5ED94 / FNCL UMBS 5.5 QG4632 06-01-53 34,76 -2,30 0,1549 0,0009
US91282CHF14 / United States Treasury Note/Bond 34,63 0,32 0,1543 0,0049
US912810RA88 / United States Treasury Inflation Indexed Bonds 34,60 -4,78 0,1542 -0,0031
US01F0226344 / Uniform Mortgage-Backed Security, TBA 34,58 -2,92 0,1541 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 34,41 0,1533 0,1533
US912810SP49 / United States Treasury Note/Bond 34,30 -7,43 0,1528 -0,0075
US21H0526788 / Ginnie Mae 34,23 0,1525 0,1525
US91282CDQ15 / United States Treasury Note/Bond 33,55 0,71 0,1495 0,0053
UNITED STATES TREASURY NOTE 4.0% 02-15-34 / DBT (US91282CJZ59) 33,22 -0,94 0,1480 0,0029
US01F0226344 / Uniform Mortgage-Backed Security, TBA 33,13 -2,84 0,1476 0,0001
US36179YAQ70 / Ginnie Mae II Pool 33,06 -4,00 0,1473 -0,0017
US31418ENL01 / Fannie Mae Pool 32,98 -4,95 0,1469 -0,0032
UNITED STATES TREASURY NOTE 4.0% 03-31-30 / DBT (US91282CMU26) 32,67 0,1456 0,1456
US3622ACDF48 / GII30P 32,37 -4,32 0,1442 -0,0022
US912810TT51 / United States Treasury Note/Bond 32,29 -6,61 0,1439 -0,0057
US912810TH14 / United States Treasury Note/Bond 32,16 -4,66 0,1433 -0,0027
FMCC / Federal Home Loan Mortgage Corporation 32,15 -5,18 0,1432 -0,0035
US3140QMVG63 / FNCL UMBS 3.0 CB2414 12-01-51 32,01 -5,06 0,1426 -0,0033
US3140QS4G37 / Fannie Mae Pool 31,98 -2,34 0,1425 0,0008
OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH / DIR (N/A) 30,93 0,1378 0,1378
OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH / DIR (N/A) 30,93 0,1378 0,1378
US91282CAH43 / United States Treasury Note/Bond 30,92 1,06 0,1377 0,0054
US31418EAB65 / FN MA4501 30,78 -17,02 0,1371 -0,0234
US35564CCZ86 / SLST 19-2 A1C 2.75% 09-25-29 30,37 -2,51 0,1353 0,0005
TVC / Tennessee Valley Authority - Preferred Stock 30,25 0,1348 0,1348
US91282CET45 / U.S. Treasury Notes 30,23 0,47 0,1347 0,0045
FMCC / Federal Home Loan Mortgage Corporation 30,13 -4,58 0,1343 -0,0024
US01F0226344 / Uniform Mortgage-Backed Security, TBA 30,12 -7,14 0,1342 -0,0062
US01F0226344 / Uniform Mortgage-Backed Security, TBA 30,12 -7,14 0,1342 -0,0062
US3130AK6H44 / Federal Home Loan Banks 29,91 0,1333 0,1333
US3140XFPT25 / FNCL UMBS 2.5 FS0433 12-01-51 29,91 -4,76 0,1333 -0,0026
US3140QPFQ50 / FNCL UMBS 4.0 CB3774 06-01-52 29,04 -4,15 0,1294 -0,0017
US01F0526644 / Uniform Mortgage-Backed Security, TBA 28,92 479,66 0,1288 0,1051
US31418ED805 / Fannie Mae Pool 28,86 -4,39 0,1286 -0,0020
FMCC / Federal Home Loan Mortgage Corporation 28,80 -51,37 0,1283 -0,1279
US01F0226344 / Uniform Mortgage-Backed Security, TBA 28,78 -4,38 0,1282 -0,0020
US01F0226344 / Uniform Mortgage-Backed Security, TBA 28,64 -4,35 0,1276 -0,0020
US01F0326664 / Uniform Mortgage-Backed Security, TBA 28,63 -45,58 0,1276 -0,1224
US3140QSF979 / FNCL UMBS 6.5 CB6491 06-01-53 27,72 -6,83 0,1235 -0,0052
US3133KYV717 / FHLG 20YR 2% 12/01/2041#RB5138 27,62 -3,79 0,1231 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 27,01 -4,60 0,1203 -0,0022
FNCL 7.0 UMBS TBA 06-01-55 / ABS-MBS (US01F0706667) 26,66 -88,79 0,1188 -1,0108
FNCL 7.0 UMBS TBA 06-01-55 / ABS-MBS (US01F0706667) 26,66 -88,79 0,1188 -1,0108
US01F0226344 / Uniform Mortgage-Backed Security, TBA 26,60 -2,69 0,1185 0,0002
US3132DWD674 / Freddie Mac Pool 26,58 -8,86 0,1184 -0,0078
US3140X6UE93 / FNCL UMBS 3.5 FM3280 05-01-49 26,52 -4,47 0,1182 -0,0020
FMCC / Federal Home Loan Mortgage Corporation 26,38 -3,61 0,1175 -0,0009
US912828ZQ64 / United States Treasury Note/Bond - When Issued 26,27 1,14 0,1170 0,0047
FMCC / Federal Home Loan Mortgage Corporation 26,17 -3,69 0,1166 -0,0010
US91282CCB54 / UST NOTES 1.625% 05/15/2031 25,75 -24,86 0,1147 -0,0336
FMCC / Federal Home Loan Mortgage Corporation 25,71 -7,23 0,1146 -0,0054
US3132DQHZ28 / FREDDIE MAC POOL FR SD2948 25,35 -3,72 0,1129 -0,0010
US01F0226344 / Uniform Mortgage-Backed Security, TBA 25,22 -3,51 0,1123 -0,0007
US3132DQWR37 / FNCL UMBS 6.0 SD3356 07-01-53 25,11 -3,78 0,1119 -0,0010
UNITED STATES TREASURY NOTE 3.875% 08-15-34 / DBT (US91282CLF67) 25,06 -1,21 0,1116 0,0019
US01F0204630 / FNCI 2 6/20 25,04 18,92 0,1116 0,0115
US912810SY55 / United States Treasury Note/Bond 24,81 -4,59 0,1105 -0,0020
US3140QKBK30 / FNCL UMBS 3.0 CB0041 04-01-51 24,57 -3,34 0,1094 -0,0005
US91282CEV90 / United States Treasury Note/Bond 24,37 0,50 0,1086 0,0036
US01F0226344 / Uniform Mortgage-Backed Security, TBA 24,08 -2,47 0,1073 0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 23,97 -3,46 0,1068 -0,0006
US3140QSF482 / FNCL UMBS 6.0 CB6486 06-01-53 23,94 -3,20 0,1067 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 23,60 -6,01 0,1051 -0,0035
US91282CDW82 / UNITED STATES TREASURY NOTE/BOND 23,18 0,89 0,1033 0,0039
US912810SU34 / United States Treasury Note/Bond 23,02 -7,14 0,1026 -0,0047
US3132DM6J97 / FNCL UMBS 3.5 SD0873 02-01-52 22,70 -4,87 0,1011 -0,0021
FMCC / Federal Home Loan Mortgage Corporation 22,68 -2,52 0,1010 0,0004
US36179W5D62 / Ginnie Mae II Pool 22,59 -5,67 0,1006 -0,0030
US3133KR5S99 / FNCL UMBS 6.0 RA9857 09-01-53 22,48 -3,67 0,1002 -0,0008
US912810QY73 / United States Treas Bds Bond 22,40 -4,76 0,0998 -0,0020
US36179XFF87 / Government National Mortgage Association (GNMA) 22,16 -5,50 0,0987 -0,0027
US31418DY712 / Fannie Mae Pool 21,97 -4,12 0,0979 -0,0013
US91282CCW91 / UNITED STATES TREASURY NOTE 0.75000000 21,90 0,76 0,0976 0,0035
UST 5YR FUT FVU5 09-30-25 / DIR (N/A) 21,70 0,0967 0,0967
US01F0226344 / Uniform Mortgage-Backed Security, TBA 21,68 -6,76 0,0966 -0,0040
US01F0226344 / Uniform Mortgage-Backed Security, TBA 21,64 215,10 0,0964 0,0667
US912810ST60 / TREASURY BOND 21,19 -4,54 0,0944 -0,0017
US36179WLP13 / Ginnie Mae II Pool 21,04 -4,55 0,0937 -0,0016
FMCC / Federal Home Loan Mortgage Corporation 20,70 -7,34 0,0922 -0,0044
US91282CJK80 / US TREASURY N/B 4.625% 11-15-26 20,48 -0,15 0,0913 0,0025
US01F0226344 / Uniform Mortgage-Backed Security, TBA 20,46 -4,30 0,0911 -0,0014
US912810SQ22 / United States Treasury Note/Bond 20,38 -4,69 0,0908 -0,0017
UNITED STATES TREASURY NOTE 3.875% 04-30-30 / DBT (US91282CMZ13) 20,35 0,0906 0,0906
UNITED STATES TREASURY NOTE 4.375% 01-31-32 / DBT (US91282CMK44) 20,26 -0,31 0,0903 0,0023
FMCC / Federal Home Loan Mortgage Corporation 20,19 0,0900 0,0900
US3135G05Y50 / Federal National Mortgage Association 20,18 0,97 0,0899 0,0034
US912810SD19 / United States Treas Bds Bond 20,10 -5,93 0,0896 -0,0029
US3132DWFR97 / FNCL UMBS 5.0 SD8276 12-01-52 20,08 -3,48 0,0895 -0,0006
US912810TG31 / U.S. Treasury Bonds 19,94 -6,86 0,0888 -0,0038
G2SF 4.0 MB0144 01-20-55 / ABS-MBS (US3618N5ES45) 19,92 -3,35 0,0887 -0,0004
US3140XLXW30 / FNCL UMBS 5.5 FS5192 06-01-53 19,65 -4,69 0,0876 -0,0017
FMCC / Federal Home Loan Mortgage Corporation 19,53 -2,87 0,0870 0,0000
US91282CJM47 / United States Treasury Note/Bond 19,32 -45,67 0,0861 -0,0678
FMCC / Federal Home Loan Mortgage Corporation 19,25 -0,69 0,0858 0,0019
FMCC / Federal Home Loan Mortgage Corporation 19,21 -4,87 0,0856 -0,0018
US3133KL2V82 / FNCL UMBS 2.0 RA5288 05-01-51 19,01 -4,30 0,0847 -0,0013
US01F0226344 / Uniform Mortgage-Backed Security, TBA 18,94 -2,49 0,0844 0,0003
US3132XCR807 / FREDDIE MAC GOLD POOL FG G67711 18,91 -4,59 0,0843 -0,0015
US01F0226344 / Uniform Mortgage-Backed Security, TBA 18,62 -4,72 0,0830 -0,0016
US3140FXRT15 / FNMA 40YR REPERFORMING MODIFIED WI 18,53 -2,58 0,0826 0,0003
US3132DWJF14 / Freddie Mac Pool 18,50 -3,48 0,0824 -0,0005
US01F0226674 / Uniform Mortgage-Backed Security, TBA 18,27 209,94 0,0814 0,0534
FMCC / Federal Home Loan Mortgage Corporation 18,24 409,10 0,0812 0,0657
US3140QSFF35 / FNCL UMBS 6.0 CB6465 06-01-53 18,12 -4,10 0,0807 -0,0010
US3132DWDZ32 / FREDDIE MAC POOL UMBS P#SD8220 3.00000000 18,05 -40,03 0,0804 -0,0498
US01F0226344 / Uniform Mortgage-Backed Security, TBA 17,97 -3,80 0,0801 -0,0008
US91282CEC10 / United States Treasury Note/Bond 17,83 0,59 0,0794 0,0027
US3140QFS599 / FN CA7739 17,54 -4,98 0,0782 -0,0017
US912810TS78 / United States Treasury Note/Bond 17,51 -4,79 0,0780 -0,0016
US01F0226344 / Uniform Mortgage-Backed Security, TBA 17,51 -3,55 0,0780 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 17,50 -5,67 0,0780 -0,0023
US91282CAU53 / United States Treasury Note/Bond 17,34 1,08 0,0773 0,0030
US3132DPC894 / FNCL UMBS 4.5 SD1895 11-01-52 17,13 -4,23 0,0763 -0,0011
US3622ACHY90 / G2SF 2.5 786647 03-20-52 16,94 -5,06 0,0755 -0,0017
US91282CDJ71 / United States Treasury Note/Bond 16,89 0,39 0,0752 0,0024
US01F0226344 / Uniform Mortgage-Backed Security, TBA 16,54 -5,10 0,0737 -0,0017
FMCC / Federal Home Loan Mortgage Corporation 16,52 -1,59 0,0736 0,0010
US912810TL26 / TREASURY BOND 16,45 -6,50 0,0733 -0,0028
FMCC / Federal Home Loan Mortgage Corporation 16,29 -5,05 0,0726 -0,0017
OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH / DIR (N/A) 16,26 0,0725 0,0725
OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH / DIR (N/A) 16,26 0,0725 0,0725
US31418ECP34 / UMBS 16,26 -4,39 0,0724 -0,0011
US91282CHX20 / United States Treasury Note/Bond 16,24 0,25 0,0723 0,0023
G2SF 4.5 MB0024 11-20-54 / ABS-MBS (US3618N5A258) 16,18 -2,97 0,0721 -0,0001
US35564CEE30 / SLST 19-3 A1C 2.75% 11-25-2029 16,16 -3,14 0,0720 -0,0002
OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH / DIR (N/A) 16,01 0,0713 0,0713
OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH / DIR (N/A) 16,01 0,0713 0,0713
FMCC / Federal Home Loan Mortgage Corporation 15,92 -3,31 0,0709 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 15,86 0,0706 0,0706
US912828ZN34 / United States Treasury Note/Bond 15,76 1,01 0,0702 0,0027
US3140L6AY07 / Fannie Mae Pool 15,69 -3,15 0,0699 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 15,63 -8,26 0,0696 -0,0041
US35563PKG36 / Seasoned Credit Risk Transfer Trust Series 2019-2 15,49 -3,18 0,0690 -0,0002
US01F0404610 / Uniform Mortgage-Backed Security, TBA 15,49 0,96 0,0690 -0,0039
US01F0606677 / Uniform Mortgage-Backed Security, TBA 15,43 -96,52 0,0688 -2,0350
US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53 15,37 -3,64 0,0685 -0,0005
US3140QMZJ66 / FNCL UMBS 3.0 CB2544 01-01-52 15,35 -4,41 0,0684 -0,0011
US31418EPD66 / Fannie Mae Pool 15,32 -4,00 0,0683 -0,0008
US912810RV26 / United States Treas Bds Bond 15,28 -43,62 0,0681 -0,0492
US21H0526606 / Ginnie Mae 15,27 -69,15 0,0680 -0,1671
US912810SW99 / United States Treasury Note/Bond 15,19 -4,72 0,0677 -0,0013
FMCC / Federal Home Loan Mortgage Corporation 14,93 -3,42 0,0665 -0,0004
US3132DWHE66 / UMBS 14,92 -3,47 0,0665 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 14,76 -7,67 0,0657 -0,0034
FMCC / Federal Home Loan Mortgage Corporation 14,75 -3,00 0,0657 -0,0001
US3133KYWH88 / Freddie Mac Pool 14,73 -3,26 0,0656 -0,0003
US91282CDY49 / United States Treasury Note/Bond 14,71 0,25 0,0655 0,0020
US3140QMRN60 / FNCL UMBS 3.0 CB2292 11-01-51 14,63 -4,00 0,0652 -0,0008
US3133BNLR26 / FHLG 30YR 4.5% 10/01/2052#QF1236 14,47 -3,64 0,0645 -0,0005
US912810TF57 / TREASURY BOND 14,46 -4,76 0,0644 -0,0013
EW / Edwards Lifesciences Corporation 14,42 74,24 0,0643 0,0274
US01F0226344 / Uniform Mortgage-Backed Security, TBA 14,37 -3,54 0,0640 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 14,23 -2,20 0,0634 0,0004
US3140FXM580 / FNMA POOL BF0379 FN 04/59 FIXED 3.5 14,21 -4,50 0,0633 -0,0011
US3140L0KH93 / FNCL UMBS 2.5 BR2095 07-01-51 14,18 -5,31 0,0632 -0,0016
US01F0226344 / Uniform Mortgage-Backed Security, TBA 14,15 -4,29 0,0630 -0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 14,15 0,0630 0,0630
US313385HX71 / Federal Home Loan Bank (FHLB) 14,04 0,0625 0,0625
US3132E0AV40 / FNCL UMBS 5.5 SD3620 08-01-53 14,03 -6,09 0,0625 -0,0021
FMCC / Federal Home Loan Mortgage Corporation 13,98 -2,35 0,0623 0,0003
US3132DWE748 / Freddie Mac Pool 13,96 -3,82 0,0622 -0,0006
US36179YFJ82 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 13,92 -3,50 0,0620 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 13,90 -3,12 0,0619 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 13,90 -3,12 0,0619 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 13,78 -3,28 0,0614 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 13,74 -1,14 0,0612 0,0011
US3140FXTC61 / FNMA, Other 13,71 -6,84 0,0611 -0,0026
US3622ABL420 / G2SF 2.5 785847 01-20-52 13,63 -5,29 0,0607 -0,0015
US3140XDXA93 / Fannie Mae Pool 13,50 -3,25 0,0602 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 13,48 -3,90 0,0601 -0,0006
US35563PBC23 / SCRT 17-2 MA 3.0% 08-25-56 13,44 -3,02 0,0599 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 13,36 175,45 0,0595 0,0379
FARM 24-1 A 144A FRN 10-01-53 / ABS-CBDO (US30335JAC53) 13,32 -1,87 0,0593 0,0006
US35563PBF53 / SCRT 17-2 HA 3.0% 08-25-56 13,31 -2,54 0,0593 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 13,26 -4,70 0,0591 -0,0011
FMCC / Federal Home Loan Mortgage Corporation 13,21 -2,03 0,0589 0,0005
US3132DVMA07 / FNCL UMBS 3.0 SD7553 03-01-52 13,08 -4,48 0,0583 -0,0010
US912828ZV59 / United States Treasury Note/Bond 13,06 1,02 0,0582 0,0022
G2SF 4.0 MA9776 07-20-54 / ABS-MBS (US36179Y2H67) 13,01 -4,16 0,0580 -0,0008
UNITED STATES TREASURY NOTE 4.625% 04-30-29 / DBT (US91282CKP58) 12,94 0,19 0,0577 0,0018
US3133KPMD77 / UMBS 12,68 -4,78 0,0565 -0,0011
FMCC / Federal Home Loan Mortgage Corporation 12,66 0,0564 0,0564
US31418ER771 / UMBS 12,61 -3,71 0,0562 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,29 -2,83 0,0548 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,27 -3,36 0,0547 -0,0003
US91282CAE12 / United States Treasury Note/Bond 12,23 1,08 0,0545 0,0021
FMCC / Federal Home Loan Mortgage Corporation 12,22 -2,85 0,0545 0,0000
FMCC / Federal Home Loan Mortgage Corporation 12,22 -2,85 0,0545 0,0000
US01F0224695 / Uniform Mortgage-Backed Security, TBA 12,14 -59,07 0,0541 -0,0868
US31418ELY40 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 11,87 -4,32 0,0529 -0,0008
US35563PAP45 / SCRT 17-1 HA 2.75% 01-25-56 11,83 -3,35 0,0527 -0,0003
US31418ET421 / Federal National Mortgage Association, Inc. 11,78 -3,98 0,0525 -0,0006
US3140NAYT47 / FNCL UMBS 6.0 BX6121 01-01-53 11,72 -5,98 0,0522 -0,0017
US01F0226344 / Uniform Mortgage-Backed Security, TBA 11,64 0,0519 0,0519
US3132DWJS35 / Freddie Mac Pool 11,61 -4,09 0,0517 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 11,53 -3,00 0,0514 -0,0001
US3132DWGZ05 / Freddie Mac Pool 11,43 -4,26 0,0509 -0,0007
US21H0326627 / GNMA 11,38 -75,95 0,0507 -0,1740
US912810TB44 / T 1 7/8 11/15/51 11,29 -7,37 0,0503 -0,0024
US912810SA79 / United States Treas Bds Bond 11,27 -5,94 0,0502 -0,0016
US3140XMJV95 / FNCL UMBS 4.5 FS5675 01-01-53 11,25 -3,85 0,0501 -0,0005
US912810SK51 / United States Treasury Note/Bond 11,24 -6,46 0,0501 -0,0019
US3133C4FC38 / FNCL UMBS 6.0 QG3763 05-01-53 11,22 -2,06 0,0500 0,0004
US3140FXEF57 / Fannie Mae Pool 11,22 -3,86 0,0500 -0,0005
US31418EXV72 / FNCL UMBS 6.0 MA5191 11-01-53 11,17 -4,10 0,0498 -0,0006
US3133C1ZS21 / FNCL UMBS 6.0 QG1653 04-01-53 11,14 -1,60 0,0496 0,0006
US3133CAE892 / FNCL UMBS 6.0 QG9159 08-01-53 11,10 -3,18 0,0495 -0,0002
US35564CEV54 / SLST 20-1 A1D 2.0% 07-25-30 10,99 -3,00 0,0490 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 10,93 -3,23 0,0487 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,90 0,0485 0,0485
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,90 0,0485 0,0485
FMCC / Federal Home Loan Mortgage Corporation 10,88 -2,75 0,0485 0,0001
US91282CBW01 / United States Treasury Note/Bond 10,88 0,75 0,0485 0,0017
FMCC / Federal Home Loan Mortgage Corporation 10,83 -2,12 0,0483 0,0004
US3140XDV297 / FNCL UMBS 3.0 FM9632 11-01-51 10,81 -4,79 0,0482 -0,0010
FMCC / Federal Home Loan Mortgage Corporation 10,75 -8,76 0,0479 -0,0031
FMCC / Federal Home Loan Mortgage Corporation 10,75 -8,76 0,0479 -0,0031
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,74 -3,02 0,0479 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,69 85,88 0,0476 0,0227
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,67 -72,21 0,0476 -0,1258
FMCC / Federal Home Loan Mortgage Corporation 10,58 -3,35 0,0471 -0,0002
US3133C5YY12 / FNCL UMBS 6.0 QG5227 06-01-53 10,56 -8,23 0,0471 -0,0027
US3133KRKF00 / FNCL UMBS 6.5 RA9294 06-01-53 10,53 -3,79 0,0469 -0,0004
US912810TQ13 / United States Treasury Note/Bond 10,52 -4,75 0,0469 -0,0009
US3140XBRL66 / FNCT UMBS 2.0 FM7690 07-01-41 10,51 -4,92 0,0468 -0,0010
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,50 123,27 0,0468 0,0264
UST 10YR FUT TYU5 09-19-25 / DIR (N/A) 10,46 0,0466 0,0466
UNITED STATES TREASURY NOTE 4.375% 07-15-27 / DBT (US91282CKZ31) 10,46 0,07 0,0466 0,0014
US31418ER854 / FNCL UMBS 5.5 MA5010 05-01-53 10,36 -4,37 0,0462 -0,0007
US3140QMRG10 / FNCL UMBS 2.5 CB2286 12-01-51 10,35 -4,37 0,0461 -0,0007
US3622ACKN98 / G2SF 2.5 786701 03-20-52 10,29 -7,59 0,0458 -0,0023
US31418ERA00 / Fannie Mae Pool 10,24 -4,72 0,0456 -0,0009
UMBS 15YR TBA(REG B) 6.0 UMBS TBA 06-01-40 / ABS-MBS (US01F0604698) 10,24 0,0456 0,0456
UMBS 15YR TBA(REG B) 6.0 UMBS TBA 06-01-40 / ABS-MBS (US01F0604698) 10,24 0,0456 0,0456
US3132DWGJ62 / FHLMC Pool, 30 Year 10,07 -4,61 0,0449 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,06 0,0448 0,0448
US3140XDRN88 / FNCL UMBS 2.5 FM9492 11-01-51 10,06 -3,92 0,0448 -0,0005
US3133BMGV10 / FREDDIE MAC POOL UMBS P#QF0212 4.50000000 10,04 -4,24 0,0447 -0,0006
US3140QRSH70 / FNCL UMBS 6.0 CB5919 03-01-53 10,02 -7,70 0,0447 -0,0023
US01F0504781 / Fannie Mae or Freddie Mac 10,00 0,0446 0,0446
US3140QSF896 / FNCL UMBS 6.5 CB6490 06-01-53 9,96 -0,72 0,0444 0,0010
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,94 0,0443 0,0443
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,94 0,0443 0,0443
US912810RY64 / United States Treas Bds Bond 9,92 -5,77 0,0442 -0,0014
US912810RT79 / United States Treas Bds Bond 9,83 0,0438 0,0438
US91282CFL00 / Treasury, United States Department of 9,58 0,34 0,0427 0,0014
FMCC / Federal Home Loan Mortgage Corporation 9,53 260,29 0,0424 0,0310
US3132DWAF05 / Freddie Mac Pool 9,52 -4,37 0,0424 -0,0007
US35564CAA53 / SLST 18-1 A1 3.5% 06-25-28 9,47 -3,69 0,0422 -0,0004
US31418EW482 / Fannie Mae Pool 9,46 -4,51 0,0421 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,40 75,50 0,0419 0,0158
US3133BU5D57 / FNCL UMBS 5.5 QF7144 02-01-53 9,37 -1,99 0,0417 0,0004
US3132DQXP61 / FEDERAL HOME LOAN MORTGAGE CORP 9,29 -2,66 0,0414 0,0001
US3140XKE975 / FNCL UMBS 6.0 FS3759 02-01-53 9,24 -3,81 0,0412 -0,0004
US31418EUP32 / FNMA POOL MA5089 FN 07/53 FIXED 4 9,24 -3,42 0,0412 -0,0002
US3133KRKD51 / FNCL UMBS 6.5 RA9292 06-01-53 9,23 -4,23 0,0411 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 9,22 0,0411 0,0411
FMCC / Federal Home Loan Mortgage Corporation 9,22 0,0411 0,0411
US35563PML03 / Seasoned Credit Risk Transfer Trust Series 2019-4 9,20 -3,93 0,0410 -0,0004
US35563PFF18 / SCRT 18-2 MT 3.5% 11-25-57 9,15 -2,42 0,0408 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,14 -83,46 0,0407 -0,1983
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,09 -4,72 0,0405 -0,0008
US3140FXRB07 / FNMDI4 3.5 BF0481 06-01-60 9,07 -4,80 0,0404 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 9,02 -3,60 0,0402 -0,0003
US36179VZQ66 / Ginnie Mae II Pool 9,02 -4,21 0,0402 -0,0006
US3140MWVQ63 / FNCL UMBS 4.0 BW5122 01-01-53 9,00 -2,85 0,0401 0,0000
FMCC / Federal Home Loan Mortgage Corporation 8,97 -7,08 0,0399 -0,0018
US3133KRJ963 / FNCL UMBS 6.5 RA9288 06-01-53 8,84 -2,30 0,0394 0,0002
US3132DWJP95 / FHLMC Pool, 30 Year 8,78 -4,35 0,0391 -0,0006
US01F0306609 / Fannie Mae or Freddie Mac 8,77 19,78 0,0391 0,0043
US912810TU25 / United States Treasury Note/Bond 8,75 -4,80 0,0390 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,70 -3,74 0,0388 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,70 -4,77 0,0388 -0,0008
US3140XLHN15 / FANNIE MAE POOL FN FS4736 8,67 -7,45 0,0386 -0,0019
US3133KRKA13 / FNCL UMBS 6.5 RA9289 06-01-53 8,67 -5,82 0,0386 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,65 -3,96 0,0385 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,65 -2,70 0,0385 0,0001
US31418EYN48 / FNCL UMBS 6.0 MA5216 12-01-53 8,52 -5,05 0,0380 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 8,52 -2,94 0,0379 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 8,52 -2,94 0,0379 -0,0000
US35563PDD87 / SCRT 17-4 HT 3.00% 06-25-57 8,50 -2,23 0,0379 0,0002
FMCC / Federal Home Loan Mortgage Corporation 8,48 -1,56 0,0378 0,0005
FMCC / Federal Home Loan Mortgage Corporation 8,48 -3,65 0,0378 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,41 -4,17 0,0375 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,41 -4,17 0,0375 -0,0005
US91282CHR51 / U.S. Treasury Notes 8,36 0,20 0,0372 0,0011
FMCC / Federal Home Loan Mortgage Corporation 8,35 -4,36 0,0372 -0,0006
EW / Edwards Lifesciences Corporation 8,28 -95,64 0,0369 -0,8095
FMCC / Federal Home Loan Mortgage Corporation 8,26 -2,63 0,0368 0,0001
US3140JPN271 / FNCL UMBS 3.5 BN6708 06-01-49 8,24 -4,84 0,0367 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 8,22 -4,10 0,0366 -0,0005
US912810RB61 / United States Treas Bds Bond 8,22 -4,85 0,0366 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,19 -5,65 0,0365 -0,0011
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,14 -13,77 0,0363 -0,0046
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,10 -2,50 0,0361 0,0001
UNITED STATES TREASURY NOTE 4.25% 02-28-31 / DBT (US91282CKC46) 8,08 0,04 0,0360 0,0010
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,08 -5,11 0,0360 -0,0008
US3138WJYA00 / UMBS, 30 Year 8,04 -3,86 0,0358 -0,0004
US912810SJ88 / United States Treas Bds Bond 8,00 -6,41 0,0357 -0,0013
US3622ABRT13 / G2SF 2.5 785998 03-20-52 7,99 -3,21 0,0356 -0,0001
US36179VXX36 / Ginnie Mae II Pool 7,96 -4,19 0,0355 -0,0005
US3140MSNF88 / FNCL UMBS 5.5 BW1289 10-01-52 7,96 -6,04 0,0354 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,95 -4,44 0,0354 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 7,93 -1,94 0,0353 0,0003
FMCC / Federal Home Loan Mortgage Corporation 7,93 -1,94 0,0353 0,0003
US3140X5M597 / FNCL UMBS 3.0 FM2179 01-01-50 7,91 -3,17 0,0353 -0,0001
US3140MSKE41 / FNCL UMBS 4.5 BW1192 09-01-52 7,83 -4,62 0,0349 -0,0006
US3140X4U791 / FNCL UMBS 3.0 FM1505 09-01-49 7,81 -5,92 0,0348 -0,0011
FMCC / Federal Home Loan Mortgage Corporation 7,80 -2,65 0,0347 0,0001
US35563PDT30 / Seasoned Credit Risk Transfer Trust Series 2018-1 7,78 -2,20 0,0346 0,0002
US35563PKF52 / SCRT 19-2 MT 3.5% 08-25-58 7,77 -2,28 0,0346 0,0002
UNITED STATES TREASURY NOTE 4.25% 01-15-28 / DBT (US91282CMF58) 7,75 0,19 0,0345 0,0011
UNITED STATES TREASURY NOTE 4.25% 12-31-26 / DBT (US91282CME83) 7,73 -0,03 0,0345 0,0010
FMCC / Federal Home Loan Mortgage Corporation 7,71 -4,07 0,0343 -0,0004
US31329QNR82 / FNCL UMBS ZA6700 04-01-49 7,68 -5,49 0,0342 -0,0009
US3140QRSA28 / FN CB5912 7,64 -3,42 0,0340 -0,0002
US3140QSKK64 / FNCL UMBS 6.0 CB6597 04-01-53 7,57 -4,36 0,0337 -0,0005
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 7,54 -64,33 0,0336 -0,0578
US3140XAH219 / FNCL UMBS 2.0 FM6548 03-01-51 7,49 -4,43 0,0334 -0,0005
US3140QEKF83 / Fannie Mae Pool 7,45 -3,62 0,0332 -0,0003
US35563PBS74 / Seasoned Credit Risk Transfer Trust Series 2017-3 7,42 -4,06 0,0330 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,37 -1,93 0,0328 0,0003
US3140XECN27 / FNCL UMBS 3.0 FM9976 12-01-51 7,31 -4,97 0,0326 -0,0007
US3140MSLZ60 / FNCL UMBS 5.5 BW1243 10-01-52 7,21 -4,48 0,0321 -0,0005
US3140QSFJ56 / FNCL UMBS 6.5 CB6468 06-01-53 7,15 -6,22 0,0319 -0,0011
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,15 -2,68 0,0318 0,0001
US3140XCAW87 / FNCT UMBS 2.0 FM8120 08-01-41 7,08 -4,57 0,0315 -0,0006
US3131YBEH75 / Freddie Mac Pool 7,04 -4,36 0,0314 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,00 -5,34 0,0312 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,00 -5,34 0,0312 -0,0008
US912834JH26 / United States Treasury Strip Coupon 6,90 -5,07 0,0307 -0,0007
US3622ABE813 / Ginnie Mae II Pool 6,87 -5,59 0,0306 -0,0009
US91282CFF32 / United States Treasury Note/Bond 6,85 -0,12 0,0305 0,0008
US3140Q72C06 / FNCL UMBS 3.5 CA0770 11-01-47 6,82 -3,64 0,0304 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,82 -3,83 0,0304 -0,0003
US3133KYWE57 / Freddie Mac Pool 6,81 -4,00 0,0303 -0,0004
US3140NDQJ95 / FNCL UMBS 5.5 BX8556 04-01-53 6,79 -1,59 0,0303 0,0004
US35563PJE07 / Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT 6,78 -1,92 0,0302 0,0003
US3140QGY272 / FN CA8828 6,76 -3,95 0,0301 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 6,73 -2,04 0,0300 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,69 -2,14 0,0298 0,0002
FMCC / Federal Home Loan Mortgage Corporation 6,66 -4,76 0,0297 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 6,66 -4,76 0,0297 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 6,64 -0,60 0,0296 0,0007
US3132D9FQ29 / FNCT UMBS 2.0 SC0175 09-01-41 6,62 -4,28 0,0295 -0,0004
UNITED STATES TREASURY NOTE 4.125% 02-15-27 / DBT (US91282CKA89) 6,62 0,02 0,0295 0,0009
FMCC / Federal Home Loan Mortgage Corporation 6,57 -1,37 0,0293 0,0004
US3132DQAR74 / FNCL UMBS 5.0 SD2716 04-01-53 6,56 -4,57 0,0292 -0,0005
US3132DWG800 / Freddie Mac Pool 6,55 -3,61 0,0292 -0,0002
US3132DWJA27 / FNCL UMBS 4.0 SD8357 08-01-53 6,53 -3,30 0,0291 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,49 -3,64 0,0289 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 6,47 -4,26 0,0288 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,41 -5,50 0,0285 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,38 -3,20 0,0284 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 6,33 -4,83 0,0282 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 6,32 -2,77 0,0282 0,0000
FMCC / Federal Home Loan Mortgage Corporation 6,32 -2,77 0,0282 0,0000
UST 2YR FUT TUU5 09-30-25 / DIR (N/A) 6,30 0,0281 0,0281
US912810QN19 / United Sates Treasury Bond Bond 6,29 -4,17 0,0280 -0,0004
US912810TN81 / United States Treasury Note/Bond 6,28 -6,65 0,0280 -0,0011
FMCC / Federal Home Loan Mortgage Corporation 6,24 -2,41 0,0278 0,0001
FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH / DIR (N/A) 6,19 0,0276 0,0276
FMCC / Federal Home Loan Mortgage Corporation 6,16 -3,54 0,0274 -0,0002
UNITED STATES TREASURY NOTE 4.5% 11-15-54 / DBT (US912810UE63) 6,14 -6,84 0,0273 -0,0012
US3133KRJ880 / FNCL UMBS 6.5 RA9287 06-01-53 6,14 -4,59 0,0273 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,11 -4,02 0,0272 -0,0003
US912810RQ31 / United States Treas Bds Bond 6,10 -5,84 0,0272 -0,0009
US31335AHP66 / Freddie Mac Gold Pool 6,09 -4,75 0,0272 -0,0005
US3140XLJV13 / FNCL UMBS 6.0 FS4775 06-01-53 6,02 -8,23 0,0268 -0,0016
US3140QSTK73 / FNCL UMBS 4.5 CB6853 08-01-53 6,00 -2,61 0,0268 0,0001
FMCC / Federal Home Loan Mortgage Corporation 5,99 -4,91 0,0267 -0,0006
US91282CGB19 / United States Treasury Note/Bond 5,98 0,32 0,0266 0,0008
FMCC / Federal Home Loan Mortgage Corporation 5,89 -1,98 0,0262 0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,89 -1,98 0,0262 0,0002
US91282CCE93 / United States Treasury Note/Bond 5,84 1,00 0,0260 0,0010
US3140NBRZ62 / FNCL UMBS 6.0 BX6803 03-01-53 5,83 -1,35 0,0260 0,0004
US3140FXRA24 / FNMDI4 3.5 BF0480 06-01-60 5,82 -3,61 0,0259 -0,0002
US3140QLVV57 / FNCL UMBS 2.5 CB1527 09-01-51 5,79 -5,47 0,0258 -0,0007
US3140NGAH35 / FNCL UMBS 5.5 BY0007 04-01-53 5,78 -2,58 0,0258 0,0001
US3138WTRU29 / FNMA 30YR 3.0% 06/01/2043#AT5898 5,78 -4,21 0,0258 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,77 -4,72 0,0257 -0,0005
US3140N1NP46 / FNCL UMBS 4.5 BW8497 09-01-52 5,76 -2,54 0,0256 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,70 -1,26 0,0254 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,66 -5,18 0,0252 -0,0006
US3140NCUD96 / FNCL UMBS 5.5 BX7779 03-01-53 5,66 -3,21 0,0252 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,66 -3,45 0,0252 -0,0001
US31359MFJ71 / Federal National Mortgage Association 5,65 -0,37 0,0252 0,0006
US31418EBR09 / Fannie Mae Pool 5,63 -4,27 0,0251 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 5,63 -5,78 0,0251 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 5,63 -5,78 0,0251 -0,0008
US3140JBNK85 / FNMDI4 3.5 BM6693 08-01-59 5,58 -3,50 0,0248 -0,0002
US3140NGGN49 / FNCL UMBS 5.5 BY0204 05-01-53 5,53 -6,80 0,0246 -0,0010
US3133C0JC79 / FNCL UMBS 6.0 QG0259 04-01-53 5,49 -6,73 0,0245 -0,0010
US3140NEPR04 / FNCL UMBS 5.5 BX9431 03-01-53 5,48 -4,41 0,0244 -0,0004
US3133KRJY18 / FNCL UMBS 6.0 RA9279 06-01-53 5,45 -5,02 0,0243 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 5,43 -3,81 0,0242 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,37 -2,45 0,0239 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,36 0,0239 0,0239
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,36 0,0239 0,0239
US31418EBJ82 / Fannie Mae Pool 5,36 -3,53 0,0239 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,35 114,70 0,0238 0,0130
US3140QNCB60 / FN CB2765 5,33 -4,55 0,0237 -0,0004
US3132DVKP93 / Freddie Mac Pool 5,29 -3,97 0,0236 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,27 -5,13 0,0235 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 5,25 -3,72 0,0234 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,25 -3,72 0,0234 -0,0002
OIS RECFIX USD 4.5895% 05-06-24/05-06-27 LCH / DIR (N/A) 5,23 0,0233 0,0233
US3133D4J201 / FNCT UMBS 2.0 QK1181 11-01-41 5,21 -3,68 0,0232 -0,0002
US3140X6D404 / FNCL UMBS 3.0 FM2822 03-01-50 5,21 -3,72 0,0232 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,20 -6,86 0,0232 -0,0010
US3140XMD296 / Fannie Mae Pool 5,19 -3,71 0,0231 -0,0002
US3132DQW692 / FNCL UMBS 5.5 SD3369 05-01-53 5,14 -4,30 0,0229 -0,0003
US3140XD3N45 / FNCL UMBS 2.5 FM9804 12-01-51 5,14 -4,34 0,0229 -0,0003
US912810RZ30 / United States Treas Bds Bond 5,12 -5,92 0,0228 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,12 -1,04 0,0228 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,12 -1,04 0,0228 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,09 -2,43 0,0227 0,0001
UNITED STATES TREASURY NOTE 4.125% 11-15-27 / DBT (US91282CLX73) 5,09 0,20 0,0227 0,0007
US3140QKKC13 / FNCL UMBS 2.0 CB0290 04-01-51 5,07 -4,77 0,0226 -0,0004
UNITED STATES TREASURY NOTE 4.0% 04-30-32 / DBT (US91282CNA52) 5,05 0,0225 0,0225
OIS PAYFIX USD 3.47875% 08-05-24/08-05-54 LCH / DIR (N/A) 5,04 0,0225 0,0225
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,98 -1,68 0,0222 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,98 -1,68 0,0222 0,0003
US3142BNHB37 / FHARM FRN 8D0226 05-01-52 4,98 -3,40 0,0222 -0,0001
UNITED STATES TREASURY NOTE 4.5% 12-31-31 / DBT (US91282CMC28) 4,91 -0,30 0,0219 0,0006
US880591EU26 / Tennessee Valley Authority 4,91 0,25 0,0219 0,0007
FMCC / Federal Home Loan Mortgage Corporation 4,91 -10,36 0,0219 -0,0018
FMCC / Federal Home Loan Mortgage Corporation 4,91 -10,36 0,0219 -0,0018
US3140NCRZ46 / FNCL UMBS 6.5 BX7703 02-01-53 4,88 -7,07 0,0217 -0,0010
US3133C3W280 / FNCL UMBS 5.5 QG3365 05-01-53 4,84 -13,91 0,0216 -0,0028
US31418CCZ59 / FNCT UMBS 4.0 MA2787 10-01-36 4,83 -3,55 0,0215 -0,0002
US912810SC36 / United States Treas Bds Bond 4,82 -5,90 0,0215 -0,0007
OIS PAYFIX USD 3.415% 08-09-24/08-09-54 LCH / DIR (N/A) 4,82 0,0215 0,0215
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,81 -4,02 0,0214 -0,0003
US3133KHGL42 / FNCL UMBS 4.5 RA2003 01-01-50 4,80 -2,67 0,0214 0,0000
FMCC / Federal Home Loan Mortgage Corporation 4,80 -4,87 0,0214 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 4,80 -4,87 0,0214 -0,0004
US35563PCM95 / SCRT 17-4 MT 3.5% 06-25-57 4,80 -2,60 0,0214 0,0001
US3140QRYC10 / FNCL UMBS 6.5 CB6106 04-01-53 4,78 -6,84 0,0213 -0,0009
US3132DWE581 / Federal Home Loan Mortgage Corporation 4,76 -4,05 0,0212 -0,0003
US3133KRJ476 / FNCL UMBS 6.0 RA9283 06-01-53 4,76 -5,96 0,0212 -0,0007
US31418CEF77 / Fannie Mae Pool 4,75 -3,54 0,0212 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 4,73 -3,23 0,0211 -0,0001
US3140XDXY79 / FNCL UMBS 2.5 FM9694 11-01-51 4,71 -5,00 0,0210 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 4,71 -5,21 0,0210 -0,0005
US3140QQK874 / Fannie Mae Pool 4,71 -3,84 0,0210 -0,0002
US3133KRKB95 / FNCL UMBS 6.5 RA9290 06-01-53 4,70 -2,10 0,0209 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,66 -1,96 0,0207 0,0002
US3140XDVZ62 / FNCL UMBS 3.0 FM9631 11-01-51 4,65 -4,62 0,0207 -0,0004
US3132DVL299 / FNCL UMBS 2.5 SD7545 09-01-51 4,60 -4,42 0,0205 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,60 -7,20 0,0205 -0,0010
US3140QBTH10 / FNCL UMBS 3.5 CA4151 09-01-49 4,52 -3,30 0,0201 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 4,47 -6,09 0,0199 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,47 -2,57 0,0199 0,0001
FMCC / Federal Home Loan Mortgage Corporation 4,45 -0,98 0,0198 0,0004
FMCC / Federal Home Loan Mortgage Corporation 4,45 -0,98 0,0198 0,0004
FMCC / Federal Home Loan Mortgage Corporation 4,44 -2,91 0,0198 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 4,44 -2,91 0,0198 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 4,44 -2,70 0,0198 0,0000
US36179WXJ25 / GNII II 2.5% 02/20/2052#MA7881 4,43 -4,52 0,0198 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,42 -3,56 0,0197 -0,0001
US3140XFWH04 / Uniform Mortgage-Backed Securities 4,42 -4,91 0,0197 -0,0004
US880591DX73 / Tennessee Valley Auth. 4.65% Bonds 6/15/2035 4,42 -3,11 0,0197 -0,0000
US3132DNRE57 / FNCL UMBS 2.5 SD1385 11-01-51 4,40 -3,64 0,0196 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,40 -4,18 0,0196 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,36 -3,50 0,0194 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 4,35 -3,68 0,0194 -0,0002
US3132DWG644 / FREDDIE MAC POOL UMBS P#SD8321 0.00000000 4,33 -4,89 0,0193 -0,0004
US3140QKQK74 / FNCL UMBS 2.5 CB0457 05-01-51 4,33 -3,97 0,0193 -0,0002
US21H0306660 / Ginnie Mae II pool 4,29 -44,36 0,0191 -0,0175
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,29 -6,31 0,0191 -0,0007
US36179XQU36 / GII30 4,28 -4,57 0,0191 -0,0003
US912810RG58 / United States Treas Bds Bond 4,25 -5,15 0,0189 -0,0005
US3140XLB987 / FNCL UMBS 5.0 FS4563 05-01-53 4,24 -3,16 0,0189 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 4,21 -2,75 0,0188 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,20 -2,55 0,0187 0,0001
US36179XDC74 / GNMA II 3.5% 08/20/2052#MA8199 4,18 -5,58 0,0186 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,16 -1,35 0,0185 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,16 -2,42 0,0185 0,0001
US3133KLZY63 / FNCL UMBS 2.5 RA5259 05-01-51 4,12 -4,50 0,0183 -0,0003
US3140LUS771 / FNCT UMBS 2.0 BT5941 07-01-41 4,07 -4,50 0,0181 -0,0003
US3133C2NN45 / FED HM LN PC POOL QG2197 FR 05/53 FIXED 5.5 4,06 -1,48 0,0181 0,0003
FMCC / Federal Home Loan Mortgage Corporation 4,04 -1,08 0,0180 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,02 -5,83 0,0179 -0,0006
US3140FXUK68 / FNMDI4 4.5 BF0585 12-01-61 3,99 -7,62 0,0178 -0,0009
US38380RNG10 / GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063 3,96 -2,17 0,0176 0,0001
US880591CS97 / Tennessee Valley Auth 5.88% 4/1/36 3,95 -2,47 0,0176 0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,93 0,0175 0,0175
FMCC / Federal Home Loan Mortgage Corporation 3,92 -2,80 0,0175 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,91 -5,76 0,0174 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,88 -4,84 0,0173 -0,0004
US3133KNDK63 / FNCL UMBS 2.0 RA6406 11-01-51 3,86 -6,15 0,0172 -0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,84 -44,86 0,0171 -0,0130
UNITED STATES TREASURY NOTE 4.25% 02-15-54 / DBT (US912810TX63) 3,84 -6,85 0,0171 -0,0007
US35564CEZ68 / SLST 20-1 A2D 2.0% 07-25-30 3,81 0,08 0,0170 0,0005
FMCC / Federal Home Loan Mortgage Corporation 3,80 -2,49 0,0169 0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,80 -2,49 0,0169 0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,78 0,0169 0,0169
FMCC / Federal Home Loan Mortgage Corporation 3,78 0,0169 0,0169
UST 20YR FUT USU5 09-19-25 / DIR (N/A) 3,73 0,0166 0,0166
US3140XKTJ91 / FNCL UMBS 5.5 FS4152 03-01-53 3,73 -5,43 0,0166 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,70 0,0165 0,0165
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,69 -7,07 0,0165 -0,0007
UNITED STATES TREASURY NOTE 4.25% 11-30-26 / DBT (US91282CLY56) 3,69 -0,03 0,0164 0,0005
US3140QSPD76 / FNCL UMBS 4.5 CB6719 07-01-53 3,65 -4,92 0,0163 -0,0003
US3140MGM243 / FNCL UMBS 2.0 BV3076 02-01-52 3,64 -4,26 0,0162 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 3,59 -2,58 0,0160 0,0001
US3617QYM368 / G2SF 2.5 BZ3978 11-20-50 3,59 -2,97 0,0160 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 3,57 -2,25 0,0159 0,0001
US3622ABCL42 / G2SF 2.5 785575 08-20-51 3,55 -4,52 0,0158 -0,0003
US3132DWES89 / FR SD8245 3,54 -4,14 0,0158 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 3,53 -2,11 0,0157 0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,53 -3,79 0,0157 -0,0001
US3133KRV505 / FNCL UMBS 6.0 RA9636 08-01-53 3,53 -1,62 0,0157 0,0002
US3133C1LA68 / UMBS 3,52 -5,06 0,0157 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 3,51 -6,47 0,0157 -0,0006
OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH / DIR (N/A) 3,51 0,0156 0,0156
OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH / DIR (N/A) 3,51 0,0156 0,0156
US3133AM5L64 / Freddie Mac Pool 3,50 -3,16 0,0156 -0,0000
US35563PLG27 / Seasoned Credit Risk Transfer Trust Series 2019-3 3,45 -2,35 0,0154 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,45 -16,78 0,0154 -0,0026
FMCC / Federal Home Loan Mortgage Corporation 3,45 -4,94 0,0154 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 3,45 -4,94 0,0154 -0,0003
US3137BSP729 / Freddie Mac Multifamily Structured Pass Through Certificates 3,43 0,35 0,0153 0,0005
US3132D9FJ85 / FNCT UMBS 2.0 SC0169 06-01-41 3,42 -3,85 0,0153 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,40 -4,47 0,0151 -0,0003
US3133KRJ211 / FNCL UMBS 6.0 RA9281 06-01-53 3,39 -6,79 0,0151 -0,0006
US31418EXU99 / Fannie Mae Pool 3,37 -3,38 0,0150 -0,0001
US911759MJ48 / HUD 15-A 13 3.15% 08-01-27 3,35 0,60 0,0149 0,0005
US3140X4FC54 / FNCL UMBS 3.5 FM1062 06-01-49 3,34 -5,76 0,0149 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 3,33 0,0149 0,0149
US3140N4NH68 / FNMA POOL BX0391 FN 10/52 FIXED 4 3,33 -3,05 0,0148 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 3,28 -4,79 0,0146 -0,0003
US36179W2V97 / Ginnie Mae II Pool 3,27 -4,58 0,0146 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 3,27 -5,11 0,0146 -0,0003
US3622A2CY66 / G2SF 4.5 783687 12-20-41 3,27 -3,54 0,0146 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,24 0,0144 0,0144
FMCC / Federal Home Loan Mortgage Corporation 3,23 -6,13 0,0144 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 3,23 0,0144 0,0144
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,22 -3,30 0,0144 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,21 -3,08 0,0143 -0,0000
OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH / DIR (N/A) 3,21 0,0143 0,0143
FMCC / Federal Home Loan Mortgage Corporation 3,19 0,0142 0,0142
UNITED STATES TREASURY NOTE 4.625% 11-15-44 / DBT (US912810UF39) 3,19 -4,90 0,0142 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,17 -3,65 0,0141 -0,0001
US3132DVL521 / UMBS 3,16 -4,62 0,0141 -0,0003
US3133KGXH63 / FNCL UMBS 3.5 RA1580 10-01-49 3,15 -3,08 0,0140 -0,0000
US31418EPA28 / FNCL UMBS 4.0 MA4916 02-01-53 3,14 -3,98 0,0140 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 3,13 -3,60 0,0139 -0,0001
US418097AF84 / AID-JORDAN 3.0% 06-30-25 3,12 0,45 0,0139 0,0005
US91282CFM82 / U.S. Treasury Notes 3,12 0,16 0,0139 0,0004
US91282CBH34 / United States Treasury Note/Bond 3,08 0,85 0,0137 0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,08 0,0137 0,0137
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,08 0,0137 0,0137
US880591EB45 / Tennessee Valley Authority 4.875% Glb Pwr Bonds 1/15/48 3,08 -6,59 0,0137 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 3,07 -3,91 0,0137 -0,0001
US3140QSFM85 / FN CB6471 3,06 -2,58 0,0136 0,0000
US3140QFD716 / FNCL UMBS 2.0 CA7325 10-01-50 3,06 -4,94 0,0136 -0,0003
US3133KGTU21 / FNCL UMBS 3.5 RA1463 10-01-49 3,05 -4,45 0,0136 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 3,05 0,0136 0,0136
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,05 -2,93 0,0136 -0,0000
US31334XS752 / UMBS Pool 3,03 -4,90 0,0135 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,98 0,0133 0,0133
FMCC / Federal Home Loan Mortgage Corporation 2,97 -2,30 0,0132 0,0001
OIS RECFIX USD 4.815% 05-06-24/05-06-26 LCH / DIR (N/A) 2,97 0,0132 0,0132
OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH / DIR (N/A) 2,97 0,0132 0,0132
OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH / DIR (N/A) 2,97 0,0132 0,0132
US31418EHJ29 / Fannie Mae Pool 2,97 -4,22 0,0132 -0,0002
OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH / DIR (N/A) 2,95 0,0131 0,0131
OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH / DIR (N/A) 2,95 0,0131 0,0131
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,93 0,0131 0,0131
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,93 0,0131 0,0131
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,90 -0,79 0,0129 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,90 -0,79 0,0129 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,90 -1,33 0,0129 0,0002
US3133KRKC78 / FNCL UMBS 6.5 RA9291 06-01-53 2,90 -14,22 0,0129 -0,0017
US3133KRKG82 / FNCL UMBS 6.5 RA9295 06-01-53 2,87 -0,93 0,0128 0,0002
US91282CAY75 / UST NOTES 0.625% 11/30/2027 2,86 1,09 0,0128 0,0005
US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 2,86 -5,45 0,0127 -0,0003
US31418D6B37 / Fannie Mae Pool 2,84 -4,44 0,0127 -0,0002
US31418B2W55 / FNCT UMBS 4.0 MA2588 04-01-36 2,83 -3,48 0,0126 -0,0001
UNITED STATES TREASURY NOTE 4.25% 05-15-35 / DBT (US91282CNC19) 2,83 0,0126 0,0126
US3140K15H56 / FNCI UMBS 2.5 BO6247 12-01-34 2,82 -3,98 0,0126 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,81 -2,09 0,0125 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,81 -5,42 0,0125 -0,0003
US35563PGG81 / Seasoned Credit Risk Transfer Trust Series 2018-3 2,81 -4,03 0,0125 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 2,79 -1,34 0,0125 0,0002
FMCC / Federal Home Loan Mortgage Corporation 2,79 -1,34 0,0125 0,0002
US3140FXLA87 / FNMDI3 5.5 BF0320 01-01-49 2,79 -4,29 0,0124 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,78 -4,96 0,0124 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,78 0,0124 0,0124
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,78 0,0124 0,0124
FMCC / Federal Home Loan Mortgage Corporation 2,76 -2,99 0,0123 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,73 -1,91 0,0122 0,0001
US36179XVQ68 / Ginnie Mae II Pool 2,71 -5,80 0,0121 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 2,71 0,0121 0,0121
FMCC / Federal Home Loan Mortgage Corporation 2,71 0,0121 0,0121
SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25 / DIR (N/A) 2,67 0,0119 0,0119
US9128285J52 / United States Treasury Note/Bond 2,65 0,26 0,0118 0,0004
OIS PAYFIX USD 2.32625% 04-18-19/04-18-29 LCH / DIR (N/A) 2,63 0,0117 0,0117
OIS PAYFIX USD 2.32625% 04-18-19/04-18-29 LCH / DIR (N/A) 2,63 0,0117 0,0117
US35563PJF71 / Seasoned Credit Risk Transfer Trust Series 2019-1 2,62 -2,31 0,0117 0,0001
US3140X6CP43 / FNCL UMBS 3.0 FM2777 03-01-50 2,61 -2,58 0,0116 0,0000
US3133KRJ542 / FNCL UMBS 6.0 RA9284 06-01-53 2,60 -1,88 0,0116 0,0001
FMCC / Federal Home Loan Mortgage Corporation 2,59 -2,04 0,0116 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,56 0,0114 0,0114
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,56 0,0114 0,0114
OIS RECFIX USD 4.6275% 03-20-24/03-20-26 LCH / DIR (N/A) 2,54 0,0113 0,0113
OIS RECFIX USD 4.723% 05-07-24/05-07-26 LCH / DIR (N/A) 2,53 0,0113 0,0113
US3133BKRS06 / FNCL UMBS 4.5 QE9497 09-01-52 2,52 -2,63 0,0112 0,0000
FMCC / Federal Home Loan Mortgage Corporation 2,52 0,0112 0,0112
FMCC / Federal Home Loan Mortgage Corporation 2,52 0,0112 0,0112
US912810RM27 / United States Treas Bds Bond 2,51 -5,42 0,0112 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,49 -2,70 0,0111 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,48 -2,71 0,0110 0,0000
US31335BFX91 / FGLMC 3.0 G61082 07-01-43 2,47 -4,49 0,0110 -0,0002
OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH / DIR (N/A) 2,46 0,0109 0,0109
US3140X4S985 / FNCL UMBS 3.5 FM1443 09-01-49 2,45 -3,89 0,0109 -0,0001
UNITED STATES TREASURY NOTE 3.875% 10-15-27 / DBT (US91282CLQ23) 2,43 0,25 0,0108 0,0003
UNITED STATES TREASURY NOTE 4.75% 02-15-45 / DBT (US912810UJ50) 2,42 0,0108 0,0108
FMCC / Federal Home Loan Mortgage Corporation 2,42 0,0108 0,0108
US912828YD60 / US TREASURY N/B 08/26 1.375 2,42 0,62 0,0108 0,0004
US31418DTJ18 / Fannie Mae Pool 2,42 -0,45 0,0108 0,0003
US31418CBQ69 / FNCI UMBS 4.0 MA2746 09-01-36 2,41 -3,05 0,0108 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,40 -3,77 0,0107 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 2,40 -6,44 0,0107 -0,0004
US31418CAT18 / FNCI UMBS 4.0 MA2717 08-01-36 2,40 -2,96 0,0107 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,39 -9,82 0,0106 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 2,38 -4,72 0,0106 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 2,35 -3,37 0,0105 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 2,35 -4,20 0,0105 -0,0001
US912810TK43 / U.S. Treasury Bonds 2,35 -4,75 0,0105 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,32 -2,44 0,0103 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,31 -1,41 0,0103 0,0002
US31418ECY41 / FNCT UMBS 2.0 MA4586 03-01-42 2,30 -3,40 0,0103 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 2,29 -11,26 0,0102 -0,0010
US3133BKVK24 / FHLG 30YR 4% 09/01/2052#QE9618 2,28 -4,68 0,0102 -0,0002
US3132XCRV97 / Freddie Mac Gold Pool 2,27 -4,46 0,0101 -0,0002
US3132DQS567 / FNCL UMBS 6.0 SD3240 06-01-53 2,27 -5,18 0,0101 -0,0002
US3140X4LA25 / FNCL UMBS 3.5 FM1220 07-01-49 2,27 -5,23 0,0101 -0,0002
US3132DVL943 / Uniform Mortgage-Backed Securities 2,25 -4,66 0,0100 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,23 -4,20 0,0100 -0,0001
US3140QMSH83 / FNCL UMBS 2.5 CB2319 12-01-51 2,23 -4,34 0,0099 -0,0002
US912810SR05 / United States Treasury Note/Bond - When Issued 2,23 -4,51 0,0099 -0,0002
US3140QRET64 / FANNIE MAE POOL FN CB5545 2,22 -7,39 0,0099 -0,0005
US31418CNR15 / FNMA UMBS, 20 Year 2,21 -4,28 0,0099 -0,0001
US35563PFG90 / Seasoned Credit Risk Transfer Trust Series 2018-2 2,20 -4,55 0,0098 -0,0002
US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 2,20 -3,46 0,0098 -0,0001
US3133BJQ881 / FNCL UMBS 4.5 QE8579 08-01-52 2,19 -2,67 0,0098 0,0000
US31418EPE40 / FNCL UMBS 6.0 MA4920 02-01-53 2,18 -5,35 0,0097 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,17 -1,54 0,0097 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,17 -1,54 0,0097 0,0001
US3140XJ4L43 / Federal National Mortgage Association, Inc. 2,16 -4,00 0,0096 -0,0001
US3140XLP938 / FNCL UMBS 4.0 FS4947 01-01-53 2,15 -4,27 0,0096 -0,0001
US31418DRP95 / Fannie Mae Pool 2,15 -0,97 0,0096 0,0002
FMCC / Federal Home Loan Mortgage Corporation 2,13 -2,73 0,0095 0,0000
US3140XBRH54 / Fannie Mae Pool 2,13 -4,91 0,0095 -0,0002
US3140N0TG00 / FNCL UMBS 4.0 BW7750 10-01-52 2,12 -2,70 0,0095 0,0000
US3140MWTM87 / FNCL UMBS 4.0 BW5055 12-01-52 2,12 -2,85 0,0094 0,0000
US01F0224778 / UMBS TBA 2,11 -84,36 0,0094 -0,0586
FMCC / Federal Home Loan Mortgage Corporation 2,07 -3,50 0,0092 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,04 -3,64 0,0091 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,03 -4,29 0,0090 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,00 0,0089 0,0089
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,00 0,0089 0,0089
US31418ESR26 / FNMA 30YR 4% 05/01/2053# 2,00 -4,02 0,0089 -0,0001
US3140XDSU13 / Fannie Mae Pool 1,99 -3,78 0,0089 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,97 -2,77 0,0088 0,0000
OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH / DIR (N/A) 1,96 0,0087 0,0087
OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH / DIR (N/A) 1,96 0,0087 0,0087
US31418EEA47 / Federal National Mortgage Association 1,95 0,0087 0,0087
UNITED STATES TREASURY NOTE 4.75% 05-15-55 / DBT (US912810UK24) 1,95 0,0087 0,0087
US91282CJQ50 / United States Treasury Note/Bond - When Issued 1,93 0,16 0,0086 0,0003
US3132D9DS03 / FNCT UMBS 2.0 SC0113 12-01-40 1,92 -3,38 0,0085 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,90 -2,81 0,0085 0,0000
OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH / DIR (N/A) 1,90 0,0085 0,0085
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,87 0,0083 0,0083
OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH / DIR (N/A) 1,87 0,0083 0,0083
OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH / DIR (N/A) 1,87 0,0083 0,0083
US3140XFNJ60 / Fannie Mae Pool 1,86 -3,52 0,0083 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,86 -2,72 0,0083 0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,85 -4,24 0,0082 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,85 -4,24 0,0082 -0,0001
US31418DVA70 / FNMA 30YR 2% 12/01/2050# 1,84 -4,36 0,0082 -0,0001
US3133BPWC85 / FNCL UMBS 4.0 QF2443 11-01-52 1,82 -2,78 0,0081 0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,80 -1,85 0,0080 0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,79 -2,29 0,0080 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,78 0,0079 0,0079
US3132DNTF05 / FNCL UMBS 2.5 SD1450 03-01-52 1,77 -3,85 0,0079 -0,0001
OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH / DIR (N/A) 1,76 0,0079 0,0079
OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH / DIR (N/A) 1,76 0,0079 0,0079
FMCC / Federal Home Loan Mortgage Corporation 1,76 0,0078 0,0078
FMCC / Federal Home Loan Mortgage Corporation 1,76 0,0078 0,0078
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,75 -3,09 0,0078 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,72 -3,59 0,0077 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,72 -3,65 0,0077 -0,0001
US3140X55S83 / FNCL UMBS 3.5 FM2656 01-01-49 1,71 -3,28 0,0076 -0,0000
OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH / DIR (N/A) 1,71 0,0076 0,0076
OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH / DIR (N/A) 1,71 0,0076 0,0076
FMCC / Federal Home Loan Mortgage Corporation 1,70 -3,85 0,0076 -0,0001
OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH / DIR (N/A) 1,69 0,0075 0,0075
US3132DPPX05 / FED HM LN PC POOL SD2238 FR 02/53 FIXED 4 1,69 -4,19 0,0075 -0,0001
OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH / DIR (N/A) 1,69 0,0075 0,0075
OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH / DIR (N/A) 1,69 0,0075 0,0075
OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH / DIR (N/A) 1,68 0,0075 0,0075
OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH / DIR (N/A) 1,68 0,0075 0,0075
US3140XFSM45 / UMBS 1,68 -4,33 0,0075 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,68 0,0075 0,0075
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,68 0,0075 0,0075
OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH / DIR (N/A) 1,66 0,0074 0,0074
OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH / DIR (N/A) 1,66 0,0074 0,0074
OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH / DIR (N/A) 1,66 0,0074 0,0074
US3140JXF867 / FNCL UMBS 3.0 BO2890 11-01-49 1,66 -2,76 0,0074 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,64 -7,47 0,0073 -0,0004
US3133BWH487 / FREDDIE MAC POOL UMBS P#QF8351 5.50000000 1,63 -7,49 0,0073 -0,0004
US3140QDT204 / FANNIE MAE POOL FN CA5968 1,63 -4,51 0,0073 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,62 -4,14 0,0072 -0,0001
US3140QFB322 / UMBS 1,59 -3,87 0,0071 -0,0001
US3140NGC572 / FNCL UMBS 5.5 BY0091 05-01-53 1,57 -7,96 0,0070 -0,0004
US3133B42W47 / Federal Home Loan Mortgage Corp. 1,57 -4,44 0,0070 -0,0001
US912810PU60 / Us Treasury Bond Bond 1,57 -2,48 0,0070 0,0000
US3140XBX628 / UMBS 1,57 -6,16 0,0070 -0,0002
US3140XCLC05 / Fannie Mae Pool 1,57 -3,86 0,0070 -0,0001
US31418EP460 / Federal National Mortgage Association (FNMA) 1,56 -4,77 0,0069 -0,0001
US3133KMT476 / FNCL UMBS 3.0 RA5971 09-01-51 1,54 -4,51 0,0069 -0,0001
US35563PBX69 / Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT 1,54 -2,23 0,0068 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,53 0,0068 0,0068
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,53 0,0068 0,0068
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,52 -2,62 0,0068 0,0000
US3132DNYD91 / FNCL UMBS 4.5 SD1608 09-01-52 1,47 -3,34 0,0066 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,46 -4,46 0,0065 -0,0001
US3140NEDW27 / FNCL UMBS 5.5 BX9116 04-01-53 1,45 -6,10 0,0064 -0,0002
US31335AZH49 / FGLMC 3.5 G60744 200K MAX 07-01-46 1,45 -2,56 0,0064 0,0000
US3140NRGB65 / FNCL UMBS 6.0 BY8293 08-01-53 1,44 -1,77 0,0064 0,0001
US3622A2CZ32 / G2SF 5.0 783688 06-20-41 1,44 -4,59 0,0064 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,43 -6,05 0,0064 -0,0002
UNITED STATES TREASURY NOTE 4.0% 01-31-29 / DBT (US91282CJW29) 1,42 0,35 0,0063 0,0002
US3140QAEY25 / FNCL UMBS 4.0 CA2850 12-01-48 1,42 -3,80 0,0063 -0,0001
US31418D2V37 / FNMA 20YR 2% 06/01/2041#MA4387 1,42 -4,46 0,0063 -0,0001
FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH / DIR (N/A) 1,41 0,0063 0,0063
FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH / DIR (N/A) 1,41 0,0063 0,0063
FMCC / Federal Home Loan Mortgage Corporation 1,41 -2,09 0,0063 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,40 0,0062 0,0062
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,40 0,0062 0,0062
US3140X5UP67 / FANNIE MAE 3.5% 02/01/2050 FNL 1,39 -6,40 0,0062 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,39 -4,09 0,0062 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,39 -4,09 0,0062 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,38 0,0062 0,0062
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,38 0,0062 0,0062
US3140QMRP19 / FNCL UMBS 3.0 CB2293 12-01-51 1,37 -4,92 0,0061 -0,0001
US3140MWRW87 / FANNIEMAE 30YR 4% 03/01/2053#BW5000 1,37 -3,04 0,0061 -0,0000
OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH / DIR (N/A) 1,35 0,0060 0,0060
US3137F1G447 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K065, Class A2 1,34 0,15 0,0060 0,0002
US35563PHE25 / SCRT 18-4 MT 3.5% 03-15-57 1,34 -2,70 0,0059 0,0000
US3140MGNT45 / Fannie Mae Pool 1,32 -5,30 0,0059 -0,0001
US3132DWDH34 / Freddie Mac Pool 1,32 -4,41 0,0059 -0,0001
US31418EB825 / Fannie Mae Pool 1,31 -4,31 0,0058 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,31 -5,02 0,0058 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,31 -5,02 0,0058 -0,0001
US31334WJ514 / FNCL UMBS 3.5 QA0284 06-01-49 1,30 -2,85 0,0058 0,0000
US3140XG5C98 / Fannie Mae Pool 1,29 -4,31 0,0057 -0,0001
US31418D7E66 / UMBS 1,27 -4,43 0,0057 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,27 -1,71 0,0056 0,0001
OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH / DIR (N/A) 1,26 0,0056 0,0056
US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 1,25 -99,63 0,0056 -1,5271
FMCC / Federal Home Loan Mortgage Corporation 1,24 -3,80 0,0055 -0,0000
US3138WGT464 / FNCT UMBS 4.0 AS6870 03-01-36 1,23 -1,76 0,0055 0,0001
US3133KGPY88 / Federal Home Loan Mortgage Corp. 1,23 -5,11 0,0055 -0,0001
US31342WAQ42 / FHLMC POOL #760015 ARH5 3.17% 01-01-47 1,22 -3,56 0,0054 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,22 -2,01 0,0054 0,0000
US3132ACS357 / FREDDIE MAC POOL FR ZT0538 1,21 -3,88 0,0054 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,21 -3,13 0,0054 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,20 -3,39 0,0053 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,19 0,0053 0,0053
FMCC / Federal Home Loan Mortgage Corporation 1,18 0,0053 0,0053
FMCC / Federal Home Loan Mortgage Corporation 1,18 0,0053 0,0053
US3132DVLZ66 / FREDDIE MAC POOL UMBS P#SD7544 3.00000000 1,18 -4,39 0,0052 -0,0001
UST 30YR FUT ULTRA WNU5 09-19-25 / DIR (N/A) 1,18 0,0052 0,0052
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,17 -34,16 0,0052 -0,0025
US841215AA48 / TVA SOUTHAVEN STRUCTURED SR SEC 1ST LIEN SF 3.846% 08-15-33 1,16 -0,77 0,0051 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,14 0,0051 0,0051
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,14 0,0051 0,0051
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,13 -6,67 0,0051 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,13 -6,67 0,0051 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 1,13 -5,67 0,0050 -0,0001
US3132M9E755 / FGLMC 3.5 Q28558 09-01-44 1,12 -3,03 0,0050 -0,0000
UNITED STATES TREASURY NOTE 4.125% 10-31-31 / DBT (US91282CLU35) 1,11 -0,18 0,0050 0,0001
US912810SM18 / US TII .25 02/15/2050 (TIPS) 1,11 -7,81 0,0049 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,11 -6,82 0,0049 -0,0002
US3132FCEB72 / FGLMC Z40130 01-01-46 1,10 -4,28 0,0049 -0,0001
US3132Y2KZ81 / FGLMC 4.5 Q58411 09-01-48 1,08 -3,05 0,0048 -0,0000
US3133XGAY07 / Federal Home Loan Banks 1,07 -1,92 0,0048 0,0000
US31418EPB01 / Fannie Mae Pool 1,07 -4,55 0,0048 -0,0001
US3140QMT619 / FNCL UMBS 2.5 CB2372 12-01-51 1,07 -4,22 0,0048 -0,0001
US3140NLVS55 / FNCL UMBS 6.0 BY4224 06-01-53 1,07 -1,02 0,0048 0,0001
US3140XGFW47 / UMBS 1,06 -3,19 0,0047 -0,0000
US3140MX4Q42 / Federal National Mortgage Association, Inc. 1,06 -3,80 0,0047 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,06 -3,48 0,0047 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,05 -3,23 0,0047 -0,0000
US3140JSEH82 / FN BN9135 1,05 -4,38 0,0047 -0,0001
OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH / DIR (N/A) 1,05 0,0047 0,0047
OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH / DIR (N/A) 1,04 0,0047 0,0047
FMCC / Federal Home Loan Mortgage Corporation 1,02 0,0046 0,0046
FMCC / Federal Home Loan Mortgage Corporation 1,02 0,0046 0,0046
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,02 0,0045 0,0045
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,02 0,0045 0,0045
US3140MW2A36 / FNCL UMBS 4.0 BW5268 03-01-53 1,02 -2,67 0,0045 0,0000
US3132DVMB89 / FNCL UMBS 2.5 SD7554 04-01-52 1,01 -4,79 0,0045 -0,0001
US3140MEBW53 / FNCL UMBS 4.5 BV0952 09-01-52 1,01 -2,60 0,0045 0,0000
US3140LW6F96 / FNMA 30YR 4% 03/01/2053#BT8069 1,01 -6,23 0,0045 -0,0002
US3133KQTC05 / UMBS Pool, 30 Year 1,01 -4,19 0,0045 -0,0001
US3140N1V672 / FNMA POOL BW8736 FN 10/52 FIXED 4 0,99 -2,84 0,0044 0,0000
US3140H6SD26 / FNCL UMBS 4.0 BJ5015 12-01-47 0,99 -3,62 0,0044 -0,0000
US3133BTAX82 / FNCL UMBS 4.0 QF5422 01-01-53 0,98 -10,30 0,0044 -0,0004
US31418EQ781 / FNCL UMBS 4.5 MA4977 04-01-53 0,98 -4,40 0,0044 -0,0001
US3132DPW207 / FEDERAL HOME LOAN MORTGAGE CORPORATION 0,98 -2,59 0,0044 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,98 -4,31 0,0043 -0,0001
US31418EV989 / Fannie Mae Pool 0,98 -4,22 0,0043 -0,0001
US911759MK11 / HUD 15-A 14 3.25% 08-01-28 0,97 0,62 0,0043 0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,97 0,0043 0,0043
FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH / DIR (N/A) 0,96 0,0043 0,0043
US3140NAJG90 / FNMA 30YR 4% 01/01/2053#BX5662 0,95 -2,76 0,0042 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,95 0,0042 0,0042
FMCC / Federal Home Loan Mortgage Corporation 0,95 0,0042 0,0042
FMCC / Federal Home Loan Mortgage Corporation 0,94 -1,47 0,0042 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,93 -3,34 0,0041 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,93 -2,94 0,0041 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,92 -3,14 0,0041 -0,0000
US31418EFF25 / Fannie Mae Pool 0,92 0,0041 0,0041
US3138ELHF38 / FNCL UMBS 3.5 AL3829 06-01-43 0,91 -6,19 0,0041 -0,0001
US3140XLQY78 / FNMA POOL FS4970 FN 06/53 FIXED VAR 0,89 -3,05 0,0040 -0,0000
US3128M8QL13 / FGLMC 5.0 G06459 110K MAX 05-01-41 0,89 -3,79 0,0040 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,89 -1,00 0,0040 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,89 -1,00 0,0040 0,0001
US3140HAKZ27 / FNCL UMBS 3.5 BJ8411 08-01-49 0,89 -2,74 0,0040 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,89 -9,51 0,0039 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,89 -9,51 0,0039 -0,0003
US3140N16Z19 / FNCL UMBS 4.0 BW8987 10-01-52 0,88 -2,77 0,0039 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,88 0,0039 0,0039
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,88 0,0039 0,0039
US3140MSKG98 / Fannie Mae Pool 0,88 -4,88 0,0039 -0,0001
US31418EVV90 / FNCL UMBS 4.0 MA5127 08-01-53 0,87 -3,77 0,0039 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,86 -4,00 0,0038 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,86 0,0038 0,0038
FMCC / Federal Home Loan Mortgage Corporation 0,86 0,0038 0,0038
FMCC / Federal Home Loan Mortgage Corporation 0,86 -2,62 0,0038 0,0000
US3132Y0KM13 / FGLMC 4.0 Q56599 06-01-48 0,85 -3,41 0,0038 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,85 0,0038 0,0038
US3140LYRD71 / FNCL UMBS 2.5 BT9483 12-01-51 0,85 -5,04 0,0038 -0,0001
US3140MEBV70 / FNMA 30YR 4% 09/01/2052#BV0951 0,84 -2,65 0,0038 0,0000
US3140N2WG29 / FNCL UMBS 4.0 BW9646 07-01-53 0,84 -2,66 0,0037 0,0000
US3133BRUM42 / UMBS 0,84 -1,87 0,0037 0,0000
US3140HLS646 / FNCL UMBS 4.0 BK6840 06-01-48 0,84 -5,44 0,0037 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,83 -0,95 0,0037 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,83 -0,95 0,0037 0,0001
US3140LYR882 / FNCL UMBS 2.5 BT9510 12-01-51 0,83 -4,15 0,0037 -0,0001
US3140XL4V70 / FNMA POOL FS5335 FN 05/53 FIXED VAR 0,82 -3,29 0,0037 -0,0000
US36230PC401 / G2SF 4.0 754591 01-20-42 0,82 -3,76 0,0036 -0,0000
US3133BKL641 / FREDDIE MAC POOL UMBS P#QE9349 4.00000000 0,81 -2,75 0,0036 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,81 0,0036 0,0036
US3132DWKB80 / FHLMC Pool, 30 Year 0,80 -4,52 0,0036 -0,0001
US3140QLHL32 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0,80 -3,61 0,0036 -0,0000
US3132DWFF59 / Freddie Mac Pool 0,79 -4,22 0,0035 -0,0000
US3622A2C268 / G2SF 5.5 783689 02-20-40 0,79 -4,00 0,0035 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,79 -96,30 0,0035 -0,0912
OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH / DIR (N/A) 0,79 0,0035 0,0035
US3132DWEY57 / Freddie Mac Pool 0,78 -4,17 0,0035 -0,0000
US3140N4QU43 / FNMA POOL BX0466 FN 11/52 FIXED 4 0,78 -2,74 0,0035 0,0000
UST 20YR FUT OPT 1CM5P P @ 112.5 06-06-25 / DIR (N/A) 0,77 0,0034 0,0034
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,77 -3,53 0,0034 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,76 0,0034 0,0034
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,76 0,0034 0,0034
US911759MG09 / HUD 15-A 11 2.95% 08-01-25 0,74 0,41 0,0033 0,0001
US3132DM3W36 / Uniform Mortgage-Backed Securities 0,74 -4,64 0,0033 -0,0001
US3140N6XE75 / FNCL UMBS 5.5 BX2476 12-01-52 0,74 -8,89 0,0033 -0,0002
US911759MH81 / HUD 15-A 12 3.10% 08-01-26 0,74 0,27 0,0033 0,0001
US3132CWWJ97 / UMBS 0,73 0,0032 0,0032
US911759MP08 / HUD 15-A 18 3.60% 08-01-32 0,72 0,14 0,0032 0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,72 -2,69 0,0032 0,0000
US31418DV742 / Fannie Mae Pool 0,71 -4,30 0,0032 -0,0000
US911759MN59 / HUD 15-A 17 3.55% 08-01-31 0,70 0,43 0,0031 0,0001
US3133BA4C28 / FREDDIE MAC POOL FR QE1719 0,69 -2,66 0,0031 0,0000
US3140N4R419 / FNMA 30YR 4% 10/01/2052#BX0506 0,69 -4,96 0,0031 -0,0001
US3132DWGX56 / FNCL UMBS 4.5 SD8314 04-01-53 0,69 -3,91 0,0031 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,67 -4,27 0,0030 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,67 -2,76 0,0030 0,0000
US3140MSQ736 / Fannie Mae Pool 0,66 -6,21 0,0030 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,64 -6,04 0,0028 -0,0001
US3132DWCT80 / UMBS 0,64 -4,22 0,0028 -0,0000
US36182NRW55 / G2SF 3.75 AH5901 11-20-34 0,64 -1,70 0,0028 0,0000
US911759ML93 / HUD 15-A 15 3.35% 08-01-29 0,63 0,80 0,0028 0,0001
US31418ECV02 / Federal National Mortgage Association, Inc. 0,63 0,0028 0,0028
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,61 -0,98 0,0027 0,0001
OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH / DIR (N/A) 0,60 0,0027 0,0027
OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH / DIR (N/A) 0,60 0,0027 0,0027
US3140HJY622 / FNCL UMBS 4.0 BK5232 05-01-48 0,60 -6,85 0,0027 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,59 -2,79 0,0026 0,0000
US3133BMDJ19 / FHLG 30YR 4% 09/01/2052#QF0105 0,59 -3,43 0,0026 -0,0000
US3140NASV66 / FNMA 30YR 6% 01/01/2053#BX5931 0,58 -1,53 0,0026 0,0000
FGLMC 4.5 Z40273 10-01-48 / ABS-MBS (US3132FCJS52) 0,58 -4,46 0,0026 -0,0000
US3132XUJP10 / FGLMC 3.5 Q52069 11-01-47 0,58 -6,77 0,0026 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,57 -1,71 0,0026 0,0000
US912810QE10 / United States Treas Bds Bond 0,57 -3,70 0,0026 -0,0000
US31342WAM38 / FHARM FRN 760012 04-01-45 0,57 -1,04 0,0025 0,0000
US911759MM76 / HUD 15-A 16 3.50% 08-01-30 0,57 0,53 0,0025 0,0001
US3133BTYS32 / FNCL UMBS 6.0 QF6121 01-01-53 0,57 -3,24 0,0025 -0,0000
US3132DWF406 / FNCL UMBS 4.5 SD8287 01-01-53 0,55 -3,83 0,0025 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,55 -0,72 0,0025 0,0001
US3137F4D414 / Freddie Mac Multifamily Structured Pass Through Certificates 0,55 0,18 0,0025 0,0001
US3132XYT567 / FGLMC 4.0 Q55971 05-01-48 0,55 -3,71 0,0024 -0,0000
US31342WAP68 / FHARM FRN 760014 08-01-45 0,54 -2,53 0,0024 0,0000
US3622A2C342 / G2SF 6.0 783690 09-20-39 0,54 -2,71 0,0024 0,0000
US3132Y2LS30 / FGLMC 4.5 Q58436 09-01-48 0,54 -3,42 0,0024 -0,0000
US3133C5V576 / FREDDIE MAC POOL UMBS P#QG5136 5.50000000 0,54 -1,65 0,0024 0,0000
SOFR 90DAY FUT OPT SFRZ5C C @ 96.5 12-12-25 / DIR (N/A) 0,52 0,0023 0,0023
US3140FQSF50 / FNCL UMBS 3.5 BE5017 02-01-45 0,52 -3,19 0,0023 -0,0000
US3133BN4P59 / FNCL UMBS 4.0 QF1730 10-01-52 0,51 -2,65 0,0023 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,51 0,0023 0,0023
US911759MQ80 / HUD 15-A 19 3.65% 08-01-33 0,50 -0,40 0,0022 0,0001
US9128284R87 / United States Treasury Note/Bond 0,50 0,40 0,0022 0,0001
US3132DWBB81 / FHLG 30YR 2% 03/01/2051# 0,50 -4,41 0,0022 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,49 -3,73 0,0022 -0,0000
US3140N0SB22 / FNMA POOL BW7713 FN 09/52 FIXED 4 0,48 -2,81 0,0022 0,0000
US3138AFB825 / FNCL UMBS 5.0 AI1862 05-01-41 0,47 -5,20 0,0021 -0,0001
US36177Y2W54 / G2SF 3.5 AA2589 03-20-43 0,47 -3,90 0,0021 -0,0000
US3133BKTV17 / FHLG 30YR 4% 09/01/2052#QE9564 0,46 -5,88 0,0021 -0,0001
US3132XY2H96 / FGLMC 4.0 Q56175 05-01-48 0,46 -7,77 0,0021 -0,0001
US3133BSFH05 / FNCL UMBS 4.0 QF4668 12-01-52 0,46 -2,77 0,0020 0,0000
US91282CFW64 / United States Treasury Note/Bond 0,46 -0,22 0,0020 0,0001
US3140FUWA20 / FNCL UMBS 3.5 BE8740 05-01-47 0,45 -2,59 0,0020 0,0000
US3140XKUR98 / FN FS4191 0,45 -3,45 0,0020 -0,0000
OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH / DIR (N/A) 0,45 0,0020 0,0020
OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH / DIR (N/A) 0,45 0,0020 0,0020
OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH / DIR (N/A) 0,45 0,0020 0,0020
OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH / DIR (N/A) 0,45 0,0020 0,0020
US3132DNP495 / UMBS, 30 Year 0,44 -2,85 0,0020 0,0000
US3132DWGY30 / Freddie Mac Pool 0,44 -3,70 0,0020 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,44 -57,59 0,0019 -0,0025
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,43 -2,52 0,0019 0,0000
SOFR 90DAY FUT OPT SFRU5C C @ 97 09-12-25 / DIR (N/A) 0,42 0,0019 0,0019
US3132XXGT08 / FGLMC 3.5 Q54709 03-01-48 0,42 -6,84 0,0019 -0,0001
US36230NYK52 / G2SF 6.5 754314 01-20-39 0,41 -1,92 0,0018 0,0000
US3132XTYU66 / FGLMC 3.5 Q51622 10-01-47 0,41 -3,10 0,0018 -0,0000
US3140N0UU74 / FNCL UMBS 4.0 BW7794 09-01-52 0,41 -2,64 0,0018 0,0000
US3133BRUP72 / FNCL UMBS 4.0 QF4190 11-01-52 0,41 -2,88 0,0018 0,0000
US3132WMN914 / FGLMC 3.5 Q47615 04-01-47 0,41 -2,41 0,0018 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,40 0,0018 0,0018
FMCC / Federal Home Loan Mortgage Corporation 0,40 0,0018 0,0018
US3140XLJU30 / FNCL UMBS 5.5 FS4774 03-01-53 0,40 -5,01 0,0018 -0,0000
US3132XXGK98 / FGLMC 3.5 Q54701 03-01-48 0,40 -4,34 0,0018 -0,0000
US3140QRAA10 / FANNIE MAE POOL FN CB5400 0,40 -3,66 0,0018 -0,0000
US31342WAN11 / FHARM FRN 760013 04-01-45 0,39 -1,75 0,0018 0,0000
US3140QLRQ19 / Federal National Mortgage Association, Inc. 0,39 -3,68 0,0018 -0,0000
US3620E1J214 / G2 FRN 894482 02-20-64 0,39 -10,07 0,0018 -0,0001
US3132DMY747 / Uniform Mortgage-Backed Securities 0,39 -4,85 0,0017 -0,0000
US3140XGCB37 / Fannie Mae Pool 0,39 -5,56 0,0017 -0,0001
US31418ET751 / Fannie Mae Pool 0,38 -4,00 0,0017 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,38 -4,80 0,0017 -0,0000
US31339SBR58 / FNCL UMBS 3.5 QA2748 09-01-49 0,38 -6,68 0,0017 -0,0001
US3140LPNE83 / Fannie Mae Pool 0,38 -3,09 0,0017 -0,0000
US3133BNLA90 / FHLG 30YR 4% 10/01/2052#QF1221 0,37 -2,87 0,0017 0,0000
US36230PEH91 / G2SF 3.5 754636 11-20-41 0,37 -3,91 0,0016 -0,0000
US3140MMTT58 / Fannie Mae Pool 0,37 -3,92 0,0016 -0,0000
US3132Y2JY36 / FGLMC 4.5 Q58378 09-01-48 0,36 -9,95 0,0016 -0,0001
US91282CBS98 / United States Treasury Note/Bond 0,36 -98,66 0,0016 -0,1156
US3140FXEP30 / FANNIE MAE POOL UMBS P#BF0141 5.50000000 0,36 -3,22 0,0016 -0,0000
US3140XA7H94 / UMBS Fannie Mae Pool 0,36 -4,51 0,0016 -0,0000
US35563PLH00 / Seasoned Credit Risk Transfer Trust Series 2019-3 0,35 -3,28 0,0016 -0,0000
US31396RAR84 / FHR 3156 PF PAC1 FRN (L+25) 05-15-36 0,34 -4,19 0,0015 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,34 -2,87 0,0015 0,0000
US31418EKT63 / FNMA 30YR 4.5% 11/52#MA4805 0,34 -4,29 0,0015 -0,0000
US3132XXGJ26 / FGLMC 3.5 Q54700 03-01-48 0,33 -4,03 0,0015 -0,0000
US36230PEJ57 / G2SF 4.0 754637 01-20-42 0,33 -4,06 0,0015 -0,0000
SOFR 90DAY FUT OPT SFRZ5C C @ 98 12-12-25 / DIR (N/A) 0,33 0,0015 0,0015
US3133KNVE02 / Freddie Mac Pool 0,33 -4,11 0,0015 -0,0000
US3132XXTN90 / FGLMC 3.5 Q55056 03-01-48 0,33 -6,88 0,0014 -0,0001
US3140H6NT23 / FNCL UMBS 3.5 BJ4901 03-01-48 0,32 -7,78 0,0014 -0,0001
US3140NJQN77 / FNMA POOL BY2260 FN 05/53 FIXED 6 0,32 -1,24 0,0014 0,0000
US36202FEH55 / Ginnie Mae II Pool 0,32 -3,94 0,0014 -0,0000
US3133BJ7D82 / FREDDIE MAC POOL UMBS P#QE8992 4.00000000 0,32 -3,37 0,0014 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,31 -2,51 0,0014 0,0000
US3132J9S255 / FGLMC 3.5 Q18236 05-01-43 0,31 -2,85 0,0014 0,0000
US3132DM2K07 / FHLMC 30YR UMBS SUPER 0,31 -4,36 0,0014 -0,0000
SOFR 90DAY FUT OPT SFRU5C C @ 98 09-12-25 / DIR (N/A) 0,31 0,0014 0,0014
US3133KMYK51 / FHLG 30YR 2% 02/01/2052#RA6114 0,30 -5,90 0,0014 -0,0000
US3133KJXM97 / Freddie Mac Pool 0,30 -7,95 0,0013 -0,0001
US3132DWA522 / UMBS Freddie Mac Pool 0,30 -3,85 0,0013 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,30 0,0013 0,0013
US912810TD00 / United States Treasury Note/Bond 0,30 -7,19 0,0013 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,29 0,0013 0,0013
US3140NJJF27 / FNMA POOL BY2061 FN 05/53 FIXED 6 0,29 -1,34 0,0013 0,0000
FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH / DIR (N/A) 0,29 0,0013 0,0013
FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH / DIR (N/A) 0,29 0,0013 0,0013
US3133BRSZ82 / FNCL UMBS 5.5 QF4136 12-01-52 0,29 -8,70 0,0013 -0,0001
US3140F9WA99 / FNCL UMBS 3.5 BD2440 01-01-47 0,29 -2,65 0,0013 0,0000
US3140Q8S894 / FNCI UMBS 3.0 CA1442 03-01-33 0,29 -4,89 0,0013 -0,0000
US3133BFXB12 / FREDDIE MAC POOL FR QE6074 0,29 -3,96 0,0013 -0,0000
US3140QEZS40 / FN CA7052 3 9/1/50 0,29 -5,86 0,0013 -0,0000
US3140N5PU27 / FNMA 30YR 4% 11/01/2052#BX1334 0,29 -3,02 0,0013 0,0000
US3140MX4W10 / FNMA POOL BW6236 FN 09/52 FIXED 4 0,29 -3,34 0,0013 -0,0000
US3132XXJ347 / FGLMC 3.5 Q54781 03-01-48 0,29 -3,38 0,0013 -0,0000
US3140FQR740 / FNCL UMBS 3.5 BE5009 01-01-45 0,29 -3,39 0,0013 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,28 -3,44 0,0013 -0,0000
US31418CDZ41 / FNCT UMBS 4.0 MA2819 11-01-36 0,27 -2,15 0,0012 0,0000
US3133BMW354 / FHLG 30YR 4% 09/01/2052#QF0666 0,27 -2,86 0,0012 0,0000
OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH / DIR (N/A) 0,27 0,0012 0,0012
FMCC / Federal Home Loan Mortgage Corporation 0,26 -2,96 0,0012 0,0000
US3140QRUL54 / FANNIE MAE POOL UMBS P#CB5986 5.00000000 0,26 -3,68 0,0012 -0,0000
US3138AG3U09 / FNCL UMBS 5.0 AI3510 06-01-41 0,26 -2,61 0,0012 0,0000
US3132XYT492 / FGLMC 4.0 Q55970 05-01-48 0,26 -3,69 0,0012 -0,0000
US3140QRM423 / FNCL UMBS 6.0 CB5778 12-01-52 0,26 -4,80 0,0012 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,26 0,0012 0,0012
FMCC / Federal Home Loan Mortgage Corporation 0,26 0,0012 0,0012
US3132Y1BL14 / FGLMC 4.5 Q57242 07-01-48 0,26 -3,38 0,0011 -0,0000
US3140QPSG32 / Fannie Mae Pool 0,26 -4,46 0,0011 -0,0000
US3620E1H234 / G2 FRN 894475 10-20-63 0,26 -20,00 0,0011 -0,0002
SOFR 90DAY FUT OPT SFRZ5C C @ 97 12-12-25 / DIR (N/A) 0,26 0,0011 0,0011
US31396RAU14 / FHR 3156 PO PAC PO .0% 05-15-36 0,25 -4,17 0,0011 -0,0000
US3133BNXC29 / FNCL UMBS 4.0 QF1575 10-01-52 0,25 -2,70 0,0011 0,0000
US3133BQQS84 / FED HM LN PC POOL QF3165 FR 11/52 FIXED 4 0,25 -2,72 0,0011 0,0000
US3133HMD559 / FNCN UMBS 1.5 QS0124 11-01-30 0,25 -5,32 0,0011 -0,0000
US3140QLNW23 / Uniform Mortgage-Backed Securities 0,25 -4,62 0,0011 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,25 -4,30 0,0011 -0,0000
US36179XBQ88 / GNMA 0,24 -4,72 0,0011 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,24 -3,63 0,0011 -0,0000
US3140H63L15 / FNCI UMBS 3.0 BJ5302 03-01-33 0,23 -2,13 0,0010 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,23 -2,15 0,0010 0,0000
US3132Y0KC31 / FGLMC 3.5 Q56590 06-01-48 0,23 -2,58 0,0010 0,0000
US3140HPZH33 / FNCL UMBS 4.0 BK9743 08-01-48 0,23 -3,00 0,0010 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,23 -3,85 0,0010 -0,0000
US3138ARYA63 / FNCL UMBS 5.0 AJ0704 09-01-41 0,22 -3,86 0,0010 -0,0000
US3140MX2N39 / Fannie Mae Pool 0,22 -2,64 0,0010 0,0000
US3132JASX45 / FGLMC 3.5 Q19133 06-01-43 0,22 -9,05 0,0010 -0,0001
US31418ELA63 / FNCL UMBS 6.5 MA4820 10-01-52 0,22 -8,79 0,0010 -0,0001
US3132J87J35 / FGLMC 3.5 Q17696 04-01-43 0,22 -2,69 0,0010 0,0000
US3133BPD621 / Freddie Mac Pool 0,21 -4,48 0,0010 -0,0000
US3132XXJ420 / FGLMC 3.5 Q54782 03-01-48 0,21 -10,59 0,0009 -0,0001
US3133BRKT05 / FNCL UMBS 4.0 QF3906 11-01-52 0,21 -2,79 0,0009 0,0000
US3138NXVE44 / FNCL UMBS 3.5 AR1512 01-01-43 0,21 -2,79 0,0009 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,21 -2,35 0,0009 0,0000
US31396KD743 / FNR 06-83 AO PAC PO .0% 09-25-36 0,20 -5,14 0,0009 -0,0000
US3138WU5X74 / FNCL UMBS 3.5 AT7161 06-01-43 0,20 -2,88 0,0009 0,0000
US3133B6YR53 / Freddie Mac Pool 0,20 -5,21 0,0009 -0,0000
US36296Q3P23 / GNSF 5.0 698406 07-15-39 0,20 -2,91 0,0009 0,0000
US3132DNS614 / FREDDIE MAC POOL UMBS P#SD1441 4.00000000 0,19 -3,00 0,0009 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,19 -57,43 0,0009 -0,0011
US3140LPN814 / UMBS Fannie Mae Pool 0,19 -3,63 0,0008 -0,0000
US3138ATCK40 / FNCL UMBS 4.0 AJ1873 10-01-41 0,18 -3,66 0,0008 -0,0000
US3140XJ5K50 / FANNIE MAE POOL FN FS3549 0,18 -3,68 0,0008 -0,0000
US31396KAC62 / FNR 06-65 PF PAC1 FRN (L+28) 07-25-36 0,18 -6,22 0,0008 -0,0000
US29766DAF15 / ETHAIR SR SEC SF 2.646% 05-12-26 0,18 -19,64 0,0008 -0,0002
US3132XXGH69 / FGLMC 3.5 Q54699 03-01-48 0,18 -4,28 0,0008 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,18 0,0008 0,0008
FMCC / Federal Home Loan Mortgage Corporation 0,18 0,0008 0,0008
US3138A1L904 / FNCL UMBS 4.5 AH0351 02-01-41 0,17 -3,39 0,0008 -0,0000
US31418ES431 / UMBS, 30 Year 0,17 -3,43 0,0008 -0,0000
US3140QQQL28 / FNMA POOL CB4958 FN 10/52 FIXED 4 0,16 -4,76 0,0007 -0,0000
US3140HAG461 / FNCL UMBS 4.5 BJ8318 01-01-48 0,16 -3,09 0,0007 -0,0000
FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH / DIR (N/A) 0,16 0,0007 0,0007
FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH / DIR (N/A) 0,16 0,0007 0,0007
US36230NY749 / G2SF 754334 10-20-32 0,15 -4,35 0,0007 -0,0000
US31418EJT82 / UMBS 0,15 0,0007 0,0007
US3140QMQA58 / FNMA 15YR 2.5% 11/01/2036#CB2248 0,15 0,0007 0,0007
US3132DQY599 / UMBS 0,15 -3,31 0,0007 -0,0000
US31395NXW28 / FNR 06-56 OG PAC PO 0.0% 07-25-36 0,14 -4,67 0,0006 -0,0000
US3140MW3M64 / Fannie Mae Pool 0,14 -1,39 0,0006 0,0000
US31419BL604 / FNCL UMBS 5.0 AE1248 06-01-41 0,13 -2,19 0,0006 0,0000
US3133ACPX02 / Freddie Mac Pool 0,13 -4,32 0,0006 -0,0000
US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION 0,13 -2,94 0,0006 -0,0000
SOFR 90DAY FUT OPT SFRZ5C C @ 97.5 12-12-25 / DIR (N/A) 0,13 0,0006 0,0006
US3140LW4U81 / FNMA 30YR 4.5% 01/01/2053#BT8034 0,13 -4,38 0,0006 -0,0000
US3140M5SA46 / FNCL UMBS 5.0 BU4112 07-01-53 0,13 -2,24 0,0006 0,0000
FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH / DIR (N/A) 0,13 0,0006 0,0006
FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH / DIR (N/A) 0,13 0,0006 0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,13 -2,96 0,0006 -0,0000
US3138YAPF60 / FNCL UMBS 3.5 AX8521 12-01-44 0,13 -2,99 0,0006 -0,0000
US3140JHJS38 / FNCL UMBS 4.5 BN1172 11-01-48 0,13 -3,70 0,0006 -0,0000
US3138AW7D94 / FNCL UMBS 5.0 AJ5391 11-01-41 0,13 -3,10 0,0006 0,0000
US3132Y0KB57 / FGLMC 3.5 Q56589 06-01-48 0,12 -10,87 0,0006 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,12 -3,17 0,0005 -0,0000
OIS PAYFIX USD 3.916% 03-30-23/07-11-25 LCH / DIR (N/A) 0,12 0,0005 0,0005
OIS PAYFIX USD 3.916% 03-30-23/07-11-25 LCH / DIR (N/A) 0,12 0,0005 0,0005
US3140FUWC85 / FNCL UMBS 3.5 BE8742 05-01-47 0,12 -3,20 0,0005 -0,0000
US31418D2L54 / Fannie Mae Pool 0,12 -3,97 0,0005 -0,0000
US3140H5ZG90 / FNCL UMBS 4.0 BJ4342 01-01-48 0,12 -2,48 0,0005 0,0000
US3620APXS95 / GNSF 736089 06-15-40 0,12 -2,48 0,0005 0,0000
US3132DWJ614 / FNCL UMBS 6.5 SD8385 12-01-53 0,12 -7,87 0,0005 -0,0000
OIS RECFIX USD 4.8195% 09-01-23/09-01-25 LCH / DIR (N/A) 0,12 0,0005 0,0005
US3132XXLM99 / FGLMC 3.5 Q54831 03-01-48 0,11 -3,39 0,0005 -0,0000
FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH / DIR (N/A) 0,11 0,0005 0,0005
US3132XXTS87 / FGLMC 3.5 Q55060 04-01-48 0,11 -3,48 0,0005 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,11 -2,65 0,0005 0,0000
US31396JXH30 / FHR 3146 PO PAC PO .0% 04-15-36 0,11 -2,68 0,0005 0,0000
US31410KCZ57 / FNIONP 7.0 889388 03-01-38 0,11 -1,83 0,0005 0,0000
US3132XXGG86 / FGLMC 3.5 Q54698 03-01-48 0,11 -4,55 0,0005 -0,0000
US3140J5JZ36 / FNCL UMBS 3.0 BM1179 04-01-47 0,10 -5,66 0,0004 -0,0000
US3133BFGU85 / FHLG 30YR 4% 07/01/2052#QE5611 0,10 -5,66 0,0004 -0,0000
US3138WJGU65 / Fannie Mae Pool 0,10 -3,92 0,0004 -0,0000
US31397B2P50 / FHR 3213 OG PAC PO .0% 09-15-36 0,10 -4,90 0,0004 -0,0000
US3138WMN648 / FNCL UMBS 3.5 AT0412 03-01-43 0,10 -3,06 0,0004 0,0000
US3132Y0KD14 / FGLMC 3.5 Q56591 06-01-48 0,10 -3,06 0,0004 -0,0000
US3620APXM26 / GNSF 5.0 736084 100% MOD 06-15-40 0,10 -2,06 0,0004 0,0000
US3132DWF323 / Freddie Mac Pool 0,09 -4,08 0,0004 -0,0000
US3138EMWS66 / FNCT UMBS 6.5 AL5156 02-01-29 0,09 -17,54 0,0004 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,09 0,0004 0,0004
FMCC / Federal Home Loan Mortgage Corporation 0,09 0,0004 0,0004
US31418EU999 / Fannie Mae Pool 0,09 -3,16 0,0004 -0,0000
US36241KTW89 / GNSF 6.0 782365 07-15-38 0,09 -2,13 0,0004 0,0000
US31418EJ505 / Federal National Mortgage Association (FNMA) 0,09 -4,26 0,0004 -0,0000
US38375BVS86 / GNR 12-H20 PT FRN 07-20-62 0,09 -18,92 0,0004 -0,0001
US3140N5FL38 / FNMA POOL BX1070 FN 12/52 FIXED 6 0,09 -1,10 0,0004 0,0000
US3140XMHM15 / Fannie Mae Pool 0,09 -4,30 0,0004 -0,0000
US3140HPZ345 / FNCL UMBS 4.5 BK9761 08-01-48 0,09 -3,33 0,0004 -0,0000
US3138YRTL28 / FNCI UMBS 3.5 AZ0554 10-01-30 0,09 -3,33 0,0004 -0,0000
US31418DYB27 / FN MA4305 0,09 -4,44 0,0004 -0,0000
US3620AWGT13 / GNSF 4.0 741910 100% MOD 02-15-39 0,09 -4,49 0,0004 -0,0000
US3140N5KQ69 / FNMA 30YR 4% 10/01/2052#BX1202 0,08 -2,35 0,0004 0,0000
OIS RECFIX USD 4.8189% 08-25-23/08-25-25 LCH / DIR (N/A) 0,08 0,0004 0,0004
US31417J3C20 / FNCL UMBS 5.0 AC0794 10-01-39 0,08 -2,44 0,0004 0,0000
US912810QT88 / United States Treas Bds Bond 0,08 -4,76 0,0004 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,08 -4,76 0,0004 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,08 -3,70 0,0004 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,08 -2,50 0,0004 0,0000
US38375BRN46 / GNR 12-H12 FT FRN 2.76% 05-20-62 0,08 -11,36 0,0003 -0,0000
US3132DWJT18 / Freddie Mac Pool 0,08 0,0003 0,0003
FMCC / Federal Home Loan Mortgage Corporation 0,07 0,0003 0,0003
US36202FWS19 / G2FS 4.0 5157 H4H 150K MAX 08-20-41 0,07 -3,95 0,0003 -0,0000
US912810RN00 / United States Treas Bds Bond 0,07 -5,19 0,0003 -0,0000
US3140QSXP15 / FNMA POOL CB6985 FN 05/53 FIXED 4 0,07 -2,74 0,0003 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,07 -2,82 0,0003 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,07 -2,94 0,0003 0,0000
US3140NG5K24 / FNMA POOL BY0849 FN 05/53 FIXED 5.5 0,07 -9,59 0,0003 -0,0000
US3140KTMN23 / Fannie Mae Pool 0,07 -2,99 0,0003 -0,0000
US3138YFEW00 / FNCI UMBS 3.5 AY1948 01-01-30 0,06 -5,97 0,0003 -0,0000
US31371NQG33 / FNCI UMBS 6.5 257055 12-01-27 0,06 -19,48 0,0003 -0,0001
US3140GREU48 / FNCL UMBS 3.5 BH2846 05-01-47 0,06 -3,17 0,0003 -0,0000
US31359VYH04 / FNGT 99-T2 A1 7.5% 01-19-39 0,06 -11,76 0,0003 -0,0000
US3138YFA793 / FNCL UMBS 3.5 AY1829 12-01-44 0,06 -3,23 0,0003 0,0000
US3140MSNR27 / FNCL UMBS 4.0 BW1299 11-01-52 0,06 -3,23 0,0003 0,0000
US36230NYQ23 / G2SF 6.5 754319 175K MAX 01-20-37 0,06 -1,67 0,0003 0,0000
US36202FXQ44 / G2FS 5.5 5187 H4H 09-20-41 0,06 -1,67 0,0003 0,0000
US36230NY822 / G2SF 754335 08-20-29 0,06 -9,37 0,0003 -0,0000
US3620ASY942 / G2SF 6.5 738836 11-20-38 0,06 -1,69 0,0003 0,0000
US3140MSHM04 / Federal National Mortgage Association, Inc. 0,06 -3,33 0,0003 -0,0000
US3140GREW04 / FNCL UMBS 3.5 BH2848 05-01-47 0,06 -5,08 0,0002 -0,0000
US3140QTAS83 / FNMA POOL CB7216 FN 09/53 FIXED 4 0,06 -3,51 0,0002 0,0000
US3140MWTU04 / Fannie Mae Pool 0,05 -3,57 0,0002 0,0000
OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH / DIR (N/A) 0,05 0,0002 0,0002
OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH / DIR (N/A) 0,05 0,0002 0,0002
US31419BM362 / FNCL UMBS 5.0 AE1277 11-01-41 0,05 -1,82 0,0002 -0,0000
US3132DNRB19 / Freddie Mac Pool 0,05 -3,64 0,0002 -0,0000
US36230NXQ32 / G2SF 6.5 754287 150K MAX 11-20-38 0,05 0,00 0,0002 0,0000
US3138WRMC10 / FNCL UMBS 3.5 AT3954 04-01-43 0,05 -3,77 0,0002 0,0000
US3140KYEH32 / Fannie Mae Pool 0,05 -3,77 0,0002 -0,0000
US36178CMW00 / G2SF 6.5 AA4873 12-20-38 0,05 -9,26 0,0002 -0,0000
US3133C2SS86 / FED HM LN PC POOL QG2329 FR 04/53 FIXED 4 0,05 -2,00 0,0002 -0,0000
US3140N12G73 / FNMA POOL BW8874 FN 09/52 FIXED 4 0,05 -4,00 0,0002 0,0000
US3133BNZU09 / FREDDIE MAC POOL UMBS P#QF1655 4.00000000 0,05 -2,04 0,0002 0,0000
US31359SU656 / FNR 01-25 ZA 6.5% 06-25-31 0,05 -7,84 0,0002 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,05 0,0002 0,0002
US36202FVD58 / G2FS 6.5 5112 H4H 07-20-41 0,05 0,00 0,0002 0,0000
US3133BGM399 / FREDDIE MAC POOL UMBS P#QE6678 4.00000000 0,05 -2,17 0,0002 0,0000
US3140GRPG35 / FNCL UMBS 4.0 BH3122 06-01-47 0,05 -2,17 0,0002 0,0000
US3132DNU354 / FNCL UMBS 4.0 SD1502 07-01-52 0,04 -2,22 0,0002 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -4,44 0,0002 -0,0000
US3128P8DN84 / FGTW 4.0 C91909 11-01-36 0,04 -4,44 0,0002 -0,0000
US3140N4AJ61 / FANNIE MAE POOL FN BX0008 0,04 -2,33 0,0002 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -4,65 0,0002 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,04 -2,38 0,0002 -0,0000
US3133C5HH71 / FNCL UMBS 5.5 QG4732 06-01-53 0,04 -2,44 0,0002 0,0000
FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH / DIR (N/A) 0,04 0,0002 0,0002
FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH / DIR (N/A) 0,04 0,0002 0,0002
US38373Q3R00 / GNR 03-46 NB PAC1 5.0% 06-20-33 0,04 -11,36 0,0002 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0002 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0002 0,0002
US31418EKS80 / FNMA 30YR 4% 11/01/2052#MA4804 0,04 -2,56 0,0002 -0,0000
US3128NGE359 / FHARM FRN 1H1354 11-01-36 0,04 -13,95 0,0002 -0,0000
US31410GKK84 / FNIONP 7.0 888698 10-01-37 0,04 0,00 0,0002 0,0000
US3140QNHD71 / FANNIE MAE POOL UMBS P#CB2927 2.00000000 0,04 -5,26 0,0002 -0,0000
US3138WMKN06 / FNCL UMBS AT0300 03-01-43 0,04 -2,70 0,0002 -0,0000
US3140QQ6Q37 / FNCL UMBS 4.0 CB5378 09-01-52 0,04 -2,78 0,0002 0,0000
US3140QPPE11 / FNMA 30YR 4% 07/01/2052#CB4020 0,03 -2,86 0,0002 -0,0000
US3140N8NL84 / FNCL UMBS 4.0 BX3994 11-01-52 0,03 0,00 0,0002 0,0000
US3138YHJ279 / FNCL UMBS 4.0 AY3880 11-01-45 0,03 -2,94 0,0002 -0,0000
US31419BM933 / FNCL UMBS AE1283 12-01-41 0,03 -5,71 0,0002 -0,0000
US3140H72B24 / FNCL UMBS 4.0 BJ6169 01-01-48 0,03 -2,94 0,0002 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,03 0,0001 0,0001
US31371NJD84 / FNIONP 6.5 256860 08-01-37 0,03 0,00 0,0001 0,0000
US36296TQ719 / GNSF 5.5 700778 10-15-38 0,03 -3,03 0,0001 0,0000
US31371NNJ09 / FNCT UMBS 6.5 256993 11-01-27 0,03 -13,51 0,0001 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 -3,12 0,0001 0,0000
US3133ANVY75 / FHLG 30YR 2.5% 07/01/2051#QC4231 0,03 -6,06 0,0001 -0,0000
US3140N0RX50 / FNMA 30YR 4% 09/01/2052#BW7701 0,03 -3,12 0,0001 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,03 -3,12 0,0001 0,0000
US3140NL4F30 / FNCL UMBS 4.0 BY4421 06-01-53 0,03 -3,45 0,0001 0,0000
US31414MP421 / FNIONP 6.0 970343 02-01-38 0,03 -3,45 0,0001 0,0000
US31412RDK05 / FNCL UMBS 932606 02-01-40 0,03 -3,45 0,0001 -0,0000
US3132J66L36 / FGLMC 4.0 Q15874 02-01-43 0,03 -3,45 0,0001 0,0000
US31418EV567 / FNMA 30YR 4% 09/01/2053# 0,03 -3,45 0,0001 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,03 0,00 0,0001 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 -3,57 0,0001 0,0000
US3133BRNA86 / FNCL UMBS 4.0 QF3985 11-01-52 0,03 -3,57 0,0001 0,0000
US3133BK3N74 / FREDDIE MAC POOL UMBS P#QE9805 4.00000000 0,03 -3,70 0,0001 0,0000
US31418ERP78 / FNCL UMBS 4.0 MA4993 04-01-53 0,03 -3,70 0,0001 -0,0000
US36202FS563 / G2FS 5.0 5040 H4H 04-20-41 0,03 -3,85 0,0001 -0,0000
OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH / DIR (N/A) 0,03 0,0001 0,0001
OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH / DIR (N/A) 0,03 0,0001 0,0001
OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH / DIR (N/A) 0,02 0,0001 0,0001
OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH / DIR (N/A) 0,02 0,0001 0,0001
US31371NGT63 / FNIONP 6.5 256810 07-01-37 0,02 -4,17 0,0001 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,00 0,0001 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,02 -4,35 0,0001 0,0000
US3139216A17 / FNGT 01-T10 A1 7.0% 12-25-41 0,02 -4,35 0,0001 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 -4,76 0,0001 -0,0000
US36182DBS36 / G2RM FRN AG8149 06-20-64 0,02 -9,52 0,0001 -0,0000
US3620E0DY97 / Ginnie Mae II Pool 0,02 -36,67 0,0001 -0,0000
US36179UWB42 / G2SF 5.0 MA6042 07-20-49 0,02 -5,56 0,0001 -0,0000
US3138E2LH65 / Fannie Mae Pool 0,02 -5,56 0,0001 -0,0000
OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH / DIR (N/A) 0,02 0,0001 0,0001
OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH / DIR (N/A) 0,02 0,0001 0,0001
OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH / DIR (N/A) 0,02 0,0001 0,0001
OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH / DIR (N/A) 0,02 0,0001 0,0001
OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH / DIR (N/A) 0,01 0,0001 0,0001
OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH / DIR (N/A) 0,01 0,0001 0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,01 0,0001 0,0001
US31371NHD03 / FNIONP 7.0 256828 07-01-37 0,01 0,00 0,0001 0,0000
US31418Q6C20 / FNCL UMBS 5.0 AD3566 10-01-35 0,01 -8,33 0,0001 -0,0000
OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH / DIR (N/A) 0,01 0,0001 0,0001
OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH / DIR (N/A) 0,01 0,0001 0,0001
US31410F6H33 / FNIONP 6.5 888372 04-01-37 0,01 0,00 0,0000 0,0000
US3140GREV21 / FNCL UMBS 3.5 BH2847 05-01-47 0,01 -50,00 0,0000 -0,0000
FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH / DIR (N/A) 0,01 0,0000 0,0000
FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH / DIR (N/A) 0,01 0,0000 0,0000
US31402RFL87 / FNCL UMBS 8.0 735571 11-01-31 0,01 -23,08 0,0000 -0,0000
US36202EUF41 / G2FS 5.5 4182 H4H 07-20-38 0,01 0,00 0,0000 0,0000
US36202EZ850 / G2SF 4.0 4367 02-20-39 0,01 0,00 0,0000 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,01 -81,48 0,0000 -0,0002
US36297E2J34 / G2RF 4.7 710077 05-20-61 0,01 0,00 0,0000 0,0000
US36179T4R30 / Ginnie Mae II Pool 0,01 0,00 0,0000 -0,0000
US31418CE674 / FNCT UMBS 4.0 MA2856 12-01-36 0,01 0,00 0,0000 0,0000
US3140EXZ718 / FNCL UMBS BC3465 02-01-46 0,01 0,00 0,0000 0,0000
US3138ER6G03 / Fannie Mae Pool 0,00 -33,33 0,0000 -0,0000
US3140JHF324 / FNCI UMBS 4.0 BN1085 01-01-34 0,00 -20,00 0,0000 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,00 0,00 0,0000 -0,0000
US36182DC780 / G2RF 4.432 AG8194 09-20-64 0,00 0,00 0,0000 -0,0000
US36182DBZ78 / G2 FRN AG8156 07-20-64 0,00 0,00 0,0000 -0,0000
US3140KEN950 / Fannie Mae Pool 0,00 0,00 0,0000 -0,0000
US31371NDM48 / FNMA 6.50% 3/27 #256708 0,00 0,00 0,0000 -0,0000
US31418MLK61 / Fannie Mae Pool 0,00 -50,00 0,0000 -0,0000
US3131WJCX97 / FNCL UMBS 6.5 ZI5486 09-01-36 0,00 0,00 0,0000 0,0000
US36182DBT19 / G2RF 4.982 AG8150 07-20-64 0,00 0,00 0,0000 0,0000
US31400RR946 / FNCL UMBS 5.0 695412 06-01-33 0,00 0,00 0,0000 0,0000
US36297E2F12 / G2RF 4.72 710074 04-20-61 0,00 0,00 0,0000 0,0000
US31413THH86 / FNCL UMBS 6.5 954832 01-01-38 0,00 0,00 0,0000 0,0000
US36182C6D42 / G2RF 4.987 AG8068 01-20-64 0,00 0,00 0,0000 0,0000
US3132A1ER15 / FNCL UMBS 6.5 ZS1044 02-01-36 0,00 0,0000 -0,0000
US36184EHP97 / G2RF 4.5 AL7438 01-20-65 0,00 0,0000 0,0000
US36182DBY04 / G2RF 5.116 AG8155 07-20-64 0,00 0,0000 -0,0000
US38375BXS68 / GNR 12-H23 FI I/O FRN 10-20-62 0,00 -100,00 0,0000 -0,0000
US36230KR608 / G2RF 4.297 751409 07-20-61 0,00 0,0000 -0,0000
US36182DC293 / G2RF 5.139 AG8189 09-20-64 0,00 0,0000 -0,0000
US3133C2CL08 / FNCL UMBS 5.5 QG1875 05-01-53 0,00 0,0000 -0,0000
US3138EHN240 / Fannie Mae Pool 0,00 0,0000 0,0000
US36182DCG88 / G2RF 5.338 AG8171 07-20-64 0,00 0,0000 0,0000
US36230UY868 / Ginnie Mae II Pool 0,00 0,0000 -0,0000
US31413J4W16 / FNCL UMBS 6.5 947337 10-01-37 0,00 0,0000 -0,0000
US36176JS686 / G2RF 4.452 767641 05-20-63 0,00 0,0000 -0,0000
US31410GQ221 / Fannie Mae Pool 0,00 0,0000 0,0000
US912828N712 / United States Treasury Inflation Indexed Bonds 0,00 0,0000 0,0000
US36176JR779 / G2RF 4.584 767610 11-20-62 0,00 0,0000 -0,0000
US36177QEF63 / G2RF 5.02 795533 05-20-63 0,00 0,0000 0,0000
US31410VJJ08 / Fannie Mae Pool 0,00 0,0000 0,0000
US31385WZT97 / Fannie Mae Pool 0,00 0,0000 -0,0000
US912810SV17 / United States Treasury Inflation Indexed Bonds 0,00 0,0000 -0,0000
US36177QCH48 / Ginnie Mae II Pool 0,00 0,0000 -0,0000
UST 5YR FUT OPT 5IK5P P @ 107.5 05-30-25 / DIR (N/A) 0,00 0,0000 0,0000
OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH / DIR (N/A) -0,01 -0,0000 -0,0000
OIS PAYFIX USD 4.63358% 07-25-24/10-31-25 LCH / DIR (N/A) -0,02 -0,0001 -0,0001
OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH / DIR (N/A) -0,02 -0,0001 -0,0001
OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH / DIR (N/A) -0,03 -0,0001 -0,0001
FSWP: OIS PAYFIX USD 3.62% 09-02-25/06-30-27 LCH / DIR (N/A) -0,11 -0,0005 -0,0005
FSWP: OIS PAYFIX USD 3.62% 09-02-25/06-30-27 LCH / DIR (N/A) -0,11 -0,0005 -0,0005
OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH / DIR (N/A) -0,13 -0,0006 -0,0006
OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH / DIR (N/A) -0,14 -0,0006 -0,0006
OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH / DIR (N/A) -0,15 -0,0007 -0,0007
OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH / DIR (N/A) -0,15 -0,0007 -0,0007
SOFR 90DAY FUT SFRH6 06-16-26 / DIR (N/A) -0,27 -0,0012 -0,0012
OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH / DIR (N/A) -0,30 -0,0013 -0,0013
UST 10YR FUT ULTRA UXYU5 09-19-25 / DIR (N/A) -0,31 -0,0014 -0,0014
OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH / DIR (N/A) -0,35 -0,0016 -0,0016
OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH / DIR (N/A) -0,35 -0,0016 -0,0016
SOFR 90DAY FUT SFRZ5 03-17-26 / DIR (N/A) -0,36 -0,0016 -0,0016
OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH / DIR (N/A) -0,37 -0,0016 -0,0016
OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH / DIR (N/A) -0,37 -0,0016 -0,0016
OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH / DIR (N/A) -0,37 -0,0016 -0,0016
OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH / DIR (N/A) -0,37 -0,0016 -0,0016
FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH / DIR (N/A) -0,39 -0,0017 -0,0017
UST 5YR FUT OPT 5IK5C C @ 107.5 05-30-25 / DIR (N/A) -0,41 -0,0018 -0,0018
OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH / DIR (N/A) -0,46 -0,0020 -0,0020
OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH / DIR (N/A) -0,46 -0,0020 -0,0020
OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH / DIR (N/A) -0,47 -0,0021 -0,0021
OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH / DIR (N/A) -0,47 -0,0021 -0,0021
FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH / DIR (N/A) -0,48 -0,0021 -0,0021
OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH / DIR (N/A) -0,50 -0,0022 -0,0022
OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH / DIR (N/A) -0,50 -0,0022 -0,0022
OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH / DIR (N/A) -0,55 -0,0024 -0,0024
OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH / DIR (N/A) -0,56 -0,0025 -0,0025
FSWP: OIS PAYFIX USD 3.762% 09-02-25/04-30-32 LCH / DIR (N/A) -0,56 -0,0025 -0,0025
FSWP: OIS PAYFIX USD 3.762% 09-02-25/04-30-32 LCH / DIR (N/A) -0,56 -0,0025 -0,0025
OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH / DIR (N/A) -0,57 -0,0025 -0,0025
OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH / DIR (N/A) -0,61 -0,0027 -0,0027
OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH / DIR (N/A) -0,61 -0,0027 -0,0027
OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH / DIR (N/A) -0,61 -0,0027 -0,0027
OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH / DIR (N/A) -0,61 -0,0027 -0,0027
FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH / DIR (N/A) -0,61 -0,0027 -0,0027
OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH / DIR (N/A) -0,64 -0,0029 -0,0029
OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH / DIR (N/A) -0,64 -0,0029 -0,0029
FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH / DIR (N/A) -0,68 -0,0030 -0,0030
OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH / DIR (N/A) -0,69 -0,0031 -0,0031
OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH / DIR (N/A) -0,69 -0,0031 -0,0031
OIS RECFIX USD 3.065% 04-07-23/04-07-40 LCH / DIR (N/A) -1,80 -0,0080 -0,0080
OIS RECFIX USD 3.065% 04-07-23/04-07-40 LCH / DIR (N/A) -1,80 -0,0080 -0,0080
OIS RECFIX USD 3.31% 03-31-23/06-09-30 LCH / DIR (N/A) -2,66 -0,0119 -0,0119
OIS RECFIX USD 3.31% 03-31-23/06-09-30 LCH / DIR (N/A) -2,66 -0,0119 -0,0119
SOFR 90DAY FUT SFRH5 06-17-25 / DIR (N/A) -3,91 -0,0174 -0,0174
OIS RECFIX USD 3.561% 08-09-24/08-09-44 LCH / DIR (N/A) -4,21 -0,0188 -0,0188
OIS RECFIX USD 3.616% 08-05-24/08-05-44 LCH / DIR (N/A) -4,39 -0,0196 -0,0196
OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH / DIR (N/A) -4,81 -0,0214 -0,0214
SOFR 90DAY FUT SFRM5 09-16-25 / DIR (N/A) -4,88 -0,0217 -0,0217