1 | 2 Year Treasury Note Future June 24 | N/A | 18.89% | 3,210 |
2 | Morgan Stanley Instl Lqudty Trs Instl | N/A | 10.64% | 367,964,845 |
3 | Federal National Mortgage Association 4% | N/A | 3.35% | 127,218,000 |
4 | Federal National Mortgage Association 5% | N/A | 2.79% | 99,862,000 |
5 | United States Treasury Notes 4.625% | N/A | 2.34% | 81,000,000 |
6 | Fnma Pass-Thru I 4% | N/A | 2.28% | 83,972,295 |
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7 | United States Treasury Notes 4.625% | N/A | 2.26% | 78,400,000 |
8 | Federal National Mortgage Association 3.5% | N/A | 2.12% | 83,372,000 |
9 | Fnma Pass-Thru I 4% | N/A | 1.95% | 72,294,643 |
10 | United States Treasury Notes 2.5% | N/A | 1.73% | 60,000,000 |
11 | 5 Year Treasury Note Future June 24 | N/A | 1.72% | 562 |
12 | Federal National Mortgage Association 3% | N/A | 1.59% | 65,067,000 |
13 | Federal National Mortgage Association 4.5% | N/A | 1.58% | 58,114,000 |
14 | United States Treasury Notes 4.125% | N/A | 1.17% | 41,000,000 |
15 | Federal National Mortgage Association 3% | N/A | 1.16% | 43,176,916 |
16 | Fnma Pass-Thru I 4.5% | N/A | 1.15% | 41,116,280 |
17 | Federal Home Loan Mortgage Corp. 3% | N/A | 1.13% | 45,333,049 |
18 | Federal National Mortgage Association 3% | N/A | 1.02% | 37,757,302 |
19 | Federal National Mortgage Association 3.5% | N/A | 1.02% | 39,233,825 |
20 | Federal Home Loan Mortgage Corp. 5.7945% | N/A | 1.01% | 35,801,604 |
21 | Fnma Pass-Thru I 3.5% | N/A | 0.99% | 38,840,326 |
22 | Federal Home Loan Mortgage Corp. 2% | N/A | 0.92% | 34,684,832 |
23 | Fnma Pass-Thru I 3.5% | N/A | 0.90% | 34,052,703 |
24 | Fnma Pass-Thru I 3.5% | N/A | 0.89% | 33,527,426 |
25 | Federal Home Loan Mortgage Corp. 2% | N/A | 0.88% | 33,762,437 |
26 | Freddie Mac Seasoned Credit Risk Transfer Trust 3.5% | N/A | 0.88% | 32,550,026 |
27 | Federal Home Loan Mortgage Corp. 4% | N/A | 0.87% | 33,673,000 |
28 | Federal Home Loan Mortgage Corp. 3.5% | N/A | 0.84% | 33,084,753 |
29 | Federal Home Loan Mortgage Corp. 5.8445% | N/A | 0.76% | 27,282,115 |
30 | Federal National Mortgage Association 4.05117% | N/A | 0.76% | 28,153,920 |
31 | Federal National Mortgage Association 0% | N/A | 0.74% | 34,646,739 |
32 | Government National Mortgage Association 3% | N/A | 0.74% | 33,847,982 |
33 | Federal National Mortgage Association 3% | N/A | 0.71% | 28,766,269 |
34 | Fnma Pass-Thru I 3.5% | N/A | 0.66% | 25,418,552 |
35 | Federal Home Loan Mortgage Corp. 3.5% | N/A | 0.65% | 24,831,467 |
36 | Fnma Pass-Thru I 3.5% | N/A | 0.65% | 24,630,930 |
37 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0% | N/A | 0.62% | 26,913,453 |
38 | Federal National Mortgage Association 4% | N/A | 0.62% | 22,933,279 |
39 | Freddie Mac Seasoned Credit Risk Transfer Trust 2.5% | N/A | 0.59% | 22,933,652 |
40 | Freddie Mac Seasoned Credit Risk Transfer Trust 3.5% | N/A | 0.56% | 20,775,055 |
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41 | Freddie Mac Seasoned Credit Risk Transfer Trust 3.5% | N/A | 0.56% | 20,666,297 |
42 | Government National Mortgage Association 3.5% | N/A | 0.56% | 20,738,828 |
43 | Federal National Mortgage Association 4% | N/A | 0.55% | 21,332,123 |
44 | Federal National Mortgage Association 4.05117% | N/A | 0.55% | 25,191,241 |
45 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.63002% | N/A | 0.54% | 20,098,887 |
46 | Government National Mortgage Association 4% | N/A | 0.54% | 22,341,349 |
47 | Federal Home Loan Mortgage Corp. 2.25% | N/A | 0.53% | 21,141,048 |
48 | Federal Home Loan Mortgage Corp. 3% | N/A | 0.53% | 20,696,179 |
49 | Government National Mortgage Association 2.5% | N/A | 0.53% | 25,735,727 |
50 | Federal Home Loan Mortgage Corp. 3.08% | N/A | 0.52% | 19,868,000 |