PIMCO Total Return Instl2023-12-31
Security Name % Net Assets Number Of Shares Market Value (USD)
2 Year Treasury Note Future Mar 24 4.50844 12,050 2,481,264,453
5 Year Treasury Note Future Mar 24 4.48980 22,717 2,471,006,180
Pimco Fds 3.97220 225,468,626 2,186,143,800
Federal National Mortgage Association 4.5% 3.73927 2,119,035,000 2,057,947,205
Federal National Mortgage Association 5% 3.71980 2,066,770,000 2,047,232,575
Federal National Mortgage Association 3.5% 3.59587 2,152,025,000 1,979,022,376
Federal National Mortgage Association 3% 3.24552 2,013,442,031 1,786,204,098
Federal National Mortgage Association 5% 2.96330 1,645,800,000 1,630,884,954
United States Treasury Bonds 1.375% 1.94046 1,602,270,000 1,067,950,512
Federal National Mortgage Association 4% 1.90222 1,104,320,000 1,046,903,996
Federal National Mortgage Association 6% 1.60992 871,900,000 886,034,310
United States Treasury Bonds 3% 1.52722 1,014,350,000 840,523,691
Federal National Mortgage Association 3% 1.49509 928,499,000 822,837,736
Federal National Mortgage Association 3% 1.43079 886,532,969 787,448,122
United States Treasury Bonds 3.25% 1.09798 685,942,000 604,285,427
Federal National Mortgage Association 5.5% 0.98930 541,638,000 544,473,139
Federal National Mortgage Association 3.5% 0.86631 518,994,000 476,785,194
United States Treasury Bonds 2.75% 0.86348 585,200,000 475,223,545
Federal Home Loan Mortgage Corp. 5% 0.85575 475,459,086 470,969,265
Government National Mortgage Association 3.5% 0.84851 501,000,000 466,986,799
10 Year Goverment of Canada Bond Mar14 0.80647 4,713 443,849,795
Federal National Mortgage Association 3% 0.79487 493,570,222 437,464,086
Roundstone Securities No.1 Designated Activity Company 4.516% 0.78825 392,867,679 433,819,460
Secretaria Tesouro Nacional 0% 0.70048 1,967,900 385,515,749
United States Treasury Notes 0.625% 0.68265 409,725,877 375,705,063
United States Treasury Bonds 1.875% 0.65028 495,600,000 357,887,088
Federal Home Loan Mortgage Corp. 4% 0.63970 371,588,939 352,064,693
Government National Mortgage Association 3% 0.63629 386,300,000 350,186,578
CSMC TRUST 5.85202% 0.63420 351,822,610 349,036,984
South Africa (Republic of) 10.5% 0.62046 5,965,100,000 341,474,880
United States Treasury Bonds 2.875% 0.61752 412,260,000 339,856,838
Federal National Mortgage Association 5.5% 0.61380 336,000,000 337,811,255
Federal National Mortgage Association 4% 0.60044 348,802,640 330,460,305
United States Treasury Bonds 0.125% 0.56829 499,377,968 312,766,778
CSMC TRUST 4.08879% 0.56202 353,117,097 309,311,650
Government National Mortgage Association 3% 0.52909 321,000,000 291,191,802
United States Treasury Bonds 2.875% 0.52875 364,360,000 291,004,086
United States Treasury Notes 1.25% 0.52428 295,806,112 288,545,016
Deutsche Bank AG New York Branch 3.961% 0.51204 286,405,000 281,804,820
Federal National Mortgage Association 2.5% 0.49364 318,600,000 271,681,173
United States Treasury Notes 0.125% 0.48906 301,772,394 269,157,796
United States Treasury Bonds 2.875% 0.47272 321,230,000 260,164,929
Federal National Mortgage Association 5% 0.47227 262,398,014 259,920,155
Legacy Mortgage Asset Trust 3.7335% 0.46427 287,714,436 255,516,486
Federal National Mortgage Association 6.5% 0.43777 235,100,000 240,931,580
United States Treasury Bonds 3.625% 0.43038 257,460,000 236,863,200
Federal National Mortgage Association 5.5% 0.42774 234,101,098 235,408,744
United States Treasury Bonds 1.75% 0.42027 331,100,000 231,297,924
Federal National Mortgage Association 2.5% 0.38091 246,160,000 209,639,857
Federal National Mortgage Association 6% 0.36358 196,900,000 200,099,625
Government National Mortgage Association 4% 0.35989 207,100,000 198,071,734
Federal National Mortgage Association 4% 0.34768 201,972,016 191,351,374
Stratton Mortgage Funding 2021-2 Plc 6.11419% 0.34494 148,940,342 189,841,563
United States Treasury Notes 0.125% 0.32544 203,211,704 179,107,185
Federal Home Loan Mortgage Corp. 3% 0.31882 197,997,236 175,465,632
ENEL Finance International N.V. 2.65% 0.31612 178,101,000 173,980,822
Legacy Mtg Tr 2017 2.99716% 0.31431 184,648,903 172,984,576
Csmc Trust 2017 3.06769% 0.31031 182,258,909 170,783,979
Federal National Mortgage Association 3% 0.30944 192,142,652 170,301,780
Federal Home Loan Mortgage Corp. 5% 0.30391 168,854,434 167,259,919
CSMC TRUST 4.50906% 0.30216 183,898,518 166,298,051
United States Treasury Bonds 3.125% 0.30005 194,200,000 165,134,480
Fnma Pass-Thru I 3% 0.29748 184,691,922 163,721,032
Bamll 2023-Htl 8.82825% 0.29520 162,567,055 162,467,985
Federal Home Loan Mortgage Corp. 5.5% 0.29409 161,027,219 161,852,767
UWM MORTGAGE TRUST 2021-INV3 2.5% 0.29103 194,574,102 160,173,323
Federal Home Loan Mortgage Corp. 4% 0.28681 166,665,708 157,846,125
Csmc 2.5% 0.28529 176,893,377 157,010,473
Government National Mortgage Association 2% 0.27836 180,700,000 153,199,719
Broadcom Inc 3.137% 0.27821 185,937,000 153,115,728
G.S. MORTGAGE BACKED SECURITIES TRUST 2022-GR2 3% 0.27349 175,482,073 150,520,064
United States Treasury Bonds 2.25% 0.27313 196,500,000 150,318,662
United States Treasury Bonds 3.375% 0.26317 163,600,000 144,837,125
United States Treasury Bonds 0.75% 0.25985 181,339,424 143,011,019
United States Treasury Bonds 2% 0.24927 207,340,000 137,188,618
Federal National Mortgage Association 3% 0.24698 153,303,853 135,928,929
Mexico (United Mexican States) 8.5% 0.24625 23,490,000 135,527,181
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.25% 0.24491 133,430,000 134,786,253
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.25% 0.24491 133,430,000 134,786,253
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.25% 0.24491 133,430,000 134,786,253
Trinity Square 2021-1 PLC 6.06568% 0.24282 104,837,818 133,640,529
United States Treasury Notes 0.25% 0.23830 135,086,640 131,150,299
Mexico (United Mexican States) 2.75% 0.23743 25,060,373 130,673,521
Nissan Motor Co Ltd. 4.345% 0.23137 132,900,000 127,335,339
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC 6.78844% 0.22980 128,400,000 126,473,648
Federal Home Loan Mortgage Corp. 4.5% 0.22777 129,105,928 125,354,939
United States Treasury Notes 0.125% 0.22703 129,538,495 124,949,610
EXTENDED STAY AMERICA TRUST 2021-ESH 6.55648% 0.22433 124,520,897 123,464,462
Federal Home Loan Mortgage Corp. 5% 0.21892 121,635,290 120,486,672
Warwick Finance Residential Mortgages Number Three Plc 6.13962% 0.21632 93,150,797 119,056,636
Nissan Motor Co Ltd. 3.522% 0.21479 122,700,000 118,210,571
Federal National Mortgage Association 4% 0.21247 123,434,636 116,934,041
Government National Mortgage Association 2.5% 0.20888 131,250,000 114,956,544
Federal Home Loan Mortgage Corp. 5.5% 0.20865 114,229,035 114,832,481
Federal Home Loan Mortgage Corp. 4% 0.20828 120,998,803 114,628,651
Federal Home Loan Mortgage Corp. 5.5% 0.20741 113,477,446 114,152,303
United States Treasury Bonds 3.625% 0.20663 123,200,000 113,719,376
Federal National Mortgage Association 4.5% 0.20585 116,681,654 113,291,635
Federal National Mortgage Association 4% 0.20126 116,924,337 110,763,378
Federal Home Loan Mortgage Corp. 4% 0.19899 115,593,317 109,513,709
Fort CRE 2022-FL3 Issuer LLC 7.18743% 0.19889 112,200,000 109,460,923
STWD 2022-FL3 LTD 6.68844% 0.19735 111,800,000 108,613,229
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 6.57148% 0.19230 114,370,000 105,834,338
United States Treasury Bonds 1.375% 0.19153 188,040,000 105,408,908
Federal National Mortgage Association 5.5% 0.18704 102,414,998 102,940,043
Proteus Rmbs DAC 4.852% 0.18125 89,975,936 99,750,338
LOANCORE 2022-CRE7 ISSUER LTD 6.8881% 0.18108 101,600,000 99,657,749
BNP Paribas SA 4.705% 0.17787 97,900,000 97,893,036
The Boeing Company 1.95% 0.17369 95,900,000 95,591,722
Federal Home Loan Mortgage Corp. 4.5% 0.17313 98,120,296 95,284,882
OBX 2022-INV2 TRUST 3% 0.17221 110,336,607 94,778,804
GS MORTGAGE-BACKED SECURITIES TRUST 2022-LTV2 3% 0.17148 111,664,071 94,373,482
Federal Home Loan Mortgage Corp. 3% 0.16734 103,921,883 92,095,808
United States Treasury Bonds 0.25% 0.16525 137,972,592 90,945,251
STWD 2021-FL2 LTD 6.67273% 0.16450 92,733,175 90,532,065
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 6.25% 0.16297 88,790,000 89,692,508
Fnma Pass-Thru I 3% 0.16064 99,690,891 88,411,508
United States Treasury Notes 0.125% 0.16036 89,789,931 88,254,820
Federal Home Loan Mortgage Corp. 4.5% 0.15999 90,671,734 88,051,563
Federal Home Loan Mortgage Corp. 3% 0.15714 97,540,681 86,486,097
Ford Motor Credit Company LLC 5.584% 0.15500 85,410,000 85,304,877
CSMC Trust 3.61307% 0.15471 102,412,540 85,148,285
LFT CRE 2021-FL1 LLC 6.64629% 0.15443 86,800,000 84,990,411
Legacy Mortgage Asset Trust 0% 0.15440 92,660,533 84,976,677
GS MORTGAGE-BACKED SECURITIES TRUST 2.5% 0.15394 92,230,048 84,720,392
Fnma Pass-Thru I 3% 0.15305 95,036,881 84,233,766
Federal National Mortgage Association 5.5% 0.15130 82,835,210 83,267,353
Roundstone Securities No.1 Designated Activity Company 0% 0.15076 79,605,000 82,970,210
United States Treasury Bonds 3% 0.14990 100,880,000 82,496,985
Federal Home Loan Mortgage Corp. 6% 0.14936 80,878,120 82,202,285
Fnma Pass-Thru I 5% 0.14696 81,623,050 80,878,672
Government National Mortgage Association 6.47774% 0.14692 80,173,051 80,857,376
American Honda Finance Corporation 6.02346% 0.14406 79,200,000 79,283,116
LOANCORE 2021-CRE6 ISSUER LTD 6.77629% 0.14388 80,900,000 79,186,611
Fnma Pass-Thru I 3% 0.14359 89,168,509 79,024,108
Government National Mortgage Association 6.21774% 0.14350 79,380,172 78,976,008
United States Treasury Bonds 1.5% 0.14187 85,256,478 78,078,279
CASTLELAKE QATAR LND TRUST 2021-1 TSFR3M 0.14184 86,734,661 78,061,195
Federal Home Loan Mortgage Corp. 3% 0.14115 87,611,643 77,684,725
BSPRT 2022-FL9 ISSUER LLC 7.65781% 0.13744 76,200,000 75,643,740
Federal National Mortgage Association 4% 0.13548 78,702,531 74,561,791
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 6.82629% 0.13536 75,250,000 74,496,127
American Honda Finance Corporation 5.95409% 0.13528 74,400,000 74,451,975
NEPTUNE/QUASAR A1 0.13439 69,103,904 73,961,737
Federal National Mortgage Association 5.5% 0.13349 73,080,420 73,466,488
RAD CLO 5 LTD 6.78008% 0.13266 73,050,000 73,010,613
GCAT 2022-INV2 TRUST 3% 0.13178 84,433,842 72,528,408
Government National Mortgage Association 6.35774% 0.13172 72,318,670 72,493,342
The Boeing Company 1.433% 0.13080 72,290,000 71,986,837
Federal Home Loan Mortgage Corp. 3% 0.13023 80,878,874 71,675,137
Secretaria Tesouro Nacional 0% 0.12952 355,200 71,281,396
Hyundai Capital America 6% 0.12881 70,300,000 70,889,425
UWM MORTGAGE TRUST 2021-INV4 2.5% 0.12869 85,909,749 70,827,837
BDS 2022-FL11 LTD 7.15575% 0.12774 70,609,000 70,300,834
Mexico (United Mexican States) 8.5% 0.12754 12,110,000 70,192,162
Roundstone Securities No.1 Designated Activity Company 4.666% 0.12533 62,548,000 68,976,819
Federal National Mortgage Association 4% 0.12511 72,700,650 68,854,843
Federal Home Loan Mortgage Corp. 4.5% 0.12433 70,460,287 68,424,173
United States Treasury Bonds 3.125% 0.12430 79,700,000 68,408,129
Federal Home Loan Mortgage Corp. 4% 0.12416 72,133,388 68,333,993
Citigroup Inc. 3.07% 0.12324 71,900,000 67,823,982
Kirkby Rmbs Plc 6.12135% 0.12291 53,724,021 67,645,433
J.P. MORGAN MORTGAGE TRUST 2022-INV1 3% 0.12289 78,738,563 67,636,181
FS RIALTO 2022-FL4 ISSUER LLC 7.23777% 0.12289 68,700,000 67,636,512
Bank 2020-Bnk25 2.649% 0.12141 76,896,851 66,819,473
United States Treasury Bonds 3% 0.12117 80,700,000 66,689,408
Hyundai Capital America 1.65% 0.12082 73,100,000 66,497,249
WHLN CLASS-A OFFICE 0.12007 100,000,000 66,079,160
Federal Home Loan Mortgage Corp. 4.5% 0.12000 68,007,659 66,042,419
HSBC Holdings PLC 7.39% 0.11990 61,500,000 65,989,614
Venture 38 CLO LTD 2019 6.81159% 0.11805 65,100,000 64,969,673
TEXAS NAT GAS SECURITIZATION FIN CORP REV 5.102% 0.11732 63,300,000 64,569,773
Fnma Pass-Thru I 5% 0.11730 64,980,419 64,555,394
Federal Home Loan Mortgage Corp. 4.5% 0.11623 65,871,722 63,968,205
Federal National Mortgage Association 5.5% 0.11607 63,556,045 63,881,875
Broadcom Inc 4.926% 0.11592 65,714,000 63,797,152
SHELTER GROWTH CRE 2022-FL4 ISSUER LTD 7.65175% 0.11567 63,488,146 63,659,078
Gateway Lease Ctl A 0.11542 91,944,627 63,520,713
Federal Home Loan Mortgage Corp. 3% 0.11531 71,561,157 63,462,843
Oak Hill European Credit Partners Vii Designated Activity Company 4.733% 0.11503 57,949,847 63,308,957
Mexico (United Mexican States) 4% 0.11301 10,770,185 62,194,360
EVEREST (GHH) UK SENIOR CRE LOAN 0.11216 49,315,789 61,727,405
KREF 2022-FL3 LTD 6.80575% 0.11182 62,200,000 61,543,747
NextEra Energy Capital Holdings Inc 2.25% 0.11172 71,790,000 61,486,612
Federal National Mortgage Association 4.5% 0.11163 63,275,547 61,437,166
Sofi Alternative Trust 2018 5.21916% 0.11154 62,915,864 61,387,355
Fnma Pass-Thru I 3% 0.11056 68,608,714 60,846,733
Carlyle Global Market Strategies Clo 2012-4 Ltd/Llc 6.58925% 0.11032 60,813,551 60,713,694
The Boeing Company 2.75% 0.11013 63,290,000 60,612,573
Fnma Pass-Thru I 3% 0.10890 67,620,989 59,933,390
Federal Home Loan Mortgage Corp. 4% 0.10851 63,031,457 59,718,224
GS MORTGAGE BACKED SECURITIES TRUST 2022-HP1 3% 0.10814 69,387,453 59,517,213
Massmutual Global Funding II 6.33347% 0.10749 58,800,000 59,159,967
Cqs Us Clo 2022-2 Ltd / Cqs Us Clo 2 FRN 7.26582% 0.10651 58,460,648 58,620,655
Palmer Square Loan Funding 2021-3 LTD / LLC 6.47743% 0.10493 57,919,748 57,749,354
Cape Lookout Re Ltd. 5.345% 0.10376 57,700,000 57,102,805
United States Treasury Bonds 2.25% 0.10372 81,320,000 57,084,417
Federal Home Loan Mortgage Corp. 3% 0.10286 63,834,873 56,610,723
Government National Mortgage Association 6.20774% 0.10259 56,809,958 56,461,167
United States Treasury Notes 0.125% 0.10252 57,677,191 56,424,368
MUNICIPAL ELEC AUTH GA 6.655% 0.10248 49,506,000 56,401,621
United States Treasury Bonds 3.375% 0.09989 61,400,000 54,973,387
Equinix, Inc. 1% 0.09922 58,500,000 54,605,556
Legacy Mtg Tr 2017 2.99716% 0.09917 66,948,496 54,581,850
Federal National Mortgage Association 5.5% 0.09910 54,255,806 54,542,427
Anchorage Capital CLO 6 Ltd 6.70548% 0.09894 54,483,953 54,453,471
Fnma Pass-Thru I 5% 0.09842 54,523,214 54,164,479
Federal National Mortgage Association 6% 0.09829 53,222,710 54,094,091
United States Treasury Bonds 0.875% 0.09817 67,929,784 54,027,713
Csmc Trust 2017 3.06769% 0.09789 66,087,781 53,874,508
American Homes 4 Rent L P 4.9% 0.09706 53,900,000 53,418,456
Federal National Mortgage Association 4.5% 0.09684 54,884,566 53,298,549
UWM MORTGAGE TRUST 2021-INV5 3% 0.09679 62,106,409 53,271,884
Government National Mortgage Association 5.83774% 0.09584 54,506,780 52,745,764
Apidos Clo Xxvii 6.59444% 0.09576 52,799,444 52,705,101
JPMorgan Chase Bank, National Association 6.33348% 0.09522 52,200,000 52,404,624
Government National Mortgage Association 2.5% 0.09521 59,847,881 52,399,427
OBX 2021-INV2 TRUST 2.5% 0.09511 63,393,447 52,343,329
MF1 2021-FL7 LTD 6.55273% 0.09403 52,550,831 51,749,368
JPMorgan Chase & Co. 2.182% 0.09392 56,450,000 51,689,957
Fnma Pass-Thru I 3% 0.09279 57,577,604 51,066,513
UBS Group AG 2.193% 0.09209 53,250,000 50,680,314
Elevation Clo 2017-8 LTD/Elevation Clo 2017-8 LLC 6.58983% 0.09192 50,673,131 50,586,438
Federal National Mortgage Association 4.5% 0.09153 51,879,106 50,371,833
Wells Fargo & Co. 5.574% 0.09068 48,800,000 49,907,269
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 6.25% 0.09062 49,370,000 49,871,823
Broadcom Inc 2.45% 0.09042 58,100,000 49,762,364
TRTX 2022-FL5 ISSUER, LTD 6.98844% 0.09007 50,600,000 49,573,528
Bank of America Corp. 5.933% 0.08944 48,200,000 49,223,275
Government National Mortgage Association 6.43774% 0.08913 48,679,331 49,053,276
GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1 2.5% 0.08867 59,194,602 48,802,676
Deutsche Bank AG 1.625% 0.08852 46,900,000 48,717,207
Aircastle Limited 2.85% 0.08852 54,500,000 48,717,606
United Air Lines, Inc. 5.8% 0.08801 47,500,000 48,439,730
CVC Cordatus Loan Fund XI Designated Activity Company 4.615% 0.08799 44,428,899 48,423,560
VMC FINANCE 2022-FL5 LLC 7.2381% 0.08725 49,300,000 48,016,399
Fnma Pass-Thru I 3% 0.08722 54,139,641 48,002,394
United Airlines Pass Through Trust 2020-1A 5.875% 0.08667 47,055,098 47,701,475
Pacific Gas and Electric Company 4.55% 0.08643 49,903,000 47,567,678
Roundstone Securities No.1 Designated Activity Company 4.916% 0.08541 42,646,000 47,005,600
DOLP TRUST 2021-NYC 2.956% 0.08524 56,700,000 46,911,930
Barclays PLC 2.852% 0.08521 48,600,000 46,898,280
Bamll 2023-Htl 8.82825% 0.08516 49,980,304 46,870,383
Roundstone Securities No.1 Designated Activity Company 6.166% 0.08500 42,646,000 46,782,633
Legacy Mtg Tr 2017 2.99716% 0.08478 66,948,496 46,659,841
United States Treasury Bonds 3% 0.08457 56,000,000 46,546,719
Broadcom Inc 4.3% 0.08430 48,280,000 46,395,408
Ozlm Xxiv Ltd / Llc 6.83743% 0.08407 46,400,000 46,268,902
BANK 2020-BNK26 2.403% 0.08382 54,030,000 46,130,225
Federal Home Loan Mortgage Corp. 3.5% 0.08351 50,043,142 45,961,870
Accident Fund Insurance Co of America 8.5% 0.08332 45,000,000 45,856,557
Fnma Pass-Thru I 3% 0.08329 51,688,222 45,838,670
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.4% 0.08321 44,490,000 45,795,002
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.4% 0.08319 44,480,000 45,784,709
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.4% 0.08319 44,480,000 45,784,709
Federal National Mortgage Association 3% 0.08223 51,059,800 45,255,591
VENTURE XXIX CLO LTD 6.63133% 0.08205 45,244,898 45,159,342
Federal National Mortgage Association 4% 0.08128 47,237,057 44,731,994
UBS Group AG 3.75% 0.08114 45,535,000 44,655,774
Crestline Denali Clo Xiv. Ltd 6.81354% 0.08112 44,639,310 44,645,280
Csmc Trust 2017 3.06769% 0.08103 66,087,781 44,596,358
Deutsche Bank AG New York Branch 3.547% 0.08092 50,650,000 44,533,215
Fnma Pass-Thru I 3% 0.08079 50,141,499 44,464,841
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 6.98844% 0.08079 43,976,963 44,462,548
Federal National Mortgage Association 3% 0.08036 49,904,961 44,225,490
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 5.74% 0.08029 44,100,000 44,189,982
Logicor Financing S.a r.l. 2.25% 0.07997 41,100,000 44,011,619
UBS Group AG 6.327% 0.07986 42,600,000 43,950,964
Hyundai Capital America 6.49805% 0.07975 43,900,000 43,890,680
KKR Finan Clo 07-1 6.60548% 0.07974 43,949,191 43,886,794
Oneok Inc. 6.05% 0.07918 41,100,000 43,576,779
Barclays PLC 6.496% 0.07916 42,300,000 43,564,638
Csmc 3.14179% 0.07843 56,803,532 43,165,180
Government National Mortgage Association 6.43774% 0.07834 42,786,952 43,116,197
Federal Home Loan Mortgage Corp. 2% 0.07825 347,668,646 43,064,001
Federal National Mortgage Association 4.5% 0.07814 44,284,773 43,005,061
U.S. Treasury Security Stripped Interest Security 0% 0.07808 96,900,000 42,973,623
Government National Mortgage Association 4.5% 0.07797 43,900,000 42,912,250
Federal National Mortgage Association 4.5% 0.07764 43,655,602 42,729,828
Qatar (State of) 4.4% 0.07754 46,200,000 42,677,250
Digital Realty Trust, L.P. 4.45% 0.07731 43,490,000 42,550,406
Commercial Mortgage Trust 4.228% 0.07720 45,152,284 42,487,739
MANHATTAN WEST 2020-1MW MORTGAGE TRUST 2.13% 0.07705 47,900,000 42,404,213
UBS Group AG 5.711% 0.07680 42,000,000 42,266,926
Nomura Holdings Inc. 1.851% 0.07661 44,500,000 42,163,523
Government National Mortgage Association 6.23774% 0.07619 42,108,091 41,932,525
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III 0.07618 42,075,000 41,927,028
Birch Grove Clo Ltd/Llc 6.77624% 0.07618 41,967,232 41,926,225
Fiserv Inc. 2.65% 0.07618 47,580,000 41,925,461
MORGAN STANLEY CAPITAL I TRUST 2022-LB 3.79386% 0.07592 45,800,000 41,781,641
Newgate Funding plc 4.525% 0.07571 38,467,605 41,670,364
GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2 2.5% 0.07570 50,584,880 41,661,606
ACAS CLO 2015-1 Ltd. 6.54665% 0.07527 41,480,123 41,427,046
Barclays PLC 7.325% 0.07514 40,000,000 41,355,293
Morgan Stanley 6.5164% 0.07514 41,300,000 41,351,871
Intesa Sanpaolo S.p.A. 3.25% 0.07476 41,900,000 41,147,136
UBS Group AG 3.869% 0.07447 43,400,000 40,984,288
Goldman Sachs Group, Inc. 6.484% 0.07435 38,500,000 40,921,310
Fnma Pass-Thru I 5.5% 0.07425 40,639,253 40,866,430
Dryden 27 R Euro Clo 2017 Designated Activity Company 4.625% 0.07413 37,480,458 40,800,683
Federal National Mortgage Association 4.5% 0.07393 41,898,737 40,687,975
Sumitomo Mitsui Financial Group Inc. 5.52% 0.07366 39,550,000 40,539,844
Bayer US Finance LLC 6.25% 0.07349 39,500,000 40,443,810
Federal Home Loan Mortgage Corp. 3.5% 0.07334 43,916,015 40,361,262
Avolon Holdings Funding Ltd. 3.95% 0.07334 40,900,000 40,363,286
Midocean Credit Clo Viii/Midocean Credit Clo Viii LLC 6.67871% 0.07326 40,376,149 40,319,148
Federal National Mortgage Association 4% 0.07262 42,185,852 39,969,586
Performer Funding 1 PLC 7.19287% 0.07153 30,900,000 39,366,925
GE Cap Funding LLC 4.55% 0.07140 40,055,000 39,297,578
Nissan Motor Co Ltd. 4.81% 0.07134 41,900,000 39,261,225
Volkswagen Group of America Finance LLC 4.75% 0.07117 39,500,000 39,171,479
Secretaria Tesouro Nacional 0% 0.07103 189,900 39,093,379
CAPITAL FOUR US CLO II LTD 7.49397% 0.07050 38,800,000 38,800,000
Pimco Fds 0.07033 3,979,189 38,705,570
Federal Home Loan Mortgage Corp. 3% 0.06980 43,324,089 38,412,880
Wind River 2019-3 Clo Ltd / Llc 6.73548% 0.06974 38,500,000 38,384,425
Federal Home Loan Mortgage Corp. 4.5% 0.06970 39,508,835 38,360,962
Saranac Clo Vi Limited/Llc 6.78078% 0.06952 38,256,454 38,262,409
Sumitomo Mitsui Financial Group Inc. 1.474% 0.06950 40,400,000 38,250,047
BMW VEHICLE OWNER TRUST 2023-A 5.72% 0.06917 38,000,000 38,068,172
Tci Symphony Clo 6.67538% 0.06884 38,000,000 37,888,872
Ocp Euro Clo 2020-4 Designated Activity Company 4.882% 0.06866 34,700,000 37,785,631
CRSNT TRUST 2021-MOON 6.30448% 0.06864 39,401,000 37,774,929
LCCM 2021-FL3 TRUST 6.92629% 0.06848 37,941,000 37,686,279
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.77% 0.06833 37,500,000 37,608,052
CIFC Funding 6.61008% 0.06825 37,587,952 37,559,761
Comm Mtg Tr 2016-787s 3.545% 0.06821 40,182,000 37,537,731
Harvest CLO XX Designated Activity Company 4.673% 0.06810 34,436,703 37,479,593
Fnma Pass-Thru I 3% 0.06801 42,239,019 37,431,124
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL 3.862% 0.06791 41,000,000 37,373,808
UBS Group AG 4.125% 0.06779 38,200,000 37,306,517
Fnma Pass-Thru I 3% 0.06778 42,078,233 37,301,616
Fnma Pass-Thru I 3% 0.06770 42,016,942 37,260,615
JPMorgan Chase & Co. 2.947% 0.06768 39,550,000 37,250,783
Federal Home Loan Mortgage Corp. 5.5% 0.06752 36,966,351 37,161,634
Galaxy Xv Clo Ltd/Galaxy Xv Clo Llc 6.62548% 0.06745 37,162,102 37,121,634
Federal Home Loan Mortgage Corp. 4.5% 0.06738 38,185,294 37,081,841
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.06736 37,400,000 37,072,214
BMW VEHICLE OWNER TRUST 2023-A 5.76743% 0.06724 37,000,000 37,006,734
Fnma Pass-Thru I 3% 0.06701 41,588,231 36,880,420
Aercap Ireland Capital DAC 2.875% 0.06686 37,500,000 36,796,274
Bank of America Corp. 3.841% 0.06681 37,000,000 36,770,643
NXP B V / NXP Funding LLC & NXP USA Inc 3.875% 0.06676 37,682,000 36,740,948
MORGAN STANLEY CAPITAL I TRUST 2021-230P 6.64549% 0.06658 39,210,000 36,644,768
National Bank of Hungary 0% 0.06623 12,621,000,000 36,453,076
Standard Chartered PLC 1.822% 0.06617 37,800,000 36,418,090
Pacific Gas and Electric Company 3.5% 0.06554 51,900,000 36,068,347
Bayer US Finance LLC 6.375% 0.06544 35,000,000 36,016,956
522 Funding Clo 2018-3(A) Ltd/Llc 6.71743% 0.06525 36,000,000 35,910,096
Morgan Stanley 6.407% 0.06521 33,800,000 35,890,432
Amgen Inc. 5.15% 0.06520 35,060,000 35,883,063
TEXAS NAT GAS SECURITIZATION FIN CORP REV 5.169% 0.06490 34,500,000 35,718,126
Marble Point Clo X 6.69548% 0.06484 35,614,320 35,685,752
SMB PRIVATE EDUCATION LOAN TRUST 2022-B 3.94% 0.06477 37,339,904 35,646,193
CITIGROUP COMMERCIAL MORTGAGE TRUST 2022-GC48 4.57982% 0.06471 36,400,000 35,614,404
Kirkby Rmbs Plc 7.32135% 0.06466 29,232,000 35,583,761
Bank of America Corp. 2.551% 0.06454 38,300,000 35,521,978
BNP Paribas SA 1.904% 0.06450 39,900,000 35,500,145
AT&T Inc 2.75% 0.06441 40,350,000 35,449,550
United States Treasury Bonds 3% 0.06436 41,700,000 35,421,381
ENEL Finance International N.V. 4.625% 0.06411 35,600,000 35,283,227
Carlyle Euro CLO 2017-3 DAC 4.665% 0.06386 32,128,266 35,144,461
Saudi Arabia (Kingdom of) 4.75% 0.06378 34,700,000 35,099,813
Sound Point Clo Xvi Limited 6.61983% 0.06369 35,091,779 35,050,460
Federal Home Loan Mortgage Corp. 3% 0.06357 39,467,926 34,984,679
AREIT 2022-CRE7 LTD 7.60025% 0.06357 34,800,000 34,985,206
Morgan Stanley Bank, National Association (Utah) 5.882% 0.06356 34,000,000 34,980,256
READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC 6.98743% 0.06342 34,824,698 34,901,671
Vibrant Clo Vii Ltd 6.71743% 0.06338 34,950,941 34,882,780
Fnma Pass-Thru I 3.5% 0.06322 37,853,253 34,791,817
MF1 2020-FL4 LTD 7.17629% 0.06316 34,795,084 34,763,142
Mizuho Financial Group Inc. 2.555% 0.06305 35,400,000 34,698,644
Federal National Mortgage Association 3% 0.06303 39,137,620 34,688,855
Goldman Sachs Group, Inc. 3.272% 0.06271 35,100,000 34,513,971
Laurelin 2016-1 Designated Activity Company 4.713% 0.06269 31,542,000 34,499,733
ROMARK CLO I LTD 6.70354% 0.06251 34,474,638 34,402,256
Standard Chartered PLC 6.17% 0.06247 33,846,000 34,380,753
BANK 2022-BNK40 3.39348% 0.06229 38,300,000 34,281,606
United States Treasury Bonds 0.125% 0.06218 55,147,983 34,219,502
Israel (State Of) 3.8% 0.06214 47,500,000 34,198,100
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 3% 0.06206 39,764,567 34,157,640
Fnma Pass-Thru I 4% 0.06200 35,698,800 34,123,863
Federal National Mortgage Association 4% 0.06195 36,000,000 34,097,344
BENCHMARK MORTGAGE TRUST 4.2317% 0.06194 36,036,000 34,091,937
EDP Finance B.V. 1.71% 0.06193 38,300,000 34,086,511
Societe Generale S.A. 6.691% 0.06176 32,100,000 33,990,644
Fnma Pass-Thru I 3% 0.06165 38,267,356 33,929,239
Barclays PLC 7.385% 0.06164 31,700,000 33,925,391
Consumers 2023 Securitization Funding LLC 5.55% 0.06153 33,700,000 33,862,101
BENCHMARK 2022-B35 MORTGAGE TRUST 4.4444% 0.06151 36,500,000 33,854,695
Federal Home Loan Mortgage Corp. 4.5% 0.06149 34,848,386 33,841,360
Pacific Gas and Electric Company 3.15% 0.06145 35,240,000 33,819,294
Oneok Inc. 6.625% 0.06130 30,000,000 33,738,005
Csmc 3.14179% 0.06121 56,803,817 33,689,509
Omega Healthcare Investors, Inc. 5.25% 0.06113 33,800,000 33,642,547
Mexico (United Mexican States) 3% 0.06097 6,117,130 33,556,380
Equinix, Inc. 1.55% 0.06093 38,144,000 33,533,536
Carrington Mtg Ln 5.73043% 0.06087 36,342,740 33,498,394
Federal Home Loan Mortgage Corp. 4% 0.06080 35,327,575 33,463,987
Sabine Pass Liquefaction, LLC 4.5% 0.06062 34,100,000 33,363,276
M360 2021-CRE3 LTD 6.97137% 0.06059 33,804,951 33,346,190
Imperial Brands Finance Plc 3.875% 0.06056 35,650,000 33,327,168
Capital One Financial Corp. 4.25% 0.06051 33,780,000 33,304,951
Mitsubishi UFJ Financial Group Inc. 2.801% 0.06036 33,700,000 33,218,122
BNP Paribas SA 5.198% 0.06014 33,000,000 33,096,338
Federal Home Loan Mortgage Corp. 4.5% 0.06009 34,057,751 33,073,573
Toyota Motor Credit Corp. 5.92% 0.06002 33,000,000 33,034,234
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 2.5% 0.05972 39,657,753 32,867,469
Pacific Gas and Electric Company 2.5% 0.05969 39,700,000 32,853,278
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1 3% 0.05960 38,183,500 32,799,508
Ripon Mortgages PLC 6.09974% 0.05944 25,858,000 32,715,156
Federal Home Loan Mortgage Corp. 3% 0.05928 36,799,997 32,627,309
Citigroup Inc. 2.572% 0.05926 38,100,000 32,611,615
Nationwide Building Society 3.96% 0.05908 34,800,000 32,515,914
Imperial Brands Finance Plc 3.5% 0.05904 34,025,000 32,491,319
Fnma Pass-Thru I 3% 0.05904 36,654,079 32,490,822
SUNRUN DEMETER ISSUER 2021-2 LLC 2.27% 0.05901 38,279,349 32,474,691
Bayer US Finance LLC 6.125% 0.05880 31,800,000 32,360,529
Ford Motor Credit Company LLC 5.125% 0.05870 32,700,000 32,308,766
Aviation Capital Group LLC 4.125% 0.05867 33,233,000 32,286,969
Armada Euro Clo III Designated Activity Company 4.685% 0.05867 29,541,920 32,287,148
Government National Mortgage Association 4.5% 0.05851 32,555,536 32,200,861
WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.023% 0.05847 33,711,516 32,180,487
SFO COMMERCIAL MORTGAGE TRUST 6.62648% 0.05820 34,140,000 32,029,247
Nomura Holdings Inc. 6.181% 0.05816 29,800,000 32,010,810
Georgia Power Company 6.09677% 0.05792 31,800,000 31,877,508
ARES LII CLO LTD 6.72354% 0.05785 31,900,000 31,838,421
Goldman Sachs Group, Inc. 5.798% 0.05783 31,500,000 31,825,153
Harvest Clo Xxi DAC 4.725% 0.05757 29,100,000 31,685,191
Venture XXVIII CLO Ltd 6.66743% 0.05753 31,798,234 31,661,489
Federal Home Loan Mortgage Corp. 5.5% 0.05746 31,452,667 31,624,261
Societe Generale S.A. 6.447% 0.05736 31,000,000 31,570,565
Cooperatieve Rabobank U.A. 4.655% 0.05735 32,000,000 31,560,801
Hyundai Capital America 1% 0.05718 32,500,000 31,470,449
JPMorgan Chase & Co. 5.299% 0.05650 30,600,000 31,096,675
Broadcom Inc 3.469% 0.05634 35,560,000 31,007,629
United States Treasury Bonds 1% 0.05627 37,524,049 30,966,167
Federal National Mortgage Association 4.5% 0.05615 31,819,656 30,900,153
Fnma Pass-Thru I 3% 0.05614 34,839,758 30,899,940
Tcw Clo 2018-1 Ltd 6.60983% 0.05614 30,875,584 30,894,788
MFA 2023-NQM1 TRUST 5.75% 0.05613 31,020,012 30,889,864
Federal National Mortgage Association 4.5% 0.05601 31,316,893 30,827,720
BENCHMARK 2022-B33 MORTGAGE TRUST 3.4582% 0.05559 34,330,000 30,592,994
BENCHMARK MORTGAGE TRUST 4.0156% 0.05547 32,609,000 30,528,647
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 6.4% 0.05536 29,600,000 30,468,241
Osd Clo 2021-23 Ltd/Llc 6.53444% 0.05529 30,541,471 30,429,616
HERTZ VEHICLE FINANCING III LLC 3.89% 0.05518 31,800,000 30,370,587
Pacific Gas and Electric Company 4.2% 0.05474 31,800,000 30,124,455
Citrus Re Ltd 5.1% 0.05463 30,000,000 30,063,750
Carlyle Us Clo Ltd 6.67743% 0.05455 30,017,662 30,023,833
Banco Santander, S.A. 3.496% 0.05447 30,600,000 29,980,223
BPCE SA 6.612% 0.05439 29,050,000 29,933,391
Vibrant Clo Xi Ltd / Llc 6.79743% 0.05416 30,025,000 29,806,196
Ventas Realty L.P./Ventas Capital Corp. 3% 0.05402 33,600,000 29,728,030
Palmer Square European Loan Funding 2021-1 Designated Activity Company 4.74 0.05394 27,253,199 29,685,743
Stifel Financial Corporation 4% 0.05390 32,600,000 29,662,818
Segovia European CLO 6-2019 Designated Activity Company 4.873% 0.05390 27,200,000 29,664,902
Harvest CLO XVI Designated Activity Company 4.605% 0.05361 27,159,910 29,502,462
American Honda Finance Corporation 6.0436% 0.05351 29,400,000 29,450,713
Warwick Finance Residential Mortgages Number Three Plc 6.83962% 0.05351 23,296,000 29,451,597
Crestline Denali Clo Xv LTD 6.70743% 0.05339 29,407,340 29,385,005
Goldman Sachs Group, Inc. 6.41123% 0.05325 29,300,000 29,307,228
Bank Amer Merrill Lynch Commercial Mortgage Trust 2015-Ubs7 3.705% 0.05322 30,450,000 29,288,856
Barclays PLC 7.21298% 0.05288 29,000,000 29,104,907
Liberty Street Tst 3.597% 0.05264 31,607,000 28,969,630
TRTX 2021-FL4 ISSUER LTD 6.67629% 0.05258 29,634,792 28,936,998
Hyundai Capital America 2.1% 0.05252 33,000,000 28,902,527
OZLM VIII Ltd. 6.64444% 0.05237 28,837,881 28,821,271
Euro-Galaxy III Clo Designated Activity Company 4.589% 0.05235 26,547,556 28,810,618
Romania (Republic Of) 2% 0.05218 33,500,000 28,719,321
G City Europe Ltd. 4.25% 0.05214 28,200,000 28,693,471
HGI CRE CLO 2022-FL3,LTD. 7.0381% 0.05177 28,800,000 28,492,140
Broadcom Inc 3.187% 0.05176 35,082,000 28,488,135
Cairn CLO X Designated Activity Company 4.745% 0.05169 26,182,673 28,449,711
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 6.15% 0.05158 27,090,132 28,389,927
Lloyds Bank plc 0% 0.05146 43,800,000 28,319,390
Tesco Property Finance 4 Plc 5.8006% 0.05134 21,655,434 28,257,156
Sumitomo Mitsui Financial Group Inc. 6.78007% 0.05128 28,000,000 28,222,122
MF1 2022-FL9 LLC 7.50575% 0.05118 28,200,000 28,167,273
Roundstone Securities No.1 Designated Activity Company 5.416% 0.05109 25,587,000 28,119,968
Deutsche Bank AG New York Branch 2.311% 0.05056 30,400,000 27,827,061
Government National Mortgage Association 6.05719% 0.05045 27,975,284 27,765,318
Ares L Clo Ltd 6.70548% 0.05033 27,700,000 27,700,000
Fnma Pass-Thru I 4% 0.05031 29,217,371 27,689,942
Performer Funding 1 PLC 8.19287% 0.05027 21,700,000 27,668,214
MF1 2022-FL10 LLC 7.99075% 0.05024 27,600,000 27,650,517
Carlyle Global Market Strategies Euro CLO 2014-2 DAC 4.752% 0.05019 25,352,614 27,620,689
Proteus Rmbs DAC 0% 0.05011 33,620,000 27,578,855
NetApp Inc. 2.7% 0.05001 31,100,000 27,523,032
Wells Fargo & Co. 3.526% 0.04980 28,700,000 27,409,947
Bayer US Finance II LLC 4.375% 0.04966 28,700,000 27,330,612
Nissan Motor Acceptance Co LLC 1.85% 0.04941 30,200,000 27,194,456
Hilton USA Trust 2013-HLT 2.82844% 0.04935 33,800,000 27,162,623
Legacy Mtg Tr 2017 2.99716% 0.04928 65,982,353 27,120,073
Federal Home Loan Mortgage Corp. 3% 0.04906 30,446,746 27,001,034
Federal Home Loan Mortgage Corp. 3% 0.04898 30,419,045 26,957,455
Gallatin Clo Viii 2017-1 Ltd/Gallatin Clo Viii 2017-1 Llc 6.74548% 0.04892 26,968,004 26,925,790
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-GTWY 8.762% 0.04891 26,700,000 26,920,798
Pacific Gas and Electric Company 6.4% 0.04889 25,500,000 26,906,500
Sound Point Clo Ix Ltd 6.88743% 0.04884 27,200,000 26,880,666
HCA Inc. 5.375% 0.04878 26,700,000 26,848,994
Flex Ltd. 4.875% 0.04862 27,200,000 26,756,899
BX TRUST 2022-FOX2 6.11101% 0.04861 27,528,905 26,751,929
Volkswagen Group of America Finance LLC 3.35% 0.04861 27,445,000 26,751,358
Bank of Ireland Group PLC 6.253% 0.04853 26,400,000 26,710,540
Volkswagen Group of America Finance LLC 6% 0.04833 25,950,000 26,598,066
Santander UK Group Holdings PLC 6.534% 0.04822 25,600,000 26,536,000
Federal National Mortgage Association 4.5% 0.04819 27,312,104 26,522,858
Fnma Pass-Thru I 3% 0.04806 29,842,660 26,450,327
HSBC Holdings PLC 6.912% 0.04804 26,300,000 26,440,991
CSMC 2021-INV2 TRUST 3% 0.04794 30,683,150 26,385,766
Jubilee CLO 2016-XVII Designated Activity Company 4.615% 0.04786 24,200,000 26,341,644
Societe Generale S.A. 6.446% 0.04782 25,400,000 26,317,481
Dryden 52 Euro Clo 2017 Designated Activity Company 4.862% 0.04775 24,156,489 26,280,255
Federal Home Loan Mortgage Corp. 5.64292% 0.04773 26,927,372 26,269,194
T-Mobile USA, Inc. 3.875% 0.04771 27,657,000 26,256,510
Citigroup Mortgage Loan Trust 4.40697% 0.04770 31,040,941 26,253,075
Pacific Gas and Electric Company 6.1% 0.04756 25,250,000 26,175,506
Federal Home Loan Mortgage Corp. 3.5% 0.04747 28,445,115 26,123,084
Federal National Mortgage Association 5.5% 0.04742 25,952,166 26,098,078
Pacific Gas and Electric Company 2.1% 0.04737 28,879,000 26,068,693
HSBC Holdings PLC 5.887% 0.04721 25,600,000 25,981,390
T-Mobile USA, Inc. 2.55% 0.04719 30,100,000 25,970,543
Foresea Holding Sa C 144A 0.04715 1,044,998 25,950,435
Broadcom Inc 3.419% 0.04713 29,454,000 25,937,747
Bank of America Corp. 3.419% 0.04708 27,497,000 25,909,116
MF1 2022-FL8 LTD 6.70575% 0.04657 26,050,000 25,631,484
BGC Group Inc 3.75% 0.04647 26,157,000 25,574,373
Boston Properties Limited Partnership 3.4% 0.04642 28,441,000 25,549,923
Cbam 2018-8 Ltd 6.79743% 0.04636 25,501,253 25,515,346
Romania (Republic Of) 3.624% 0.04632 25,050,000 25,490,311
Hyundai Capital America 6.25% 0.04613 25,000,000 25,389,470
Digital Realty Trust, L.P. 3.6% 0.04595 26,910,000 25,289,791
Fnma Pass-Thru I 3% 0.04590 28,488,905 25,263,435
Voya CLO Limited 6.61444% 0.04585 25,250,601 25,231,663
Bank of America Corp. 6.70548% 0.04570 25,000,000 25,150,626
Federal National Mortgage Association 5.5% 0.04526 24,726,560 24,907,288
JPMorgan Chase & Co. 2.595% 0.04525 25,700,000 24,903,632
Ursa Re Ltd 9.25% 0.04521 25,000,000 24,880,625
Mizuho Financial Group Inc. 5.414% 0.04498 24,400,000 24,757,551
Bank of America Corp. 1.197% 0.04492 26,600,000 24,720,329
Marriott International, Inc. 3.5% 0.04488 27,640,000 24,700,924
Venture Xxvi Clo Ltd 6.77743% 0.04478 24,633,838 24,644,378
BX 2021-21M MORTGAGE TRUST 6.20648% 0.04478 25,106,823 24,644,001
ALLY AUTO RECEIVABLES TRUST 2023-1 5.76% 0.04477 24,600,000 24,637,043
UBS Group AG 9.016% 0.04466 19,950,000 24,581,025
Credit Suisse AG New York Branch 7.5% 0.04464 22,400,000 24,568,010
Hamilton College 4.75% 0.04455 29,370,000 24,518,167
Tikehau Clo Designated Activity Company 4.844% 0.04444 22,400,000 24,458,096
Fnma Pass-Thru I 5.5% 0.04432 24,245,724 24,391,866
Mizuho Financial Group Inc. 2.201% 0.04426 29,200,000 24,358,575
EPR Properties 4.95% 0.04416 25,572,000 24,301,722
Pacific Gas and Electric Company 4.4% 0.04415 26,200,000 24,297,904
Nationwide Building Society 6.557% 0.04411 23,450,000 24,276,859
Oaktree CLO 2019-1 Ltd. 6.78354% 0.04405 24,281,261 24,241,329
ING Groep N.V. 1.4% 0.04397 25,700,000 24,197,724
NatWest Group PLC 3.073% 0.04376 25,900,000 24,085,020
Goodman US Finance Five LLC 4.625% 0.04359 25,700,000 23,992,738
Bank of America Corp. 3.384% 0.04342 24,550,000 23,894,831
BANK 2019-BNK23 2.92% 0.04339 26,900,000 23,881,597
Fnma Pass-Thru I 5% 0.04331 24,040,813 23,837,557
Federal National Mortgage Association 4.5% 0.04328 24,506,216 23,821,422
CPI Property Group S.A. 1.625% 0.04276 28,900,000 23,532,521
Merrill Lynch Mortgage Trust 5.73043% 0.04271 26,390,361 23,505,401
JPMorgan Chase & Co. 1.47% 0.04266 25,900,000 23,480,205
American Assets Trust L P 3.375% 0.04234 28,500,000 23,303,677
UBS Group AG 2.593% 0.04232 23,800,000 23,291,472
Federal Home Loan Mortgage Corp. 3% 0.04224 26,219,629 23,246,127
Societe Generale S.A. 1.488% 0.04219 25,200,000 23,221,900
Ares European CLO VII Designated Activity Company 4.625% 0.04219 21,173,026 23,219,962
SBA Tower Trust 1.884% 0.04201 24,900,000 23,123,283
Proteus Rmbs DAC 5.302% 0.04177 20,861,000 22,989,377
Federal Home Loan Mortgage Corp. 3% 0.04151 25,776,510 22,843,225
Fnma Pass-Thru I 5.5% 0.04149 22,690,799 22,832,571
ITC Holdings Corporation 2.95% 0.04147 25,900,000 22,825,183
Legacy Mortgage Asset Trust 4.15107% 0.04147 25,149,861 22,822,491
UBS Group AG 6.442% 0.04137 21,900,000 22,770,396
Government National Mortgage Association 6.43719% 0.04130 22,804,303 22,731,673
Mexico (United Mexican States) 5% 0.04129 26,100,000 22,723,205
Cooperatieve Rabobank U.A. 1.106% 0.04114 24,700,000 22,640,094
GS MORTGAGE-BACKED SECURITIES 2022-PJ4 2.5% 0.04101 27,312,912 22,568,317
FORWARD AIR TL B 1L TSFR1M 0.04095 23,700,000 22,534,671
GATX Corporation 4% 0.04090 24,100,000 22,510,979
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 6.864% 0.04082 22,107,797 22,463,795
Standard Chartered PLC 3.971% 0.04077 23,000,000 22,437,104
BANK 2019-BNK19 3.183% 0.04065 25,500,000 22,370,242
Welltower OP LLC 3.1% 0.04060 24,700,000 22,345,242
Capital One Financial Corp. 4.927% 0.04041 22,600,000 22,238,537
Hanwha Life Insurance Co., Ltd. 3.379% 0.04040 24,100,000 22,233,990
Government National Mortgage Association 6.23774% 0.04038 22,309,515 22,224,975
Aercap Ireland Capital DAC 4.45% 0.04033 22,600,000 22,193,986
Enbridge Inc. 6% 0.04032 21,100,000 22,188,725
BNP Paribas SA 2.219% 0.04027 23,200,000 22,162,591
Federal Home Loan Mortgage Corp. 4% 0.04023 23,371,942 22,141,020
Blackrock European Clo VII Designated Activity Company 4.585% 0.04016 20,327,901 22,104,593
Fnma Pass-Thru I 3% 0.04012 24,901,844 22,081,622
Bayer US Finance II LLC 4.25% 0.04004 22,600,000 22,036,631
ACREC 2021-FL1 LTD 6.62273% 0.04004 22,514,143 22,033,774
Fnma Pass-Thru I 3% 0.04003 24,849,173 22,032,861
Nissan Motor Acceptance Co LLC 2% 0.03994 23,900,000 21,980,623
Federal National Mortgage Association 3% 0.03989 24,861,349 21,952,008
Cooperatieve Rabobank U.A. 4.375% 0.03982 22,300,000 21,916,834
MidMichigan Health 3.409% 0.03979 29,500,000 21,899,102
Hyundai Capital America 0.8% 0.03976 21,900,000 21,885,033
Csmc Trust 2017 3.06769% 0.03962 61,584,219 21,807,803
Csmc 3.14179% 0.03948 53,102,803 21,727,177
Gray Oak Pipeline LLC 3.45% 0.03928 23,200,000 21,618,722
American Tower Corporation 2.75% 0.03923 23,000,000 21,590,409
Nissan Motor Acceptance Co LLC 6.28174% 0.03923 21,600,000 21,591,111
Credit Suisse AG New York Branch 7.95% 0.03922 21,100,000 21,582,712
Duke University 2.832% 0.03905 31,400,000 21,493,940
Bain Capital Euro Clo 2018-1 DESIGNATED ACTIVITY COMPANY 4.733% 0.03900 19,674,113 21,466,783
AES Corp. 3.95% 0.03897 23,167,000 21,446,641
Federal National Mortgage Association 4.5% 0.03893 22,060,592 21,423,100
Deutsche Bank AG New York Branch 2.129% 0.03887 22,800,000 21,389,939
Antares Holdings LP 7.95% 0.03882 20,600,000 21,363,301
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 0% 0.03867 30,790,000 21,284,447
Voya Clo 2012-4 Ltd/Llc 6.65548% 0.03843 21,194,052 21,151,109
Federal Home Loan Mortgage Corp. 4% 0.03839 22,298,436 21,125,654
1211 Ave Of The Amers Trust 2015-1211 3.9005% 0.03837 22,000,000 21,119,336
5 Bryant Park 2018-5bp Mortga 6.25401% 0.03832 22,950,000 21,091,052
Deutsche Bank AG 1.375% 0.03828 19,900,000 21,068,680
JP MORGAN MORTGAGE TRUST 2021-14 5% 0.03823 22,667,648 21,042,872
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 0% 0.03820 30,790,000 21,026,090
Citigroup Commercial Mortgage Trust 3.778% 0.03806 21,895,000 20,944,683
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 0% 0.03804 30,790,000 20,937,181
Serbia (Republic Of) 3.125% 0.03771 19,600,000 20,754,793
Symphony Static Clo I Ltd/Symphony Static Clo I Llc 6.46983% 0.03769 20,884,767 20,744,361
Federal Home Loan Mortgage Corp. 3% 0.03766 23,379,185 20,726,245
Thornburg Mtg Se 5 5.07981% 0.03762 22,204,717 20,706,191
Fnma Pass-Thru I 3% 0.03755 23,307,916 20,666,204
Ivory Coast (Republic Of) 5.875% 0.03753 20,800,000 20,655,807
Avis Budget Rental Car Funding AESOP LLC 5.25% 0.03751 20,700,000 20,642,518
Government National Mortgage Association 6.13719% 0.03745 21,052,460 20,608,428
Standard Chartered PLC 6.301% 0.03729 20,000,000 20,521,217
Toro European CLO 7 Designated Activity Company 4.812% 0.03722 18,800,000 20,485,418
COMM MORTGAGE TRUST 3.59% 0.03701 20,803,000 20,370,104
OneMain Financial Corporation 6.875% 0.03700 20,100,000 20,363,008
Venture 36 Clo Ltd / Llc 6.80743% 0.03696 20,400,000 20,342,492
Southern California Edison Company 2.75% 0.03690 23,550,000 20,305,722
Appalachian Power Company 2.7% 0.03688 23,700,000 20,294,570
STATE STREET STIF FUND (EUR) 0.03667 18,269,322 20,181,209
HSBC Holdings PLC 5.875% 0.03663 16,600,000 20,157,552
Jackson National Life Global Funding 6.5308% 0.03660 20,100,000 20,141,466
Bluemountain Fuji Eur Clo III DAC 4.685% 0.03648 18,375,221 20,076,444
Mitsubishi UFJ Financial Group Inc. 1.412% 0.03637 21,200,000 20,014,704
Aviation Capital Group LLC 5.5% 0.03627 20,062,000 19,962,876
T-Mobile USA, Inc. 1.5% 0.03623 21,400,000 19,938,151
American Airlines, Inc. 3.15% 0.03610 22,631,316 19,865,312
Imperial Brands Finance Plc 3.125% 0.03598 20,130,000 19,804,197
Sutter Health 3.361% 0.03591 26,400,000 19,764,737
Capital One Financial Corp. 4.166% 0.03590 19,900,000 19,755,460
Danske Bank A/S 3.773% 0.03589 19,850,000 19,750,694
UBS Group AG 6.246% 0.03584 18,900,000 19,724,044
Federal Home Loan Mortgage Corp. 3.5% 0.03582 21,505,554 19,714,193
UBS Group AG 5.959% 0.03578 19,000,000 19,689,660
Royal Bank of Canada 4.875% 0.03571 19,600,000 19,653,802
Pacific Gas and Electric Company 4.5% 0.03567 23,100,000 19,630,249
OBX 2023-NQM1 TRUST 6.12% 0.03552 19,426,177 19,548,369
Federal Home Loan Mortgage Corp. 3% 0.03550 20,996,171 19,537,380
LCCM TRUST 6.67629% 0.03535 20,099,399 19,452,559
Fnma Pass-Thru I 3% 0.03528 21,893,475 19,417,642
Sumitomo Mitsui Financial Group Inc. 1.902% 0.03522 22,107,000 19,382,328
NEW YORK ST URBAN DEV CORP REV 2.027% 0.03519 23,000,000 19,368,728
JPMorgan Chase & Co. 6.07% 0.03517 18,800,000 19,356,499
AES Corp. 3.3% 0.03511 20,050,000 19,325,666
CommonSpirit Health 3.91% 0.03509 24,400,000 19,313,094
LCM XV Limited Partnership 6.67743% 0.03506 19,325,705 19,294,055
NatWest Group PLC 4.892% 0.03504 19,600,000 19,286,731
Discover Financial Services 6.125% 0.03502 19,900,000 19,274,046
Santos Finance Ltd. 6.875% 0.03491 18,100,000 19,211,776
Federal Home Loan Mortgage Corp. 6% 0.03489 18,892,748 19,202,067
Federal Home Loan Mortgage Corp. 5.5% 0.03486 19,064,904 19,185,284
LEGACY MORTGAGE ASSET TRUST 4% 0.03485 19,561,580 19,182,082
Mitsubishi UFJ Financial Group Inc. 5.422% 0.03483 18,800,000 19,170,158
NEW YORK ST URBAN DEV CORP REV 2.127% 0.03453 23,000,000 19,002,533
BGC Group Inc 8% 0.03439 18,100,000 18,928,415
BNPP AM Euro CLO 2019 Designated Activity Company 4.822% 0.03433 17,330,000 18,895,382
VMware Inc 4.7% 0.03430 19,100,000 18,878,036
Omega Healthcare Investors, Inc. 3.375% 0.03403 21,990,000 18,726,548
Anchorage Cap Clo 11 Ltd / Llc 6.81354% 0.03402 18,800,000 18,722,151
NEW YORK ST URBAN DEV CORP REV 2.227% 0.03399 23,000,000 18,708,147
Lcm 30 Ltd / Lcm 30 Llc 6.75743% 0.03398 18,750,000 18,699,152
Octagon Investment Partners XXI Ltd. 6.63925% 0.03391 18,690,000 18,663,638
Ares European CLO XII Designated Activity Company 4.843% 0.03378 17,100,000 18,591,723
AREIT 2021-CRE5 LTD 6.55273% 0.03377 18,736,283 18,586,082
Duke Energy Progress LLC 2% 0.03372 22,400,000 18,556,819
J.P. MORGAN MORTGAGE TRUST 5% 0.03362 19,037,418 18,501,309
Banco Santander, S.A. 4.175% 0.03362 19,200,000 18,504,589
Worldpay Tl B 1l Tsfr1m 0.03344 18,300,000 18,402,938
Warwick Finance Residential Mortgages Number Three Plc 0% 0.03341 1,812 18,388,230
Performer Funding 1 PLC 9.19287% 0.03336 14,400,000 18,362,365
Federal National Mortgage Association 3% 0.03334 20,692,419 18,349,376
Danske Bank A/S 4.298% 0.03333 18,900,000 18,342,517
Barclays PLC 6.49% 0.03316 17,500,000 18,250,947
Federal National Mortgage Association 3% 0.03309 20,271,178 18,212,039
Santander Holdings USA Inc. 3.45% 0.03301 18,700,000 18,168,558
Sound Point CLO XVII Limited / Sound Point CLO XVII LLC 6.65743% 0.03297 18,173,653 18,145,186
Government National Mortgage Association 6.48719% 0.03290 18,140,401 18,107,307
Pacific Gas and Electric Company 3.95% 0.03281 24,400,000 18,056,567
Wells Fargo & Co. 2.406% 0.03277 18,534,000 18,035,578
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.8181% 0.03276 18,000,000 18,027,724
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 5.80777% 0.03273 18,000,000 18,015,197
Bacardi Ltd. 4.45% 0.03264 18,200,000 17,965,949
Commercial Mortgage Trust 2017 3.51% 0.03255 19,203,000 17,916,025
VICI Properties LP 4.75% 0.03250 18,250,000 17,885,206
Residential Mortgage Securities 32 PLC 6.44015% 0.03241 13,967,701 17,839,705
Deutsche Bank AG New York Branch 6.56377% 0.03222 18,300,000 17,733,306
GLP Capital L.P. and GLP Financing II, Inc. 4% 0.03221 19,400,000 17,729,536
Hudson Pacific Properties LP 3.25% 0.03212 24,000,000 17,678,648
BPCE SA 6.714% 0.03201 16,700,000 17,618,522
PFP LTD 6.47648% 0.03200 17,673,245 17,609,964
Hyundai Capital America 5.5% 0.03199 17,500,000 17,605,661
Wells Fargo & Co. 6.303% 0.03184 16,600,000 17,521,299
Morgan Stanley Direct Lending Fund 4.5% 0.03182 18,150,000 17,514,573
Weir Group PLC 2.2% 0.03162 18,700,000 17,401,378
Federal Home Loan Mortgage Corp. 5% 0.03154 17,291,574 17,360,432
United States Treasury Bonds 2.375% 0.03149 17,463,791 17,330,703
Federal Home Loan Mortgage Corp. 4% 0.03148 18,283,426 17,327,309
System Energy Resources, Inc. 2.14% 0.03132 18,500,000 17,235,450
Federal National Mortgage Association 5.5% 0.03132 17,145,267 17,235,838
Expedia Group Inc 6.25% 0.03129 17,044,000 17,220,337
UBS AG, London Branch 6.2633% 0.03116 17,100,000 17,146,536
Swedbank AB (publ) 3.356% 0.03115 17,500,000 17,142,908
BDS 2021-FL10 LTD 6.82273% 0.03115 17,499,985 17,142,765
STWD TRUST 2021-LIH 6.334% 0.03110 17,500,000 17,116,757
United States Treasury Bills 0% 0.03108 17,254,000 17,107,803
Bear Stearns Alternative A Trust 4.48795% 0.03101 18,031,499 17,066,250
BNP Paribas SA 5.125% 0.03080 16,800,000 16,949,918
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 6.4% 0.03078 16,460,000 16,942,813
Niagara Mohawk Power Corp. 4.278% 0.03073 17,600,000 16,912,793
Metropolitan Life Global Funding I 3.45% 0.03066 17,500,000 16,874,440
Volkswagen Group of America Finance LLC 2.85% 0.03065 17,200,000 16,866,690
Banco Santander, S.A. 6.607% 0.03063 15,800,000 16,856,350
Benefit Street Partners CLO XVI Ltd/Llc 6.69444% 0.03062 16,850,000 16,850,120
The Toledo Edison Company 2.65% 0.03062 18,667,000 16,853,815
Emory University 2.969% 0.03055 23,500,000 16,815,411
Ursa Re Ltd 10.87978% 0.03052 16,800,000 16,799,160
Marriott International, Inc. 5.45% 0.03052 16,500,000 16,799,467
UBS Commercial Mortgage Trust 2018-C13 4.3344% 0.03048 17,486,088 16,772,344
STIF FUND (JPY) (SSKC) 0.03047 2,364,039,198 16,768,614
Sumitomo Mitsui Financial Group Inc. 2.472% 0.03045 18,800,000 16,760,348
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.95% 0.03043 16,430,000 16,747,773
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.95% 0.03043 16,430,000 16,747,773
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.95% 0.03043 16,430,000 16,747,773
CWABS Inc. 5.583% 0.03035 17,820,977 16,705,808
Roundstone Securities No.1 Designated Activity Company 1% 0.03033 15,864,000 16,693,279
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 7.4% 0.03029 16,430,000 16,671,361
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 7.4% 0.03029 16,430,000 16,671,361
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 7.4% 0.03029 16,430,000 16,671,361
octagon investment partners 30 2017-30 6.67743% 0.03028 16,685,475 16,665,639
Ford Motor Credit Company LLC 3.375% 0.03028 17,400,000 16,664,214
Government National Mortgage Association 6.30774% 0.03026 16,660,247 16,655,157
BSST 2022-1700 MORTGAGE TRUST 6.662% 0.03014 19,000,000 16,587,304
Proteus Rmbs DAC 5.602% 0.03013 15,172,000 16,584,562
Citygroup Commercial Mortgage 2015-P1 3.209% 0.03011 17,500,000 16,568,806
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 6.31% 0.03010 16,500,000 16,564,343
Pacific Gas and Electric Company 3.5% 0.02994 16,990,000 16,475,844
Bank 2019-Bnk16 4.005% 0.02984 17,268,000 16,421,621
MOSAIC SOLAR LOAN TRUST 2022-1 2.64% 0.02980 19,115,959 16,403,427
Pinnacol Assurance 8.625% 0.02976 15,000,000 16,381,044
Banco Santander, S.A. 6.527% 0.02970 15,800,000 16,347,377
GS Mortgage Securities Corp 3.621% 0.02944 17,200,000 16,203,907
Pacific Gas and Electric Company 3.25% 0.02944 18,660,000 16,204,377
Palmer Square European Loan Funding 2021-2 Designated Activity Company 4.69 0.02942 14,840,130 16,192,851
Norinchukin Bank Ltd. 2.08% 0.02940 19,700,000 16,182,747
Federal National Mortgage Association 4.5% 0.02931 16,604,171 16,132,894
Merrill Lynch Mortgage Investors, Inc. 5.77043% 0.02930 31,175,883 16,126,751
Global Payments Inc 2.9% 0.02930 18,292,000 16,123,324
Thornburg Mortgage Securities Trust 5.30909% 0.02929 19,770,320 16,120,072
Mutual Of Omaha Cps Global Funding 5.8% 0.02929 15,800,000 16,121,898
Wells Fargo & Co. 2.393% 0.02916 17,500,000 16,046,918
OTC EPUT GBP VS USD @ 1.1 GLM 0.02915 279,000,000 16,042,741
Credit Agricole S.A. London Branch 6.316% 0.02909 15,250,000 16,011,860
Midocean Credit CLO II / LLC 6.68159% 0.02905 15,977,861 15,985,506
Federal National Mortgage Association 4% 0.02904 16,685,254 15,981,874
ENEL Finance International N.V. 1.375% 0.02883 17,400,000 15,864,387
Fortune Brands Innovations Inc 3.25% 0.02879 17,112,000 15,846,733
Harvest Clo Xi Designated Activity Company 4.566% 0.02877 14,488,601 15,832,396
VMC FINANCE LLC 6.57273% 0.02874 15,957,433 15,816,118
Nationwide Building Society 5.264% 0.02872 15,500,000 15,804,844
Madison Park Euro Funding XIV Designated Activity Ccompany 4.765% 0.02871 14,500,000 15,800,109
GPMT LTD 6.72273% 0.02871 15,997,696 15,799,896
Ford Motor Credit Company LLC 3.021% 0.02862 14,300,000 15,751,587
Federal Home Loan Mortgage Corp. 5.5% 0.02859 15,638,532 15,732,791
Federal National Mortgage Association 5.5% 0.02858 15,609,573 15,726,584
AMMC CLO XII Ltd. 6.58069% 0.02851 15,720,913 15,693,484
Sound Point CLO XI Ltd 6.80665% 0.02850 15,700,000 15,687,839
General Motors Financial Company Inc 5.1% 0.02848 15,680,000 15,674,551
BCP TRUST 6.27548% 0.02845 17,400,000 15,658,907
Pacific Gas and Electric Company 3.75% 0.02841 15,685,000 15,637,681
Avolon Holdings Funding Ltd. 2.528% 0.02830 17,549,000 15,576,039
SMB PRIVATE EDUCATION LOAN TRUST 2022-B 6.78844% 0.02814 15,498,223 15,484,611
SBA Tower Trust 3.869% 0.02814 15,746,000 15,485,662
Morgan Stanley Bank, National Association (Utah) 5.479% 0.02807 15,300,000 15,449,688
Federal National Mortgage Association 2.24166% 0.02805 193,939,616 15,436,963
Greensaif Pipelines Bidco S.a r.l. 6.129% 0.02795 14,700,000 15,383,705
Serbia (Republic Of) 1% 0.02794 16,450,000 15,379,579
Federal Home Loan Mortgage Corp. 4.5% 0.02792 15,821,118 15,363,930
Electricite de France SA 9.125% 0.02785 13,700,000 15,328,944
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DATA 3.9158% 0.02783 17,100,000 15,318,792
Pacific Gas and Electric Company 3.3% 0.02771 20,719,000 15,249,482
Federal Home Loan Mortgage Corp. 4% 0.02763 16,060,384 15,208,984
NEW YORK ST URBAN DEV CORP REV 2.277% 0.02755 19,000,000 15,162,986
PIMCO Sr Ln Actv ETF 0.02752 300,000 15,144,000
DRYDEN 60 CLO LTD 6.70548% 0.02742 15,084,029 15,088,646
Flagship Credit Auto Trust 2022-2 4.03% 0.02737 15,202,000 15,062,170
Lloyds Banking Group PLC 4% 0.02732 22,400,000 15,037,376
LEGACY MORTGAGE ASSET TRUST 4.25% 0.02730 15,576,931 15,026,380
OBX 2022-INV3 TRUST 3% 0.02718 17,340,463 14,960,177
Federal Home Loan Mortgage Corp. 5% 0.02717 15,093,845 14,951,312
Imperial Brands Finance Plc 4.25% 0.02716 15,205,000 14,947,821
Federal National Mortgage Association 0.79694% 0.02711 15,546,256 14,920,628
Government National Mortgage Association 6.23774% 0.02707 14,964,125 14,899,867
Harborview Mtg Loan Trust 5.73023% 0.02704 16,747,873 14,883,344
Fnma Pass-Thru I 4.5% 0.02692 15,260,844 14,817,462
Ashford Hospitality Trust Inc 6.534% 0.02681 14,962,898 14,752,834
Ready Capital Mortgage Financing 2022-FL9 LLC 7.82295% 0.02667 14,587,095 14,676,217
New York State Electric & Gas Corporation 1.95% 0.02665 18,300,000 14,666,195
Government National Mortgage Association 6.18719% 0.02664 14,753,564 14,659,173
Volkswagen Group of America Finance LLC 6.2% 0.02664 13,950,000 14,661,586
Piedmont Operating Partnership, L.P. 3.15% 0.02663 19,300,000 14,654,721
Federal Home Loan Mortgage Corp. 3% 0.02663 16,530,880 14,655,629
Pacific Gas and Electric Company 6.15% 0.02663 14,100,000 14,657,168
Warwick Finance Residential Mortgages Number Three Plc 7.33962% 0.02660 11,648,000 14,641,784
Enel Finance America LLC 7.1% 0.02660 13,700,000 14,638,162
Societe Generale S.A. 1.792% 0.02649 16,000,000 14,578,975
HERTZ VEHICLE FINANCING III LLC 3.73% 0.02639 14,900,000 14,521,586
Federal National Mortgage Association 3% 0.02635 15,403,989 14,502,069
Kkr Clo 18 Ltd/Kkr Clo 18 Llc 6.59665% 0.02631 14,488,314 14,478,172
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 0% 0.02629 20,490,000 14,466,922
Brandywine Operating Partnership L.P. 4.55% 0.02627 16,500,000 14,459,918
HSBC Holdings PLC 6.254% 0.02623 13,550,000 14,437,345
Rio Oil Finance Trust 9.75% 0.02599 13,729,574 14,302,990
Towd Point Mortgage Funding 2020 - Auburn 14 Plc 6.55279% 0.02591 11,167,788 14,258,154
LEGACY MORTGAGE ASSET TRUST 4.5% 0.02590 15,576,931 14,254,792
Fnma Pass-Thru I 4.5% 0.02588 14,664,726 14,240,955
Federal Home Loan Mortgage Corp. 3.5% 0.02583 15,465,732 14,213,833
Commercial Mortgage Trust 3.6113% 0.02582 15,299,000 14,212,592
Fnma Pass-Thru I 3% 0.02581 16,023,344 14,204,044
Motorola Solutions Inc 2.3% 0.02579 16,770,000 14,191,945
Rasc Ser 06-Ks4 5.90543% 0.02577 14,636,206 14,183,782
Fremont Home Loan Trust 5.81043% 0.02576 42,222,816 14,179,097
Standard Chartered PLC 6.2737% 0.02568 14,200,000 14,130,781
Symphony CLO 37 LTD / Symphony CLO 37 LLC 7.1589% 0.02557 14,075,000 14,072,727
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 4% 0.02554 15,948,168 14,053,500
AREIT 2022-CRE6 LTD 6.58777% 0.02550 14,126,382 14,034,166
Federal National Mortgage Association 5.75191% 0.02547 14,464,652 14,018,487
Alaska Airlines Pass Through Trust 2020-1A 4.8% 0.02546 14,391,903 14,011,894
Empower Finance 2020 LP 1.357% 0.02533 15,600,000 13,940,587
Federal National Mortgage Association 3.5% 0.02524 15,165,932 13,890,200
NXP BV/NXP Funding LLC 5.35% 0.02522 13,800,000 13,881,732
Government National Mortgage Association 6.28719% 0.02514 13,897,935 13,838,359
Nomura Holdings Inc. 5.842% 0.02509 13,500,000 13,806,805
Strctrd Asset Invt 6.40043% 0.02509 14,239,174 13,809,101
Federal Home Loan Mortgage Corp. 3% 0.02504 15,542,358 13,783,224
Petroleos Mexicanos 10% 0.02502 13,700,000 13,770,076
Sanders Re III Ltd. Acting In Res Segregated 2022-1 11.76% 0.02490 17,400,000 13,705,980
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 6.93% 0.02486 12,921,000 13,682,621
United States Treasury Bonds 1.375% 0.02485 15,180,690 13,675,763
RMAC Securities No. 1 PLC 5.46305% 0.02469 10,975,862 13,586,256
Peru (Republic of) 5.94% 0.02468 50,303,000 13,584,254
Federal Home Loan Mortgage Corp. 4.5% 0.02464 13,966,862 13,563,257
Federal Home Loan Mortgage Corp. 3% 0.02463 15,296,752 13,555,953
Federal Home Loan Mortgage Corp. 4% 0.02462 14,096,457 13,548,719
TESLA AUTO LEASE TRUST 2023-A 5.86% 0.02440 13,400,000 13,427,633
Ccsvii (Cad) 0.02439 17,703,380 13,425,891
East Lane Re VII Ltd. 14.61309% 0.02438 13,400,000 13,415,410
UBS Group AG 6.537% 0.02425 12,500,000 13,346,684
Cairn CLO IV Designated Activity Company 4.552% 0.02422 12,207,304 13,327,467
Park Place Securities Inc. 7.27043% 0.02416 13,486,682 13,298,588
Fnma Pass-Thru I 4.5% 0.02410 13,657,089 13,262,435
WEC Energy Group Inc. 1.8% 0.02405 16,190,000 13,238,884
Performer Funding 1 PLC 13.19287% 0.02402 10,300,000 13,218,277
Farm Credit Bank of Texas 5.7% 0.02396 13,900,000 13,187,625
VERUS SECURITIZATION TRUST 2023-6 6.665% 0.02392 12,975,345 13,165,103
MORGAN STANLEY CAPITAL I TRUST 2.4276% 0.02389 17,000,000 13,150,115
United States Treasury Bills 0% 0.02389 13,313,000 13,147,885
EPR Properties 3.75% 0.02388 14,900,000 13,142,062
Federal Home Loan Mortgage Corp. 2.875% 0.02383 13,600,000 13,115,754
Fnma Pass-Thru I 4% 0.02345 13,370,556 12,903,463
Pacific Gas and Electric Company 3.45% 0.02340 13,300,000 12,880,058
Federal Home Loan Mortgage Corp. 4% 0.02339 13,589,737 12,874,302
Bcap Llc Trust 5.25% 0.02338 30,484,793 12,869,494
Federal Home Loan Mortgage Corp. 5.5% 0.02335 12,764,030 12,850,088
Catamaran CLO Ltd. 2014-1 Ltd. 6.77354% 0.02330 12,827,548 12,826,042
UniCredit S.p.A. 2.569% 0.02325 13,600,000 12,798,510
Federal Home Loan Mortgage Corp. 5% 0.02315 12,844,127 12,742,319
Fremont Home Loan Trust 5.60043% 0.02313 36,735,278 12,731,151
Long Beach Mortgage Loan Trust 2006-11 5.79043% 0.02311 18,622,093 12,717,387
Principal Life Global Funding II 1.25% 0.02309 14,000,000 12,706,643
American Airlines, Inc. 3% 0.02309 14,049,746 12,707,336
GS Mortgage Securities Trust 2.85555% 0.02306 17,732,028 12,691,876
DROP MORTGAGE TRUST 6.62648% 0.02305 13,700,000 12,686,647
Omega Healthcare Investors, Inc. 3.625% 0.02296 14,300,000 12,637,019
Deutsche Bank AG 1.75% 0.02293 12,300,000 12,617,261
ENEL Finance International N.V. 5% 0.02292 12,900,000 12,615,089
Thornburg Mortgage Securities Trust 4.07628% 0.02291 16,319,893 12,607,623
GS MORTGAGE BACKED SECURITIES TRUST 2022-PJ3 2.5% 0.02290 15,299,778 12,604,220
Equinix, Inc. 2.5% 0.02286 14,790,000 12,579,823
EPR Properties 3.6% 0.02282 15,100,000 12,559,384
Credit Agricole S.A. London Branch 1.907% 0.02277 13,200,000 12,532,017
Synchrony Bank 5.4% 0.02275 12,700,000 12,518,053
Rbsgc Mtg Loan Tst 5.85043% 0.02264 14,013,812 12,460,479
Harvest Clo XXII Designated Activity Company 4.815% 0.02259 11,400,000 12,432,581
Proteus Rmbs DAC 6.582% 0.02256 11,379,000 12,413,634
Nomura Holdings Inc. 6.07% 0.02255 12,000,000 12,410,004
JAMESTOWN CLO XV LTD 6.99548% 0.02255 12,400,000 12,409,049
Fnma Pass-Thru I 5% 0.02254 12,522,807 12,404,553
CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2 3.25% 0.02249 13,989,510 12,380,193
Saudi Arabia (Kingdom of) 4.875% 0.02248 12,100,000 12,374,186
Fnma Pass-Thru I 3.5% 0.02240 13,411,886 12,326,517
BPCRE 2022-FL2 Ltd / BPCRE 2022-FL2 LLC 7.75825% 0.02236 12,300,000 12,306,763
Synchrony Bank 5.625% 0.02236 12,500,000 12,306,270
United Airlines Inc Tl B 1l Tsfr3m 0.02233 12,229,684 12,290,833
HAT Holdings I LLC and HAT Holdings II LLC 3.75% 0.02230 14,555,000 12,272,636
Government National Mortgage Association 6.13774% 0.02225 12,358,659 12,243,173
Federal Home Loan Mortgage Corp. 5.5% 0.02212 12,092,862 12,172,001
Toro European CLO 6 DAC 4.908% 0.02210 11,100,000 12,164,820
WEA Finance LLC / Westfield UK & Europe Finance PLC 3.75% 0.02195 12,300,000 12,082,047
Capital One Financial Corp. 4.985% 0.02193 12,200,000 12,067,533
Venture Xxiv Clo Ltd/Llc 6.57743% 0.02193 12,080,165 12,070,677
CSMC 2020-NET 2.2569% 0.02193 13,030,854 12,067,675
Hyundai Capital America 5.875% 0.02191 11,992,000 12,060,373
VERUS SECURITIZATION TRUST 2023-7 7.07% 0.02185 11,788,035 12,026,207
Hyundai Capital America 5.95% 0.02182 11,800,000 12,011,217
Palmer Square European Loan Funding 2022-1 Designated Activity Company 4.68 0.02180 11,036,199 11,997,178
Serbia (Republic Of) 2.05% 0.02171 15,500,000 11,949,006
VMware Inc 4.65% 0.02166 12,010,000 11,922,804
Fnma Pass-Thru I 4.5% 0.02165 12,271,179 11,916,574
Pacific Gas and Electric Company 3.75% 0.02165 12,700,000 11,915,407
Government National Mortgage Association 6.09719% 0.02162 11,987,776 11,898,403
Virgin Media Sec Finance PLC 5.25% 0.02161 10,000,000 11,894,888
Liberty Utilities Finance GP1 2.05% 0.02157 14,600,000 11,872,210
Oneok Inc. 6.35% 0.02157 11,100,000 11,871,816
Fnma Pass-Thru I 5% 0.02152 11,951,579 11,842,583
Aon Corp. 2.8% 0.02148 13,300,000 11,823,217
Performer Funding 1 PLC 12.69287% 0.02148 9,300,000 11,822,456
Infor Inc 1.75% 0.02143 12,500,000 11,794,541
Ford Motor Credit Company LLC 4% 0.02142 13,100,000 11,786,370
Federal National Mortgage Association 3% 0.02134 12,205,496 11,746,426
Brandywine Operating Partnership L.P. 3.95% 0.02134 13,116,000 11,742,314
Danske Bank A/S 6.259% 0.02127 11,500,000 11,708,064
Spclty Undrw & Res 6.37043% 0.02125 12,366,512 11,694,058
Federal National Mortgage Association 5.5% 0.02113 11,545,694 11,629,571
Volkswagen International Finance N.V. 5.547% 0.02109 10,400,000 11,607,174
MADISON PARK FUNDING XXXIV LTD 6.75983% 0.02090 11,500,000 11,500,266
Logicor Financing S.a r.l. 3.25% 0.02085 10,900,000 11,473,426
Venture XXVIII CLO Ltd 6.66743% 0.02074 11,438,214 11,416,539
Galaxy Xxvii Clo Ltd / Galaxy Xxvii Clo Llc 6.67182% 0.02073 11,405,280 11,408,131
Leidos Inc 2.3% 0.02072 13,600,000 11,403,877
T-Mobile USA, Inc. 3.4% 0.02063 15,500,000 11,352,154
Banque Federative du Credit Mutuel 5.896% 0.02061 11,100,000 11,343,795
Marriott International, Inc. 3.6% 0.02061 11,400,000 11,344,487
Southern California Edison Company 3.65% 0.02061 15,000,000 11,340,908
Citigroup Mortgage Loan Trust 5.97043% 0.02054 11,589,384 11,306,822
Option One Mortgage Loan Trust 6.16043% 0.02050 11,959,942 11,284,462
BMW VEHICLE LEASE TRUST 2023-2 5.99% 0.02047 11,100,000 11,266,260
VMware Inc 4.5% 0.02045 11,358,000 11,255,608
SOUND POINT CLO XV LTD 6.57354% 0.02041 11,225,645 11,233,625
DnB Bank ASA 1.127% 0.02041 12,100,000 11,233,768
European Bank For Reconstruction & Development 1.625% 0.02038 11,500,000 11,217,941
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 6.95% 0.02024 10,930,000 11,141,397
Royalty Pharma PLC 1.2% 0.02020 11,900,000 11,114,713
Foresea Holding SA 7.5% 0.02019 11,988,738 11,113,560
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 7.4% 0.02015 10,930,000 11,090,565
Credit Suisse AG New York Branch 4.75% 0.02014 11,150,000 11,085,165
Discovery Communications, LLC 4.65% 0.02012 13,700,000 11,074,425
Bluemountain Fuji Eur Clo V Designated Activity Company 4.875% 0.02007 10,150,000 11,044,675
Option One Mortgage Loan Trust 5.61043% 0.02005 19,450,980 11,032,839
Conagra Brands Inc 1.375% 0.01994 12,490,000 10,973,391
Penske Truck Leasing Co., L.P. 3.45% 0.01993 11,100,000 10,968,520
Southern California Edison Company 2.5% 0.01992 12,760,000 10,962,899
CWABS Asset-Backed Certificates Trust 2007-5 5.91043% 0.01985 11,341,730 10,924,109
BFLD TRUST 2020-EYP 6.62648% 0.01984 14,300,000 10,919,622
Federal Realty OP LP 3.5% 0.01971 11,900,000 10,848,591
GSPA Monetization Trust 6.422% 0.01971 11,181,531 10,848,695
Man GLG Euro CLO III Designated Activity Company 4.645% 0.01966 9,855,981 10,818,960
Brookfield Finance Inc. 4.35% 0.01966 11,200,000 10,817,691
Fnma Pass-Thru I 3% 0.01964 12,193,408 10,807,352
SBA Tower Trust 2.328% 0.01962 12,200,000 10,795,796
Federal Home Loan Mortgage Corp. 3.5% 0.01957 11,718,474 10,769,923
Evergy Metro Inc. 2.25% 0.01957 12,600,000 10,769,118
Fnma Pass-Thru I 3% 0.01956 12,146,847 10,765,503
Fnma Pass-Thru I 3% 0.01955 12,135,736 10,760,564
Bbcms Mortgage Trust 2018-CBM 6.65901% 0.01954 10,923,000 10,751,298
JP MORGAN MORTGAGE TRUST 5% 0.01950 10,992,064 10,729,663
Fnma Pass-Thru I 3% 0.01944 12,059,869 10,696,476
LEGACY MORTGAGE ASSET TRUST 2.19009% 0.01943 15,576,827 10,695,311
Federal Home Loan Mortgage Corp. 3% 0.01934 11,999,143 10,644,221
Standard Chartered PLC 1.456% 0.01932 11,600,000 10,633,395
UBS Group AG 6.301% 0.01930 10,000,000 10,621,320
SG Mtg Sec 06-Opt2 5.62043% 0.01930 11,708,354 10,620,276
Emory University 2.143% 0.01927 12,300,000 10,605,829
Ipalco Enterprises Inc. 4.25% 0.01915 11,370,000 10,537,067
Amdocs Limited 2.538% 0.01904 12,100,000 10,479,033
Globe Life Inc 2.15% 0.01904 12,500,000 10,480,839
Sumitomo Mitsui Financial Group Inc. 2.448% 0.01903 10,700,000 10,471,362
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2 3.55% 0.01899 10,490,371 10,454,086
Jubilee Clo 2014-XII Designated Activity Company 4.565% 0.01897 9,536,000 10,440,573
American Airlines, Inc. 3.2% 0.01895 11,429,402 10,429,281
MF1 2021-FL5 LTD 6.32629% 0.01894 10,463,242 10,421,350
Structured Asset Securities Corp Mortgage Loan 5.70043% 0.01887 17,465,437 10,383,637
Fnma Pass-Thru I 4.5% 0.01885 10,685,553 10,376,769
Fnma Pass-Thru I 3.5% 0.01880 11,261,766 10,347,475
Lima Metro Line 2 Finance Limited 5.875% 0.01879 10,439,632 10,341,628
Proteus Rmbs DAC 8.452% 0.01876 9,482,000 10,323,222
U.S. Treasury Security Stripped Interest Security 0% 0.01874 22,400,000 10,314,399
Federal National Mortgage Association 3% 0.01872 11,081,461 10,304,464
JP Morgan Alt Loan 5.84288% 0.01871 13,747,820 10,297,994
HCA Inc. 5.5% 0.01868 10,100,000 10,279,443
Tesco Property Finance 5 Plc 5.6611% 0.01867 7,988,346 10,275,472
HCA Inc. 5.2% 0.01866 10,150,000 10,269,495
Aercap Ireland Capital DAC 3.5% 0.01857 10,450,000 10,222,031
Sfr Tl B14 Tl 1l Tsfr1m 0.01857 11,337,279 10,217,722
Alternative Loan Trust 5.99043% 0.01854 12,289,143 10,202,246
Micron Technology Inc. 4.975% 0.01854 10,200,000 10,205,327
Comm 2016 Cor1 Mgt 3.091% 0.01847 10,964,000 10,163,433
The Toronto-Dominion Bank 5.156% 0.01845 10,000,000 10,152,252
Venture 33 Clo Limited & Llc 6.71548% 0.01843 10,142,928 10,143,937
FirstEnergy Corp. 2.25% 0.01839 12,000,000 10,122,624
Government National Mortgage Association 4.5% 0.01833 10,193,922 10,086,021
Fnma Pass-Thru I 5% 0.01832 10,169,540 10,080,238
Fnma Pass-Thru I 3% 0.01828 11,345,635 10,059,822
Mizuho Financial Group Inc. 1.979% 0.01827 12,300,000 10,054,145
Morgan Stanley Ixi 5.93043% 0.01824 24,803,292 10,036,672
Dell International L.L.C. and EMC Corporation 6.02% 0.01823 9,796,000 10,030,607
BNP Paribas SA 4.625% 0.01820 12,400,000 10,018,819
Arizona Public Service Company 3.35% 0.01817 14,000,000 10,000,412
Bain Capital Credit CLO 2017-1 Ltd/Corp 6.64743% 0.01816 10,004,785 9,994,125
Federation des Caisses Desjardins du Quebec 4.4% 0.01813 10,100,000 9,980,720
The Boeing Company 2.196% 0.01812 10,550,000 9,973,748
San Diego Gas & Electric Company 1.7% 0.01811 12,037,000 9,968,503
Atlas Senior Secured Loan Fund VIII Ltd/Llc 6.80548% 0.01811 9,981,840 9,968,377
Banco Espirito Santo S.A. 4.75% 0.01810 32,800,000 9,963,944
FIRST INVESTORS AUTO OWNER TRUST 2023-1 6.44% 0.01804 9,822,948 9,926,979
ENEL Finance International N.V. 1.875% 0.01796 11,300,000 9,885,802
Tesco Property Finance 6 PLC 5.4111% 0.01794 7,964,391 9,875,622
BSPDF 2021-FL1 ISSUER LTD 6.67629% 0.01793 10,190,256 9,869,343
Government National Mortgage Association 5.43101% 0.01792 9,832,365 9,863,414
JP MORGAN MORTGAGE TRUST 5% 0.01790 10,090,784 9,849,899
Air Canada 5.25% 0.01790 10,028,534 9,849,013
Hudson Pacific Properties LP 5.95% 0.01789 11,117,000 9,846,840
Federal Home Loan Mortgage Corp. 4.5% 0.01786 10,123,746 9,829,615
Ford Motor Company 3.25% 0.01786 11,800,000 9,829,899
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 9.1% 0.01774 9,580,000 9,762,619
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 9.1% 0.01774 9,580,000 9,762,619
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 9.1% 0.01774 9,580,000 9,762,619
Federal National Mortgage Association 3% 0.01771 10,993,782 9,744,133
Aadvantage Loyalty Ip Tl 1l Tsfr3m 0.01767 9,450,000 9,722,444
Bear Stearns Mortgage Funding Trust 2006-Ar5 5.63043% 0.01767 11,654,467 9,724,621
Great-West Lifeco U S Finance 2020 LP 0.904% 0.01766 10,400,000 9,719,285
LifePoint Health, Inc 11% 0.01763 9,200,000 9,702,191
KKR Group Finance Co VIII LLC 3.5% 0.01758 13,500,000 9,673,064
OBX 2023-NQM8 TRUST 7.045% 0.01756 9,455,594 9,662,616
Riponspvassets 3Msonia + 0Bp 0.01754 8,063,465 9,654,362
Morgan Stanley ABS Capital I Inc 5.65043% 0.01750 22,482,746 9,631,961
American Airlines, Inc. 3.35% 0.01750 10,643,073 9,632,248
UBS Cml Mtg Tr 4.3134% 0.01738 10,000,000 9,567,427
Oracle Corp. 3.85% 0.01737 13,100,000 9,560,791
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP 5.95831% 0.01734 10,348,563 9,544,521
Mitsubishi UFJ Financial Group Inc. 5.719% 0.01734 9,500,000 9,544,204
Federal National Mortgage Association 4% 0.01732 10,066,274 9,532,438
Federal Home Loan Mortgage Corp. 5.09792% 0.01732 9,663,672 9,534,879
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 4.93% 0.01727 9,400,000 9,505,633
UNITED AIRLINES PASS THROUGH CERTIFICATES 4.15% 0.01723 10,250,108 9,483,440
Wells Fargo Commercial Mortgage Trust 3.472% 0.01721 10,070,000 9,472,732
Ashford Hospitality Trust Inc 6.434% 0.01720 9,581,265 9,466,309
Guardian Life Global Funding 1.25% 0.01720 10,700,000 9,464,163
Clearway Energy Operating LLC 3.75% 0.01713 10,700,000 9,429,674
VERUS SECURITIZATION TRUST 2023-1 5.85% 0.01712 9,423,955 9,424,271
Goodman US Finance Three LLC 3.7% 0.01711 10,100,000 9,417,701
Natwest Markets PLC 3.479% 0.01710 9,600,000 9,411,102
Fish Pond Re Ltd. 5.84586% 0.01709 9,400,000 9,408,011
7-Eleven Inc. 1.8% 0.01702 11,500,000 9,366,802
Pacific Gas and Electric Company 3.3% 0.01699 10,000,000 9,350,393
Midwest Connector Capital Company LLC 3.9% 0.01698 9,400,000 9,347,779
Deutsche Bank AG 2.625% 0.01684 7,500,000 9,270,703
Federal Home Loan Mortgage Corp. 3% 0.01682 10,438,722 9,254,312
American Tower Corporation 2.1% 0.01681 11,000,000 9,250,931
Franklin Resources 1.6% 0.01678 11,300,000 9,237,770
Federal Home Loan Mortgage Corp. 4.5% 0.01678 9,511,771 9,236,906
Government National Mortgage Association 5.90856% 0.01665 9,208,179 9,160,768
National Fuel Gas Company 2.95% 0.01664 10,900,000 9,155,785
JPMorgan Chase & Co. 1.578% 0.01661 9,900,000 9,142,596
Benchmark Mortgage Trust 2.7% 0.01660 9,800,000 9,137,673
Renesas Electronics Corp. 1.543% 0.01655 9,460,000 9,106,059
BNP Paribas SA 2.819% 0.01647 9,300,000 9,066,280
CROSS 2023-H1 MORTGAGE TRUST 6.615% 0.01644 8,955,239 9,049,380
OZLM Funding IX Ltd./LLC 6.77743% 0.01638 9,009,000 9,013,877
Fnma Pass-Thru I 2% 0.01628 10,945,740 8,959,034
Black Diamond Clo 2019-1 Designated Activity Compnay 4.982% 0.01627 8,207,241 8,952,006
GS Mortgage Securities Trust 2019-GC42 3.0005% 0.01624 10,000,000 8,936,590
Vibrant Clo Iv. Ltd 6.79743% 0.01624 9,000,000 8,936,799
Morgan Stanley BAML Trust 3.732% 0.01623 9,229,000 8,934,919
Federal National Mortgage Association 5% 0.01623 9,014,773 8,931,412
AES Corp. 2.45% 0.01622 10,600,000 8,925,277
Performer Funding 1 PLC 0% 0.01622 20,600,000 8,929,370
Ford Motor Credit Company LLC 4.542% 0.01620 9,200,000 8,916,967
Spclty Undrw & Res 6.0725% 0.01619 24,572,278 8,911,503
OBX 2023-NQM6 TRUST 6.52% 0.01617 8,810,061 8,900,983
Hyundai Capital America 6.5% 0.01614 8,400,000 8,883,317
Federal Home Loan Mortgage Corp. 5% 0.01614 8,966,835 8,884,482
CWABS Asset-Backed Certificates Trust 2007-2 5.61043% 0.01614 9,876,676 8,882,765
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED 3.401% 0.01612 10,930,000 8,871,906
Constellation Energy Generation LLC 3.25% 0.01608 9,100,000 8,849,102
Vibrant CLO VI Ltd./Vibrant CLO VI LLC 6.582% 0.01605 8,833,863 8,832,780
HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST 5.71% 0.01604 8,800,000 8,827,900
Huntington Ingalls Industries, Inc. 2.043% 0.01600 10,000,000 8,804,628
Pacific Gas and Electric Company 3.3% 0.01599 9,400,000 8,797,679
Government National Mortgage Association 4.5% 0.01596 8,882,513 8,783,966
Spirit AeroSystems Inc 9.375% 0.01592 8,000,000 8,762,488
MKS CLO LTD 6.67743% 0.01591 8,763,888 8,754,839
Ozlm Xxi.. Ltd 6.82743% 0.01591 8,744,914 8,756,294
Walgreens Boots Alliance, Inc. 3.45% 0.01590 9,200,000 8,751,136
PFP 2022-9 LTD 7.63611% 0.01589 8,700,000 8,744,702
Volkswagen Group of America Finance LLC 6.26315% 0.01585 8,700,000 8,720,968
Government National Mortgage Association 4.5% 0.01576 8,772,278 8,676,277
United States Treasury Bonds 1% 0.01571 10,636,707 8,645,473
United States Treasury Bills 0% 0.01571 8,677,000 8,647,797
Ally Financial Inc. 6.848% 0.01570 8,400,000 8,641,593
Merrill Lynch Mtg Inv Trust 6.37043% 0.01567 14,607,268 8,621,792
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.581% 0.01566 8,617,944 8,618,523
Asian Development Bank 6% 0.01565 43,700,000 8,611,894
Thames Water Utilities Finance PLC 0.875% 0.01562 9,100,000 8,598,532
Bank of America Corp. 0.981% 0.01561 8,900,000 8,592,804
Fifth Third Bancorp 4.055% 0.01561 9,000,000 8,592,990
Danske Bank A/S 1.621% 0.01561 9,200,000 8,592,363
Fnma Pass-Thru I 3% 0.01555 9,649,909 8,557,804
Benefit Street Partners Clo Xix Ltd / Llc 7.00548% 0.01555 8,550,000 8,558,582
Bear Stearns Alternative A Trust 5.81043% 0.01549 9,270,004 8,523,126
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 9.35% 0.01547 8,900,000 8,512,447
Ford Motor Credit Company LLC 3.25% 0.01547 7,800,000 8,514,728
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 9.35% 0.01547 8,900,000 8,512,447
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 9.35% 0.01547 8,900,000 8,512,447
Mylan II B.V. 3.95% 0.01546 8,800,000 8,510,884
Columbia Pipelines Operating Co. LLC 5.927% 0.01544 8,200,000 8,496,741
Tennessee Gas Pipeline Company 2.9% 0.01544 9,635,000 8,498,648
Government National Mortgage Association 6.21774% 0.01536 8,498,350 8,455,235
Fnma Pass-Thru I 3% 0.01533 9,513,839 8,436,199
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR 6.459% 0.01531 8,465,000 8,424,504
Federal Home Loan Mortgage Corp. 3% 0.01528 9,485,314 8,409,545
UWM MORTGAGE TRUST 2021-INV3 2.5% 0.01525 9,630,328 8,393,585
Federal National Mortgage Association 5.95191% 0.01524 8,581,244 8,389,205
Jubilee CLO 2016-XVII Designated Activity Company 4.615% 0.01521 7,750,000 8,368,313
Federal Home Loan Mortgage Corp. 3% 0.01518 9,418,148 8,352,252
Amgen Inc. 5.25% 0.01516 8,100,000 8,341,647
Warwick Finance Residential Mortgages Number Three Plc 7.83962% 0.01515 6,656,000 8,338,351
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG 6.70371% 0.01512 8,483,420 8,321,806
Venture CDO Ltd. 6.72743% 0.01511 8,321,877 8,317,086
Crown Castle Inc. 5.6% 0.01508 8,100,000 8,297,348
Federal National Mortgage Association 5.90191% 0.01507 8,520,003 8,296,038
Global Payments Inc 1.2% 0.01504 9,000,000 8,275,122
Oracle Corp. 3.6% 0.01502 11,100,000 8,267,367
Wells Fargo Commercial Mortgage Trust 2020-C55 2.725% 0.01499 9,400,000 8,251,949
Brixmor Operating Partnership LP 4.125% 0.01498 8,500,000 8,242,561
Jfin Clo 2017-II LTD/Jfin Clo 2017-II LLC 6.622% 0.01498 8,252,101 8,244,235
Verisk Analytics, Inc. 3.625% 0.01496 10,800,000 8,232,181
Indymac Indx Mtg 5.83043% 0.01492 8,179,881 8,212,935
Warwick Finance Residential Mortgages Number Three Plc 8.33962% 0.01489 6,656,000 8,196,498
Berry Global Inc 1.57% 0.01488 8,809,000 8,190,061
Costar Group Inc 2.8% 0.01487 9,600,000 8,182,306
Pacific Gas and Electric Company 4.5% 0.01487 10,400,000 8,183,680
Eastern Energy Gas Holdings Llc 2.5% 0.01487 8,400,000 8,184,130
NatWest Group PLC 0.75% 0.01485 7,609,000 8,174,465
BMW VEHICLE OWNER TRUST 2023-A 5.593% 0.01480 8,142,170 8,142,994
Federal National Mortgage Association 6% 0.01479 7,786,588 8,139,063
Bank of America, N.A. 6.36433% 0.01478 8,100,000 8,134,967
Madison Park Funding Xvii Ltd 6.67354% 0.01477 8,108,942 8,127,630
CVS Health Corp 3.25% 0.01475 8,700,000 8,115,763
Nomura Holdings Inc. 2.679% 0.01474 9,500,000 8,113,534
Jpmcc 2016-Jp4 3.6483% 0.01473 8,606,000 8,104,076
Government National Mortgage Association 5.89856% 0.01473 8,144,331 8,108,485
National Rural Utilities Cooperative Finance Corp. 1.35% 0.01471 10,290,000 8,097,348
International Flavors & Fragrances Inc. 1.23% 0.01465 8,700,000 8,060,272
Fnma Pass-Thru I 3.5% 0.01463 8,198,567 8,050,691
Kilroy Realty L.P. 2.5% 0.01463 10,600,000 8,049,795
Federal Home Loan Mortgage Corp. 5% 0.01463 8,128,932 8,052,169
TOWD POINT MORTGAGE TRUST 2.9% 0.01462 8,550,070 8,043,545
Broadcom Inc 3.5% 0.01461 10,100,000 8,042,239
Fells Point Funding Trust 3.046% 0.01458 8,500,000 8,021,676
GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 4.59% 0.01450 8,010,926 7,982,096
NELNET STUDENT LOAN TRUST 2023-A 6.64% 0.01449 7,853,428 7,975,120
Federal Home Loan Mortgage Corp. 5.5% 0.01448 7,911,167 7,967,622
Catholic Health Services Long Island 3.368% 0.01447 11,100,000 7,964,598
Fremont Home Loan Trust 6.13043% 0.01445 8,408,354 7,950,913
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED 3.501% 0.01444 9,935,000 7,948,246
Federal Home Loan Mortgage Corp. 3% 0.01441 8,939,634 7,927,959
Dominion Energy Inc 2.25% 0.01440 9,550,000 7,926,924
GN Bondco LLC 9.5% 0.01439 8,100,000 7,918,803
Adani Energy Solutions Ltd. 4% 0.01439 8,624,000 7,919,721
GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1 5% 0.01438 8,554,650 7,913,812
HSI Asset Securitization Corporation Trust 5.91043% 0.01437 8,341,620 7,906,991
Lcm Xxv Ltd/Lcm Xxv Llc 6.51582% 0.01435 7,926,045 7,900,416
Ontario (Province Of) 1.55% 0.01434 11,600,000 7,890,497
Anchorage Capital CLO 2012-1 Ltd. 6.79548% 0.01434 7,900,000 7,890,125
Morgan Stanley ABS Capital I Inc 5.62043% 0.01433 13,851,264 7,886,389
Wells Fargo Commercial Mortgage Trust 3.311% 0.01433 8,800,000 7,889,268
Performer Funding 1 PLC 10.69287% 0.01432 6,200,000 7,880,149
Goldman Sachs Group, Inc. 1.948% 0.01431 8,600,000 7,873,261
BRSP 2021-FL1 LTD 6.62023% 0.01430 8,065,570 7,870,404
American Express Company 6.338% 0.01428 7,700,000 7,857,337
DALLAS FORT WORTH TEX INTL ARPT REV 4.507% 0.01426 8,385,000 7,850,389
RMAC Securities No. 1 PLC 5.46305% 0.01424 6,363,214 7,834,506
Paraguay (Republic of) 4.95% 0.01423 8,000,000 7,830,001
Oneok Inc. 5.85% 0.01421 7,700,000 7,821,277
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75% 0.01418 8,000,000 7,804,858
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2.1798% 0.01417 10,000,000 7,798,336
Csmcm Trust 2.31775% 0.01413 9,946,416 7,775,107
Credit Suisse AG London Branch 5.185% 0.01410 7,000,000 7,759,700
Federal Home Loan Mortgage Corp. 4% 0.01409 8,017,906 7,752,701
Federal National Mortgage Association 3% 0.01407 8,729,447 7,744,073
Tesco Property Finance 3 Plc 5.744% 0.01403 5,988,929 7,722,258
Rbssp Resecuritization Trust 2011-4 3.82961% 0.01403 9,300,500 7,723,727
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 0% 0.01400 11,400,000 7,703,959
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC 7.23547% 0.01400 7,500,000 7,707,002
Alliant Energy Finance LLC 1.4% 0.01386 8,400,000 7,627,891
VERUS SECURITIZATION TRUST 2023-INV2 6.443% 0.01384 7,518,159 7,615,101
Block Financial Llc 3.875% 0.01382 8,300,000 7,604,649
Fnma Pass-Thru I 3% 0.01381 8,568,800 7,597,825
Kimco Realty Corporation 1.9% 0.01380 8,600,000 7,596,587
TRICOLOR AUTO SECURITIZATION TRUST 2023-1 6.48% 0.01377 7,583,236 7,578,838
Nissan Motor Acceptance Co LLC 2.75% 0.01373 8,550,000 7,557,255
Argent Secs Inc 6.11043% 0.01373 8,520,158 7,556,355
GA Global Funding Trust 1.625% 0.01373 8,200,000 7,555,682
Federal Home Loan Mortgage Corp. 4% 0.01368 7,794,782 7,527,168
Duke Energy Corp 2.45% 0.01365 8,600,000 7,514,341
Dryden 47 Senior Loan Fund/Llc 6.63548% 0.01365 7,502,486 7,509,668
J.P. MORGAN MORTGAGE TRUST 2022-LTV2 3.5% 0.01365 8,433,292 7,514,567
Federal Home Loan Mortgage Corp. 5.24498% 0.01362 7,594,219 7,493,958
Korea Development Bank 6.04704% 0.01360 7,450,000 7,486,766
First American Financial Corporation 4% 0.01359 8,290,000 7,477,495
Fnma Pass-Thru I 3.5% 0.01358 8,131,961 7,472,208
Pacific Gas and Electric Company 4.45% 0.01355 9,200,000 7,457,895
Ford Motor Credit Company LLC 5.113% 0.01354 7,650,000 7,453,968
Oneok Inc. 5.65% 0.01354 7,200,000 7,449,487
American Airlines, Inc. 3.375% 0.01353 8,116,954 7,448,935
Federal National Mortgage Association 5.90191% 0.01353 7,653,028 7,449,084
Government National Mortgage Association 5.83774% 0.01350 7,736,466 7,427,646
Pacific Gas and Electric Company 4.25% 0.01350 9,600,000 7,430,075
Fnma Pass-Thru I 4% 0.01349 7,833,838 7,422,088
Sound Point CLO XXII Ltd/LLC 6.75743% 0.01348 7,467,000 7,418,302
Federal Home Loan Mortgage Corp. 3% 0.01347 8,360,756 7,412,151
ING Groep N.V. 4.017% 0.01341 7,600,000 7,381,482
Federal National Mortgage Association 5.95191% 0.01340 7,555,814 7,375,356
EPR Properties 4.5% 0.01340 7,800,000 7,373,394
Federal Home Loan Mortgage Corp. 3% 0.01338 8,307,425 7,364,788
Logicor Financing S.a r.l. 1.625% 0.01330 7,200,000 7,321,959
Federal Home Loan Mortgage Corp. 5.5% 0.01330 7,269,315 7,317,635
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS 6.65648% 0.01323 7,400,000 7,280,770
ENCINA SR SEC NOTES 144A TSFR1M 0.01319 7,416,253 7,261,457
Wamu Mortgage Pass-Through CTFS TR 4.31063% 0.01317 8,006,950 7,248,634
Federal Home Loan Mortgage Corp. 4% 0.01316 7,500,143 7,242,643
Bbcms Mortgage Trust 2.639% 0.01315 8,250,000 7,239,410
Federal National Mortgage Association 3% 0.01315 7,708,420 7,239,990
BMW VEHICLE LEASE TRUST 2023-2 5.95% 0.01312 7,200,000 7,221,924
JPMorgan Chase & Co. 4.851% 0.01310 7,200,000 7,210,894
Georgia Power Company 3.25% 0.01310 9,900,000 7,209,717
Credit Agricole S.A. London Branch 1.247% 0.01306 7,800,000 7,188,655
Banco BTG Pactual S.A. Cayman Islands Branch 2.75% 0.01305 7,600,000 7,183,236
NELNET STUDENT LOAN TRUST 2023-A 7.53774% 0.01301 7,147,502 7,162,470
Morgan Stanley ABS Capital I Inc 5.97043% 0.01293 13,712,404 7,115,152
Morgan Stanley ABS Capital I Inc 5.70043% 0.01291 12,466,138 7,105,803
Bear Stearns Asset Backed Securities I Trust 7.42043% 0.01290 7,306,000 7,101,709
Ozlm Xvi. Ltd 6.68182% 0.01289 7,101,911 7,093,458
Ford Motor Credit Company LLC 3.81% 0.01289 7,100,000 7,096,863
JP MORGAN MORTGAGE TRUST 2.5% 0.01288 8,611,556 7,089,029
Government National Mortgage Association 6.00719% 0.01288 7,136,148 7,086,480
CenterPoint Energy Resources Corp. 1.75% 0.01285 8,500,000 7,072,153
Citigroup Inc. 6.84177% 0.01285 7,050,000 7,074,735
Kimco Realty Corporation 3.3% 0.01281 7,200,000 7,051,648
Renew Wind Energy Ap 2 Private Ltd / Ostro Jaisalmer Private Ltd / Ostro Ur 0.01278 7,900,000 7,034,206
Bear Stearns Arm Trust 4.06667% 0.01278 7,823,209 7,032,280
Capital One Financial Corp. 2.636% 0.01272 7,300,000 6,998,788
Stratus Clo 2021-2 Ltd/Stratus Clo 2021-2 Llc 6.57743% 0.01271 7,031,969 6,994,425
Sumitomo Mitsui Financial Group Inc. 5.464% 0.01267 6,900,000 6,971,808
CF MORTGAGE TRUST 2.8744% 0.01266 7,900,000 6,966,456
Cwalt Incorporation 7.04543% 0.01266 7,036,459 6,965,991
Morgan Stanley 3.62% 0.01265 7,000,000 6,959,507
Government National Mortgage Association 6.35% 0.01263 6,967,753 6,951,726
Wells Fargo Bank, National Association 6.4033% 0.01261 6,900,000 6,942,200
Federal National Mortgage Association 4% 0.01261 7,185,699 6,939,184
Federal Home Loan Mortgage Corp. 3% 0.01258 7,813,832 6,924,620
Federal National Mortgage Association 4.5% 0.01258 6,950,000 6,921,766
CARMAX AUTO OWNER TRUST 2023-3 5.72% 0.01257 6,900,000 6,916,546
LCM 29 LTD 6.72548% 0.01257 6,950,000 6,915,379
Fnma Pass-Thru I 3% 0.01255 7,794,506 6,908,516
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2.7563% 0.01255 7,800,000 6,908,217
Volkswagen Group of America Finance LLC 5.7% 0.01254 6,800,000 6,903,518
Scentre Group Trust 1 / Scentre Group Trust 2 3.625% 0.01252 7,100,000 6,890,515
Federal National Mortgage Association 5.85191% 0.01251 7,087,357 6,884,943
Host Hotels & Resorts, L.P. 3.375% 0.01244 7,600,000 6,845,849
VASA TRUST 2021-VASA 6.37648% 0.01242 7,550,000 6,836,650
Federal National Mortgage Association 5.90191% 0.01241 7,018,667 6,831,275
Centerpoint Energy Houston Electric LLC 5.2% 0.01240 6,600,000 6,823,261
Expedia Group Inc 3.25% 0.01240 7,430,000 6,825,591
Lazard Group LLC 4.5% 0.01240 7,000,000 6,825,297
Lloyds Banking Group PLC 5.7503% 0.01240 9,990,000 6,826,832
Fnma Pass-Thru I 4.5% 0.01239 7,024,077 6,821,100
COMM 2019 MORTGAGE TRUST 2.95% 0.01238 7,700,000 6,811,395
Primerica, Inc. 2.8% 0.01234 8,000,000 6,789,208
BBCMS MORTGAGE TRUST 4.314% 0.01232 7,000,000 6,779,419
Regeneron Pharmaceuticals, Inc. 1.75% 0.01226 8,190,000 6,748,400
Wells Fargo & Co. 3.35% 0.01223 7,680,000 6,729,805
Centene Corporation 4.625% 0.01221 7,000,000 6,720,304
CWABS Inc. 6.43043% 0.01219 6,970,621 6,710,786
Federal Home Loan Mortgage Corp. 5% 0.01219 6,771,059 6,707,119
Pacific Gas and Electric Company 4.95% 0.01218 7,800,000 6,702,358
Pacific Gas and Electric Company 4.3% 0.01217 8,500,000 6,697,707
Deutsche Bank AG New York Branch 6.119% 0.01212 6,600,000 6,667,969
Oneok Inc. 5.8% 0.01211 6,400,000 6,667,216
Morgan Stanley Hom 5.57043% 0.01211 13,723,081 6,662,793
MF1 2021-FL6 LTD 6.57273% 0.01210 6,754,499 6,657,556
Wamu Mortgage Pass-Through CTFS TR 4.61658% 0.01206 6,853,871 6,638,600
Ripon Mortgages PLC 8.19974% 0.01205 5,250,107 6,629,203
Realty Income Corporation 3.1% 0.01201 7,200,000 6,611,932
Realty Income Corporation 4.875% 0.01201 6,600,000 6,612,193
Carbone CLO, Limited / Carbone CLO LLC 6.81743% 0.01201 6,605,652 6,609,966
Fnma Pass-Thru I 4.5% 0.01201 6,808,009 6,611,276
Kirkby Rmbs Plc 2.25% 0.01199 9,470,000 6,598,748
Federal Home Loan Mortgage Corp. 4% 0.01198 6,829,882 6,595,381
Fnma Pass-Thru I 4.5% 0.01197 6,785,968 6,589,871
Realty Income Corporation 4.625% 0.01193 6,600,000 6,563,856
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 3.0565% 0.01193 7,900,000 6,566,755
UBS Cml Mtg Tr 4.2411% 0.01193 7,000,000 6,563,067
Pacific Gas and Electric Company 6.75% 0.01193 6,000,000 6,567,459
Ripon Mortgages PLC 8.44974% 0.01192 5,255,000 6,557,743
Argent Sec Tr 2006 5.62043% 0.01190 20,369,593 6,546,667
CSMC 2020-FACT 7.07648% 0.01188 6,800,000 6,539,040
BX COMMERCIAL MORTGAGE TRUST 6.56308% 0.01185 6,650,000 6,523,458
The Toronto-Dominion Bank 2.8% 0.01185 6,900,000 6,522,658
Thames Water Utilities Finance PLC 1.25% 0.01183 7,800,000 6,508,947
CITADEL TL B 1L TSFR1M 0.01182 6,484,112 6,507,066
Credit Suisse BMSC 4.10569% 0.01181 6,791,028 6,502,240
Wamu Mortgage Pass-Through CTFS TR 3.59615% 0.01181 7,529,294 6,498,247
AutoNation, Inc. 4.75% 0.01180 6,715,000 6,492,166
American Homes 4 Rent L P 4.25% 0.01180 6,678,000 6,494,374
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 9.1% 0.01179 6,370,000 6,491,428
Southern California Gas Co. 2.95% 0.01178 6,830,000 6,484,831
Fnma Pass-Thru I 3% 0.01174 7,219,046 6,461,841
JSW Hydro Energy Ltd. 4.125% 0.01174 7,406,000 6,460,883
Fnma Pass-Thru I 4% 0.01173 6,689,984 6,457,654
MASTR Asset Backed Securities Trust 6.22043% 0.01171 6,884,270 6,442,569
Fnma Pass-Thru I 5.5% 0.01171 6,404,974 6,442,592
Federal Home Loan Mortgage Corp. 5.5% 0.01169 6,398,386 6,433,264
Federal National Mortgage Association 4% 0.01168 6,654,521 6,426,214
Structured Asset Securities Corp Mortgage Loan 5.74043% 0.01165 6,640,511 6,411,374
Fnma Pass-Thru I 3% 0.01164 7,226,123 6,408,503
Southern Co. 1.75% 0.01164 7,190,000 6,405,467
Federal Home Loan Mortgage Corp. 2% 0.01163 7,826,003 6,401,372
Sound Point CLO XX 6.74121% 0.01163 6,402,730 6,398,079
UNIVERSITY CALIF REVS 4.858% 0.01162 6,770,000 6,397,753
S&P Global Inc 2.7% 0.01161 6,900,000 6,391,390
Towd Point Mortgage Funding 2019-Auburn 13 plc 6.56419% 0.01160 4,994,688 6,384,804
Energy Transfer LP 6.05% 0.01158 6,200,000 6,375,826
Thornburg Mortgage Securities Trust 6.81474% 0.01157 7,556,963 6,365,535
Bank of America Corp. 3.559% 0.01155 6,600,000 6,357,506
JPMorgan Chase & Co. 3.96% 0.01155 6,500,000 6,354,575
Ramp Ser 2006-Rz4 5.82043% 0.01154 6,680,081 6,351,916
Federal National Mortgage Association 5.5% 0.01153 6,311,456 6,343,813
Healthcare Realty Holdings L.P 2% 0.01152 7,900,000 6,338,932
Fnma Pass-Thru I 3% 0.01152 7,148,436 6,337,925
Fnma Pass-Thru I 5.5% 0.01152 6,295,721 6,339,513
Government National Mortgage Association 6.03719% 0.01150 6,381,687 6,331,414
Federal Home Loan Mortgage Corp. 4.5% 0.01148 6,506,360 6,317,327
Merrill Lynch Mortgage Trust 5.79043% 0.01148 7,076,766 6,315,978
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2.1% 0.01146 8,148,380 6,307,959
Wells Fargo Commercial Mortgage Trust 3.615% 0.01145 6,462,390 6,302,565
Fnma Pass-Thru I 5.5% 0.01142 6,248,163 6,283,090
Banco Espirito Santo S.A. 4% 0.01137 20,600,000 6,257,843
OCI NV 6.7% 0.01135 6,100,000 6,247,429
MPLX LP 4.7% 0.01133 7,200,000 6,237,118
Ford Motor Credit Company LLC 2.9% 0.01128 6,900,000 6,205,857
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 6.95% 0.01126 6,080,000 6,197,593
CWABS Asset-Backed Certificates Trust 2006-14 5.75043% 0.01126 6,601,643 6,195,062
Broadcom Inc 2.6% 0.01125 7,500,000 6,193,939
Morgan Stanley ABS Capital I Inc 5.62043% 0.01124 11,841,968 6,187,069
Fnma Pass-Thru I 5.5% 0.01123 6,142,495 6,181,099
Thornburg Mortgage Securities Trust 6.81474% 0.01121 6,522,213 6,171,181
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 7.4% 0.01121 6,080,000 6,169,317
Federal Home Loan Mortgage Corp. 3.5% 0.01120 6,553,669 6,163,688
Federal Home Loan Mortgage Corp. 5.5% 0.01120 6,130,178 6,166,538
Government National Mortgage Association 6.58719% 0.01117 6,155,372 6,149,650
Morgan Stanley ML 4.70245% 0.01116 8,195,412 6,140,987
Fnma Pass-Thru I 6% 0.01116 6,043,479 6,143,971
Federal National Mortgage Association 5.5% 0.01114 6,100,000 6,131,275
Benefit Street Partners Clo Vii, Ltd 6.60548% 0.01110 6,114,083 6,107,631
Federal Home Loan Mortgage Corp. 5.5% 0.01110 6,063,543 6,106,812
OCTAGON LOAN FUNDING LLC 6.80871% 0.01110 6,100,051 6,108,030
Federal Home Loan Mortgage Corp. 4.5% 0.01107 6,272,726 6,091,461
Federal Home Loan Mortgage Corp. 6% 0.01107 5,991,262 6,092,120
Fnma Pass-Thru I 5.5% 0.01107 6,062,679 6,095,166
Fnma Pass-Thru I 3% 0.01107 6,873,071 6,093,699
JPMorgan Chase & Co. 0.969% 0.01105 6,224,000 6,079,966
Government National Mortgage Association 6.43774% 0.01104 6,026,455 6,075,480
Wabtec Corp 4.95% 0.01098 6,100,000 6,041,841
Bear Stearns Alternative A Trust 4.72977% 0.01098 10,193,228 6,045,501
Fremont Home Loan Trust 2006-A 5.97043% 0.01095 10,329,573 6,027,908
Fairfax Financial Holdings Limited 4.85% 0.01094 6,100,000 6,019,017
Spirit AeroSystems Inc 4.6% 0.01094 6,800,000 6,022,162
CSWF 2021-SOP2 6.44317% 0.01092 6,495,395 6,012,154
Option One Mortgage Loan Trust 6.01043% 0.01092 6,600,000 6,009,675
Federal Home Loan Mortgage Corp. 5.5% 0.01090 5,968,882 5,999,482
Federal Home Loan Mortgage Corp. 5.5% 0.01089 5,963,735 5,994,309
JetBlue Airways Corporation 2.75% 0.01088 7,067,977 5,988,695
Wamu Mortgage Pass-Through CTFS TR 3.8585% 0.01087 6,854,407 5,980,300
Essex Portfolio Lp 3.5% 0.01083 6,100,000 5,962,850
Hudson Pacific Properties LP 4.65% 0.01078 7,300,000 5,931,204
Bank 2017 Bnk8 3.488% 0.01077 6,400,000 5,926,766
Fnma Pass-Thru I 3.5% 0.01075 6,436,820 5,916,220
Option One Mortgage Loan Trust 5.69043% 0.01075 8,861,948 5,918,078
Fnma Pass-Thru I 4.5% 0.01073 6,080,388 5,904,681
Ford Motor Credit Company LLC 3.664% 0.01073 6,000,000 5,906,842
JP Morgan Mortgage Trust 4.25639% 0.01068 7,512,828 5,878,732
BPCE SA 7.003% 0.01068 5,400,000 5,876,960
PeaceHealth 3.218% 0.01068 8,900,000 5,876,039
Morgan Stanley ABS Capital I Inc 5.61043% 0.01067 12,594,284 5,872,744
Federal Home Loan Mortgage Corp. 4.5% 0.01067 6,048,254 5,872,531
Fnma Pass-Thru I 3% 0.01066 6,618,300 5,869,322
THOMPSON PARK CLO LTD 6.65548% 0.01066 5,905,000 5,868,278
Pacific Gas and Electric Company 4.65% 0.01066 6,100,000 5,867,833
LCM XII Limited Partnership 6.52842% 0.01066 5,863,716 5,869,154
Fnma Pass-Thru I 4.5% 0.01065 6,035,311 5,860,907
Truist Financial Corp. 5.9% 0.01063 5,800,000 5,852,169
Entergy Corporation 3.75% 0.01062 7,700,000 5,844,664
Fnma Pass-Thru I 5.5% 0.01062 5,816,299 5,847,464
Kinder Morgan, Inc. 7.75% 0.01057 5,100,000 5,817,606
United Airlines Pass Through Trust 2019-2AA 2.7% 0.01055 6,834,458 5,804,468
Federal National Mortgage Association 4% 0.01052 5,993,367 5,787,736
Antares Holdings LP 3.95% 0.01049 6,200,000 5,773,265
Federal National Mortgage Association 4% 0.01049 5,980,650 5,775,514
Deutsche Alt-A Secs Inc 6.13043% 0.01049 5,957,671 5,774,008
Bcap Llc Trust 5.25% 0.01048 10,077,218 5,769,408
Sun Communities Operating Limited Partnership 4.2% 0.01046 6,300,000 5,759,289
Fnma Pass-Thru I 3% 0.01046 6,490,987 5,755,466
Novastar Mortgage Funding Trust 2006-6 5.89043% 0.01044 16,264,962 5,745,090
Citigroup Mortgage Loan Trust 4.91615% 0.01044 6,693,150 5,746,822
Public Service Company of Colorado 1.9% 0.01044 6,900,000 5,743,186
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 8.87% 0.01044 5,450,000 5,746,685
American Airlines, Inc. 3.575% 0.01041 6,135,405 5,731,139
Arizona Public Service Company 2.6% 0.01041 6,400,000 5,729,931
SVB Financial Group 3.125% 0.01039 8,700,000 5,720,052
Federal Home Loan Mortgage Corp. 3% 0.01039 6,449,912 5,715,947
Raac Trust 6.17043% 0.01038 6,098,838 5,713,035
Baptist Healthcare System Ky 3.54% 0.01038 7,700,000 5,713,765
Wamu A/Bkd 07-He1 5.62043% 0.01037 12,177,157 5,704,652
Kilroy Realty L.P. 3.05% 0.01037 6,700,000 5,709,883
Halseypoint Clo 3 Ltd / Llc 7.10159% 0.01036 5,700,000 5,702,850
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III 0.01036 5,750,000 5,703,640
Spirit Realty LP 2.1% 0.01035 6,400,000 5,693,938
Securitized Asset Backed Receivables Llc Trust 5.97043% 0.01035 9,297,870 5,694,892
UBS COMMERCIAL MORTGAGE TRUST 4.2962% 0.01033 5,975,011 5,687,343
Countrywide Alternative loan Trust 5.83043% 0.01031 4,871,079 5,671,519
Fnma Pass-Thru I 3.5% 0.01030 5,805,506 5,671,024
Reinsurance Group of America, Incorporated 3.15% 0.01030 6,300,000 5,666,201
Province of Alberta 2.05% 0.01029 6,000,000 5,663,936
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 9.35% 0.01029 5,920,000 5,662,212
Duke Energy Carolinas LLC 2.55% 0.01028 6,500,000 5,656,149
United States Treasury Bills 0% 0.01028 5,699,000 5,656,675
Mitsubishi UFJ Financial Group Inc. 1.64% 0.01027 6,200,000 5,650,152
Residential Asset Mortgage Products, Inc. 6.07043% 0.01026 5,783,773 5,646,198
Adani Renewable Energy Rj Ltd/Kodangal Solar PKS Private Ltd/Wardha 4.625% 0.01026 7,185,250 5,648,089
Citigroup Mortgage Loan Trust 5.66043% 0.01025 8,447,644 5,638,692
Cwalt Incorporation 6% 0.01024 7,902,234 5,637,335
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.01019 7,900,000 5,607,498
National Health Investors, Inc. 3% 0.01019 6,990,000 5,606,606
AEP Texas Inc 3.95% 0.01017 5,800,000 5,595,297
Rbsgc Mtg Loan Tst 5.75% 0.01017 6,530,505 5,597,386
Government National Mortgage Association 3% 0.01016 6,117,410 5,589,582
Struct Ass 07-Ar7 6.32043% 0.01016 6,932,191 5,593,538
ABN AMRO Bank N.V. 6.575% 0.01015 5,500,000 5,588,839
T-Mobile USA, Inc. 3.5% 0.01015 5,700,000 5,583,783
Cooperatieve Rabobank U.A. 1.004% 0.01013 6,000,000 5,576,291
Black Hills Corporation 2.5% 0.01009 6,600,000 5,552,535
UNITED AIR LINES INC PASS-THROUGH TRUSTS 3.5% 0.01006 6,058,158 5,535,575
Ford Motor Credit Company LLC 4.535% 0.01005 4,400,000 5,531,948
Novastar Mortgage Funding Trust 5.77043% 0.01003 13,232,813 5,518,215
VISIO 2023-2 TRUST 6.598% 0.01002 5,466,580 5,516,632
Fnma Pass-Thru I 3% 0.00998 6,194,265 5,493,744
W. P. Carey Inc 4.6% 0.00995 5,500,000 5,477,219
Strctrd Asset Invt 6.37043% 0.00994 5,612,980 5,471,920
CVC Cordatus Loan Fund VII Designated Activity Company 4.555% 0.00991 5,013,868 5,454,884
Southwestern Public Service Company 3.15% 0.00991 7,900,000 5,454,228
Argent Secs Inc 6.01043% 0.00991 22,337,470 5,454,895
Fnma Pass-Thru I 5% 0.00991 5,507,455 5,455,831
M Stanley Abs 06 5.77043% 0.00990 15,362,830 5,446,564
American Airlines, Inc. 3.6% 0.00988 5,802,356 5,439,653
Fremont Home Loan Trust 5.95043% 0.00988 16,034,056 5,435,337
Thornburg Mortgage Securities Trust 6.86474% 0.00987 6,641,379 5,434,571
Bear Stearns Arm Trust 5.56599% 0.00987 5,682,276 5,433,803
Wabtec Corp 3.2% 0.00985 5,600,000 5,420,067
Fnma Pass-Thru I 3% 0.00985 6,116,052 5,422,855
Caixabank S.A. 3.75% 0.00982 4,900,000 5,406,290
Federal National Mortgage Association 3% 0.00981 5,578,833 5,399,707
Federal Home Loan Mortgage Corp. 3.5% 0.00981 5,875,913 5,399,495
TIAA Asset Management Finance Company, LLC 4.125% 0.00980 5,475,000 5,393,868
Saxon Asset Securities Trust 5.64043% 0.00980 5,555,671 5,390,813
CSAIL COMMERCIAL MORTGAGE TRUST 3.329% 0.00978 5,955,000 5,380,478
Entergy Corporation 2.8% 0.00978 6,100,000 5,379,942
Fremont Home Loan Trust 5.62043% 0.00977 11,834,496 5,377,935
Extra Space Storage LP 3.5% 0.00977 5,600,000 5,378,413
J.P. MORGAN MORTGAGE TRUST 2023-DSC1 4.625% 0.00974 5,665,162 5,358,260
ACE Secs Cp 06-Nc3 5.87043% 0.00974 20,237,051 5,359,459
Government National Mortgage Association 3% 0.00971 5,851,457 5,346,575
Long Beach Mortgage Loan Trust 6.52043% 0.00970 5,533,977 5,339,322
Wamu Wmalt 07-0c1 5.79043% 0.00970 7,010,191 5,339,807
Rali Ser 06-Qa4 Tr 5.83043% 0.00970 5,958,301 5,340,620
Wamu Mtg Pass-Through Ctfs Ser 2007 5.7818% 0.00969 6,664,961 5,332,140
Goldman Sachs Group, Inc. 6.81133% 0.00969 5,300,000 5,335,434
ABN AMRO Bank N.V. 6.339% 0.00967 5,200,000 5,321,526
Government National Mortgage Association 3% 0.00966 5,820,464 5,318,249
UBS Group AG 4.965% 0.00965 4,800,000 5,312,437
Synchrony Financial 5.15% 0.00964 5,450,000 5,306,286
Spirit Realty LP 3.4% 0.00962 5,800,000 5,294,453
Federal Home Loan Mortgage Corp. 3.5% 0.00962 5,484,883 5,296,715
Atrium Xiii 6.85354% 0.00961 5,289,738 5,287,076
Federal National Mortgage Association 5.95191% 0.00960 5,380,008 5,282,104
Federal Home Loan Mortgage Corp. 5.5% 0.00958 5,236,145 5,274,480
Worldline SA 4.125% 0.00957 4,800,000 5,264,257
JPMorgan Chase & Co. 6.087% 0.00956 5,000,000 5,263,816
Great Hall Mortgages No.1 PLC 5.44048% 0.00955 4,150,366 5,258,378
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 4.09075% 0.00955 5,681,000 5,256,332
American Airlines, Inc. 3.25% 0.00953 5,988,306 5,242,557
Fnma Pass-Thru I 4.5% 0.00953 5,398,217 5,242,223
UBS Group AG 4.55% 0.00951 5,300,000 5,234,222
Wind River Clo I Ltd/Corp 6.79548% 0.00951 5,227,157 5,233,187
Option One Mortgage Loan Trust 5.69043% 0.00951 7,485,364 5,233,204
Mitsubishi UFJ Financial Group Inc. 5.475% 0.00951 5,100,000 5,235,171
Adagio V CLO Designated Activity Company 4.685% 0.00950 4,800,000 5,230,239
Broadcom Inc 4.15% 0.00950 5,463,000 5,228,641
Alcon Finance Corp 2.6% 0.00947 6,000,000 5,212,092
KIRK 1A Y WM29 WC3.5552 144A 0.00946 2,223 5,205,142
Federal Home Loan Mortgage Corp. 3% 0.00944 5,856,865 5,192,944
Federal Home Loan Mortgage Corp. 4% 0.00943 5,477,199 5,188,557
Octagon Investment Partners XVII Ltd. 6.63983% 0.00942 5,187,484 5,183,240
Electricite de France SA 5.7% 0.00942 5,000,000 5,182,177
JPMorgan Chase & Co. 2.739% 0.00939 5,800,000 5,169,641
UNIVERSITY CALIF REVS 1.316% 0.00938 5,700,000 5,164,795
Spirit Realty LP 3.2% 0.00932 5,800,000 5,131,787
Centene Corporation 4.25% 0.00930 5,306,000 5,118,721
FirstEnergy Corp. 1.6% 0.00930 5,500,000 5,119,468
GAIF Bond Issuer Pty Ltd. 3.4% 0.00930 5,400,000 5,116,793
Fnma Pass-Thru I 3% 0.00928 5,758,105 5,106,129
Kilroy Realty L.P. 4.25% 0.00926 5,549,000 5,099,003
Federal Home Loan Mortgage Corp. 3% 0.00925 5,739,074 5,089,587
Equitrans Midstream Corporation 6.5% 0.00925 5,000,000 5,093,580
Federal National Mortgage Association 5.85191% 0.00924 5,235,464 5,083,270
BSREP COMMERCIAL MORTGAGE TRUST 6.42648% 0.00923 5,397,186 5,082,443
Securitized Asset Backed Receivables Llc Trust 5.97043% 0.00921 9,670,009 5,070,774
Government National Mortgage Association 4% 0.00920 5,267,523 5,065,903
India Green Power Holdings 4% 0.00918 5,500,000 5,053,125
Dell International L.L.C. and EMC Corporation 6.2% 0.00918 4,700,000 5,053,819
RBSSP Resecuritization Trust 2012-7 4% 0.00915 6,486,643 5,034,567
Federal National Mortgage Association 4.5% 0.00914 5,178,822 5,029,168
Corporate Office Properties LP 2.25% 0.00914 5,390,000 5,031,553
Pacific Gas and Electric Company 4% 0.00910 6,800,000 5,009,618
Scentre Group Trust 1 / Scentre Group Trust 2 4.375% 0.00908 5,250,000 4,998,724
LXP Industrial Trust 2.375% 0.00908 6,200,000 4,996,128
Bear Stearns Arm 3.87743% 0.00907 5,566,135 4,992,875
KKR Group Finance Co VI LLC 3.75% 0.00905 5,300,000 4,982,297
Expedia Group Inc 4.625% 0.00905 5,000,000 4,981,873
Luminent Mortgage Trust 6.19043% 0.00902 5,978,279 4,965,261
Fnma Pass-Thru I 6.5% 0.00902 4,842,992 4,964,984
Federal National Mortgage Association 3.5% 0.00901 5,047,844 4,958,667
JPMorgan Chase & Co. 6.10542% 0.00901 5,000,000 4,957,931
BNP Paribas SA 2.871% 0.00894 5,800,000 4,919,015
Ford Motor Credit Company LLC 2.386% 0.00894 4,575,000 4,919,470
HUNDRED ACRE WOOD TRUST 5% 0.00893 5,304,267 4,916,232
Ford Motor Credit Company LLC 2.748% 0.00891 3,900,000 4,905,520
Option One Mortgage Loan Trust 5.57043% 0.00891 8,640,867 4,901,230
Romania (Republic Of) 3% 0.00889 5,240,000 4,890,466
Fnma Pass-Thru I 4.5% 0.00887 5,029,724 4,884,378
BBCMS MORTGAGE TRUST 2022-C16 4.6% 0.00886 5,000,000 4,877,820
Federal National Mortgage Association 4% 0.00885 5,135,010 4,868,640
Cd Mtg Tr 2017-Cd3 3.431% 0.00884 5,207,000 4,863,765
INTEGRIS Baptist Medical Center Inc. 3.875% 0.00883 6,300,000 4,862,358
Towd Point Mortgage Funding 2019-Auburn 13 plc 6.56419% 0.00882 3,798,044 4,855,111
Fnma Pass-Thru I 3% 0.00881 5,470,828 4,851,093
Wellfleet CLO 2017-1 Limited 6.56743% 0.00878 4,827,531 4,831,731
Federal Home Loan Mortgage Corp. 3% 0.00877 5,444,925 4,826,301
Government National Mortgage Association 3% 0.00876 5,275,860 4,820,656
Fnma Pass-Thru I 3% 0.00875 5,431,189 4,815,788
Global Payments Inc 3.2% 0.00875 5,300,000 4,813,163
Wells Fargo & Co. 3.9% 0.00874 5,200,000 4,809,440
Edison International 5.75% 0.00873 4,700,000 4,806,818
Federal National Mortgage Association 3% 0.00873 5,119,766 4,805,188
Alternative Loan Trust 4.17361% 0.00872 5,550,078 4,799,284
Citigroup Mortgage Loan Trust 5.74043% 0.00871 4,885,699 4,795,605
Worldwide Plaza Tst 3.5263% 0.00871 6,280,000 4,791,587
Bank of America Corp. 4.376% 0.00871 4,900,000 4,794,103
British Airways Pass Through Certificate Series 2020-1A 4.25% 0.00871 5,130,706 4,795,852
Federal National Mortgage Association 2% 0.00870 5,850,000 4,789,688
VERUS SECURITIZATION TRUST 2023-INV1 5.999% 0.00868 4,770,731 4,778,277
Fnma Pass-Thru I 3% 0.00865 5,370,450 4,762,836
OSCAR US Funding XIV LLC 2.82% 0.00864 5,000,000 4,755,637
First Franklin Mortgage Loan Trust 5.78043% 0.00864 6,000,000 4,753,648
Government National Mortgage Association 4% 0.00864 4,934,562 4,753,267
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST RRI 7.18541% 0.00864 4,790,588 4,753,052
JP MORGAN MORTGAGE TRUST 2.5% 0.00864 5,767,940 4,755,348
Continental Resources, Inc. 4.375% 0.00862 4,889,000 4,741,807
GLP Capital L.P. and GLP Financing II, Inc. 3.35% 0.00861 4,800,000 4,740,697
Fnma Pass-Thru I 4.5% 0.00860 4,873,979 4,733,134
Wells Fargo & Co. 1.741% 0.00859 4,700,000 4,726,790
CALIFORNIA HEALTH FACS FING AUTH REV 2.534% 0.00858 5,100,000 4,723,952
Fnma Pass-Thru I 4.5% 0.00858 4,865,790 4,724,422
BAMLL Commercial Mortgage Securities Trust 2019-Rlj 6.45901% 0.00857 4,735,000 4,715,522
Federal Home Loan Mortgage Corp. 4.5% 0.00856 4,851,873 4,711,667
Federal National Mortgage Association 2.5% 0.00856 5,256,740 4,713,258
Federal Home Loan Mortgage Corp. 4.5% 0.00855 4,846,104 4,705,307
Fieldstone Mortgage Investment Trust 5.77737% 0.00855 8,127,084 4,707,741
Citigroup Mortgage Loan Trust 5.64043% 0.00852 6,797,981 4,686,575
ABN AMRO Bank N.V. 2.47% 0.00849 5,300,000 4,672,043
Federal Home Loan Mortgage Corp. 4% 0.00849 4,863,815 4,672,514
Mitsubishi UFJ Financial Group Inc. 5.406% 0.00849 4,500,000 4,673,688
Ripon Mortgages PLC 7.49974% 0.00849 3,754,000 4,673,554
Citigroup Inc. 6.04388% 0.00849 4,700,000 4,673,402
Argent Secs Inc 5.77043% 0.00849 17,612,783 4,674,100
Federal National Mortgage Association 4% 0.00847 4,826,555 4,660,940
Peoples Finl Rlty 5.61043% 0.00841 18,037,329 4,630,058
OCP CLO 2014-7 Ltd. 6.79743% 0.00841 4,623,775 4,626,333
Government National Mortgage Association 4% 0.00840 4,818,347 4,622,838
Government National Mortgage Association 4% 0.00840 4,822,161 4,623,953
Federal National Mortgage Association 5.95191% 0.00840 4,731,694 4,622,383
NXP B V / NXP Funding LLC & NXP USA Inc 2.7% 0.00840 4,788,000 4,621,502
Federal Home Loan Mortgage Corp. 4% 0.00839 4,875,220 4,619,448
Nomura Home Equity 6.13043% 0.00838 20,675,441 4,611,082
GS MORTGAGE SECURITIES CORPORATION TRUST 6.559% 0.00837 5,525,000 4,606,601
WarnerMedia Holdings Inc. 3.755% 0.00837 4,800,000 4,604,679
Trinitas Euro Clo I Designated Activity Co. 4.923% 0.00834 4,200,000 4,589,875
Federal National Mortgage Association 3% 0.00834 5,178,874 4,591,774
Federal National Mortgage Association 5.865% 0.00832 4,604,109 4,578,333
CALIFORNIA HEALTH FACS FING AUTH REV 2.704% 0.00832 5,100,000 4,578,562
Fnma Pass-Thru I 4% 0.00832 4,836,048 4,579,842
British Airways PLC 3.3% 0.00829 5,116,068 4,563,204
CRH America Finance, Inc. 4.5% 0.00829 4,900,000 4,562,510
Federal Home Loan Mortgage Corp. 3% 0.00826 5,125,164 4,544,162
Indymac MBS Inc 3.76699% 0.00826 5,583,115 4,548,004
Beth Israel Deaconess Medical Center Inc. 3.08% 0.00826 7,000,000 4,544,545
Government National Mortgage Association 3.5% 0.00824 4,792,434 4,533,810
Harborview Mtg Loan Trust 4.935% 0.00822 9,123,982 4,521,476
Choice Hotels International, Inc. 3.7% 0.00820 5,090,000 4,514,079
Newark Bsl Clo 1 Ltd/Llc 6.7491% 0.00820 4,516,146 4,510,914
Bcap Llc Trust 4.12745% 0.00819 6,647,360 4,504,834
Federal Home Loan Mortgage Corp. 3.5% 0.00819 4,792,085 4,506,958
New York Life Insurance Co. 3.75% 0.00819 5,600,000 4,509,264
Essex Portfolio Lp 1.65% 0.00818 5,665,000 4,503,901
Bear Stearns Alternative A Trust 5.79043% 0.00818 5,155,082 4,502,400
Indymac Indx Mtg 3.37168% 0.00817 5,247,070 4,496,794
Harborview Mtg Loan Trust 5.91023% 0.00816 4,948,421 4,489,719
Boardwalk Pipelines LP 3.4% 0.00815 5,000,000 4,482,743
Wamu Mortgage Pass-Through CTFS TR 3.86811% 0.00814 5,051,845 4,479,248
NetApp Inc. 1.875% 0.00813 4,700,000 4,471,706
STIF FUND (BRL) 0.00813 21,742,130 4,475,900
Ozlm Xi Ltd./Llc. 6.90159% 0.00813 4,470,438 4,476,764
Wamu Mortgage Pass-Through CTFS TR 4.72834% 0.00813 4,932,198 4,474,123
European Investment Bank 2.875% 0.00806 4,540,000 4,435,603
Ontario Teachers Cadillac Fairview Properties Trust 4.125% 0.00806 4,700,000 4,437,251
BWAY 2021-1450 MORTGAGE TRUST 6.72629% 0.00805 4,740,000 4,427,921
Government National Mortgage Association 4.9605% 0.00801 4,394,148 4,406,941
CWMBS Inc 4.0385% 0.00801 4,878,431 4,405,814
Federal Home Loan Mortgage Corp. 5.5% 0.00800 4,378,019 4,400,465
Atmos Energy Corp. 1.5% 0.00800 5,400,000 4,401,881
Novastar Home Equity Loan 7.34543% 0.00800 4,476,035 4,402,046
Citigroup Mortgage Loan Trust 5.79043% 0.00800 7,878,146 4,400,843
British Airways PLC 3.35% 0.00797 4,833,697 4,384,275
Bamll Commercial Mortgage Securities Trust 2015-Haul 3.819% 0.00796 5,000,000 4,381,589
Federal National Mortgage Association 5.85191% 0.00795 4,477,990 4,374,730
Foresea Holding Sa C Regs 0.00794 176,073 4,372,421
Principal Life Global Funding II 1.25% 0.00792 4,600,000 4,356,423
Federal Home Loan Mortgage Corp. 3% 0.00790 4,901,159 4,345,576
Fnma Pass-Thru I 5.5% 0.00790 4,323,893 4,350,066
Government National Mortgage Association 4% 0.00788 4,528,673 4,338,965
CALIFORNIA HEALTH FACS FING AUTH REV 2.211% 0.00788 4,500,000 4,338,609
Fnma Pass-Thru I 3% 0.00788 4,892,869 4,339,490
Long Beach Mortgage Loan Trust 5.99043% 0.00787 4,468,795 4,333,739
Federal Home Loan Mortgage Corp. 4% 0.00786 4,568,004 4,325,606
BGC Group Inc 4.375% 0.00785 4,500,000 4,322,842
Federal Home Loan Mortgage Corp. 5.5% 0.00784 4,294,174 4,317,384
Credit Suisse AG New York Branch 3.7% 0.00784 4,400,000 4,313,615
JP MORGAN MORTGAGE TRUST 3% 0.00782 5,008,485 4,302,273
Federal Home Loan Mortgage Corp. 3% 0.00782 4,859,287 4,306,296
Romania (Republic Of) 2% 0.00782 5,190,000 4,303,833
Goldman Sachs Group, Inc. 3.5% 0.00782 4,400,000 4,304,271
Morgan Stanley ML 3.27753% 0.00781 6,460,608 4,299,406
Fnma Pass-Thru I 5.5% 0.00781 4,275,063 4,298,135
Sun Communities Operating Limited Partnership 2.3% 0.00780 4,900,000 4,294,192
Federal Home Loan Mortgage Corp. 5.5% 0.00780 4,262,862 4,292,491
W. P. Carey Inc 4% 0.00779 4,350,000 4,287,357
Fieldstone Mortgage Investment Trust 5.85043% 0.00778 6,143,016 4,279,186
Energy Transfer LP 6.4% 0.00778 4,000,000 4,281,276
Federal Home Loan Mortgage Corp. 4.5% 0.00777 4,406,101 4,278,088
Energy Transfer LP 4.95% 0.00777 4,290,000 4,276,965
Wells Fargo Bank, National Association 5.45% 0.00777 4,200,000 4,274,167
Federal National Mortgage Association 4% 0.00776 4,421,103 4,269,405
Federal Home Loan Mortgage Corp. 3% 0.00776 4,817,248 4,270,811
Alternative Loan Trust 5.67043% 0.00774 4,537,716 4,257,041
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 7% 0.00773 4,146,154 4,254,240
Federal Home Loan Mortgage Corp. 4% 0.00772 4,482,494 4,249,411
CSMC 2021-ADV 6.87648% 0.00772 4,800,000 4,248,464
Federal Home Loan Mortgage Corp. 3% 0.00771 4,787,632 4,245,830
Equinix, Inc. 3.2% 0.00769 4,600,000 4,234,991
Tennessee Gas Pipeline Company 7% 0.00769 3,900,000 4,231,152
Monongahela Power Company 3.55% 0.00767 4,400,000 4,218,590
Banc America Funding Trust 5.8524% 0.00765 5,616,759 4,209,350
Fnma Pass-Thru I 5.5% 0.00764 4,184,480 4,205,933
Fnma Pass-Thru I 5.5% 0.00762 4,166,531 4,192,396
Black Knight InfoServ LLC 3.625% 0.00761 4,400,000 4,185,500
Federal Home Loan Mortgage Corp. 5% 0.00760 4,193,358 4,184,423
Government National Mortgage Association 6.28719% 0.00759 4,199,089 4,176,989
Transurban Finance Company Pty Ltd. 2.45% 0.00758 5,000,000 4,171,379
Intesa Sanpaolo S.p.A. 7.2% 0.00757 3,900,000 4,168,480
MASTR Asset Backed Securities Trust 2006-AM3 5.71043% 0.00757 4,754,768 4,165,052
Federal Home Loan Mortgage Corp. 5.5% 0.00756 4,136,959 4,161,149
Cobank ACB 4.25% 0.00755 5,200,000 4,157,286
Option One Mortgage Loan Trust 5.69043% 0.00754 7,314,060 4,148,586
Government National Mortgage Association 5.89719% 0.00753 4,166,309 4,146,417
Federal Home Loan Mortgage Corp. 5.5% 0.00752 4,110,643 4,139,336
JP Morgan Mortgage Trust 4.65846% 0.00751 5,661,696 4,133,714
Federal Home Loan Mortgage Corp. 6.2118% 0.00751 4,427,595 4,135,061
Bcap Llc Trust 4.53308% 0.00751 4,244,818 4,132,598
Wamu Mortgage Pass-Through CTFS TR 5.7718% 0.00749 4,805,963 4,121,697
Federal Home Loan Mortgage Corp. 5.20651% 0.00749 4,099,616 4,119,736
Federal National Mortgage Association 5.90191% 0.00745 4,207,106 4,097,883
Mattel, Inc. 3.375% 0.00744 4,300,000 4,093,551
GLP Capital L.P. and GLP Financing II, Inc. 5.25% 0.00741 4,090,000 4,075,438
Fidelity National Financial, Inc. 2.45% 0.00740 4,900,000 4,070,622
Federal National Mortgage Association 3% 0.00740 4,227,002 4,073,237
Federal National Mortgage Association 4% 0.00740 4,219,433 4,074,665
UBS Group Funding (Switzerland) AG 4.253% 0.00738 4,200,000 4,059,166
Federal Home Loan Mortgage Corp. 4.5% 0.00738 4,184,643 4,064,011
Manulife Financial Corporation 3.703% 0.00735 4,300,000 4,044,076
Federal Home Loan Mortgage Corp. 5% 0.00733 4,048,863 4,032,411
Citicorp Mortgage Securities Trust 6% 0.00733 4,351,482 4,035,947
7-Eleven Inc. 1.3% 0.00732 4,600,000 4,031,213
Fnma Pass-Thru I 6% 0.00731 3,888,521 4,021,319
Federal Home Loan Mortgage Corp. 4.5% 0.00731 4,140,447 4,020,799
Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 6.20543% 0.00731 4,151,344 4,024,191
Federal Home Loan Mortgage Corp. 0.79533% 0.00728 4,069,388 4,009,342
CSMC Mortgage-Backed Trust 5.8368% 0.00727 15,990,524 4,002,532
Fnma Pass-Thru I 3% 0.00727 4,513,187 4,001,660
Federal National Mortgage Association 4.79263% 0.00727 4,175,905 4,002,950
American Tower Corporation 3.375% 0.00726 4,165,000 3,994,995
Morgan Stanley ABS Capital I Inc 5.72043% 0.00725 7,840,894 3,988,581
AIB Group PLC 4.263% 0.00723 4,000,000 3,979,774
Federal National Mortgage Association 4% 0.00723 4,121,913 3,980,500
M Stanley Abs Ser 5.79043% 0.00722 9,290,224 3,973,586
Wamu Mortgage Pass-Through CTFS TR 4.06313% 0.00721 4,652,157 3,967,534
Spirit Airlines Incorporation 2015-1 4.1% 0.00720 4,308,738 3,964,475
Crown Castle Inc. 4.8% 0.00719 4,000,000 3,954,900
Ferguson Finance plc 3.25% 0.00716 4,400,000 3,942,483
Intercontinental Exchange Inc 3% 0.00716 5,500,000 3,941,292
Wamu Mortgage Pass-Through CTFS TR 4.92626% 0.00715 4,406,643 3,934,274
Federal Home Loan Mortgage Corp. 5.5% 0.00715 3,913,262 3,933,935
Lehman Xs Tst 12n 5.87043% 0.00715 4,305,769 3,933,068
Federal National Mortgage Association 6% 0.00711 3,743,915 3,912,574
Wamu Mortgage Pass-Through CTFS TR 6.5118% 0.00710 4,362,019 3,906,119
United Air Lines, Inc. 3.1% 0.00710 4,278,110 3,909,810
Palmer Square CLO 2018-3 Ltd/Llc 6.66444% 0.00708 3,900,000 3,895,703
NXP B V / NXP Funding LLC & NXP USA Inc 3.15% 0.00708 4,100,000 3,897,358
Wells Fargo Commercial Mortgage Trust 2018-C47 4.442% 0.00707 4,000,000 3,893,104
Government National Mortgage Association 3% 0.00706 4,249,885 3,883,793
Federal Home Loan Mortgage Corp. 3% 0.00704 4,367,516 3,871,877
DBGS 2021-W52 MORTGAGE TRUST 6.87128% 0.00703 4,080,000 3,870,227
CARLYLE US CLO 2018-1 LTD 6.69743% 0.00703 3,868,904 3,867,550
Rasc Ser 06-Emx9 5.73043% 0.00703 4,210,320 3,870,329
SBA Tower Trust 2.836% 0.00700 3,987,000 3,851,664
UBS Group AG 0.625% 0.00699 4,600,000 3,846,242
Citigroup Inc. 2.014% 0.00699 4,000,000 3,845,943
Pacific Gas and Electric Company 2.95% 0.00698 4,050,000 3,840,123
TRESTLES CLO 2017-1 LTD 6.62983% 0.00697 3,850,000 3,835,926
Merrill Lynch Mortgage Investors, Inc. 5.69043% 0.00697 7,444,391 3,835,517
Aercap Ireland Capital DAC 4.45% 0.00697 3,900,000 3,833,770
Kentucky Utilities Company 3.3% 0.00696 5,200,000 3,829,453
GS Mortgage Securities Corp II 5.366% 0.00695 3,900,000 3,822,514
US Airways Group Inc. 3.95% 0.00694 3,993,645 3,819,514
Global Payments Inc 2.65% 0.00692 3,930,000 3,810,704
Ally Financial Inc. 5.8% 0.00692 3,800,000 3,807,179
JetBlue Airways Corporation 4% 0.00691 4,138,999 3,803,733
American Airlines, Inc. 3.65% 0.00691 4,100,344 3,804,028
Federal Home Loan Mortgage Corp. 3% 0.00691 4,081,391 3,803,714
Aviation Capital Group LLC 4.375% 0.00689 3,800,000 3,794,083
Fnma Pass-Thru I 3% 0.00689 4,273,794 3,790,241
Fnma Pass-Thru I 5.5% 0.00687 3,747,370 3,778,354
Southern Co. 3.7% 0.00686 4,000,000 3,776,205
MASTR Asset Backed Securities Trust 6.40043% 0.00686 3,741,334 3,775,067
ATRM Holdings Inc 6.609% 0.00684 3,800,000 3,761,869
Federal Home Loan Mortgage Corp. 4% 0.00682 3,886,575 3,754,008
Federal Home Loan Mortgage Corp. 4% 0.00682 3,966,342 3,755,972
Ripon Mortgages PLC 9.49974% 0.00682 3,003,000 3,754,377
Fnma Pass-Thru I 3% 0.00681 4,217,896 3,745,907
Fremont Home Loan Trust 6.18043% 0.00681 3,908,288 3,748,656
Government National Mortgage Association 3% 0.00681 4,104,509 3,750,365
Federal National Mortgage Association 4% 0.00680 3,875,483 3,742,524
Alternative Loan Trust 5.85043% 0.00678 4,020,778 3,730,699
Wamu Asset-Backed 5.72043% 0.00678 9,863,887 3,730,029
Merrill Lynch Mtg Inv Trust 5.77043% 0.00677 10,681,761 3,725,477
Aviation Capital Group LLC 4.875% 0.00677 3,800,000 3,727,744
Fnma Pass-Thru I 5% 0.00676 3,756,830 3,721,941
INTOWN 2022-STAY 7.8506% 0.00676 3,700,000 3,718,609
Physicians Realty LP 3.95% 0.00676 3,900,000 3,722,314
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2.28704% 0.00674 4,600,000 3,709,814
Federal Home Loan Mortgage Corp. 3% 0.00674 4,183,605 3,707,521
Syngenta Finance N.V. 4.892% 0.00673 3,751,000 3,703,287
Federal National Mortgage Association 5.85191% 0.00673 3,756,804 3,701,742
Bear Stearns Alternative A Trust 4.1804% 0.00672 6,087,831 3,698,030
Fidelity National Information Services Inc 1.15% 0.00672 4,000,000 3,698,826
Federal Home Loan Mortgage Corp. 4% 0.00672 3,903,451 3,697,952
Hudson Pacific Properties LP 3.95% 0.00671 4,400,000 3,691,252
United Air Lines, Inc. 3.45% 0.00670 3,963,061 3,686,420
Asset Backed Secs 8.70129% 0.00668 3,849,151 3,677,153
International Flavors & Fragrances Inc. 3.268% 0.00667 5,100,000 3,671,455
Fnma Pass-Thru I 4% 0.00667 3,876,604 3,672,846
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 9.1% 0.00667 3,600,000 3,668,625
CWABS Inc. 6.16043% 0.00666 3,709,080 3,664,099
Fnma Pass-Thru I 3% 0.00664 4,121,797 3,655,432
Kilroy Realty L.P. 2.65% 0.00664 4,800,000 3,652,765
Regeneron Pharmaceuticals, Inc. 2.8% 0.00663 5,500,000 3,646,145
Option One Mortgage Loan Trust 5.61043% 0.00663 7,395,144 3,647,523
American Airlines, Inc. 3.5% 0.00660 4,253,245 3,631,637
Federal National Mortgage Association 4% 0.00660 3,763,474 3,634,394
Government National Mortgage Association 4% 0.00659 3,783,943 3,627,714
Carlyle Global Market Strategies CLO 2014-1 Limited 6.63444% 0.00657 3,616,699 3,614,453
Countrywide Alternative loan Trust 6% 0.00655 6,395,923 3,604,302
Lazard Group LLC 4.375% 0.00655 3,700,000 3,606,574
Adjustable Rate Mortgage Trust 2006-3 5.71043% 0.00655 11,002,565 3,606,271
Mortgageit Tr 07-2 5.97043% 0.00654 4,827,312 3,599,673
JPMorgan Chase & Co. 2.083% 0.00654 3,753,000 3,596,650
Rfmsi Series Trust 6% 0.00653 4,770,474 3,595,980
Government National Mortgage Association 4.5% 0.00652 3,624,538 3,587,849
Federal Home Loan Mortgage Corp. 3% 0.00652 3,857,068 3,586,292
Barclays PLC 7.437% 0.00651 3,191,000 3,581,583
JP Morgan Mortgage Trust 3.74993% 0.00651 3,901,206 3,585,143
Fnma Pass-Thru I 4% 0.00648 3,762,982 3,565,294
Federal Home Loan Mortgage Corp. 0.79533% 0.00647 3,557,577 3,560,870
Federal National Mortgage Association 4.5% 0.00646 3,665,000 3,557,197
Wamu Mortgage Pass-Through CTFS TR 3.91844% 0.00645 4,008,664 3,550,894
Federal Home Loan Mortgage Corp. 4.5% 0.00644 3,646,485 3,542,392
Fnma Pass-Thru I 3% 0.00644 3,995,563 3,542,844
Federal National Mortgage Association 4% 0.00643 3,678,559 3,538,709
Federal Home Loan Mortgage Corp. 5.5% 0.00643 3,514,667 3,537,848
Quanta Services, Inc. 2.9% 0.00640 4,000,000 3,521,885
Volkswagen Group of America Finance LLC 3.2% 0.00639 3,700,000 3,516,012
CVS Health Corp 2.125% 0.00634 4,200,000 3,486,539
Federal National Mortgage Association 4% 0.00633 3,605,577 3,481,875
GS Mortgage Securities Corp 4.511% 0.00633 3,941,637 3,483,041
Wells Fargo & Co. 4.808% 0.00632 3,500,000 3,477,450
Renesas Electronics Corp. 2.17% 0.00631 3,801,000 3,472,870
Morgan Stanley 5.449% 0.00630 3,400,000 3,469,470
Fnma Pass-Thru I 3% 0.00630 3,907,767 3,465,670
Morgan Stanley ABS Capital I Inc 5.68543% 0.00630 8,670,379 3,468,403
Wamu Mortgage Pass-Through CTFS TR 4.18473% 0.00628 4,021,636 3,458,903
Fnma Pass-Thru I 3.5% 0.00627 3,565,325 3,449,791
Harvest Clo Xxi DAC 1.04% 0.00627 3,300,000 3,452,987
Pacific Gas and Electric Company 4.75% 0.00626 4,100,000 3,442,861
READY CAPITAL MORTGAGE FINANCING LLC 6.42043% 0.00625 3,476,464 3,438,502
Federal Home Loan Mortgage Corp. 3% 0.00624 3,861,112 3,431,677
Morgan Stanley 4.071% 0.00624 3,635,000 3,434,106
Federal Home Loan Mortgage Corp. 3.5% 0.00624 3,503,576 3,435,230
C-Bass Mortgage Loan Asset-Backed Certificates 5.77043% 0.00620 7,683,794 3,409,607
Chase Mortgage Financial Trust 4.87568% 0.00619 3,611,680 3,406,292
Bear Stearns 07he6 6.52043% 0.00619 3,915,146 3,407,257
Adani Energy Solutions Ltd. 4% 0.00618 3,704,000 3,401,513
Ford Foundation 2.415% 0.00617 5,100,000 3,393,152
Wamu Mortgage Pass-Through CTFS TR 4.49621% 0.00616 3,824,961 3,391,322
Fnma Pass-Thru I 3% 0.00616 3,826,171 3,392,599
Mitsubishi UFJ Financial Group Inc. 2.193% 0.00615 3,500,000 3,383,098
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION 5.04 0.00614 3,300,000 3,379,617
BNPP AM Euro CLO 2018 Designated Activity Company 4.565% 0.00613 3,100,000 3,372,193
Fnma Pass-Thru I 3% 0.00612 3,797,450 3,367,173
Fnma Pass-Thru I 4.5% 0.00612 3,467,355 3,367,157
Home Eqty Ln Tst 5.70043% 0.00612 3,485,529 3,370,452
Federal Home Loan Mortgage Corp. 3% 0.00611 3,796,494 3,364,892
Government National Mortgage Association 4% 0.00611 3,509,367 3,360,780
SLM Student Loan Trust 5.92564% 0.00609 3,446,556 3,354,214
American Airlines, Inc. 3.7% 0.00608 3,591,401 3,346,515
Government National Mortgage Association 4% 0.00608 3,472,174 3,347,377
Government National Mortgage Association 6.18719% 0.00607 3,359,527 3,340,810
Huntington Ingalls Industries, Inc. 4.2% 0.00607 3,500,000 3,342,121
Ripon Mortgages PLC 0% 0.00606 3,003,000 3,332,690
Wells Fargo & Co. 4.478% 0.00606 3,447,000 3,337,560
Textron Inc. 2.45% 0.00605 3,900,000 3,331,835
Strctrd Asset Invt 7.04543% 0.00603 4,313,436 3,319,205
UBS Group AG 7.75% 0.00602 2,600,000 3,313,855
Marble Point CLO XI Ltd. 6.83665% 0.00602 3,310,581 3,311,348
Empower Finance 2020 LP 1.776% 0.00602 4,100,000 3,314,448
FRANKLIN CNTY OHIO CONVENTION FACS AUTH 6.54% 0.00602 2,980,000 3,312,393
Government National Mortgage Association 4% 0.00601 3,445,222 3,309,905
Equitrans Midstream Corporation 6% 0.00601 3,304,000 3,305,270
Extra Space Storage LP 2.4% 0.00601 4,000,000 3,306,696
WEC Energy Group Inc. 1.375% 0.00599 3,725,000 3,297,651
Renew Wind Energy Ap 2 Private Ltd / Ostro Jaisalmer Private Ltd / Ostro Ur 0.00599 3,700,000 3,294,501
Entergy Louisiana, LLC 1.6% 0.00599 4,100,000 3,295,175
Bear Stearns Alternative A Trust 5.23783% 0.00599 4,697,733 3,294,248
Equitable Holdings Inc 4.35% 0.00598 3,400,000 3,290,999
Nissan Motor Co Ltd. 3.201% 0.00598 3,100,000 3,292,628
Federal Home Loan Mortgage Corp. 3% 0.00597 3,706,512 3,287,364
CALIFORNIA HEALTH FACS FING AUTH REV 2.584% 0.00596 3,600,000 3,281,875
STORE Capital Corp. 2.75% 0.00596 4,160,000 3,277,692
Strctrd Asset Invt 6.59543% 0.00596 3,957,397 3,278,273
Structured Asset Mortgage Investments II Trust 3.90734% 0.00596 3,905,023 3,280,054
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2.627% 0.00595 4,200,000 3,272,681
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6.5% 0.00595 3,187,890 3,275,315
Fnma Pass-Thru I 3% 0.00595 3,693,147 3,274,797
Popular Abs Mtg Pa 5.68043% 0.00595 3,406,317 3,276,140
Federal Home Loan Mortgage Corp. 3% 0.00594 3,686,784 3,269,255
Highwoods Realty Limited Partnership 4.2% 0.00593 3,600,000 3,265,226
Federal Home Loan Mortgage Corp. 3.5% 0.00593 3,467,741 3,261,373
Government National Mortgage Association 5.98719% 0.00593 3,290,820 3,262,727
Morgan Stanley Ixi 5.77043% 0.00592 8,088,370 3,259,209
BX TRUST 3.202% 0.00592 3,681,000 3,260,609
Fnma Pass-Thru I 5.5% 0.00592 3,237,892 3,258,730
Federal National Mortgage Association 4% 0.00591 3,403,668 3,251,158
Federal Home Loan Mortgage Corp. 4.5% 0.00591 3,346,631 3,249,923
Peoples Chce Hm Ln 6.41543% 0.00590 3,558,571 3,245,479
Fnma Pass-Thru I 3% 0.00589 3,655,470 3,241,536
GSAA Home Equity Trust 5.83043% 0.00588 13,452,784 3,235,849
MASTR Asset Backed Securities Trust 5.95043% 0.00587 5,254,685 3,228,000
Denali Capital Clo XII LTD/LLC 6.70548% 0.00586 3,227,235 3,224,445
Chaseflex Trust 6.15043% 0.00585 3,370,002 3,219,134
Bcap Llc Trust 5.91043% 0.00583 3,400,890 3,208,697
Federal National Mortgage Association 5.15172% 0.00582 3,191,990 3,205,564
Indymac Indx Mtg 3.53567% 0.00581 3,539,398 3,199,849
Federal National Mortgage Association 5.95191% 0.00580 3,261,647 3,194,561
American Airlines, Inc. 3.65% 0.00579 3,560,011 3,189,004
Federal Home Loan Mortgage Corp. 2% 0.00577 3,881,014 3,177,954
Leidos Inc 4.375% 0.00575 3,300,000 3,166,030
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 9.35% 0.00573 3,300,000 3,156,301
Morgan Stanley ML 5.75043% 0.00573 6,064,774 3,155,380
Federal National Mortgage Association 5.5% 0.00572 3,134,251 3,150,320
Fnma Pass-Thru I 5% 0.00572 3,169,252 3,146,953
Invitation Homes Operating Partnership Lp 2.7% 0.00571 3,900,000 3,144,454
Kilroy Realty L.P. 4.75% 0.00570 3,300,000 3,139,448
Government National Mortgage Association 4% 0.00569 3,253,843 3,133,820
Fnma Pass-Thru I 5% 0.00567 3,148,561 3,118,829
Boston Properties Limited Partnership 2.45% 0.00566 4,076,000 3,117,419
Federal Home Loan Mortgage Corp. 3.5% 0.00566 3,252,932 3,115,931
Altice France S.A 5.125% 0.00565 4,000,000 3,111,737
Morgan Stanley Hom 5.79043% 0.00564 4,331,372 3,105,795
Federal Home Loan Mortgage Corp. 5% 0.00564 3,116,088 3,103,426
Morgan Stanley ABS Capital I Inc 5.77043% 0.00563 5,945,857 3,099,697
Great Hall Mortgages No.1 PLC 5.71128% 0.00561 3,109,424 3,087,748
GLP Capital L.P. and GLP Financing II, Inc. 5.3% 0.00560 3,100,000 3,081,076
Chaseflex Trust 5.77043% 0.00560 3,296,022 3,084,173
Fnma Pass-Thru I 3% 0.00560 3,473,389 3,079,750
Stratton Mortgage Funding 2021-2 Plc 6.11419% 0.00559 2,412,173 3,074,591
Fnma Pass-Thru I 4.5% 0.00557 3,157,901 3,066,646
Formentera Issuer PLC 6.01044% 0.00557 2,407,342 3,064,807
JP Morgan Mortgage Trust 4.44203% 0.00556 3,342,527 3,060,496
Government National Mortgage Association 4% 0.00555 3,184,331 3,055,974
NAVIENT PRIVATE EDUCATION LOAN TRUST 3.61% 0.00554 3,125,701 3,046,485
Air Canada Pass Through Certificates, Series 2015-1 3.6% 0.00554 3,237,001 3,049,111
Federal National Mortgage Association 4% 0.00552 3,209,711 3,039,661
Cox Communications, Inc. 2.95% 0.00551 4,700,000 3,034,088
Bear Stearns Asset Backed Securities I Trust 5.64043% 0.00548 2,389,112 3,015,328
BANK 2019-BNK19 3.071% 0.00547 3,200,000 3,012,781
READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC 7.90795% 0.00546 2,982,090 3,007,273
Federal Home Loan Mortgage Corp. 5.5% 0.00546 2,990,572 3,007,198
Federal Home Loan Mortgage Corp. 3% 0.00546 3,362,078 3,005,769
Fnma Pass-Thru I 3% 0.00545 3,382,697 2,999,383
Dryden 61 Clo Ltd 6.65444% 0.00544 3,000,000 2,992,904
Strctrd Asset Invt 5.62043% 0.00544 3,078,058 2,996,573
Federal National Mortgage Association 5.549% 0.00544 2,910,581 2,994,326
Ford Motor Credit Company LLC 4.675% 0.00543 2,700,000 2,990,110
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 6.60901% 0.00541 3,000,000 2,977,231
Deutsche Bank AG New York Branch 3.7% 0.00540 3,000,000 2,969,598
Banco Santander-Chile 2.7% 0.00540 3,050,000 2,969,252
GS Mortgage Securities Corp 6% 0.00539 7,543,612 2,964,964
Government National Mortgage Association 6.01719% 0.00538 2,986,552 2,960,399
Lehman Abs 07-1 5.56043% 0.00538 4,629,611 2,958,927
Alternative Loan Trust 6% 0.00537 4,606,173 2,955,703
Federal National Mortgage Association 4% 0.00537 3,062,251 2,957,193
Site Centers Corp 4.7% 0.00537 3,000,000 2,957,226
Federal Home Loan Mortgage Corp. 3% 0.00537 3,331,156 2,953,191
Fnma Pass-Thru I 5.5% 0.00536 2,937,130 2,952,188
Brixmor Operating Partnership LP 3.9% 0.00536 3,090,000 2,950,821
Banco BTG Pactual S.A. Cayman Islands Branch 4.5% 0.00536 3,000,000 2,949,443
Government National Mortgage Association 4% 0.00535 3,064,984 2,942,783
Wells Fargo & Co. 3.908% 0.00535 3,000,000 2,942,654
CVC Cordatus Loan Fund III Designated Activity Company 4.782% 0.00533 2,677,903 2,930,882
Simon Property Group LP 2% 0.00533 3,000,000 2,933,041
Fnma Pass-Thru I 3% 0.00532 3,304,898 2,930,486
Ventas Realty L.P./Ventas Capital Corp. 4.125% 0.00532 3,000,000 2,928,104
CubeSmart L.P. 2.5% 0.00530 3,500,000 2,915,166
Federal Home Loan Mortgage Corp. 3% 0.00528 3,279,421 2,907,850
Transcontinental Gas Pipe Line Company, LLC 3.25% 0.00528 3,200,000 2,906,233
Argent Secs Inc 5.85043% 0.00528 5,426,638 2,904,094
Goldman Sachs Group, Inc. 4.223% 0.00528 3,000,000 2,907,076
Wamu Mortgage Pass-Through CTFS TR 3.69765% 0.00527 3,233,600 2,899,155
Jpmcc 2016-Jp4 3.4743% 0.00527 2,986,523 2,898,239
Federal National Mortgage Association 3% 0.00526 3,222,755 2,892,378
Washington Mut Mtg 5.5% 0.00525 3,571,770 2,889,290
Invitation Homes Operating Partnership Lp 2.3% 0.00525 3,250,000 2,886,809
Federal Home Loan Mortgage Corp. 3.5% 0.00524 3,140,875 2,884,316
Fnma Pass-Thru I 4.5% 0.00524 2,972,407 2,886,048
Foresea Holding Sa B 144A 0.00524 116,110 2,883,360
Federal National Mortgage Association 3% 0.00521 3,116,083 2,870,040
Soundview Home Loan Trust 5.73043% 0.00521 10,138,514 2,867,143
Federal National Mortgage Association 4% 0.00521 2,970,612 2,868,679
Csmc 3.91324% 0.00519 3,085,630 2,856,215
Banco Espirito Santo S.A. 2.625% 0.00519 9,400,000 2,855,521
Extra Space Storage LP 2.2% 0.00515 3,400,000 2,837,026
Federal National Mortgage Association 6% 0.00515 2,707,760 2,831,686
Rfmsi Series Trust 4.87812% 0.00515 3,776,364 2,836,106
Wells Fargo Bank, National Association 5.55% 0.00514 2,800,000 2,830,188
GS Mortgage Securities Corp 6.65881% 0.00513 2,850,000 2,822,332
Merrill Lynch Mortgage Investors, Inc. 4.75095% 0.00513 3,487,534 2,821,302
UBS Group AG 3.091% 0.00512 3,300,000 2,817,896
Federal Home Loan Mortgage Corp. 5% 0.00511 2,841,645 2,814,811
Federal Home Loan Mortgage Corp. 4% 0.00511 2,966,131 2,809,681
Citigroup Mortgage Loan Trust 6.20543% 0.00511 2,847,619 2,810,560
Ares Xxxix Clo. Ltd 6.70665% 0.00508 2,800,000 2,798,578
Fnma Pass-Thru I 3% 0.00508 3,150,498 2,793,750
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 5.56% 0.00508 2,795,904 2,796,086
Rio Oil Finance Trust 9.75% 0.00507 2,679,392 2,791,297
Federal National Mortgage Association 4.5% 0.00507 2,875,394 2,792,303
Carrngtn Mtg Fre2 5.72043% 0.00507 3,599,440 2,791,395
Deutsche Alt-A Secs Mtg Ln Tr 5.95043% 0.00507 3,288,511 2,787,656
American Homes 4 Rent L P 3.625% 0.00506 3,100,000 2,784,579
Virgin Money UK PLC 4% 0.00506 2,300,000 2,783,444
Federal Home Loan Mortgage Corp. 3% 0.00506 3,139,512 2,783,610
Bbcms Mortgage Trust 2.595% 0.00506 3,010,000 2,787,446
Fnma Pass-Thru I 4.5% 0.00505 2,860,580 2,777,917
Government National Mortgage Association 3% 0.00503 3,030,658 2,769,174
Ozlm Xviii Limited 6.67548% 0.00503 2,768,652 2,767,514
Countrywide Alternative loan Trust 6.5% 0.00502 6,454,907 2,760,768
Government National Mortgage Association 3% 0.00502 3,024,692 2,763,730
Long Beach Mortgage Loan Trust 6.74543% 0.00502 2,832,132 2,763,758
UBS Group AG 4.751% 0.00502 2,800,000 2,760,845
Chase Mortgage Financial Trust 4.50131% 0.00502 3,085,604 2,763,144
Federal Home Loan Mortgage Corp. 4.5% 0.00502 2,844,658 2,762,455
Realty Income Corporation 3.875% 0.00501 2,800,000 2,755,268
Federal National Mortgage Association 4% 0.00500 2,848,378 2,750,655
Federal Home Loan Mortgage Corp. 3% 0.00499 3,095,194 2,744,318
Oneok Inc. 5.55% 0.00499 2,700,000 2,748,749
Old Republic International Corporation 3.875% 0.00499 2,850,000 2,744,515
Residential Asset Securities Corp. 6.56543% 0.00499 2,803,072 2,745,575
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 7.54% 0.00499 2,644,000 2,748,820
Barings Clo Limited 6.86743% 0.00499 2,740,395 2,743,708
Spclty Undrw & Res 5.77043% 0.00498 5,001,854 2,740,038
Pacific Gas and Electric Company 4.6% 0.00497 3,300,000 2,733,959
Constellation Brands, Inc. 3.7% 0.00496 2,800,000 2,730,152
Boston Gas Company 3.15% 0.00496 2,900,000 2,730,026
Federal National Mortgage Association 4.5% 0.00496 2,768,116 2,728,302
New York State Electric & Gas Corporation 2.15% 0.00495 3,410,000 2,722,562
Indymac Indx 07-Ar 3.0793% 0.00494 4,494,089 2,718,147
CBAM 2017-1 LTD 6.92743% 0.00494 2,717,936 2,718,203
Fnma Pass-Thru I 4.5% 0.00494 2,802,930 2,721,495
Federal Home Loan Mortgage Corp. 6.45191% 0.00494 2,657,968 2,719,948
Sumitomo Mitsui Finance & Leasing Co Ltd. 2.512% 0.00493 2,800,000 2,715,650
Aegis Asset Backed Secs Trust 6.11543% 0.00492 2,975,573 2,707,806
Massachusetts Electric Company 1.729% 0.00492 3,400,000 2,705,624
Legacy Mtg Tr 2017 0% 0.00492 384,528,248 2,710,347
Bear Stearns Alternative A Trust 4.03689% 0.00491 3,447,837 2,702,821
Federal Home Loan Mortgage Corp. 4.5% 0.00490 2,777,807 2,697,536
New Orleans Hotel Trust 6.39771% 0.00490 2,790,000 2,694,396
Bcap Llc Trust 4.70512% 0.00487 2,830,022 2,681,913
Atlas Senior Loan Fund xiii Ltd/LLC 6.75354% 0.00486 2,674,326 2,672,946
Fnma Pass-Thru I 5% 0.00485 2,695,496 2,670,464
Stratton Mortgage Funding 2020-1 PLC 6.09375% 0.00484 2,090,016 2,664,358
Consumers 2023 Securitization Funding LLC 5.21% 0.00484 2,600,000 2,664,724
State Street Overnight Rate Aud 0.00482 3,885,126 2,651,015
Fremont Home Loan Trust 6.01043% 0.00480 2,887,398 2,644,024
Fnma Pass-Thru I 5% 0.00480 2,653,437 2,642,243
VMware Inc 1.8% 0.00479 3,000,000 2,634,986
Federal Home Loan Mortgage Corp. 5% 0.00479 2,644,395 2,638,556
STIF FUND (NZD) 0.00479 4,163,273 2,635,976
General Electric Company 6.03431% 0.00477 2,640,000 2,623,281
Fnma Pass-Thru I 5% 0.00477 2,650,670 2,626,054
Oak Hill European Credit Partners IV DAC 4.723% 0.00475 2,392,020 2,616,508
Banc America Funding 2007-2 Trust 6% 0.00474 3,261,019 2,608,018
JP Morgan Mortgage Trust 5.34709% 0.00474 2,688,683 2,606,500
Federal National Mortgage Association 3.5% 0.00474 2,667,431 2,607,197
Danske Bank A/S 5.375% 0.00474 2,611,000 2,610,453
Fnma Pass-Thru I 4.5% 0.00474 2,687,789 2,609,699
Tiaa Clo III Ltd 6.80548% 0.00471 2,589,104 2,589,898
Fnma Pass-Thru I 4% 0.00471 2,680,791 2,590,758
Morgan Stanley ABS Capital I Inc 5.61043% 0.00471 3,542,114 2,591,610
Government National Mortgage Association 3% 0.00470 2,833,012 2,588,579
Fnma Pass-Thru I 3% 0.00470 2,916,606 2,586,133
Banco Santander, S.A. 3.892% 0.00469 2,600,000 2,582,419
Federal Home Loan Mortgage Corp. 3% 0.00468 2,904,869 2,574,896
BX TRUST 2021-MFM1 6.17648% 0.00468 2,605,290 2,573,592
GSamp Trust 5.59043% 0.00467 5,441,716 2,567,748
Morgan Stanley Capital I Inc 4.98066% 0.00466 3,097,132 2,562,796
MortgageIT Trust 5.93043% 0.00466 2,746,341 2,562,804
Fnma Pass-Thru I 3% 0.00466 2,892,467 2,564,886
Great Hall Mortgages No.1 PLC 5.45048% 0.00465 2,018,398 2,559,120
Federal Home Loan Mortgage Corp. 4% 0.00465 2,647,213 2,558,830
Ford Motor Credit Company LLC 4.687% 0.00464 2,600,000 2,555,292
GS Mortgage Securities Corp 5.82043% 0.00464 3,026,530 2,551,625
Federal Home Loan Mortgage Corp. 5% 0.00464 2,576,174 2,552,250
Beth Israel Deaconess Medical Center Inc. 2.22% 0.00464 2,900,000 2,551,561
Struct Asset Mtg 5.91043% 0.00462 7,306,286 2,543,453
Fnma Pass-Thru I 5% 0.00461 2,541,249 2,536,423
AIG Global Funding 5.75% 0.00461 2,500,000 2,535,229
Federal National Mortgage Association 6% 0.00461 2,432,269 2,536,395
Fnma Pass-Thru I 3% 0.00460 2,858,850 2,533,890
Option One Mortgage Loan Trust 5.65043% 0.00460 5,302,093 2,530,885
Federal National Mortgage Association 4% 0.00460 2,619,863 2,529,977
GLP Capital L.P. and GLP Financing II, Inc. 4% 0.00459 2,800,000 2,524,826
Bangkok Bank Public Company Limited (Hong Kong Branch) 3.466% 0.00459 3,000,000 2,524,779
Hospital for Special Surgery 2.667% 0.00457 4,000,000 2,517,478
Host Hotels & Resorts, L.P. 3.5% 0.00455 2,800,000 2,502,735
Fnma Pass-Thru I 4.5% 0.00455 2,578,298 2,503,792
Government National Mortgage Association 3% 0.00454 2,736,954 2,500,780
Carlyle Finance LLC 5.65% 0.00454 2,660,000 2,496,283
Novastar Mortgage Funding Trust 5.81043% 0.00454 8,294,098 2,500,991
Morgan Stanley ABS Capital I Inc 5.58043% 0.00454 5,835,434 2,498,163
Federal Home Loan Mortgage Corp. 3% 0.00454 2,818,019 2,499,061
CWABS Inc. 6.05543% 0.00454 2,600,000 2,500,681
Jamestown Clo Limited 6.75548% 0.00453 2,490,469 2,491,912
Fnma Pass-Thru I 4.5% 0.00453 2,568,429 2,494,208
General Electric Company 7.5% 0.00452 2,100,000 2,488,253
Renaissance Hm Eqt 5.906% 0.00451 8,996,798 2,484,288
Fnma Pass-Thru I 3% 0.00449 2,788,081 2,472,880
Federal Home Loan Mortgage Corp. 3% 0.00449 2,756,741 2,472,937
Spirit Realty LP 4% 0.00448 2,590,000 2,462,911
Federal Home Loan Mortgage Corp. 3% 0.00448 2,783,006 2,467,017
Fnma Pass-Thru I 3% 0.00448 2,780,390 2,465,484
Fnma Pass-Thru I 3% 0.00447 2,775,972 2,461,564
Fnma Pass-Thru I 3% 0.00446 2,765,484 2,452,442
Healthcare Realty Holdings L.P 3.1% 0.00446 2,800,000 2,455,139
Government National Mortgage Association 6.85882% 0.00446 2,434,503 2,454,904
Citigroup Mortgage Loan Trust 7.78% 0.00445 2,517,107 2,448,374
Federal National Mortgage Association 3.5% 0.00445 2,487,985 2,447,771
Aimco CLO Series 2018-A/LLC 6.68444% 0.00444 2,442,880 2,441,873
Government National Mortgage Association 3% 0.00443 2,666,284 2,437,270
Oneok Partners Lp 6.85% 0.00443 2,200,000 2,438,242
Federal National Mortgage Association 4% 0.00440 2,509,197 2,423,124
Federal Home Loan Mortgage Corp. 2.939% 0.00440 2,600,000 2,423,827
Citigroup Mortgage Loan Trust 5.32232% 0.00440 2,522,193 2,420,590
Fnma Pass-Thru I 3% 0.00440 2,729,765 2,419,381
Federal National Mortgage Association 3.5% 0.00440 2,505,159 2,419,221
Federal National Mortgage Association 4% 0.00439 2,503,211 2,417,341
Healthcare Realty Holdings L.P 2.05% 0.00438 3,100,000 2,409,302
Federal Home Loan Mortgage Corp. 3% 0.00436 2,703,397 2,396,936
KB Kookmin Bank 4.5% 0.00436 2,500,000 2,399,836
Neuberger Berman Loan Advisers CLO 31 Ltd./ LLC 6.71743% 0.00436 2,400,000 2,398,266
Citigroup Inc. 4.658% 0.00434 2,400,000 2,386,115
Federal Home Loan Mortgage Corp. 3.5% 0.00434 2,541,874 2,390,318
Fnma Pass-Thru I 4% 0.00433 2,466,332 2,380,428
Fnma Pass-Thru I 3% 0.00433 2,685,735 2,380,334
Federal Home Loan Mortgage Corp. 4% 0.00433 2,513,207 2,380,964
Carrngtn Mtg Fre2 5.63043% 0.00433 3,072,392 2,382,131
Federal Home Loan Mortgage Corp. 5.95% 0.00433 2,378,898 2,382,652
UBS Group AG 4.194% 0.00432 2,550,000 2,379,869
Fnma Pass-Thru I 4.5% 0.00432 2,447,681 2,376,949
Government National Mortgage Association 6.03719% 0.00432 2,400,134 2,380,191
Federal Home Loan Mortgage Corp. 3% 0.00431 2,674,865 2,372,121
CSMC Mortgage-Backed Trust 7% 0.00430 4,546,919 2,364,617
Bcap Llc Trust 5.25% 0.00430 2,707,739 2,365,947
Enbridge Inc. 5.9% 0.00429 2,300,000 2,363,175
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.29543% 0.00429 3,111,550 2,359,482
Sumitomo Mitsui Financial Group Inc. 5.88% 0.00428 2,300,000 2,353,872
Federal Home Loan Mortgage Corp. 3% 0.00427 2,648,444 2,348,946
Bear Stearns Alternative A Trust 4.17038% 0.00427 3,418,211 2,348,302
OBX 2023-NQM4 TRUST 6.113% 0.00425 2,320,955 2,336,355
Residential Asset Mortgage Products, Inc. 6.11043% 0.00423 2,521,787 2,329,255
Government National Mortgage Association 3% 0.00423 2,601,168 2,326,589
Novastar Mtg 06-3 5.97043% 0.00420 4,349,330 2,311,549
Xylem, Inc. 3.25% 0.00420 2,400,000 2,313,695
Federal National Mortgage Association 4% 0.00420 2,391,204 2,309,166
KUBOTA CREDIT OWNER TRUST 2023-2 5.61% 0.00419 2,300,000 2,308,011
Fraport AG 1.875% 0.00418 2,200,000 2,301,523
Resimac Bastille Trust In Respect Of Resimac Bastille Series 2021-2Nc 6.105 0.00418 2,311,355 2,302,081
Fremont Home Loan Trust 5.79043% 0.00417 7,126,447 2,293,034
Government National Mortgage Association 5.6924% 0.00417 2,370,283 2,294,484
Bear Stearns Arm Trust 7.67% 0.00417 2,440,215 2,292,945
J P Morgan Mortgage Acquisition Corporation 5.99043% 0.00416 2,345,976 2,291,926
Fnma Pass-Thru I 3% 0.00414 2,567,070 2,276,287
Soundview Home Loan Trust 6.03043% 0.00413 2,370,320 2,275,284
UBS Group AG 2.875% 0.00413 2,200,000 2,275,025
JP MORGAN MORTGAGE TRUST 2.5% 0.00412 2,750,686 2,265,435
BayCare Health System Inc. 3.831% 0.00410 2,700,000 2,254,223
Federal National Mortgage Association 3.5% 0.00409 2,302,256 2,248,487
Ffmlt Tr 2006-Ff13 5.95043% 0.00409 3,473,005 2,253,075
JpMorgan MrtgAcq 5.66043% 0.00409 2,269,635 2,253,311
Lloyds Banking Group PLC 4.375% 0.00409 2,300,000 2,252,407
Fnma Pass-Thru I 3% 0.00408 2,533,422 2,245,453
Fnma Pass-Thru I 3% 0.00407 2,525,274 2,238,278
Wamu Mortgage Pass-Through CTFS TR 3.65736% 0.00407 2,595,889 2,240,543
First Franklin Mortgage Loan Trust 5.95043% 0.00405 2,432,431 2,227,783
Jubilee CLO 2014-XI Designated Activity Company 4.575% 0.00405 2,030,701 2,229,998
Cwalt Incorporation 5.97043% 0.00404 5,461,482 2,221,347
Brixmor Operating Partnership LP 2.25% 0.00404 2,500,000 2,224,804
Morgan Stanley ABS Capital I Inc 5.56043% 0.00402 4,984,809 2,213,295
Renaissance Hm Eqt 5.893% 0.00402 8,029,538 2,212,176
ONEMAIN FINANCIAL ISSUANCE TRUST 6.09877% 0.00401 2,249,000 2,207,163
Citigroup Mortgage Loan Trust 2.88236% 0.00400 2,450,000 2,200,851
Government National Mortgage Association 3% 0.00400 2,410,630 2,202,608
Fnma Pass-Thru I 3% 0.00400 2,481,135 2,200,174
Adjustable Rate Mortgage Trust 6.62043% 0.00400 2,589,961 2,200,303
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5 6.59148% 0.00399 2,231,000 2,194,633
Pacific Gas and Electric Company 3.4% 0.00399 2,230,000 2,193,564
Soundview Home Loan Trust 5.65043% 0.00399 7,857,349 2,198,302
Lehman Mortgage Trust 5.79043% 0.00399 3,193,153 2,194,332
Government National Mortgage Association 3% 0.00398 2,397,810 2,190,941
Citigroup Mortgage Loan Trust 5.73043% 0.00397 3,164,643 2,186,297
Corporate Office Properties LP 2.75% 0.00397 2,700,000 2,184,765
Goldentree Loan Management Eur Clo 3 Designated Activity Company 4.893% 0.00397 2,000,000 2,186,789
Federal Home Loan Mortgage Corp. 3% 0.00397 2,466,342 2,185,696
Credit Suisse AG London Branch 0.25% 0.00396 2,100,000 2,178,359
CWABS Asset-Backed Certificates Trust 2006-18 5.75043% 0.00396 2,274,405 2,177,585
DALLAS FORT WORTH TEX INTL ARPT REV 1.946% 0.00395 2,435,000 2,175,155
Federal Home Loan Mortgage Corp. 5.491% 0.00395 2,127,788 2,176,557
Federal National Mortgage Association 4% 0.00394 2,247,856 2,170,738
Wamu Mortgage Pass-Through CTFS TR 3.96578% 0.00394 2,235,091 2,167,264
Fnma Pass-Thru I 3% 0.00391 2,425,396 2,149,689
American Homes 4 Rent L P 2.375% 0.00391 2,600,000 2,149,485
Csail Commercial Mortgage Trust 2019-C15 3.9026% 0.00389 2,200,000 2,140,630
Federal Home Loan Mortgage Corp. 3% 0.00389 2,416,930 2,143,013
Equifax Inc. 3.1% 0.00389 2,390,000 2,142,393
Santander UK Group Holdings PLC 2.896% 0.00389 2,500,000 2,140,264
Brown & Brown Inc 2.375% 0.00388 2,600,000 2,137,044
The Hanover Insurance Group, Inc. 2.5% 0.00387 2,590,000 2,129,821
Fnma Pass-Thru I 3.5% 0.00387 2,170,213 2,128,411
Federal Home Loan Mortgage Corp. 3.5% 0.00384 2,158,298 2,110,860
Ameriquest Mortgage Securities 8.84543% 0.00384 2,131,076 2,114,347
Federal National Mortgage Association 5.5% 0.00383 2,094,174 2,108,363
NatWest Group PLC 6.016% 0.00383 2,000,000 2,107,519
Federal Home Loan Mortgage Corp. 4.5% 0.00382 2,165,127 2,102,560
First Franklin Mortgage Loan Trust 5.79043% 0.00382 2,183,704 2,102,196
Government National Mortgage Association 4% 0.00382 2,189,806 2,101,130
JP Morgan Alt Loan 4.76204% 0.00382 2,331,323 2,101,283
Residential Asset Mortgage Products, Inc. 6.04043% 0.00380 2,149,655 2,091,662
Dryden XXXVI Senior Loan Fund 6.67548% 0.00378 2,080,272 2,078,378
Federal National Mortgage Association 4.5% 0.00378 2,110,990 2,078,419
Federal National Mortgage Association 4% 0.00377 2,154,367 2,072,467
Aegis Asset Backed Secs Trust 6.19043% 0.00377 2,219,447 2,072,588
Federal Home Loan Mortgage Corp. 3% 0.00377 2,220,428 2,072,568
Federal Home Loan Mortgage Corp. 5% 0.00376 2,084,179 2,069,514
Government National Mortgage Association 4% 0.00376 2,156,576 2,070,595
Bayer US Finance LLC 6.5% 0.00375 2,000,000 2,066,531
American Home Mortgage Asset Trust 4.10687% 0.00374 2,547,325 2,056,166
Fnma Pass-Thru I 3% 0.00373 2,312,913 2,050,496
Home Equity Mortgage Loan Asset-Backed Trust Series INDS 2006-A 5.68043% 0.00373 2,981,321 2,053,734
Federal Home Loan Mortgage Corp. 5% 0.00373 2,069,243 2,050,639
Lloyds Banking Group PLC 4.947% 0.00373 1,900,000 2,052,382
Bear Stearns Alternative A Trust 4.96389% 0.00373 2,216,998 2,053,176
NXP B V / NXP Funding LLC & NXP USA Inc 4.3% 0.00371 2,100,000 2,043,907
GSAA Home Equity Trust 6.01043% 0.00370 3,216,794 2,036,670
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.13043% 0.00369 1,998,854 2,030,169
Banc America Funding Trust 6% 0.00368 2,568,982 2,025,536
Fnma Pass-Thru I 3% 0.00367 2,274,251 2,017,185
UBS Group AG 0.65% 0.00367 2,000,000 2,021,579
Wells Fargo National Bank West (Nevada) 6.56743% 0.00365 2,008,613 2,008,000
Federal Home Loan Mortgage Corp. 6% 0.00365 1,913,708 2,009,205
HSI Asset Securitization Corporation Trust 6.25043% 0.00365 2,188,933 2,006,129
Government National Mortgage Association 3% 0.00364 2,190,384 2,001,401
Government National Mortgage Association 6.43719% 0.00364 2,006,254 2,002,489
Fnma Pass-Thru I 5.5% 0.00363 1,985,017 1,997,752
Wamu Mortgage Pass-Through CTFS TR 4.4694% 0.00363 2,392,644 1,997,856
Emory University 1.566% 0.00363 2,100,000 1,996,238
United Air Lines, Inc. 4% 0.00363 2,086,718 1,995,651
Mountain View Clo Ix Limited 6.69548% 0.00362 1,991,693 1,991,195
Citigroup Mortgage Loan Trust 2.88236% 0.00361 2,320,000 1,989,516
Apidos CLO XV 6.68743% 0.00361 1,986,491 1,986,559
Aircastle Limited 4.125% 0.00361 2,000,000 1,984,629
Voya CLO 2013-1 Ltd / Voya CLO 2013-1 LLC 6.86548% 0.00359 1,977,495 1,976,080
Federal National Mortgage Association 4% 0.00359 2,044,316 1,974,161
Fnma Pass-Thru I 4.5% 0.00358 2,028,509 1,969,574
Willis North American Inc. 2.95% 0.00358 2,200,000 1,972,216
Federal Home Loan Mortgage Corp. 3% 0.00357 2,215,099 1,964,419
Argent Secs Inc 6.59543% 0.00357 1,994,742 1,962,513
Ford Motor Credit Company LLC 1.744% 0.00356 1,800,000 1,960,696
Ripon Mortgages PLC 0% 0.00356 2,375,000 1,961,917
EMF-NL Prime 2008-A B.V. 4.785% 0.00355 1,841,057 1,953,816
Federal National Mortgage Association 4% 0.00354 2,018,806 1,949,547
Elevance Health Inc. 2.375% 0.00353 2,000,000 1,943,516
Wells Fargo & Co. 2.188% 0.00353 2,027,000 1,943,927
Fnma Pass-Thru I 4.5% 0.00353 2,002,942 1,945,062
Bear Stearns Arm Trust 4.63546% 0.00352 2,152,380 1,938,266
Brandywine Operating Partnership L.P. 7.8% 0.00350 1,900,000 1,925,373
United Air Lines, Inc. 4.15% 0.00350 1,932,814 1,924,242
FirstEnergy Corp. 4.4% 0.00350 2,000,000 1,925,180
Bank of America Corp. 3.824% 0.00350 2,004,000 1,927,940
UWM MORTGAGE TRUST 2021-INV3 5% 0.00349 2,069,020 1,920,476
Federal National Mortgage Association 4.5% 0.00349 1,976,277 1,919,167
Enel Finance America LLC 2.875% 0.00348 2,800,000 1,914,717
Government National Mortgage Association 4% 0.00347 1,991,245 1,910,624
JP Morgan Mtg Ac7 5.73043% 0.00346 1,953,307 1,903,788
The Charles Schwab Corporation 4% 0.00346 2,400,000 1,903,608
Federal Home Loan Mortgage Corp. 3% 0.00346 2,049,095 1,902,277
Federal National Mortgage Association 6.03191% 0.00346 1,917,582 1,903,642
Lavender Trust 2010-RR2 6.25% 0.00345 3,789,390 1,896,868
Mitsubishi UFJ Financial Group Inc. 6.28012% 0.00345 1,900,000 1,900,557
Spclty Undrw & Res 6.3501% 0.00345 5,245,347 1,901,163
Structured Asset Securities Corp Mortgage Loan 6.47043% 0.00345 1,909,253 1,897,008
ResLoC UK 2007-1 PLC 5.53172% 0.00344 1,596,473 1,891,089
GSAA Home Equity Trust 5.81043% 0.00343 8,428,420 1,888,776
LOANCORE 2021-CRE5 ISSUER LTD 6.77629% 0.00343 1,911,416 1,886,944
Starwood Property Trust, Inc. 4.375% 0.00343 2,000,000 1,886,970
Amphenol Corporation 3.2% 0.00343 1,900,000 1,888,563
RALI Series Trust 5.85043% 0.00343 1,918,899 1,889,435
Cwmbs Mtg P/Thru 6% 0.00343 2,128,613 1,887,733
Chase Mortgage Financial Trust 4.87568% 0.00343 2,003,379 1,889,451
Federal National Mortgage Association 4% 0.00341 1,945,106 1,878,371
Fnma Pass-Thru I 4% 0.00340 1,975,842 1,871,693
Mitsubishi UFJ Financial Group Inc. 5.441% 0.00339 1,800,000 1,864,839
Gsamp 2006-Nc2 5.95043% 0.00339 3,538,651 1,866,272
Foresea Holding SA 7.5% 0.00339 2,012,647 1,865,724
Entergy Corporation 1.9% 0.00339 2,100,000 1,863,071
Federal National Mortgage Association 4% 0.00337 1,919,989 1,854,117
United Air Lines, Inc. 4.375% 0.00337 1,900,000 1,853,870
UBS Group AG 1.25% 0.00336 1,700,000 1,846,758
Ownit Mtg Loan Tr 6.37043% 0.00336 1,947,101 1,848,283
Soundview Home Loan Tr 2006-Eq2 5.58043% 0.00335 2,583,930 1,840,979
Federal Home Loan Mortgage Corp. 4% 0.00334 1,938,616 1,836,767
Federal National Mortgage Association 4% 0.00334 1,905,917 1,840,528
American Express Company 2.55% 0.00334 1,960,000 1,838,020
New York Mortgage Trust, Inc. 4.16946% 0.00333 2,178,739 1,832,855
Option One Mortgage Loan Trust 5.64043% 0.00333 3,425,783 1,834,442
Federal National Mortgage Association 5.88191% 0.00332 1,844,772 1,825,146
Ford Motor Credit Company LLC 2.33% 0.00332 1,700,000 1,825,254
Fnma Pass-Thru I 5.5% 0.00332 1,817,345 1,826,662
Federal National Mortgage Association 4% 0.00331 1,887,972 1,823,190
Bear Stearns Alternative A Trust 3.97071% 0.00331 3,713,831 1,819,255
Fnma Pass-Thru I 3% 0.00331 2,054,791 1,822,491
Csmc Trust 2017 3.43134% 0.00330 2,200,000 1,816,100
Barclays PLC 2.894% 0.00330 2,209,000 1,814,927
Government National Mortgage Association 3% 0.00328 1,976,453 1,805,914
Federal Home Loan Mortgage Corp. 5.80292% 0.00328 1,831,426 1,806,814
Mastr Adjustable Rate Mortgages Trust 5.68043% 0.00328 2,053,753 1,804,158
Federal National Mortgage Association 4% 0.00327 1,850,265 1,801,456
KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2.55844% 0.00327 2,400,000 1,797,687
Banc America Funding Trust 6.27043% 0.00327 2,161,205 1,800,620
GTCR W-2 Merger Sub LLC 7.5% 0.00327 1,700,000 1,797,533
Federal Home Loan Mortgage Corp. 3% 0.00326 2,024,456 1,794,077
Fnma Pass-Thru I 5.5% 0.00325 1,776,408 1,786,411
CARMAX AUTO OWNER TRUST 2022-3 6.1081% 0.00325 1,788,419 1,789,297
SLC Student Loan Trust 6.5131% 0.00325 1,822,531 1,788,083
Government National Mortgage Association 3% 0.00324 1,951,891 1,783,479
Structured Adj Rate Mtg Loan Trust 5.77043% 0.00324 2,223,968 1,780,712
CLNY TRUST 6.604% 0.00321 1,800,000 1,769,320
Federal National Mortgage Association 4% 0.00320 1,823,239 1,760,685
Leidos Inc 3.625% 0.00319 1,800,000 1,755,319
Government National Mortgage Association 4% 0.00319 1,826,220 1,753,506
Soundview Home Loan Tr 2006-Eq2 5.63043% 0.00319 2,466,617 1,757,397
Fnma Pass-Thru I 3% 0.00319 1,981,411 1,755,873
HCA Inc. 5.875% 0.00319 1,700,000 1,757,435
Government National Mortgage Association 3% 0.00317 1,910,750 1,745,919
Federal National Mortgage Association 4% 0.00316 1,836,459 1,739,164
Federal Home Loan Mortgage Corp. 4.5% 0.00316 1,790,726 1,738,979
Federal Home Loan Mortgage Corp. 3% 0.00315 1,959,315 1,736,342
Federal National Mortgage Association 3% 0.00314 1,951,408 1,729,585
Fnma Pass-Thru I 3% 0.00314 1,946,356 1,726,240
Chase Mortgage Financial Trust 5.5% 0.00313 3,799,569 1,725,303
Federal National Mortgage Association 4% 0.00313 1,775,964 1,725,268
Federal National Mortgage Association 4% 0.00313 1,783,267 1,722,083
Government National Mortgage Association 4% 0.00312 1,789,630 1,717,173
Indymac MBS Inc 3.64601% 0.00312 1,947,896 1,718,089
GSAA Home Equity Trust 4.03809% 0.00312 4,117,305 1,714,700
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00311 1,850,000 1,711,175
Federal National Mortgage Association 6.262% 0.00311 1,753,703 1,712,873
Metropolitan Edison Company 4.3% 0.00310 1,760,000 1,707,070
Alternative Loan Trust 6.3918% 0.00310 2,098,924 1,707,436
Carlyle Global Market Strategies CLO 2012-2, Ltd. 6.75354% 0.00309 1,700,000 1,700,348
Harborview Mtg Loan Trust 4.2317% 0.00309 3,440,460 1,701,897
Federal National Mortgage Association 5% 0.00309 1,715,888 1,699,684
APIDOS CLO XXIV 6.62743% 0.00309 1,700,000 1,697,942
Gsmps Mtg Ln Trust 7.5% 0.00308 1,673,494 1,694,450
Federal Home Loan Mortgage Corp. 3% 0.00308 1,896,954 1,695,764
ORIX Corp. 4% 0.00308 1,800,000 1,697,544
Morgan Stanley 4.679% 0.00308 1,711,000 1,695,954
Rio Oil Finance Trust 8.2% 0.00307 1,650,440 1,690,669
Federal Home Loan Mortgage Corp. 5% 0.00307 1,693,701 1,690,485
UBS AG 5.125% 0.00307 1,700,000 1,688,085
J P Morgan Mortgage Acquisition Corporation 6.08543% 0.00306 1,734,192 1,685,393
Federal National Mortgage Association 4% 0.00306 1,744,612 1,684,769
Government National Mortgage Association 3% 0.00306 1,842,111 1,684,700
Citigroup Mortgage Loan Trust 5.731% 0.00303 4,455,693 1,665,340
Indymac MBS Inc 5.43632% 0.00302 1,782,328 1,664,148
W. P. Carey Inc 4.25% 0.00302 1,700,000 1,663,232
Federal Home Loan Mortgage Corp. 6.5% 0.00302 1,664,912 1,662,682
Federal Home Loan Mortgage Corp. 3% 0.00301 1,872,377 1,659,312
Federal Home Loan Mortgage Corp. 3.5% 0.00301 1,688,945 1,655,986
GS Mortgage Securities Corp 7.34543% 0.00301 2,014,660 1,657,971
Blue Owl Finance Llc 3.125% 0.00300 2,000,000 1,652,900
Federal Home Loan Mortgage Corp. 5.5% 0.00300 1,639,375 1,650,921
Federal Home Loan Mortgage Corp. 3% 0.00300 1,862,077 1,650,954
Federal National Mortgage Association 4% 0.00300 1,743,953 1,651,702
Fnma Pass-Thru I 4% 0.00300 1,740,443 1,648,782
CWMBS Inc 5.9718% 0.00299 5,311,742 1,646,909
Federal National Mortgage Association 3% 0.00298 1,758,302 1,640,091
Government National Mortgage Association 4% 0.00298 1,707,830 1,639,738
Government National Mortgage Association 5.86719% 0.00298 1,649,550 1,642,663
Structured Asset Securities Corp Mortgage Loan 6.37043% 0.00297 1,693,775 1,633,852
CPI Property Group S.A. 1.5% 0.00296 2,786,000 1,628,011
W. P. Carey Inc 2.45% 0.00296 2,000,000 1,629,624
Federal National Mortgage Association 4% 0.00296 1,687,004 1,629,128
Delta Air Lines Inc. 2% 0.00295 1,818,659 1,621,224
Government National Mortgage Association 6.464% 0.00294 1,616,654 1,620,447
Commonbond St Ln Tr 2017-A-Gs 2.55% 0.00293 1,716,795 1,611,553
Fnma Pass-Thru I 3% 0.00293 1,819,919 1,613,557
Citigroup Mortgage Loan Trust 2.88236% 0.00293 1,730,000 1,614,472
Mastr Asset Backed Secs Trust 2006 Nc2 5.77043% 0.00292 4,165,071 1,606,443
Bear Stearns Alternative A Trust 4.02672% 0.00292 3,492,935 1,605,329
Fidelity National Financial, Inc. 3.4% 0.00292 1,800,000 1,607,440
Lehman Abs 07-1 5.67043% 0.00292 2,499,186 1,606,553
Hawaii Hotel Trust 2019-MAUI 6.55882% 0.00292 1,620,000 1,609,278
STIF FUND (MXN) 0.00290 27,036,613 1,596,540
Federal National Mortgage Association 3% 0.00289 1,792,630 1,589,502
Federal National Mortgage Association 3% 0.00289 1,667,571 1,592,736
Option One Mtg 07 5.72043% 0.00289 2,502,623 1,592,638
Essential Utilities Inc 2.4% 0.00288 1,890,000 1,582,676
GSAA Home Equity Trust 5.71043% 0.00288 2,714,091 1,584,277
CWABS Inc. 7.8838% 0.00288 1,857,706 1,584,779
UBS Group AG 4.375% 0.00288 2,000,000 1,584,610
Federal Home Loan Mortgage Corp. 5.975% 0.00288 1,545,986 1,585,253
Citigroup Mortgage Loan Trust 4.81598% 0.00287 1,738,354 1,581,796
Energy Transfer LP 6.1% 0.00287 1,500,000 1,577,026
Washington Mut Mtg 5.9818% 0.00287 2,200,351 1,580,789
Strctrd Asset Invt 7.19543% 0.00286 3,572,391 1,575,510
BSPRT ISSUER LTD 6.79629% 0.00286 1,600,000 1,574,089
Marriott International, Inc. 4.625% 0.00286 1,600,000 1,573,276
Federal Home Loan Mortgage Corp. 4% 0.00286 1,664,135 1,575,813
Fnma Pass-Thru I 5.5% 0.00286 1,565,002 1,574,475
Federal Home Loan Mortgage Corp. 3% 0.00286 1,774,017 1,573,159
Madison Park Funding XXX Ltd 6.40548% 0.00286 1,581,542 1,575,582
NXP B V / NXP Funding LLC & NXP USA Inc 3.4% 0.00284 1,700,000 1,565,414
Regency Centers, L.P. 3.7% 0.00284 1,680,000 1,565,074
Banner Health 1.897% 0.00283 1,900,000 1,560,224
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION 4.27 0.00283 1,600,000 1,556,153
Strctrd Asset Invt 6.07043% 0.00283 1,602,156 1,557,588
UBS Group AG 1% 0.00283 1,500,000 1,556,392
Credit Suisse AG New York Branch 5.73915% 0.00283 1,560,000 1,559,442
Kimco Realty Corporation 3.2% 0.00282 1,780,000 1,552,175
Government National Mortgage Association 5.9224% 0.00282 1,588,182 1,549,347
Federal National Mortgage Association 4% 0.00281 1,604,127 1,549,094
Federal Home Loan Mortgage Corp. 6.00292% 0.00281 1,576,655 1,547,877
Bear Stearns Asset Backed Securities I Trust 6.59543% 0.00281 1,552,939 1,546,844
Federal Home Loan Mortgage Corp. 4.5% 0.00280 1,587,662 1,541,535
CRH America Finance, Inc. 3.4% 0.00279 1,600,000 1,533,038
Fnma Pass-Thru I 3% 0.00279 1,734,114 1,537,652
Venture 32 Clo 6.75665% 0.00279 1,540,394 1,538,092
Deutsche Alt-B Sec 5.71043% 0.00279 1,680,566 1,536,233
Government National Mortgage Association 4% 0.00279 1,600,550 1,536,977
Gsamp Tr 2007-Fm2 5.56043% 0.00278 2,653,281 1,529,865
Federal National Mortgage Association 4% 0.00278 1,588,700 1,528,293
Standard Chartered PLC 6.187% 0.00277 1,500,000 1,526,038
Federal National Mortgage Association 3% 0.00277 1,590,996 1,523,501
Wamu Mortgage Pass-Through CTFS TR 5.8098% 0.00277 1,837,692 1,526,024
Fnma Pass-Thru I 4% 0.00276 1,570,245 1,516,372
Federal National Mortgage Association 4.5% 0.00276 1,532,600 1,520,854
United Air Lines, Inc. 3.45% 0.00276 1,698,950 1,518,879
Pacific Life Global Funding II 1.2% 0.00276 1,600,000 1,518,336
Federal National Mortgage Association 4% 0.00276 1,573,523 1,519,539
Federal National Mortgage Association 4% 0.00275 1,565,796 1,512,080
United States Treasury Bills 0% 0.00274 1,515,000 1,505,305
Abu Dhabi (Emirate of) 3.125% 0.00274 1,600,000 1,509,046
Chase Mortgage Financial Trust 4.88454% 0.00274 1,587,762 1,510,502
Sun Communities Operating Limited Partnership 2.7% 0.00273 1,800,000 1,504,259
Rali Ser 2006-Qa6 5.85043% 0.00273 1,611,831 1,502,335
Citigroup Mortgage Loan Trust 5.75% 0.00273 1,559,693 1,502,647
DALLAS FORT WORTH TEX INTL ARPT REV 2.096% 0.00272 1,750,000 1,499,305
Government National Mortgage Association 5.86% 0.00272 1,500,655 1,496,157
Oracle Corp. 4.65% 0.00272 1,500,000 1,497,177
Bear Stearns Alternative A Trust 5.79043% 0.00272 1,835,013 1,496,998
GLP Capital L.P. and GLP Financing II, Inc. 5.375% 0.00271 1,500,000 1,491,659
Strctrd Asset Invt 6.67043% 0.00271 1,499,412 1,493,157
Government National Mortgage Association 5.90719% 0.00270 1,501,873 1,484,897
STATE STREET STIF FUND (GBP) 0.00270 1,165,345 1,485,581
Peru (Republic of) 5.35% 0.00270 6,400,000 1,483,574
Bear Stearns Arm Trust 5.03048% 0.00270 1,631,498 1,485,773
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00269 1,500,000 1,480,371
Rasc Ser 06-Emx9 5.81043% 0.00269 1,586,224 1,482,078
Pacific Gas and Electric Company 3.75% 0.00268 2,000,000 1,477,553
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.91043% 0.00267 5,974,626 1,469,760
Federal Home Loan Mortgage Corp. 4% 0.00267 1,562,739 1,467,743
Fnma Pass-Thru I 3% 0.00266 1,654,444 1,466,347
Federal Home Loan Mortgage Corp. 3% 0.00266 1,651,681 1,464,728
Venture Global LNG Inc. 9.875% 0.00265 1,400,000 1,459,338
UBS Group AG 2.125% 0.00265 1,360,000 1,460,853
Federal Home Loan Mortgage Corp. 6.5% 0.00265 1,406,591 1,461,131
Cwalt Incorporation 6.57043% 0.00265 1,906,713 1,457,343
Aircastle Limited 4.25% 0.00264 1,500,000 1,451,135
Energy Transfer LP 2.9% 0.00264 1,500,000 1,454,857
Option One Mortgage Loan Trust 6.32543% 0.00264 1,421,714 1,453,989
CSMC TRUST 2.75% 0.00263 1,508,708 1,448,517
First Franklin Mortgage Loan Trust 2005-FF4 6.67043% 0.00263 1,452,337 1,447,167
Fnma Pass-Thru I 3% 0.00263 1,630,405 1,445,619
Structured Adj Rate Mtg Loan Trust 5.44766% 0.00263 1,732,345 1,447,011
CIFC Funding 2014-II-R LTD / LLC 6.71008% 0.00262 1,442,890 1,439,863
7-Eleven Inc. 0.8% 0.00261 1,446,000 1,437,900
JP Morgan Mortgage Trust 4.53816% 0.00261 1,520,919 1,437,560
Option One Mortgage Loan Trust 5.71043% 0.00261 2,545,532 1,434,976
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00261 2,200,000 1,438,703
Merrill Lynch Mortgage Investors, Inc. 4.33976% 0.00261 1,509,853 1,435,612
Federal National Mortgage Association 4% 0.00258 1,472,353 1,421,839
Fnma Pass-Thru I 4.5% 0.00257 1,457,265 1,414,926
Federal Home Loan Mortgage Corp. 4.5% 0.00257 1,456,213 1,413,905
CWABS Inc. 6.14543% 0.00257 1,451,773 1,413,048
Federal Home Loan Mortgage Corp. 6.12292% 0.00257 1,422,032 1,415,924
British Airways PLC 3.8% 0.00256 1,505,609 1,411,085
Citigroup Mortgage Loan Trust 5.89131% 0.00255 1,696,082 1,403,903
Wamu Mortgage Pass-Through CTFS TR 3.92671% 0.00254 1,458,819 1,398,760
Fnma Pass-Thru I 6% 0.00254 1,374,150 1,397,000
JP Morgan Mtg Acw 5.79043% 0.00254 5,203,540 1,396,133
Government National Mortgage Association 3% 0.00253 1,524,099 1,393,849
Credit Suisse First Boston Mortgage Securities Corp. 5.5% 0.00253 1,966,981 1,393,833
Government National Mortgage Association 3% 0.00252 1,518,088 1,387,101
Federal National Mortgage Association 3% 0.00252 1,505,411 1,386,528
Federal National Mortgage Association 3% 0.00251 1,555,058 1,379,054
CHL Mortgage Pass-Through Trust 6% 0.00251 2,641,338 1,383,007
Federal National Mortgage Association 6.212% 0.00251 1,428,878 1,382,521
Fnma Pass-Thru I 4.5% 0.00251 1,425,367 1,383,955
ACE Secs Cp 06-Nc3 5.69043% 0.00251 5,248,912 1,381,903
Indymac Indx R1 3.72128% 0.00251 1,675,918 1,381,073
Fnma Pass-Thru I 5.5% 0.00250 1,367,055 1,378,068
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED 2.951% 0.00250 1,630,000 1,374,661
Federal National Mortgage Association 4.5% 0.00249 1,412,178 1,371,149
Federal National Mortgage Association 4.5% 0.00248 1,408,030 1,367,342
Structured Asset Securities Corp Mortgage Loan 7.5% 0.00248 2,265,288 1,364,809
Long Beach Mortgage Loan Trust 5.83043% 0.00247 1,693,533 1,356,834
Nomura Asset Acceptance Corp Alt Ln tr 6.47043% 0.00247 1,735,095 1,359,402
Federal Home Loan Mortgage Corp. 3% 0.00247 1,528,716 1,358,564
Structured Asset Securities Corp Mortgage Loan 5.65043% 0.00246 2,320,720 1,354,235
Oracle Corp. 2.95% 0.00246 1,500,000 1,355,556
Banco Santander, S.A. 2.746% 0.00246 1,400,000 1,352,188
Federal National Mortgage Association 3% 0.00246 1,413,157 1,351,144
Spclty Undrw & Res 6.07043% 0.00245 1,411,856 1,346,820
GS Mortgage Securities Corp 3.5406% 0.00245 1,550,000 1,345,689
Morgan Stanley ML 2.83265% 0.00244 2,467,174 1,344,111
CWABS Inc. 6.21043% 0.00244 1,372,004 1,341,280
Fnma Pass-Thru I 4% 0.00243 1,412,330 1,337,913
Bear Stearns Alternative A Trust 4.19649% 0.00243 2,981,560 1,334,794
Federal National Mortgage Association 3.5% 0.00243 1,361,470 1,337,579
Barclays PLC 6.375% 0.00243 1,100,000 1,337,751
Morgan Stanley ABS Capital I Inc 5.53043% 0.00242 2,614,936 1,329,598
Aames Mtg Invt Tr 6.25043% 0.00242 1,356,598 1,332,651
Federal Home Loan Mortgage Corp. 3% 0.00241 1,493,853 1,324,799
Indymac MBS Inc 3.33911% 0.00241 1,573,984 1,326,963
Banc America Funding Trust 4.42303% 0.00241 1,587,743 1,327,415
CWABS Asset-Backed Certificates Trust 2007-BC3 5.65043% 0.00240 1,384,511 1,319,224
Fnma Pass-Thru I 3% 0.00240 1,487,571 1,322,155
Dryden XXVIII Senior Loan Fund/Dryden XXVIII Senior Loan Fund LLC 6.85182% 0.00240 1,319,197 1,318,867
Nomura Holdings Inc. 2.172% 0.00240 1,500,000 1,318,745
Federal National Mortgage Association 3.5% 0.00240 1,344,518 1,321,696
Truist Financial Corp. 5.122% 0.00239 1,350,000 1,313,336
Morgan Stanley ML 5.71043% 0.00239 4,708,033 1,317,351
Sofi Professional Loan Program 2016-F 3.02% 0.00239 1,376,178 1,313,526
Bcap Llc Trust 4.29092% 0.00239 1,963,777 1,318,057
Federal Home Loan Mortgage Corp. 4% 0.00238 1,382,533 1,309,676
RMAC Securities No. 1 PLC 4.1% 0.00238 1,223,695 1,309,513
J P MORGAN MORTGAGE TRUST 2.5% 0.00238 1,586,055 1,307,615
Federal Home Loan Mortgage Corp. 4.5% 0.00237 1,342,414 1,303,621
Bonds 2022-FL12 LLC 7.49225% 0.00237 1,299,988 1,306,264
Odebrecht Oil & Gas Finance Limited 0% 0.00237 37,881,776 1,302,186
Government National Mortgage Association 6.03719% 0.00237 1,311,585 1,302,234
Government National Mortgage Association 4% 0.00237 10,912,874 1,304,073
Government National Mortgage Association 3% 0.00237 1,441,525 1,304,265
Fnma Pass-Thru I 4.5% 0.00237 1,343,359 1,304,330
Madison Park Funding Xxv 6.60983% 0.00236 1,301,499 1,297,165
Federal Home Loan Mortgage Corp. 3% 0.00236 1,463,751 1,298,078
CWABS Inc. 5.97043% 0.00236 1,338,974 1,299,201
Fnma Pass-Thru I 6% 0.00235 1,272,022 1,293,566
Fnma Pass-Thru I 3.5% 0.00235 1,320,833 1,294,889
Government National Mortgage Association 3% 0.00234 1,408,082 1,286,595
Rbssp Resecuritization Trust 2011-4 5.78737% 0.00233 1,394,918 1,283,698
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00233 2,040,000 1,279,686
Essential Utilities Inc 3.351% 0.00233 1,800,000 1,280,384
Federal National Mortgage Association 4% 0.00232 1,322,238 1,276,873
Government National Mortgage Association 4% 0.00232 1,331,412 1,275,030
Harborview Mtg Loan Trust 5.87023% 0.00232 1,456,809 1,275,350
GSR Mtg Loan Trust 3.94831% 0.00232 2,312,379 1,278,096
Federal National Mortgage Association 3% 0.00232 1,371,679 1,276,494
Novastar Mortgage Funding Trust 2006-6 5.67043% 0.00232 3,615,787 1,277,159
CHL Mortgage Pass-Through Trust 4.29441% 0.00231 1,431,743 1,270,804
Bear Stearns Alternative A Trust 4.10352% 0.00231 2,240,540 1,271,035
UBS Group AG 2.25% 0.00231 1,100,000 1,273,389
Fnma Pass-Thru I 3% 0.00231 1,431,220 1,269,151
Morgan Stanley ABS Capital I Inc 5.72043% 0.00230 1,491,337 1,267,418
Argent Sec Tr 2006 5.58043% 0.00230 3,945,214 1,267,982
Lehman Mortgage Trust 6% 0.00230 2,462,487 1,266,383
Federal Home Loan Mortgage Corp. 3% 0.00230 1,430,931 1,268,574
Federal Home Loan Mortgage Corp. 3% 0.00230 1,425,029 1,263,745
Novastar Mortgage Funding Trust 5.62043% 0.00229 3,740,068 1,258,406
Government National Mortgage Association 3% 0.00228 1,375,935 1,257,210
Federal National Mortgage Association 5.26028% 0.00228 1,235,925 1,254,994
Credit Suisse First Boston Mortgage Securities Corp. 6.21043% 0.00227 1,319,590 1,251,268
Federal National Mortgage Association 3.5% 0.00227 1,269,732 1,248,644
Fnma Pass-Thru I 4.5% 0.00227 1,284,157 1,247,048
First Nlc Trust 5.75043% 0.00227 2,511,744 1,248,809
GS Mortgage Securities Corp 6% 0.00227 2,529,545 1,251,259
Morgan Stanley ABS Capital I Inc 5.81043% 0.00226 2,900,203 1,243,565
Federal National Mortgage Association 4% 0.00226 1,290,825 1,246,539
CWABS Asset-Backed Certificates Trust 2007-7 5.70043% 0.00226 1,264,791 1,241,604
New Century Home Equity Loan Trust 2005-1 8.47043% 0.00225 1,458,433 1,238,794
Indymac Indx Mtg 5.83043% 0.00225 1,345,237 1,240,481
Lanebrook Mortgage Transaction 2020-1 Plc 6.29375% 0.00224 963,735 1,231,639
Dbcg Mtg Tr 2017-Bbg 8.5% 0.00224 1,235,000 1,232,450
Federal National Mortgage Association 4% 0.00224 1,298,625 1,230,435
DALLAS FORT WORTH TEX INTL ARPT REV 2.046% 0.00223 1,400,000 1,226,298
United Airlines Pass Through Trust 2019-2AA 2.9% 0.00223 1,407,062 1,228,391
Government National Mortgage Association 4% 0.00223 1,275,238 1,225,172
CIFC Funding 6.84444% 0.00223 1,226,962 1,227,932
Federal Home Loan Mortgage Corp. 5.13017% 0.00223 1,328,998 1,225,786
Bear Stearns Alternative A Trust 4.96661% 0.00222 1,485,020 1,221,650
Government National Mortgage Association 5.93719% 0.00222 1,225,851 1,221,247
Citigroup Mortgage Loan Trust 2.88236% 0.00222 1,760,000 1,223,660
Banc America Funding 2006-5 Trust 6% 0.00222 1,261,569 1,221,285
Morgan Stanley ABS Capital I Inc 5.83043% 0.00222 3,757,025 1,221,899
Federal National Mortgage Association 5.623% 0.00222 1,205,391 1,222,531
Federal National Mortgage Association 3% 0.00221 1,343,770 1,215,355
GSAA Home Equity Trust 5.71043% 0.00221 1,294,111 1,218,705
Securitized Asset Backed Receivables Llc Trust 6.43043% 0.00221 1,335,626 1,214,832
Merrill Lynch Mortgage Investors, Inc. 5.99043% 0.00221 2,456,288 1,214,268
Federal Home Loan Mortgage Corp. 3% 0.00220 1,362,916 1,208,795
Federal Home Loan Mortgage Corp. 3.5% 0.00220 1,234,551 1,210,461
Government National Mortgage Association 3% 0.00220 1,327,007 1,212,520
Fnma Pass-Thru I 3% 0.00220 1,362,563 1,209,414
Rolls-Royce PLC 5.75% 0.00219 1,200,000 1,202,860
Peoples Chce Hm Ln 6.82043% 0.00219 1,262,543 1,207,593
Structured Adj Rate Mtg Loan Trust 4.58865% 0.00219 1,385,066 1,203,447
First Nlc Trust 5.61043% 0.00219 2,420,407 1,203,016
RALI Series Trust 5.77043% 0.00219 1,337,204 1,207,837
NatWest Group PLC 8% 0.00219 1,200,000 1,205,106
Invitation Homes Operating Partnership Lp 2% 0.00218 1,500,000 1,197,519
Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 6.40043% 0.00218 1,223,752 1,199,575
Southwest Gas Corp 4.05% 0.00217 1,270,000 1,192,959
Fnma Pass-Thru I 3% 0.00217 1,248,910 1,194,303
UBS Group AG 7% 0.00217 900,000 1,196,016
American Home Mortgage Investment Trust 7.54937% 0.00217 2,912,568 1,192,509
Bear Stearns Alternative A Trust 4.23972% 0.00217 1,495,181 1,195,840
CWABS Asset-Backed Certificates Trust 2007-6 5.69043% 0.00216 1,164,405 1,186,911
NVR Inc 3% 0.00215 1,323,000 1,181,395
1ST Horizon Mtg 4.94346% 0.00215 1,267,952 1,183,243
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.40043% 0.00215 1,290,309 1,181,366
Federal Home Loan Mortgage Corp. 4.5% 0.00215 1,219,039 1,183,621
Wamu Mortgage Pass-Through CTFS TR 3.32517% 0.00215 1,356,961 1,181,675
Federal National Mortgage Association 3.5% 0.00214 1,199,617 1,178,822
Micron Technology Inc. 2.703% 0.00214 1,400,000 1,178,493
Government National Mortgage Association 4% 0.00213 1,216,562 1,174,927
HSI Asset Sec Corp Trust 2006-He2 5.81043% 0.00213 4,452,806 1,172,781
Novastar Mtg 06-2 5.77043% 0.00213 1,650,063 1,173,135
Federal National Mortgage Association 4% 0.00212 1,209,389 1,167,898
Asset Backed Funding Corp 6.52043% 0.00212 1,221,111 1,166,733
Federal Home Loan Mortgage Corp. 3.5% 0.00211 1,183,730 1,160,627
Luminent Mortgage Trust 5.83043% 0.00211 1,270,033 1,159,455
Federal National Mortgage Association 3.5% 0.00211 1,244,507 1,161,819
Federal Home Loan Mortgage Corp. 3% 0.00211 1,310,015 1,161,375
Federal National Mortgage Association 6.5% 0.00209 1,116,133 1,151,544
Federal Home Loan Mortgage Corp. 5.5% 0.00209 1,143,765 1,152,172
TBW Mortgage Backed Trust 6.5% 0.00208 4,574,038 1,145,311
CWMBS Inc 4.76451% 0.00208 1,261,424 1,144,025
Gsamp 2006-He6 5.95043% 0.00207 1,460,533 1,138,068
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.79043% 0.00207 4,649,514 1,137,895
Federal National Mortgage Association 3.5% 0.00207 1,165,966 1,140,315
NEW YORK ST URBAN DEV CORP REV 1.827% 0.00207 1,300,000 1,141,365
Bcap Llc Trust 5.5% 0.00206 1,348,319 1,134,279
Fnma Pass-Thru I 5.5% 0.00206 1,127,824 1,136,133
AIB Group PLC 7.583% 0.00206 1,100,000 1,135,895
Fnma Pass-Thru I 3.5% 0.00206 1,231,034 1,131,179
Federal Home Loan Mortgage Corp. 6.08% 0.00206 1,107,133 1,135,037
AMERICAN AIRLINES PASS THROUGH TRUST 2.875% 0.00205 1,324,928 1,128,709
Air Canada Pass Through Trust 2017-1 3.3% 0.00205 1,253,640 1,128,712
UBS Group AG 0.65% 0.00205 1,200,000 1,130,388
Fnma Pass-Thru I 4.5% 0.00205 1,163,682 1,130,055
Rasc Ser 2006-Ks2 6.08543% 0.00205 1,200,000 1,128,948
Government National Mortgage Association 4% 0.00205 1,173,670 1,127,063
Federal Home Loan Mortgage Corp. 3.5% 0.00205 1,227,784 1,128,366
Mad Mortgage Trust 2017-330m 3.1881% 0.00204 1,250,000 1,124,215
Lloyds Banking Group PLC 5.985% 0.00204 1,100,000 1,120,533
Government National Mortgage Association 4% 0.00204 1,168,519 1,121,202
Government National Mortgage Association 4% 0.00202 1,150,978 1,112,137
Sound Point CLO III Ltd. 6.60548% 0.00202 1,108,854 1,109,477
ICG US CLO Ltd. 6.75354% 0.00202 1,112,809 1,113,198
Federal Home Loan Mortgage Corp. 7.645% 0.00201 1,106,176 1,108,662
Federal Home Loan Mortgage Corp. 3% 0.00201 1,236,551 1,104,941
Federal Home Loan Mortgage Corp. 4.5% 0.00201 1,137,955 1,104,893
Federal National Mortgage Association 4% 0.00200 1,143,513 1,102,156
Government National Mortgage Association 4% 0.00200 1,141,023 1,097,992
Federal Home Loan Mortgage Corp. 4% 0.00199 1,131,004 1,092,777
Federal National Mortgage Association 4.5% 0.00199 1,128,742 1,095,948
Gmacm Mortgage Loan Trust 4.4068% 0.00199 1,207,552 1,093,338
Citigroup Mortgage Loan Trust 2.88236% 0.00199 1,760,000 1,092,532
Federal National Mortgage Association 4% 0.00199 1,142,756 1,095,075
Fnma Pass-Thru I 3.5% 0.00199 1,128,578 1,095,256
Ripon Ppn *Proxy* 0.00199 858,944 1,094,982
Federal Home Loan Mortgage Corp. 4% 0.00199 1,157,773 1,096,397
Rasc Ser 2006-Ks8 5.71043% 0.00197 1,120,684 1,084,620
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00197 1,250,000 1,086,396
New South Wales Treasury Corporation 2.75% 0.00197 1,000,000 1,082,541
Rfmsi Series Trust 4.7453% 0.00197 1,554,748 1,086,038
Federal National Mortgage Association 6.212% 0.00196 1,115,677 1,079,638
Bear Stearns Arm Trust 4.69922% 0.00196 1,241,704 1,080,592
Citigroup Mortgage Loan Trust 2.88236% 0.00196 1,400,000 1,077,015
Government National Mortgage Association 4% 0.00196 1,121,868 1,076,435
Government National Mortgage Association 6.35719% 0.00195 1,078,220 1,075,384
Realty Income Corporation 3.95% 0.00195 1,100,000 1,071,105
Federal Home Loan Mortgage Corp. 3.5% 0.00195 1,089,526 1,071,065
Federal Home Loan Mortgage Corp. 3% 0.00194 1,203,464 1,067,373
Federal National Mortgage Association 6% 0.00194 1,047,323 1,070,437
Citigroup Mortgage Loan Trust 6.25% 0.00194 2,327,537 1,066,265
Rali Ser 2006-Qa8 5.83043% 0.00194 1,123,711 1,067,099
Banc of America Funding Corporation 5.65746% 0.00193 1,109,494 1,060,566
Federal Home Loan Mortgage Corp. 4.5% 0.00193 1,091,607 1,060,062
Mastr Reperforming 5.83043% 0.00193 2,015,505 1,059,930
Quanta Services, Inc. 0.95% 0.00193 1,100,000 1,060,485
Federal National Mortgage Association 5% 0.00193 1,074,799 1,064,650
TOWD POINT HE TRUST 0.918% 0.00192 1,109,983 1,055,828
United Air Lines, Inc. 3.75% 0.00192 1,106,669 1,055,940
Deutsche Alt-A Secs Mtg Ln Tr 5.57043% 0.00192 1,298,956 1,054,174
Federal Home Loan Mortgage Corp. 3.5% 0.00192 1,135,889 1,058,952
Government National Mortgage Association 4% 0.00191 1,094,438 1,050,117
US Airways Group Inc. 4.625% 0.00191 1,081,694 1,052,423
Residential Asset Securities Corp. 6.03043% 0.00191 1,064,231 1,050,804
Government National Mortgage Association 3% 0.00191 1,152,868 1,053,391
Carlyle Euro Clo 2017-2 Designated Activity Co. 4.632% 0.00191 961,413 1,052,372
CWABS Inc. 6.82043% 0.00190 1,073,519 1,047,635
Shackleton 2014-V-R Clo Ltd / Llc 6.74178% 0.00190 1,046,232 1,046,605
Federal Home Loan Mortgage Corp. 3.5% 0.00190 1,113,549 1,046,993
Federal National Mortgage Association 3.5% 0.00190 1,066,442 1,047,280
Fnma Pass-Thru I 4.5% 0.00189 1,070,062 1,038,973
JP Morgan Mortgage Trust 6.5% 0.00189 2,757,318 1,041,418
Novastar Mortgage Funding Trust 5.65043% 0.00189 3,096,242 1,041,790
Banc America Mortgage Securitites Inc 5.1207% 0.00189 1,100,348 1,038,381
Fnma Pass-Thru I 6% 0.00188 998,384 1,034,281
Fnma Pass-Thru I 3.5% 0.00188 1,050,948 1,032,480
Federal National Mortgage Association 5% 0.00188 1,046,599 1,036,716
Federal National Mortgage Association 4% 0.00188 1,074,245 1,036,176
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-2 2.52% 0.00188 1,036,807 1,034,784
Federal Home Loan Mortgage Corp. 3% 0.00187 1,163,437 1,031,588
Fnma Pass-Thru I 4% 0.00187 1,088,353 1,031,066
Rbssp Resecuritization Trust 2011-4 5.69043% 0.00187 1,120,522 1,026,688
Government National Mortgage Association 3% 0.00186 1,120,094 1,023,447
Federal Home Loan Mortgage Corp. 5.5% 0.00186 1,013,904 1,026,266
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.44543% 0.00186 1,050,984 1,024,339
Fnma Pass-Thru I 3.5% 0.00185 1,057,113 1,020,843
CWMBS Inc 4.30063% 0.00185 1,281,239 1,019,662
GSR Mortgage Loan Trust 2006-8F 6.5% 0.00185 2,097,165 1,019,399
Spclty Undrw & Res 5.82043% 0.00185 1,869,108 1,018,595
Federal National Mortgage Association 3.5% 0.00185 1,036,498 1,016,268
Merrill Lynch Mortgage Investors, Inc. 4.40658% 0.00185 1,071,257 1,017,787
Aker BP ASA 4% 0.00184 1,100,000 1,012,129
Mastr Seasoned Sec 6.5% 0.00184 1,054,127 1,014,519
ONEMAIN FINANCIAL ISSUANCE TRUST 1.75% 0.00184 1,096,000 1,011,362
Fnma Pass-Thru I 4.5% 0.00184 1,042,113 1,011,836
Alternative Loan Trust 6% 0.00184 2,364,740 1,014,006
Fnma Pass-Thru I 3% 0.00184 1,139,973 1,010,735
Government National Mortgage Association 3% 0.00184 1,105,742 1,010,330
Fnma Pass-Thru I 4.5% 0.00183 1,036,186 1,006,243
Federal Home Loan Mortgage Corp. 4.5% 0.00183 1,036,939 1,006,812
Government National Mortgage Association 5% 0.00183 999,653 1,008,180
Starm Mtg Ln Tr 5.46729% 0.00183 1,386,329 1,004,872
TOWD POINT MORTGAGE TRUST 2.71% 0.00182 1,065,400 1,002,612
Government National Mortgage Association 3.5% 0.00182 1,080,496 1,002,794
Federal Home Loan Mortgage Corp. 5.5% 0.00182 997,550 1,002,895
Aercap Ireland Capital DAC 4.875% 0.00182 1,000,000 999,387
Fnma Pass-Thru I 5.5% 0.00182 995,804 1,001,160
Federal Home Loan Mortgage Corp. 5.5% 0.00182 997,692 1,002,807
Federal National Mortgage Association 3% 0.00182 1,077,429 1,004,218
Federal Home Loan Mortgage Corp. 4.5% 0.00182 1,030,286 1,000,353
Fnma Pass-Thru I 5.5% 0.00182 997,128 1,002,815
CNA Financial Corporation 2.05% 0.00182 1,200,000 1,001,849
Federal Home Loan Mortgage Corp. 3% 0.00182 1,127,006 1,001,187
Government National Mortgage Association 4% 0.00182 1,038,476 1,000,944
Sequoia Mtg Trust 3.62696% 0.00181 1,445,521 993,553
Oak Hill European Credit Partners IV DAC 4.723% 0.00181 911,593 997,145
Black Diamond CLO 2017-2 Designated Activity Company 4.853% 0.00181 906,977 996,042
UBS Group AG 2.125% 0.00180 800,000 993,354
Fnma Pass-Thru I 5% 0.00180 999,900 991,331
Essex Portfolio Lp 2.55% 0.00180 1,180,000 990,886
Structured Asset Mortgage Investments II Trust 6.09043% 0.00180 1,237,618 991,797
Federal Home Loan Mortgage Corp. 5.5% 0.00180 985,463 990,693
Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd 6.5% 0.00179 980,000 983,543
MASTR Specialized Loan Trust 7% 0.00179 1,351,833 983,170
Federal National Mortgage Association 6% 0.00179 940,553 983,010
Government National Mortgage Association 3% 0.00179 1,080,119 986,927
Indymac MBS Inc 4.99498% 0.00179 1,035,822 985,439
Federal National Mortgage Association 4% 0.00179 1,024,942 985,975
Niagara Mohawk Power Corp. 3.508% 0.00179 1,000,000 982,396
Indymac MBS Inc 3.55064% 0.00179 1,353,413 982,543
Federal National Mortgage Association 6.211% 0.00179 1,018,671 987,840
Scentre Group Trust 1 / Scentre Group Trust 2 3.5% 0.00178 1,000,000 979,104
JP Morgan Mortgage Trust 4.21832% 0.00178 1,118,055 980,782
CWABS Asset-Backed Certificates Trust 2007-12 6.27043% 0.00178 984,937 978,601
Securitised Asset Backed LLC 5.95043% 0.00178 2,822,896 977,816
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 0.00178 1,100,000 978,188
Structured Adj Rate Mtg Loan Trust 3.81306% 0.00178 1,740,258 978,375
GS Mortgage Securities Corp 6.609% 0.00178 1,297,765 981,186
Option One Mortgage Loan Trust 5.80043% 0.00177 2,036,682 972,158
Government National Mortgage Association 6.03719% 0.00177 982,518 975,672
Morgan Stanley ML 5.79043% 0.00177 1,058,460 973,998
Federal National Mortgage Association 3% 0.00176 1,015,680 967,585
Federal National Mortgage Association 4% 0.00175 996,392 962,203
Citigroup Mortgage Loan Trust 2.88236% 0.00175 1,170,000 963,569
Cent CLO 21 Limited 6.6191% 0.00175 963,522 962,829
American Tower Corporation 3.95% 0.00174 1,000,000 956,465
Indymac Indx Mtg 3.08756% 0.00174 1,118,108 956,213
Atlas Funding 2021-1 plc 6.1123% 0.00173 748,203 954,403
Fnma Pass-Thru I 4.5% 0.00173 979,496 951,191
Federal National Mortgage Association 4% 0.00173 988,727 954,811
J.P. MORGAN MORTGAGE TRUST 2023-DSC2 5.25% 0.00172 963,844 949,204
Peoples Chce Hm Ln 6.15043% 0.00172 988,335 946,861
DALLAS FORT WORTH TEX INTL ARPT REV 1.329% 0.00171 1,000,000 941,380
Fnma Pass-Thru I 3.5% 0.00171 965,140 941,540
Federal Home Loan Mortgage Corp. 4% 0.00171 995,655 943,389
Bcap Llc Trust 6% 0.00171 1,311,675 938,821
Government National Mortgage Association 6.03719% 0.00171 942,283 939,917
New Century Home Equity Loan Trust 2005-1 6.14543% 0.00171 935,961 941,382
Federal National Mortgage Association 4.5% 0.00171 971,739 943,658
Federal National Mortgage Association 5.788% 0.00171 928,649 941,636
Federal National Mortgage Association 6.5% 0.00170 919,894 936,238
Morgan Stanley ML 5.63043% 0.00170 3,274,854 934,376
Federal National Mortgage Association 4% 0.00170 967,830 934,624
Mitsubishi UFJ Financial Group Inc. 3.407% 0.00170 938,000 934,240
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 6.85901% 0.00170 1,142,828 934,517
Park Aerospace Holdings Ltd. 5.5% 0.00170 937,000 935,336
Citigroup Mortgage Loan Trust 3.77186% 0.00169 1,044,495 931,237
San Diego Gas & Electric Company 3.32% 0.00169 1,300,000 930,871
Government National Mortgage Association 3% 0.00169 1,018,810 930,901
Federal Home Loan Mortgage Corp. 4.5% 0.00169 957,550 930,212
Aviation Capital Group LLC 3.5% 0.00168 1,000,000 922,883
New Century Home Equity Loan Trust 2005-1 6.19043% 0.00168 962,336 925,090
Exelon Corporation 3.95% 0.00167 933,000 918,057
Bear Stearns Arm Trust 4.69511% 0.00167 964,167 916,820
Morgan Stanley ABS Capital I Inc 5.62043% 0.00167 1,807,428 919,315
Federal National Mortgage Association 4% 0.00167 957,339 919,038
Federal Home Loan Mortgage Corp. 5% 0.00167 930,523 921,797
Fnma Pass-Thru I 3% 0.00167 1,038,736 921,004
Federal National Mortgage Association 6.192% 0.00165 888,117 910,177
Federal Home Loan Mortgage Corp. 4.5% 0.00165 934,290 907,291
HSBC Holdings PLC 5.402% 0.00165 900,000 906,052
Federal National Mortgage Association 3.5% 0.00165 924,283 908,061
Federal Home Loan Mortgage Corp. 0.54708% 0.00165 10,464,829 905,407
Fnma Pass-Thru I 3% 0.00165 1,025,877 909,264
Fnma Pass-Thru I 3% 0.00165 1,022,841 906,534
T-Mobile USA, Inc. 2.05% 0.00164 1,000,000 903,584
Structured Adj Rate Mtg Loan Trust 5.11938% 0.00164 1,506,977 901,282
UBS Group AG 2.125% 0.00164 800,000 905,177
Federal National Mortgage Association 4% 0.00164 933,619 901,591
J P Morgan Mortgage Acquisition Corporation 6.337% 0.00164 1,575,166 905,223
Fnma Pass-Thru I 4% 0.00163 926,359 894,579
Federal National Mortgage Association 4% 0.00163 949,205 899,361
Morgan Stanley ABS Capital I Inc 5.67043% 0.00163 1,890,893 896,189
Fnma Pass-Thru I 4.5% 0.00162 916,530 890,044
Moodys Corp. 3.25% 0.00162 1,200,000 889,754
Federal National Mortgage Association 4% 0.00162 916,213 891,796
First Nlc Trust 5.93043% 0.00162 1,009,264 889,740
Government National Mortgage Association 3% 0.00162 975,546 891,368
Federal National Mortgage Association 4% 0.00161 915,153 883,756
Fnma Pass-Thru I 3% 0.00161 987,483 887,482
VERUS SECURITIZATION TRUST 2023-4 5.811% 0.00161 885,390 885,155
Federal National Mortgage Association 3.5% 0.00161 903,080 886,683
Merrill Lynch Mortgage Investors, Inc. 5.59825% 0.00161 924,019 886,725
Federal Home Loan Mortgage Corp. 3% 0.00160 994,419 881,871
Washington Mut Mtg 6% 0.00160 1,058,111 882,972
PALMER SQUARE LOAN FUNDING LTD 6.42871% 0.00160 883,194 878,419
Kilroy Realty L.P. 4.375% 0.00159 900,000 875,987
Federal Home Loan Mortgage Corp. 3% 0.00159 986,657 874,926
Federal Home Loan Mortgage Corp. 3% 0.00159 979,218 875,452
Suntrust Alt Loan 5.75% 0.00159 1,050,311 875,912
Mather Foundation 2.675% 0.00159 1,050,000 875,261
Banc of America Funding Corporation 4.78611% 0.00158 987,239 866,943
Federal National Mortgage Association 4% 0.00158 893,221 870,589
Fnma Pass-Thru I 3.5% 0.00158 887,321 870,010
Federal Home Loan Mortgage Corp. 3% 0.00158 980,723 869,719
Merrill Lynch Firs 5.81043% 0.00158 2,225,408 870,293
Federal National Mortgage Association 4% 0.00158 901,248 869,670
Federal National Mortgage Association 4% 0.00158 900,274 869,383
Federal National Mortgage Association 3.5% 0.00158 886,929 871,618
Fnma Pass-Thru I 3% 0.00158 980,083 869,004
Fnma Pass-Thru I 3% 0.00158 978,464 867,733
Fnma Pass-Thru I 3% 0.00158 979,408 868,582
Fnma Pass-Thru I 5.5% 0.00157 857,115 863,037
Federal Home Loan Mortgage Corp. 3% 0.00157 973,003 862,374
Alternative Loan Trust 6% 0.00157 1,459,664 863,188
Federal Home Loan Mortgage Corp. 3% 0.00157 977,277 866,684
Federal Home Loan Mortgage Corp. 3% 0.00157 971,113 863,132
Federal Home Loan Mortgage Corp. 3% 0.00156 969,323 859,608
Verus Securitization Tr 2022-2 4.26% 0.00156 926,078 859,363
Banc America Funding Trust 5.89043% 0.00156 1,038,118 860,713
Federal National Mortgage Association 4% 0.00156 891,404 860,819
Fnma Pass-Thru I 3% 0.00156 967,909 858,380
JP Morgan Mortgage Trust 4.00938% 0.00156 1,062,071 860,825
Bcap Llc Tr 07-Aa1 3.84041% 0.00156 1,076,090 859,023
CWABS Asset-Backed Certificates Trust 2007-4 5.714% 0.00156 867,458 861,081
Alternative Loan Trust 6.25% 0.00156 1,731,117 859,675
Federal National Mortgage Association 4% 0.00155 882,287 852,016
Federal National Mortgage Association 3% 0.00155 897,505 855,007
AT&T Inc 3.85% 0.00155 1,140,000 855,391
Cwalt Incorporation 6.5% 0.00155 1,703,898 854,193
JP Morgan Mortgage Trust 4.21832% 0.00155 980,488 853,484
Harborview Mtg Loan Trust 4.08208% 0.00154 1,936,593 847,516
Cwalt Incorporation 5.82043% 0.00154 2,057,807 848,783
Government National Mortgage Association 3% 0.00154 925,185 845,524
Federal National Mortgage Association 4% 0.00154 876,180 846,124
Greensaif Pipelines Bidco S.a r.l. 6.51% 0.00154 800,000 846,019
Essex Portfolio Lp 3.375% 0.00154 880,000 850,281
Wamu Mortgage Pass-Through CTFS TR 6.581% 0.00154 2,878,438 850,069
Lehman Mortgage Trust 5.03198% 0.00154 918,484 847,474
Residential Fdg I 4.84164% 0.00153 953,879 840,092
GS Mortgage Securities Corp 4.97558% 0.00153 1,507,846 839,386
GS Mortgage Securities Corp 5.5% 0.00152 840,737 837,794
Fnma Pass-Thru I 3% 0.00152 940,676 834,269
Federal National Mortgage Association 6% 0.00152 798,279 834,414
Federal Home Loan Mortgage Corp. 5% 0.00152 841,448 833,809
Fnma Pass-Thru I 3% 0.00152 940,349 833,852
Cwalt Incorporation 6.05043% 0.00151 896,056 833,152
Federal Home Loan Mortgage Corp. 6% 0.00151 808,150 832,574
Fnma Pass-Thru I 5.5% 0.00151 823,403 829,321
Fnma Pass-Thru I 5% 0.00150 832,172 824,927
VTR Comunicaciones SpA 5.125% 0.00150 1,645,000 824,219
Home Equity Asset Trust 6.56543% 0.00150 839,112 827,273
Fnma Pass-Thru I 5.5% 0.00149 817,792 822,387
Federal Home Loan Mortgage Corp. 3.5% 0.00149 835,393 819,091
Cwalt Incorporation 5.5% 0.00149 1,340,050 818,123
Structured Adj Rate Mtg Loan Trust 5.47531% 0.00149 1,128,214 817,915
Federal Home Loan Mortgage Corp. 3% 0.00149 925,021 819,892
Resident Asset Sec 6.25% 0.00149 1,931,549 818,576
Government National Mortgage Association 3.5% 0.00148 861,444 814,949
Fnma Pass-Thru I 4.5% 0.00148 840,528 816,107
Federal Home Loan Mortgage Corp. 5.5% 0.00148 811,916 816,078
Federal Home Loan Mortgage Corp. 3% 0.00148 919,389 815,166
Federal Home Loan Mortgage Corp. 6.03292% 0.00148 815,274 815,046
Federal National Mortgage Association 3.5% 0.00148 830,905 816,821
Cwalt Incorporation 6.05043% 0.00148 922,625 815,096
Adjustable Rate Mortgage Trust 3.49233% 0.00148 967,282 813,180
Orlando Health Obligated Group 3.327% 0.00148 1,100,000 815,253
Merrill Lynch Mortgage Investors, Inc. 5.95043% 0.00148 1,558,794 813,362
Fnma Pass-Thru I 3% 0.00148 916,676 812,810
Federal National Mortgage Association 6% 0.00147 776,942 811,718
Peru (Republic of) 5.94% 0.00147 3,000,000 810,146
Federal Home Loan Mortgage Corp. 3.5% 0.00147 837,744 809,004
Federal National Mortgage Association 3% 0.00147 875,821 806,620
Federal Home Loan Mortgage Corp. 3.5% 0.00147 857,527 806,494
Deutsche Mtg & Asset 2014-RS1 4.0057% 0.00147 813,101 808,871
eBay Inc. 2.7% 0.00146 900,000 802,092
Citigroup Mortgage Loan Trust 6.851% 0.00146 2,099,084 805,205
Fnma Pass-Thru I 4% 0.00146 833,500 804,128
Federal National Mortgage Association 0.84809% 0.00146 5,872,961 805,362
Federal National Mortgage Association 4% 0.00146 829,728 801,260
United Air Lines, Inc. 4.3% 0.00146 829,877 804,887
Alternative Loan Trust 6% 0.00146 1,615,103 805,707
Welltower OP LLC 4.25% 0.00143 800,000 788,594
GS Mortgage Securities Corp 6.79043% 0.00143 923,447 784,653
Government National Mortgage Association 3% 0.00143 863,019 788,559
Federal National Mortgage Association 4% 0.00143 813,568 785,658
Federal National Mortgage Association 4% 0.00142 808,190 780,458
Residential Asset Mortgage Products, Inc. 6.07043% 0.00142 927,558 780,749
Federal National Mortgage Association 3% 0.00142 846,366 782,311
Mastr Adjustable Rate Mortgages Trust 4.60187% 0.00142 830,894 783,791
Structured Asset Securities Corp. 5.75% 0.00142 1,358,277 780,966
Federal National Mortgage Association 4% 0.00142 811,806 783,954
Fnma Pass-Thru I 3% 0.00142 878,629 779,113
Government National Mortgage Association 4% 0.00142 816,136 783,088
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 0% 0.00141 1,225 776,070
Ford Motor Credit Company LLC 4.134% 0.00141 800,000 778,242
CIFC Funding 2017-1 LTD/CIFC Funding 2017-1 LLC 6.68354% 0.00141 774,856 774,190
Fnma Pass-Thru I 5% 0.00141 783,262 775,865
Fnma Pass-Thru I 3% 0.00141 873,890 777,801
Federal National Mortgage Association 4% 0.00140 800,055 772,612
U.S. Bancorp. 4.839% 0.00140 800,000 768,043
Federal National Mortgage Association 3% 0.00140 808,394 770,103
Merrill Lynch Mortgage Investors, Inc. 5.70548% 0.00140 819,559 767,755
Bear Stearns Alternative A Trust 4.49227% 0.00140 1,475,751 769,929
JP Morgan Alt Loan 5.75043% 0.00140 756,498 772,893
Sequoia Mtg Trust 5.35086% 0.00140 1,018,593 770,594
Federal National Mortgage Association 4% 0.00140 795,580 768,289
Government National Mortgage Association 3.5% 0.00140 816,878 772,787
Fnma Pass-Thru I 3% 0.00140 869,362 770,771
Bear Stearns Alternative A Trust 5.79043% 0.00140 832,074 772,860
Federal Home Loan Mortgage Corp. 5.5% 0.00139 759,621 763,961
TTAN 2021-MHC 6.32648% 0.00139 775,608 767,458
Federal National Mortgage Association 4% 0.00139 792,784 762,639
Fnma Pass-Thru I 3.5% 0.00139 788,045 767,623
Bear Stearns Structured Prods Inc 3.99339% 0.00139 1,014,243 766,398
Fnma Pass-Thru I 3% 0.00138 855,223 757,916
RALI Series Trust 6.5% 0.00138 945,839 759,445
Federal Home Loan Mortgage Corp. 5.995% 0.00138 759,032 761,003
Ally Financial Inc. 2.2% 0.00138 890,000 758,040
Bcap Llc Trust 5.25% 0.00138 842,057 759,048
Federal National Mortgage Association 4% 0.00138 790,898 759,499
Federal Home Loan Mortgage Corp. 3% 0.00138 852,870 759,732
Securitised Asset Backed LLC 5.79043% 0.00138 2,195,585 760,128
Government National Mortgage Association 6.03719% 0.00137 760,726 754,401
Harborview Mtg Loan Trust 6.17023% 0.00137 856,514 755,086
Santander Holdings USA Inc. 3.244% 0.00137 800,000 754,204
Federal National Mortgage Association 3% 0.00137 848,369 756,142
Federal Home Loan Mortgage Corp. 3% 0.00137 775,686 755,894
Structured Asset Mortgage Investments II Trust 6.4118% 0.00137 942,510 753,589
Federal Home Loan Mortgage Corp. 4.228% 0.00137 753,010 752,083
JP Morgan Alt 6 A7 4.5312% 0.00137 688,627 753,449
Fnma Pass-Thru I 3% 0.00136 844,346 748,532
Federal Home Loan Mortgage Corp. 3% 0.00136 841,756 746,559
LXP Industrial Trust 2.7% 0.00136 900,000 748,297
Sound Point CLO XVIII Limited/LLC 6.79743% 0.00136 751,663 751,013
Venture XIV CLO Ltd./LLC 6.67819% 0.00136 750,214 750,654
Jp Morg Mtg Tr16-4 3.5% 0.00136 835,019 748,006
Federal National Mortgage Association 3.5% 0.00136 796,945 748,615
Federal National Mortgage Association 6% 0.00135 724,517 744,272
MASTR Alternative Loan Trust 5.87043% 0.00135 6,806,351 743,035
Morgan Stanley ABS Capital I Inc 5.70043% 0.00135 1,416,503 742,477
Fnma Pass-Thru I 5.5% 0.00135 740,138 745,488
Structured Asset Securities Corp. 8.02043% 0.00135 762,076 744,974
Federal National Mortgage Association 4% 0.00134 761,214 740,047
Federal National Mortgage Association 4% 0.00134 761,107 734,995
Federal National Mortgage Association 5.876% 0.00134 732,520 737,694
Federal National Mortgage Association 3.5% 0.00134 754,870 740,147
Merrill Lynch Mortgage Investors, Inc. 4.75588% 0.00134 767,763 734,976
Morgan Stanley ML 6% 0.00133 1,338,679 732,580
Federal Home Loan Mortgage Corp. 3.5% 0.00133 773,259 733,825
Federal Home Loan Mortgage Corp. 1.05708% 0.00133 5,574,280 730,956
Rali Ser 07-Qa2 Tr 5.89043% 0.00133 831,373 731,574
Structured Adj Rate Mtg Loan Trust 5.77043% 0.00133 840,398 731,900
Banc Amer Fdg 06-C 4.31498% 0.00133 866,148 729,570
Structured Adj Rate Mtg Loan Trust 4.66871% 0.00133 913,880 729,471
Federal Home Loan Mortgage Corp. 3.5% 0.00132 774,007 727,950
Federal Home Loan Mortgage Corp. 3.5% 0.00132 777,764 724,921
Prudential Funding Asia PLC 3.125% 0.00132 800,000 727,738
Exelon Corporation 2.75% 0.00132 770,000 726,140
Federal Home Loan Mortgage Corp. 5% 0.00131 730,286 723,390
Government National Mortgage Association 4% 0.00130 746,530 715,126
GSAA Home Equity Trust 6.07043% 0.00130 1,826,364 715,053
Fnma Pass-Thru I 3% 0.00130 806,838 715,370
1ST Horizon Mtg 5.5% 0.00130 1,092,848 714,295
Soundview Home Loan Trust 5.65043% 0.00130 738,749 717,606
Banc America Funding Trust 5.5% 0.00129 764,335 708,634
Morgan Stanley ABS Capital I Inc 5.57043% 0.00129 1,252,165 712,269
CWABS Asset-Backed Certificates Trust 2007-1 5.61043% 0.00129 721,305 710,733
1ST Horizon Mtg 5.96658% 0.00129 756,814 711,558
Government National Mortgage Association 3.875% 0.00129 706,295 708,365
Federal Home Loan Mortgage Corp. 5% 0.00129 718,240 711,457
Federal Home Loan Mortgage Corp. 3.5% 0.00128 716,259 703,893
Federal Home Loan Mortgage Corp. 5.85292% 0.00128 714,208 702,235
Banc America Funding Trust 4.44258% 0.00128 856,561 706,499
RALI Series Trust 6% 0.00128 858,186 701,737
CWMBS Inc 4.4457% 0.00128 758,282 705,115
Morgan Stanley ABS Capital I Inc 5.53043% 0.00128 832,283 704,483
Indymac MBS Inc 5.95043% 0.00128 771,529 702,011
Fnma Pass-Thru I 3% 0.00127 735,242 700,421
Federal Home Loan Mortgage Corp. 3.5% 0.00127 761,790 700,042
Government National Mortgage Association 5.93719% 0.00127 701,220 698,092
Federal National Mortgage Association 4% 0.00127 721,021 696,283
Federal National Mortgage Association 4% 0.00127 723,356 697,871
CWABS Asset-Backed Certificates Trust 2006-13 5.77043% 0.00127 705,301 698,149
Federal National Mortgage Association 5% 0.00127 749,164 699,789
Rali Ser 06-Qs16 6% 0.00127 916,136 699,462
Federal National Mortgage Association 4% 0.00127 726,261 701,346
Federal Home Loan Mortgage Corp. 0.54708% 0.00126 5,367,791 693,404
Federal National Mortgage Association 4% 0.00126 715,351 690,811
Federal National Mortgage Association 3.5% 0.00126 730,361 692,101
Federal National Mortgage Association 4% 0.00126 717,618 692,988
Adjustable Rate Mortgage Trust 5.41848% 0.00126 959,723 693,783
Bear Stearns Asset Backed Securities I Trust 2007-HE5 5.71043% 0.00126 698,972 696,106
Alternative Loan Trust 5.97043% 0.00125 910,166 685,679
Qorvo Inc 1.75% 0.00125 716,000 686,744
Banc America Funding Trust 3.39536% 0.00125 829,635 687,493
Government National Mortgage Association 4% 0.00124 713,224 684,340
JP Morgan Mortgage Trust 4.8793% 0.00123 828,090 679,534
Bear Stearns Arm Trust 4.32943% 0.00123 750,100 676,653
C-Bass 6.78% 0.00123 745,649 674,496
LENDMARK FUNDING TRUST 1.9% 0.00123 750,000 675,785
Fnma Pass-Thru I 3% 0.00123 763,587 677,045
American Tower Corporation 2.4% 0.00123 700,000 676,769
Structured Asset Mortgage Investments II Trust 5.97023% 0.00123 754,041 677,292
Washington Mut Mtg 4.66115% 0.00122 718,305 672,912
Federal National Mortgage Association 6% 0.00122 656,606 669,679
Fnma Pass-Thru I 3.5% 0.00122 687,745 672,613
Federal National Mortgage Association 3.5% 0.00122 697,350 672,763
Csmc Trust 2017 6.194% 0.00122 704,271 672,316
Deutsche Bank AG New York Branch 3.729% 0.00122 800,000 673,329
Fnma Pass-Thru I 4% 0.00122 710,182 672,854
Chase Mortgage Financial Trust 4.79565% 0.00122 771,767 671,606
Cwalt Incorporation 5.5% 0.00122 1,127,370 670,254
Alternative Loan Trust 6% 0.00122 1,458,166 668,773
Federal Home Loan Mortgage Corp. 3% 0.00121 749,420 664,138
Avolon Holdings Funding Ltd. 5.25% 0.00121 672,000 668,492
Chase Mortgage Financial Trust 4.80748% 0.00121 698,462 665,321
Residential Asset Securities Corp. 6.05043% 0.00121 709,379 663,751
Federal National Mortgage Association 6.212% 0.00121 683,726 664,058
Fnma Pass-Thru I 3% 0.00121 748,006 663,427
Resident Asset Sec 6.25% 0.00121 1,771,835 666,788
Federal National Mortgage Association 0% 0.00120 734,893 658,168
Fnma Pass-Thru I 3% 0.00120 743,681 659,529
Cwalt Alt 2006-J8 5.6624% 0.00120 657,394 661,324
Alternative Loan Trust 6% 0.00120 1,185,935 662,908
CBL & Associates Properties Inc New 0.00119 26,809 654,676
Federal National Mortgage Association 4% 0.00119 679,079 655,780
Fnma Pass-Thru I 4% 0.00119 690,545 654,214
Cwalt Incorporation 5.5% 0.00119 1,107,472 652,539
Federal National Mortgage Association 4% 0.00119 680,597 657,244
American Transmission Systems, Incorporated 5% 0.00119 700,000 653,263
Argentina (Republic of) 3.75% 0.00119 398,442,000 653,776
Fnma Pass-Thru I 3% 0.00119 741,455 657,520
Federal National Mortgage Association 3.5% 0.00119 666,537 654,839
Golden Tree Ln Opportunities Ix Ltd 6.76159% 0.00119 653,769 654,570
ENEL Finance International N.V. 2.25% 0.00118 800,000 651,901
Banc America Funding Trust 5.8524% 0.00118 791,026 648,341
Federal National Mortgage Association 3% 0.00117 697,163 642,085
Federal National Mortgage Association 3.5% 0.00117 688,377 641,784
Cwalt Incorporation 5.5% 0.00117 762,399 643,954
Fnma Pass-Thru I 3% 0.00117 725,647 643,443
Merrill Lynch Mortgage Investors, Inc. 4.40658% 0.00117 679,143 643,871
Bear Stearns Asset Backed Securities I Trust 5.87043% 0.00116 764,617 637,826
Federal Home Loan Mortgage Corp. 6.4118% 0.00116 686,139 638,703
Home Equity Mortgage Loan Asset-Backed Trust Series INDS 2006-A 5.59043% 0.00116 927,164 638,600
Morgan Stanley ML 6.19043% 0.00116 2,281,129 638,576
Federal National Mortgage Association 3.5% 0.00116 648,849 636,282
Ameriquest Mortgage Securities 5.707% 0.00116 686,290 639,018
Federal National Mortgage Association 3.5% 0.00115 652,553 630,232
United States Treasury Bonds 0.625% 0.00115 802,878 632,233
British Airways PLC 2.9% 0.00115 739,886 635,038
Federal National Mortgage Association 3% 0.00115 676,661 631,101
Citigroup Mortgage Loan Trust 3.84041% 0.00115 736,115 633,353
Fnma Pass-Thru I 3% 0.00114 705,665 625,537
Fnma Pass-Thru I 3% 0.00114 704,528 624,718
Fnma Pass-Thru I 3% 0.00114 698,417 628,657
Bear Stearns Arm Trust 7.66% 0.00114 671,882 629,495
CWMBS Inc 5.81043% 0.00114 669,046 628,120
First Franklin Mortgage Loan Trust 2005-FF4 6.89543% 0.00114 624,410 624,742
Nomura Home Equity 6.532% 0.00114 2,673,572 628,905
Federal Home Loan Mortgage Corp. 3.5% 0.00113 660,945 621,617
Federal National Mortgage Association 4% 0.00113 641,569 619,489
Rali Ser 06-Qs13 6% 0.00113 826,110 624,639
Lehman Mortgage Trust 6% 0.00113 1,204,825 621,236
Federal National Mortgage Association 3.5% 0.00113 639,393 624,169
Federal Home Loan Mortgage Corp. 3.5% 0.00113 634,990 622,602
Fnma Pass-Thru I 4.5% 0.00113 638,514 620,062
Indymac MBS Inc 3.32645% 0.00113 941,888 622,363
Federal National Mortgage Association 3.5% 0.00112 640,246 618,359
Spclty Undrw & Res 6.44543% 0.00112 628,028 618,355
CWMBS Inc 3.67316% 0.00112 659,432 615,144
New Century Home Equity Loan Trust 2005-1 6.35543% 0.00112 626,368 616,309
BSST 2021-1818 MORTGAGE TRUST 6.52648% 0.00111 700,000 611,399
Federal National Mortgage Association 3.5% 0.00111 644,878 613,398
Banc America Funding Trust 6.388% 0.00111 722,017 612,094
Qatar (State of) 5.103% 0.00111 600,000 608,777
Federal National Mortgage Association 4% 0.00111 637,410 613,170
Fnma Pass-Thru I 3% 0.00111 688,294 613,017
Fnma Pass-Thru I 6% 0.00111 599,299 610,590
Adjustable Rate Mortgage Trust 4.54332% 0.00110 646,886 607,868
Lehman Mortgage Trust 4.50513% 0.00110 3,322,663 604,824
Government National Mortgage Association 3.5% 0.00110 649,631 603,517
Federal National Mortgage Association 3.5% 0.00110 619,827 607,821
RALI Series Trust 6.25% 0.00110 790,257 602,804
Fnma Pass-Thru I 4% 0.00109 623,191 601,804
Suntrust Alt Loan 5.75% 0.00109 690,449 597,373
Morgan Stanley ML 6.07709% 0.00109 2,424,015 599,990
Asset Backed Secs Corp Home Equity Loan 6.82629% 0.00109 607,921 601,623
Federal National Mortgage Association 3.5% 0.00109 610,043 598,914
CSMC Mortgage-Backed Trust Series 2007-1 5.8631% 0.00109 2,634,775 598,611
Homebanc Mtg Trust 6.21043% 0.00109 638,649 599,703
Banc of America Funding Corporation 5.75% 0.00109 768,489 601,097
Fnma Pass-Thru I 3% 0.00108 671,698 595,730
CARMAX AUTO OWNER TRUST 2022-3 3.81% 0.00108 596,140 594,372
Citigroup Commercial Mortgage Trust 6.55648% 0.00108 600,000 594,608
Bosphorus CLO IV Designated Activity Company 4.745% 0.00108 541,917 593,437
Dsla Mortgage Loan Trust 5.65023% 0.00108 555,013 594,311
Rbssp Resecuritization Trust 2011-4 5.69737% 0.00107 604,930 587,734
Federal Home Loan Mortgage Corp. 5% 0.00107 586,869 589,059
Morgan Stanley ML 7.04937% 0.00107 1,651,085 587,293
Federal National Mortgage Association 4% 0.00107 609,135 587,742
Federal Home Loan Mortgage Corp. 6.5% 0.00107 572,230 586,578
Fnma Pass-Thru I 3.5% 0.00107 599,172 587,480
Banc America Funding Trust 4.50337% 0.00107 668,298 588,177
Bear Stearns Structured Prods Inc 4.80537% 0.00106 791,467 585,811
Federal National Mortgage Association 4% 0.00106 602,966 582,277
Federal Home Loan Mortgage Corp. 6.16292% 0.00106 586,105 584,421
Federal Home Loan Mortgage Corp. 4.5% 0.00106 602,669 585,160
GSAA Home Equity Trust 6.37043% 0.00106 612,132 583,293
Residential Accredit Loans Inc 5.36524% 0.00106 686,212 583,454
Federal Home Loan Mortgage Corp. 3.5% 0.00106 634,629 583,243
Chaseflex Trust 5.97043% 0.00106 1,369,992 584,950
Federal National Mortgage Association 4% 0.00105 600,869 578,263
Government National Mortgage Association 3.5% 0.00105 609,623 577,036
Federal National Mortgage Association 3.5% 0.00105 588,383 577,332
Sands China Ltd. 4.3% 0.00105 600,000 576,591
Alexandria Real Estate Equities, Inc. 3.95% 0.00105 600,000 576,757
Thornburg Mortgage Securities Trust 3.82572% 0.00105 594,468 579,962
Federal National Mortgage Association 6% 0.00105 554,691 580,060
Federal Home Loan Mortgage Corp. 3.5% 0.00105 621,546 580,342
Crown Castle Inc. 3.7% 0.00105 600,000 579,660
Federal Home Loan Mortgage Corp. 3% 0.00105 652,657 578,690
Citigroup Mortgage Loan Trust 3.93722% 0.00104 893,796 573,558
Federal National Mortgage Association 3% 0.00104 600,155 571,727
1ST Horizon Mtg 4.59428% 0.00104 643,403 574,028
Federal National Mortgage Association 5% 0.00104 571,050 573,261
CHL Mortgage Pass-Through Trust 4.43042% 0.00104 650,044 571,503
Federal National Mortgage Association 3.5% 0.00104 584,994 574,895
Federal National Mortgage Association 4% 0.00103 589,960 567,528
Federal Home Loan Mortgage Corp. 5.5% 0.00103 564,875 568,115
Alternative Loan Trust 2006-Oa8 5.85043% 0.00103 574,967 567,002
Option One Mortgage Loan Trust 5.72043% 0.00103 1,164,366 567,649
Fnma Pass-Thru I 3% 0.00103 631,729 564,749
Government National Mortgage Association 3% 0.00103 632,142 568,621
Fnma Pass-Thru I 3% 0.00103 638,689 566,298
Federal Home Loan Mortgage Corp. 6% 0.00103 552,068 568,070
Banc of America Funding Corporation 6.245% 0.00103 631,361 568,247
Federal Home Loan Mortgage Corp. 4% 0.00103 601,300 569,386
Harborview Mtg Loan Trust 6.47043% 0.00103 618,121 568,452
J P Morgan Mortgage Acquisition Corporation 5.71043% 0.00103 572,915 564,179
Federal Home Loan Mortgage Corp. 3% 0.00102 635,372 563,388
SLM Student Loan Trust 5.74564% 0.00102 561,646 561,429
Federal National Mortgage Association 5.704% 0.00102 568,636 563,119
Federal National Mortgage Association 4% 0.00102 581,414 560,982
IndyMac INDA Mortgage Loan Trust 3.67097% 0.00102 706,000 560,130
Wamu Mtg Pass-Through Ctfs Ser 2007 3.84653% 0.00102 659,045 563,816
Federal National Mortgage Association 3% 0.00102 612,465 564,080
Federal National Mortgage Association 5.5% 0.00102 545,936 562,914
Federal National Mortgage Association 5.598% 0.00102 562,348 558,849
Pennsylvania Electric Company 3.25% 0.00102 600,000 560,254
Federal Home Loan Mortgage Corp. 6.05292% 0.00102 557,045 558,814
Federal Home Loan Mortgage Corp. 4.5% 0.00101 575,190 558,568
Federal Home Loan Mortgage Corp. 6.12% 0.00101 555,594 557,863
CWMBS Inc 6% 0.00101 1,214,688 554,126
Federal National Mortgage Association 6% 0.00101 532,821 556,390
Federal National Mortgage Association 3.5% 0.00100 566,352 551,798
Banc Amer Alternative Loan Trust 6% 0.00100 651,925 551,910
Option One Mortgage Loan Trust 5.65043% 0.00100 973,540 548,812
Alternative Loan Trust 6.5% 0.00100 1,418,880 551,985
Harborview Mtg Loan Trust 6.11023% 0.00100 671,530 550,169
Government National Mortgage Association 5.80729% 0.00100 587,107 549,902
Fnma Pass-Thru I 5.5% 0.00099 540,669 544,652
Rali Ser 06-Qs13 6% 0.00099 722,846 546,559
Fnma Pass-Thru I 3.5% 0.00099 557,878 542,844
Federal National Mortgage Association 6% 0.00099 519,477 543,234
Government National Mortgage Association 4% 0.00099 570,279 547,185
Federal National Mortgage Association 3% 0.00099 571,561 545,912
JP Morgan Mortgage Trust 4.28521% 0.00099 635,340 542,855
Fnma Pass-Thru I 3% 0.00098 609,815 540,854
Federal National Mortgage Association 3% 0.00098 583,218 537,151
Citigroup Mortgage Loan Trust 4.75231% 0.00098 633,844 539,013
CIFC Funding 2017-II, Ltd. 6.62743% 0.00098 537,827 537,445
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.52043% 0.00098 538,286 537,318
Federal Home Loan Mortgage Corp. 3.5% 0.00097 550,199 535,883
Federal National Mortgage Association 4% 0.00097 555,500 536,438
Federal Home Loan Mortgage Corp. 3% 0.00097 601,743 533,482
Federal National Mortgage Association 4% 0.00097 550,294 531,625
Wells Fargo Mortgage Backed Secs 4.77273% 0.00097 565,869 532,015
Nomura Home Equity 6.27043% 0.00097 1,823,564 534,761
Cwalt Incorporation 5.5% 0.00097 841,779 536,302
Federal Home Loan Mortgage Corp. 4% 0.00097 562,000 532,412
Residential Accredit Loans Inc 6.01043% 0.00096 899,884 527,188
Federal Home Loan Mortgage Corp. 4% 0.00096 554,898 525,757
Federal National Mortgage Association 3% 0.00096 570,777 525,686
Banc America Mortgage Securitites Inc 5.24303% 0.00096 643,422 525,701
Federal National Mortgage Association 3% 0.00095 566,145 521,471
Fnma Pass-Thru I 4% 0.00095 548,467 525,227
Occidental Petroleum Corporation 6.95% 0.00095 519,000 521,499
Fnma Pass-Thru I 4% 0.00095 541,782 521,185
Cwalt Incorporation 5.5% 0.00095 1,038,062 523,791
Federal Home Loan Mortgage Corp. 6% 0.00095 511,136 525,196
CWMBS Inc 5.5% 0.00095 897,318 520,572
Federal Home Loan Mortgage Corp. 5.97292% 0.00094 522,987 518,810
Federal Home Loan Mortgage Corp. 6.5% 0.00094 505,620 517,625
Citigroup Mortgage Loan Trust 5.5% 0.00094 527,002 517,584
Bluemountain Fuji Eur Clo III DAC 1.05% 0.00094 496,628 519,469
Merrill Lynch Mtg Inv Trust 5.59043% 0.00094 1,499,587 519,017
Federal National Mortgage Association 4.973% 0.00094 516,697 517,917
Government National Mortgage Association 4% 0.00093 532,709 511,141
Bear Stearns Alternative A Trust 5.95043% 0.00093 576,759 510,381
JP Morgan Mortgage Trust 4.852% 0.00093 644,864 512,161
Wamu Mortgage Pass-Through CTFS TR 4.33719% 0.00093 570,947 512,115
Federal National Mortgage Association 3% 0.00093 537,411 513,289
MASSACHUSETTS EDL FING AUTH 6.58983% 0.00093 513,247 512,386
Csab Mtg Bkd 06-2 6.22% 0.00093 1,692,744 510,174
Federal National Mortgage Association 4% 0.00093 531,555 513,317
Mastr Adjustable Rate Mortgages Trust 5.38875% 0.00093 537,778 512,982
Federal Home Loan Mortgage Corp. 6% 0.00093 503,737 512,597
Credit Suisse First Boston Mortgage Securities Corp. 6.62043% 0.00093 372,510 512,384
Banc America Mortgage Securitites Inc 4.66332% 0.00093 576,904 510,601
Bear Stearns Arm Trust 5.65211% 0.00093 540,970 513,638
Federal National Mortgage Association 4% 0.00092 525,621 507,590
Federal National Mortgage Association 4% 0.00092 524,897 506,890
Federal National Mortgage Association 3% 0.00092 549,834 503,934
Federal Home Loan Mortgage Corp. 0% 0.00092 8,273,811 507,611
Federal National Mortgage Association 3.5% 0.00091 520,232 502,535
Federal National Mortgage Association 6.5% 0.00091 494,536 503,384
Federal National Mortgage Association 3.5% 0.00091 513,409 502,917
CWMBS Inc 5.75% 0.00091 1,011,524 502,754
Federal National Mortgage Association 6.212% 0.00091 517,444 500,718
Realty Income Corporation 2.2% 0.00090 550,000 493,659
Fnma Pass-Thru I 5.5% 0.00090 493,726 496,700
Altern Ln 07-Hy5r 6% 0.00090 999,976 496,452
Federal National Mortgage Association 3% 0.00090 516,882 493,687
Highwoods Realty Limited Partnership 3.05% 0.00090 600,000 497,252
1345 Avenue of The Americas & Park Avenue Plaza 5.278% 0.00090 511,372 496,919
Greenpoint Mtg Fdg 6.15043% 0.00090 677,033 492,968
Federal National Mortgage Association 4% 0.00090 516,207 495,651
Federal National Mortgage Association 6% 0.00090 472,713 494,112
Federal National Mortgage Association 3.5% 0.00090 509,421 497,635
DAE Funding LLC 1.625% 0.00090 500,000 497,344
Structured Asset Mortgage Investments II Trust 5.97023% 0.00090 547,025 495,538
Residential Accredit Loans Inc 4.26146% 0.00090 1,256,056 493,423
Wash Mutual A/Bkd 5.59043% 0.00089 1,364,564 489,913
Trans-Allegheny Interstate Line Company 3.85% 0.00089 500,000 490,173
Federal National Mortgage Association 4% 0.00089 507,249 489,844
Banco do Brasil S.A. (Grand Cayman Branch) 4.875% 0.00089 500,000 490,317
Government National Mortgage Association 3.5% 0.00089 520,102 492,030
Federal Home Loan Mortgage Corp. 4.5% 0.00089 502,176 487,665
Fnma Pass-Thru I 5.5% 0.00089 485,697 489,327
New Century Home Equity Loan Trust 2005-1 6.25043% 0.00089 508,556 492,346
Florida Power & Light Co. 3.7% 0.00089 600,000 488,299
Federal National Mortgage Association 4% 0.00089 509,387 491,911
Fnma Pass-Thru I 3.5% 0.00089 526,062 490,748
Federal National Mortgage Association 3.5% 0.00089 496,328 487,725
Federal National Mortgage Association 3.5% 0.00089 507,402 491,923
Sequoia Mtg Trust 3.70118% 0.00088 744,474 484,336
UBS Group AG 4.282% 0.00088 500,000 484,688
Foresea Holding Sa B Regs 0.00088 19,563 485,808
Federal National Mortgage Association 4% 0.00088 503,512 486,238
Federal National Mortgage Association 3% 0.00088 510,583 486,412
Provincia de Buenos Aires 106.56061% 0.00088 440,953,000 483,364
Federal National Mortgage Association 3.5% 0.00088 498,737 485,517
Federal Home Loan Mortgage Corp. 4.5% 0.00088 497,638 483,258
Washington Mut Pas 6.949% 0.00088 1,942,832 484,580
Ford Motor Credit Company LLC 4.389% 0.00088 500,000 486,571
Federal Home Loan Mortgage Corp. 3% 0.00088 543,743 482,925
Federal Home Loan Mortgage Corp. 5% 0.00088 480,993 483,465
Altern Ln 07-Hy5r 4.08022% 0.00088 1,000,116 484,530
Chaseflex Tr 07-1 6% 0.00088 1,289,731 487,020
Federal National Mortgage Association 3.5% 0.00088 493,923 483,065
Fnma Pass-Thru I 4.5% 0.00088 499,966 485,518
Mellon Residential 6.02011% 0.00087 474,292 478,098
Newgate Funding plc 5.509% 0.00087 390,247 479,595
Federal National Mortgage Association 4% 0.00087 496,242 480,294
RALI Series Trust 5.75043% 0.00087 432,765 481,494
Extra Space Storage LP 4% 0.00087 500,000 477,643
Rochester Gas and Electric Corporation 1.85% 0.00087 600,000 480,702
Cwalt Incorporation 5.5% 0.00087 812,643 477,163
Lehman Xs Tst 12n 5.87043% 0.00087 485,045 477,610
Federal Home Loan Mortgage Corp. 6.12% 0.00087 476,189 476,641
Federal Home Loan Mortgage Corp. 4.5% 0.00087 495,203 480,816
Fnma Pass-Thru I 3.5% 0.00086 482,872 474,262
Federal National Mortgage Association 4% 0.00086 487,536 470,809
Federal National Mortgage Association 3% 0.00086 512,642 471,105
ML Alt Nt Asset Tr 6.07043% 0.00086 1,907,278 472,796
Federal National Mortgage Association 4% 0.00086 492,229 475,338
Federal Home Loan Mortgage Corp. 3% 0.00086 532,187 471,966
Federal National Mortgage Association 3% 0.00086 500,000 471,484
STIF FUND (CHF) 0.00086 397,409 472,178
Rali Ser 06-Qs16 5.87043% 0.00086 687,577 471,730
Federal Home Loan Mortgage Corp. 6.5% 0.00086 465,928 473,317
Federal National Mortgage Association 3.5% 0.00086 486,271 474,300
Cwalt Incorporation 6% 0.00085 920,945 466,437
Alternative Loan Trust 6% 0.00085 789,101 469,495
Alternative Loan Trust 5.82043% 0.00085 986,435 466,833
Nomura Asset Acceptance Corp Alt Ln tr 6.32% 0.00085 487,390 467,798
Washington Mut Mtg 4.07672% 0.00085 485,429 465,547
Government National Mortgage Association 4% 0.00085 483,809 465,381
Crown Castle Inc. 2.9% 0.00085 500,000 468,068
JP Morgan Mortgage Trust 4.42443% 0.00085 475,811 465,693
Federal Home Loan Mortgage Corp. 4% 0.00085 486,105 469,625
Structured Asset Securities Corp. 5.86737% 0.00084 476,643 461,362
Federal National Mortgage Association 6% 0.00084 444,416 464,365
Federal National Mortgage Association 4% 0.00084 477,171 460,802
Federal Home Loan Mortgage Corp. 3.5% 0.00084 472,295 463,076
Alternative Loan Trust 6% 0.00084 1,049,964 463,140
Federal Home Loan Mortgage Corp. 3.5% 0.00084 472,886 463,659
Fnma Pass-Thru I 3% 0.00084 483,843 460,937
Indymac MBS Inc 6.29043% 0.00084 538,847 459,676
Federal Home Loan Mortgage Corp. 4% 0.00084 489,297 463,563
NXP B V / NXP Funding LLC & NXP USA Inc 5% 0.00083 455,000 456,969
Harborview Mtg Loan Trust 5.95023% 0.00083 480,535 455,298
Morgan Stanley ML 4.48664% 0.00083 1,369,802 457,593
STORE Capital Corp. 2.7% 0.00083 600,000 456,027
Federal Home Loan Mortgage Corp. 5.739% 0.00083 453,180 456,118
Citigroup Mortgage Loan Trust 6.27043% 0.00083 472,897 455,462
1ST Horizon Mtg 4.82239% 0.00083 986,504 456,045
Federal National Mortgage Association 3% 0.00082 475,679 453,157
Federal National Mortgage Association 4% 0.00082 461,268 449,724
Federal Home Loan Mortgage Corp. 4.5% 0.00082 463,613 450,216
JP Morgan Mortgage Trust 4.13608% 0.00082 615,395 449,568
Federal National Mortgage Association 5.90191% 0.00082 457,711 453,804
JP Morgan Mortgage Trust 4.28521% 0.00082 526,226 449,625
Altern Ln 07-Hy5r 6% 0.00082 787,204 451,627
Federal National Mortgage Association 3% 0.00082 475,551 453,039
Fnma Pass-Thru I 3% 0.00082 507,124 449,566
Fnma Pass-Thru I 4.5% 0.00082 467,200 453,699
Wamu Mortgage Pass-Through CTFS TR 4.7273% 0.00082 500,771 449,992
Lehman Abs Corp 6.74543% 0.00082 467,501 448,691
Government National Mortgage Association 3.5% 0.00081 472,113 446,646
Federal National Mortgage Association 3% 0.00081 481,710 443,660
Federal National Mortgage Association 5.75191% 0.00081 456,970 446,568
GSAA Home Equity Trust 5.83043% 0.00081 489,874 443,285
Chaseflex Trust 6.35% 0.00081 564,997 443,102
Asset Backed Funding Corp 6.33043% 0.00081 468,169 447,693
Federal Home Loan Mortgage Corp. 4.5% 0.00081 458,370 445,124
Us Renal Superpriority Tl Tsfr1m 0.00081 585,934 446,775
Government National Mortgage Association 4% 0.00081 463,618 445,488
Federal National Mortgage Association 3.5% 0.00081 455,106 444,099
Federal National Mortgage Association 4.5% 0.00081 452,376 445,827
Wamu Wmalt 07-0c1 5.5% 0.00081 489,545 448,450
Mid-America Apartments, L.P. 2.75% 0.00080 500,000 439,111
CHL Mortgage Pass-Through Trust 5.75% 0.00080 889,426 438,911
Government National Mortgage Association 5.5% 0.00080 441,029 440,215
CIT Home Equity Loan Trust 6.52043% 0.00080 451,805 437,547
Federal National Mortgage Association 3.5% 0.00080 448,855 438,980
Caixabank S.A. 6.75% 0.00080 400,000 442,246
Federal National Mortgage Association 3% 0.00080 464,791 442,778
Resident Asset Sec 6% 0.00080 1,086,472 440,767
Chase Mortgage Financial Trust 6% 0.00080 1,057,357 442,551
JP Morgan Mortgage Trust 5.10876% 0.00080 483,529 442,730
Deutsche Alt-A Secs Inc 5.5% 0.00080 532,030 441,953
Federal Home Loan Mortgage Corp. 4% 0.00080 466,788 442,250
Federal National Mortgage Association 5.85191% 0.00080 445,309 438,431
Federal National Mortgage Association 4.066% 0.00079 434,821 432,773
Fnma Pass-Thru I 3.5% 0.00079 444,724 435,221
Government National Mortgage Association 3.5% 0.00079 462,115 437,284
Federal National Mortgage Association 3% 0.00079 474,786 437,496
Federal Home Loan Mortgage Corp. 3% 0.00079 488,000 432,641
WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.7487% 0.00079 500,000 437,432
Fnma Pass-Thru I 3% 0.00079 489,045 433,401
Federal National Mortgage Association 5.80191% 0.00079 435,920 435,594
Cwalt Alt 2007-1t1 6% 0.00079 1,134,565 434,439
Federal National Mortgage Association 5.95191% 0.00079 442,587 432,384
Federal National Mortgage Association 4% 0.00079 452,383 436,865
Fnma Pass-Thru I 3% 0.00079 493,020 437,128
Morgan Stanley ML 6.20097% 0.00079 1,201,748 436,255
Cwalt Incorporation 4.75632% 0.00079 462,821 432,823
Government National Mortgage Association 5.78719% 0.00079 436,243 433,552
SLM Student Loan Trust 7.29564% 0.00078 427,473 427,651
Cwalt Incorporation 5.5% 0.00078 757,668 428,407
Government National Mortgage Association 4% 0.00078 444,492 427,728
Government National Mortgage Association 3.5% 0.00078 464,039 431,529
Mellon Residential 6.17629% 0.00078 455,413 431,848
Bear Stearns Alternative A Trust 4.68536% 0.00078 464,300 429,991
Federal National Mortgage Association 3% 0.00078 451,590 430,197
Nissan Motor Acceptance Co LLC 2.45% 0.00078 500,000 429,105
Federal National Mortgage Association 6% 0.00078 422,169 430,373
Federal Home Loan Mortgage Corp. 4% 0.00078 454,808 430,853
GS Mortgage Securities Corp 6.52043% 0.00078 453,191 428,907
Fnma Pass-Thru I 3% 0.00077 474,978 421,144
C Bass 07 Cb5 Tr 5.72043% 0.00077 677,200 422,385
Performer Funding 1 PLC 0% 0.00077 14,000 421,454
Federal National Mortgage Association 6.10191% 0.00077 423,329 421,814
Federal National Mortgage Association 6.5% 0.00077 400,969 423,524
Fnma Pass-Thru I 4% 0.00077 439,200 423,723
Brookfield Finance LLC 4% 0.00077 427,000 425,088
JP Morgan Mortgage Trust 4.91729% 0.00077 447,656 422,941
Federal Home Loan Mortgage Corp. 6.17292% 0.00077 424,036 423,090
CHL Mortgage Pass-Through Trust 6.25% 0.00077 856,323 421,235
Barings Clo Limited 6.62743% 0.00077 425,732 426,073
Federal Home Loan Mortgage Corp. 6.5% 0.00077 412,230 421,258
Federal Home Loan Mortgage Corp. 4% 0.00077 447,751 424,039
Rfmsi Series Trust 6% 0.00077 505,606 421,630
Government National Mortgage Association 5.86% 0.00077 424,635 423,166
JetBlue Airways Corporation 2.95% 0.00077 490,264 421,682
Federal National Mortgage Association 6.5% 0.00077 411,137 423,569
Federal National Mortgage Association 3.5% 0.00077 428,797 421,271
Government National Mortgage Association 3.5% 0.00076 448,702 420,597
Morgan Stanley ABS Capital I Inc 6.47043% 0.00076 436,411 416,164
Government National Mortgage Association 4.75% 0.00076 419,241 415,649
Federal National Mortgage Association 3.5% 0.00076 427,721 419,596
Federal National Mortgage Association 6% 0.00076 413,153 419,982
Cwalt Incorporation 5.5% 0.00076 611,107 416,540
Government National Mortgage Association 4% 0.00075 433,178 414,837
Rfmsi Series Trust 6% 0.00075 492,384 413,621
Government National Mortgage Association 3.5% 0.00075 446,182 415,338
Federal National Mortgage Association 3.5% 0.00075 431,852 414,047
Fnma Pass-Thru I 3% 0.00075 463,454 414,356
Federal Home Loan Mortgage Corp. 6.5% 0.00075 404,391 412,154
Federal National Mortgage Association 3.5% 0.00075 422,732 415,135
GE Capital UK Funding Unlimited Company 5.875% 0.00075 300,000 411,550
Federal National Mortgage Association 3% 0.00075 450,529 414,971
Federal National Mortgage Association 3% 0.00075 449,055 413,574
Bear Stearns Arm Trust 4.81486% 0.00075 439,303 414,026
Fnma Pass-Thru I 3.5% 0.00075 451,208 414,570
Standard Chartered PLC 6.75% 0.00075 400,000 412,635
Federal Home Loan Mortgage Corp. 6.03292% 0.00075 418,937 415,106
Fnma Pass-Thru I 3% 0.00075 464,348 411,729
Federal National Mortgage Association 6.5% 0.00074 398,815 405,772
Federal National Mortgage Association 4% 0.00074 423,498 406,344
Federal National Mortgage Association 3% 0.00074 425,025 407,077
Federal National Mortgage Association 4% 0.00074 424,363 409,804
Federal National Mortgage Association 4% 0.00074 419,224 404,841
Federal National Mortgage Association 3.5% 0.00074 412,168 405,024
Merrill Lynch Alternative Note Asset Trust Series 2007-AF1 11.71505% 0.00074 736,769 405,995
Federal Home Loan Mortgage Corp. 5.985% 0.00074 406,174 405,772
Csab Tr 2006-1 6.672% 0.00074 1,416,497 408,415
Federal National Mortgage Association 3.5% 0.00073 410,759 402,262
Cwalt Incorporation 6% 0.00073 828,084 404,348
Federal National Mortgage Association 0% 0.00073 5,884,669 400,002
BAYVIEW OPPURTUNITY MASTER FUND VI TRUST 2021-INV6 5% 0.00073 436,587 403,985
Sequoia Mtg Trust 5.8924% 0.00073 432,756 400,851
CDC Mortgage Capital Trust 6.26543% 0.00073 383,121 403,426
Indymac Imja Mtg 6.25% 0.00073 885,220 399,925
Chase Fdg Mtg Ln 6.11043% 0.00073 419,754 403,508
Fnma Pass-Thru I 3% 0.00073 420,410 400,504
Federal National Mortgage Association 5.91191% 0.00073 407,080 404,450
CWABS Asset Backed Certificates Trust 2006-9 5.859% 0.00073 353,701 400,348
Wells Fargo Alt Ln 5.33196% 0.00073 448,598 404,139
Federal Home Loan Mortgage Corp. 3% 0.00072 446,310 395,792
Structured Asset Mortgage Investments Inc 6.13023% 0.00072 411,204 394,598
Federal National Mortgage Association 3% 0.00072 429,489 395,594
Federal National Mortgage Association 4% 0.00072 405,050 398,823
Fnma Pass-Thru I 4.5% 0.00072 410,593 398,728
JP Morgan Mortgage Trust 5.05674% 0.00072 486,542 398,826
Adjustable Rate Mortgage Trust 5.625% 0.00071 420,599 392,020
Federal National Mortgage Association 8% 0.00071 370,008 392,958
CSMC Mortgage-Backed Trust 6% 0.00071 791,120 390,245
Wachovia Mortgage Loan Trust LLC 3.90101% 0.00071 434,268 390,391
Strctrd Asset Invt 5.77043% 0.00071 418,293 388,722
Federal National Mortgage Association 3.5% 0.00071 399,248 392,074
American Home Mortgage Investment Trust 7.54937% 0.00071 1,194,145 388,366
Fnma Pass-Thru I 4.5% 0.00070 396,223 384,711
Fnma Pass-Thru I 3.5% 0.00070 400,725 384,285
Federal National Mortgage Association 3.5% 0.00070 396,449 382,633
Fnma Pass-Thru I 3.5% 0.00070 392,261 383,149
Government National Mortgage Association 3.5% 0.00070 405,994 384,080
Federal National Mortgage Association 4% 0.00070 399,686 385,233
Federal Home Loan Mortgage Corp. 3.5% 0.00070 396,418 387,706
JP Morgan Mortgage Trust 4.47326% 0.00070 491,344 384,673
Fnma Pass-Thru I 3.5% 0.00070 396,471 382,599
Federal Home Loan Mortgage Corp. 6.08292% 0.00069 382,923 381,866
Morgan Stanley ABS Capital I Inc 5.73043% 0.00069 800,874 379,652
Federal Home Loan Mortgage Corp. 4% 0.00069 389,522 381,027
Federal Home Loan Mortgage Corp. 6% 0.00069 373,329 379,710
Morgan Stanley ML 5.73043% 0.00069 559,463 377,885
Sofi Professional Loan Program 2016-F 6.77043% 0.00069 381,545 381,034
Nomura Asset Acceptance Corp Alt Ln tr 7% 0.00069 390,421 378,101
Fnma Pass-Thru I 3.5% 0.00069 410,091 378,330
Resident Asset Sec 6.5% 0.00069 1,311,660 378,609
Government National Mortgage Association 6.14164% 0.00069 381,163 379,264
Hply Trust 6.475% 0.00069 382,841 380,560
Federal National Mortgage Association 5.962% 0.00068 376,082 375,008
President & Fellows of Harvard College 2.517% 0.00068 550,000 373,846
Fnma Pass-Thru I 3.5% 0.00068 386,796 372,935
JP Morgan Mortgage Trust 5.04754% 0.00068 452,995 375,471
Resident Asset Sec 6.5% 0.00068 1,095,359 376,174
Gmacm Mortgage Loan Trust 3.53101% 0.00068 469,718 376,061
Federal National Mortgage Association 3.5% 0.00068 396,171 375,777
Fnma Pass-Thru I 3% 0.00068 393,893 375,241
Accredited Mortgage Loan Trust 6.34043% 0.00068 392,950 375,475
Federal Home Loan Mortgage Corp. 4.5% 0.00068 376,792 373,949
CitiMortgage Alternative Loan Trust 6% 0.00068 430,670 376,573
Federal National Mortgage Association 6% 0.00067 352,156 368,275
Federal Home Loan Mortgage Corp. 6.5% 0.00067 355,871 369,925
Federal National Mortgage Association 3% 0.00067 387,781 370,377
Deutsche Alt-B Sec 6.8% 0.00067 448,982 368,339
CWMBS Inc 6.11219% 0.00067 629,106 366,349
Federal National Mortgage Association 3% 0.00067 387,500 370,109
American Hm Mtg In 5.83043% 0.00067 454,464 366,127
Federal National Mortgage Association 5.254% 0.00067 371,177 368,427
Bear Stearns Arm Trust 5.82033% 0.00067 377,324 370,617
Cwalt Alt 2006-J8 6.5% 0.00067 651,274 370,528
Federal National Mortgage Association 3.5% 0.00066 370,117 363,527
Federal Home Loan Mortgage Corp. 6.5% 0.00066 359,359 364,649
Federal National Mortgage Association 5.5% 0.00066 352,418 363,452
Federal National Mortgage Association 5.5% 0.00066 350,487 361,386
Federal National Mortgage Association 0% 0.00066 5,240,928 363,939
Federal National Mortgage Association 6% 0.00066 349,907 365,911
Adjustable Rate Mortgage Trust 3.8743% 0.00066 394,010 364,114
Chaseflex Trust 5% 0.00066 1,096,807 364,095
Fnma Pass-Thru I 3% 0.00066 391,406 361,983
Credit Suisse First Boston Mortgage Securities Corp. 5.09324% 0.00066 364,943 360,708
Federal National Mortgage Association 5.845% 0.00065 356,465 355,420
Federal National Mortgage Association 4% 0.00065 371,191 358,300
Federal National Mortgage Association 3% 0.00065 386,451 355,916
Federal National Mortgage Association 3.5% 0.00065 367,406 359,331
Federal Home Loan Mortgage Corp. 6% 0.00065 352,509 358,432
Federal National Mortgage Association 4.044% 0.00065 359,624 357,196
Lehman Abs Corp 6.82043% 0.00065 354,106 356,930
Federal National Mortgage Association 3.5% 0.00065 367,596 355,024
Federal National Mortgage Association 4% 0.00065 368,157 355,526
CWABS Inc. 5.87043% 0.00065 373,780 355,943
Wamu Mortgage Pass-Through CTFS TR 3.76349% 0.00065 399,790 358,846
Government National Mortgage Association 3.5% 0.00064 378,714 353,237
Federal National Mortgage Association 6.00191% 0.00064 356,382 353,340
Skyworks Solutions, Inc. 1.8% 0.00064 380,000 352,771
Federal National Mortgage Association 4% 0.00064 360,540 351,295
Fnma Pass-Thru I 4.5% 0.00064 361,873 351,416
Fnma Pass-Thru I 3.5% 0.00064 357,527 349,662
Federal National Mortgage Association 4% 0.00064 367,544 354,934
Structured Adj Rate Mtg Loan Trust 7.29937% 0.00064 402,570 350,577
Federal Home Loan Mortgage Corp. 6.308% 0.00064 348,875 351,936
Federal National Mortgage Association 4% 0.00064 365,658 353,109
Banc America Funding 2006-5 Trust 5.75% 0.00064 404,668 351,196
Structured Asset Mortgage Investments Inc 5.85043% 0.00064 362,252 350,270
Federal National Mortgage Association 3% 0.00063 378,320 348,270
Federal National Mortgage Association 4% 0.00063 359,066 345,625
Federal Home Loan Mortgage Corp. 5% 0.00063 344,535 346,525
Federal National Mortgage Association 6.05191% 0.00063 342,518 344,645
Fnma Pass-Thru I 4.5% 0.00063 359,825 349,371
Federal National Mortgage Association 4% 0.00063 359,717 347,374
Federal National Mortgage Association 3% 0.00063 378,254 347,913
Naac Reperforming 7.5% 0.00063 387,327 348,606
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.369% 0.00062 404,066 339,671
Citigroup Mortgage Loan Trust 5.764% 0.00062 819,433 339,833
Federal National Mortgage Association 3% 0.00062 373,365 343,865
Federal Home Loan Mortgage Corp. 6.5% 0.00062 334,459 340,562
Structured Asset M 5.73043% 0.00062 1,013,990 340,414
Chevy Chase Funding Llc 5.65043% 0.00062 379,799 340,248
Federal Home Loan Mortgage Corp. 3.5% 0.00062 348,928 341,259
Fnma Pass-Thru I 3% 0.00062 385,611 341,977
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.386% 0.00062 404,066 339,666
GSR Mtg Loan Trust 5.5% 0.00061 59,600 335,581
Deutsche Bank AG New York Branch 3.035% 0.00061 400,000 335,089
Cwalt Incorporation 4.72671% 0.00061 383,469 338,038
Federal National Mortgage Association 6% 0.00061 324,956 335,146
Federal National Mortgage Association 3.5% 0.00061 340,746 334,962
Federal Home Loan Mortgage Corp. 6% 0.00061 328,083 334,361
CWMBS Inc 6.08352% 0.00061 371,383 337,688
GLP Capital L.P. and GLP Financing II, Inc. 3.25% 0.00061 400,000 338,107
Structured Adj Rate Mtg Loan Trust 5.29586% 0.00061 582,437 334,473
Federal National Mortgage Association 3.5% 0.00060 340,691 332,199
Government National Mortgage Association 3.5% 0.00060 357,585 331,124
Federal National Mortgage Association 3.5% 0.00060 336,244 327,631
Federal Home Loan Mortgage Corp. 6.5% 0.00060 321,663 328,269
Federal National Mortgage Association 6% 0.00060 318,344 332,377
Federal National Mortgage Association 6% 0.00060 317,248 330,404
Fnma Pass-Thru I 4.5% 0.00060 340,655 330,811
Lehman Mortgage Trust 5.79089% 0.00060 514,603 332,426
Federal National Mortgage Association 5.80191% 0.00060 331,116 330,414
Federal Home Loan Mortgage Corp. 5.80292% 0.00060 341,574 331,516
Federal National Mortgage Association 6% 0.00060 316,625 330,998
Cwalt Incorporation 5.99043% 0.00060 376,904 331,209
Federal Home Loan Mortgage Corp. 1.19708% 0.00060 3,182,499 328,538
Federal National Mortgage Association 5.881% 0.00060 335,418 331,915
Federal National Mortgage Association 3.5% 0.00060 336,647 327,738
Federal Home Loan Mortgage Corp. 5% 0.00060 328,012 330,837
Federal National Mortgage Association 6.765% 0.00060 334,304 328,700
Government National Mortgage Association 6.00719% 0.00060 329,302 328,201
Federal National Mortgage Association 4% 0.00059 339,873 327,317
Federal National Mortgage Association 5.548% 0.00059 326,950 322,631
Federal National Mortgage Association 3% 0.00059 355,021 326,974
Federal National Mortgage Association 3.5% 0.00059 333,079 325,096
Prime Mtg Trust 5.87043% 0.00059 346,124 322,991
Federal Home Loan Mortgage Corp. 3% 0.00059 335,522 326,804
Fnma Pass-Thru I 5% 0.00059 325,357 322,285
Residential Asset Mortgage Products, Inc. 8.02043% 0.00059 334,546 324,105
GS Mortgage Securities Corp 3.61006% 0.00059 342,731 322,333
Bear Stearns Arm Trust 4.24227% 0.00059 379,932 325,289
CHL Mortgage Pass-Through Trust 6.25% 0.00059 727,715 324,818
Government National Mortgage Association 5% 0.00058 314,593 317,669
Federal National Mortgage Association 4% 0.00058 333,722 318,870
Federal National Mortgage Association 3% 0.00058 345,098 317,864
Bear Stearns Alternative A Trust 4.32533% 0.00058 457,801 317,976
Alternative Loan Trust 6% 0.00058 810,395 321,780
Federal National Mortgage Association 3% 0.00058 347,003 319,589
Federal National Mortgage Association 6% 0.00058 305,849 319,842
Bcap Llc Tr 07-Aa1 3.58561% 0.00058 370,354 316,682
Fnma Pass-Thru I 5% 0.00058 323,717 320,883
JP Morgan Mortgage Trust 4.13608% 0.00058 455,769 316,817
Federal National Mortgage Association 4% 0.00058 330,777 319,431
Federal Home Loan Mortgage Corp. 4% 0.00058 338,898 321,820
CSMC Mortgage-Backed Trust 6% 0.00057 831,897 314,874
Federal National Mortgage Association 5.5% 0.00057 306,891 316,420
Fnma Pass-Thru I 3.5% 0.00057 322,817 315,453
Federal National Mortgage Association 3.5% 0.00057 320,782 313,734
Structured Asset M 5.85043% 0.00057 412,592 311,805
1ST Horizon Mtg 5.30806% 0.00057 380,836 315,743
Federal National Mortgage Association 6% 0.00057 309,756 312,432
Federal National Mortgage Association 3.5% 0.00057 326,755 315,202
Federal National Mortgage Association 4% 0.00057 323,043 311,956
Federal National Mortgage Association 3% 0.00057 354,140 314,033
Federal National Mortgage Association 6% 0.00056 302,255 307,348
Federal National Mortgage Association 3% 0.00056 329,517 306,890
SALT 2021-1 TRUST 2.301% 0.00056 333,906 307,147
Bear Stearns Alternative A Trust 4.22846% 0.00056 552,595 305,729
Federal National Mortgage Association 3.5% 0.00056 320,834 309,828
Federal National Mortgage Association 3% 0.00056 321,810 306,569
Securitized 07-Br5 5.60043% 0.00056 416,878 308,266
JP Morgan Mortgage Trust 5.82207% 0.00056 330,204 310,384
Federal National Mortgage Association 6.35191% 0.00056 302,074 306,902
Federal National Mortgage Association 6.5% 0.00056 299,943 307,331
Fnma Pass-Thru I 3% 0.00056 347,387 310,564
Fnma Pass-Thru I 3.5% 0.00056 319,416 310,819
Federal National Mortgage Association 6% 0.00056 292,302 305,802
Federal National Mortgage Association 0% 0.00056 354,170 306,322
Fnma Pass-Thru I 3.5% 0.00056 312,349 305,480
Federal Home Loan Mortgage Corp. 5.92248% 0.00056 247,744 306,625
Federal Home Loan Mortgage Corp. 6% 0.00055 296,756 301,052
Federal Home Loan Mortgage Corp. 3% 0.00055 339,118 300,741
Federal Home Loan Mortgage Corp. 6.5% 0.00055 293,799 304,971
Wamu Mortgage Pass-Through CTFS TR 6.21043% 0.00055 325,767 305,373
Morgan Stanley ML 6.22629% 0.00055 1,026,150 300,484
Federal National Mortgage Association 6.05191% 0.00055 304,930 305,055
Federal National Mortgage Association 5.75% 0.00055 302,295 302,337
Federal National Mortgage Association 4% 0.00055 310,943 300,273
Federal National Mortgage Association 7.275% 0.00055 298,763 304,439
Cwalt Incorporation 5.5% 0.00055 536,995 303,695
Federal Home Loan Mortgage Corp. 5% 0.00055 305,528 302,643
Federal National Mortgage Association 5.70191% 0.00055 306,179 300,732
Citigroup Mortgage Loan Trust 2.88236% 0.00055 1,625,887 303,195
Starm Mtg Ln Tr 4.74186% 0.00054 388,558 297,938
Fnma Pass-Thru I 5% 0.00054 300,000 297,291
Federal National Mortgage Association 4% 0.00054 306,975 296,447
Bear Stearns Asset Backed Securities Trust 6.27043% 0.00054 308,069 296,819
Goldman Sachs Group, Inc. 1.757% 0.00054 300,000 298,970
Warwick Finance Residential Mortgages Number Two plc 0% 0.00054 1,812 296,469
Federal National Mortgage Association 4% 0.00054 308,336 296,615
Federal National Mortgage Association 6% 0.00054 286,075 296,272
Federal Home Loan Mortgage Corp. 5% 0.00054 297,788 295,072
Fnma Pass-Thru I 3% 0.00054 333,308 295,519
Federal Home Loan Mortgage Corp. 5.5% 0.00054 296,590 298,251
TBW Mortgage Backed Trust 6.5145% 0.00054 763,739 295,286
GSR Mtg Loan Trust 6% 0.00054 488,950 296,693
WPP Finance 2010 3.75% 0.00054 300,000 295,107
Government National Mortgage Association 3.5% 0.00054 312,526 295,658
Sands China Ltd. 5.625% 0.00054 300,000 296,056
Fnma Pass-Thru I 5% 0.00054 297,913 295,250
Countrywide Alternative loan Trust 6% 0.00054 524,610 295,635
Homebanc Mtg Trust 5.99043% 0.00054 314,413 298,125
AbbVie Inc. 3.6% 0.00054 300,000 294,697
1ST Horizon Mtg 5.46395% 0.00054 419,808 295,371
Bear Stearns Arm Trust 3.97385% 0.00054 320,902 295,771
Federal National Mortgage Association 3.5% 0.00054 304,640 298,526
Homebanc Mtg Trust 6.33043% 0.00054 311,065 298,862
SLM Student Loan Trust 2008-7 6.49564% 0.00053 298,780 293,980
CWMBS Inc 4.52003% 0.00053 318,722 290,469
JP Morgan Mortgage Trust 4.90922% 0.00053 318,215 293,643
Washington Mut Mtg 5.5% 0.00053 336,069 293,030
Melco Resorts Finance Limited 4.875% 0.00053 300,000 291,246
Federal National Mortgage Association 5.5% 0.00053 280,795 289,535
Federal Home Loan Mortgage Corp. 3.5% 0.00053 297,370 289,470
Legacy Mortgage Asset Trust 0% 0.00053 307,710 292,691
Federal Home Loan Mortgage Corp. 6% 0.00053 286,670 289,390
Bear Stearns Asset Backed Securities Trust 4.8117% 0.00053 618,056 290,529
Harborview Mtg Loan Trust 5.92719% 0.00053 305,247 289,568
United States Department of Veterans Affairs 5.95231% 0.00053 285,878 291,322
Federal National Mortgage Association 3.5% 0.00053 298,998 293,318
Federal Home Loan Mortgage Corp. 6.04292% 0.00053 293,812 292,354
Washington Mut Pas 6.768% 0.00052 1,137,273 283,819
Federal National Mortgage Association 4.913% 0.00052 290,977 288,678
Federal Home Loan Mortgage Corp. 3% 0.00052 324,761 287,912
Federal National Mortgage Association 0% 0.00052 5,345,000 286,057
Fnma Pass-Thru I 5.5% 0.00052 283,996 285,956
Federal National Mortgage Association 5.85191% 0.00052 285,253 284,710
Federal Home Loan Mortgage Corp. 6.5% 0.00052 280,721 287,870
Federal Home Loan Mortgage Corp. 3.5% 0.00052 290,047 285,812
Alternative Loan Trust 2006-Oa8 5.99043% 0.00052 440,573 286,727
Chase Mortgage Financial Trust 6% 0.00052 511,120 288,577
Fnma Pass-Thru I 5.5% 0.00052 284,935 286,527
Fnma Pass-Thru I 3% 0.00051 317,764 281,758
Federal Home Loan Mortgage Corp. 3.5% 0.00051 290,351 282,784
Morgan Stanley ML 5.75% 0.00051 571,629 279,165
Lehman Mortgage Trust 5.5% 0.00051 555,369 279,527
Federal National Mortgage Association 3% 0.00051 304,262 280,231
Federal National Mortgage Association 3.5% 0.00051 290,102 281,746
Federal National Mortgage Association 3% 0.00051 304,160 278,898
Federal National Mortgage Association 5.5% 0.00051 272,506 280,984
Oracle Corp. 2.8% 0.00051 300,000 283,249
Federal National Mortgage Association 5.5% 0.00051 273,460 281,955
Federal National Mortgage Association 4% 0.00051 287,572 280,194
Federal Home Loan Mortgage Corp. 4% 0.00051 295,576 279,999
Federal National Mortgage Association 4% 0.00050 282,273 272,590
Alternative Loan Trust 6.45729% 0.00050 497,020 274,058
Federal Home Loan Mortgage Corp. 5% 0.00050 297,944 273,336
Federal National Mortgage Association 6% 0.00050 262,790 274,800
Federal National Mortgage Association 3% 0.00050 300,914 277,140
Federal National Mortgage Association 3% 0.00050 300,073 276,384
Federal National Mortgage Association 3.5% 0.00050 278,520 273,361
Bear Stearns Alternative A Trust 5.44553% 0.00050 292,611 277,749
Federal National Mortgage Association 6.35191% 0.00050 273,107 277,115
Federal National Mortgage Association 3% 0.00050 287,393 274,496
Federal National Mortgage Association 3% 0.00050 300,646 276,920
Federal National Mortgage Association 3% 0.00050 296,036 272,648
MASTR Asset Backed Securities Trust 5.95043% 0.00050 646,599 273,320
Banc Amer Mtg Tst 6% 0.00050 324,889 272,605
Impac Secured Assets Corp 5.12474% 0.00050 314,844 272,942
CWMBS Inc 4.5% 0.00050 326,614 276,956
Federal National Mortgage Association 3% 0.00049 292,312 269,097
Federal Home Loan Mortgage Corp. 3% 0.00049 293,161 269,965
JAB Holdings B.V. 2.2% 0.00049 335,000 270,184
Federal Home Loan Mortgage Corp. 4% 0.00049 285,043 270,014
Federal National Mortgage Association 5.76473% 0.00049 277,129 271,603
Federal National Mortgage Association 3.5% 0.00049 282,109 272,182
Fnma Pass-Thru I 4.5% 0.00049 279,774 271,689
Federal National Mortgage Association 3% 0.00049 295,441 272,104
Government National Mortgage Association 6.03719% 0.00049 273,561 271,612
Federal National Mortgage Association 3.5% 0.00048 279,579 265,819
ML Mtg Inv Mtg LA 5.71043% 0.00048 880,537 264,499
JP Morgan Mortgage Trust 3.5% 0.00048 300,806 265,666
Government National Mortgage Association 3.5% 0.00048 277,808 262,818
Federal National Mortgage Association 5% 0.00048 258,117 262,663
Federal National Mortgage Association 3% 0.00048 288,889 266,065
Structured Adj Rate Mtg Loan Trust 5.1593% 0.00048 295,614 261,747
Adjustable Rate Mortgage Trust 5.37584% 0.00048 288,134 266,553
Citigroup Mortgage Loan Trust 0% 0.00048 17,434,163 263,326
Federal National Mortgage Association 0% 0.00048 5,166,510 264,133
Banc Amer Fdg 06-D 4.20509% 0.00048 309,971 264,686
Federal National Mortgage Association 4% 0.00048 276,341 265,919
Structured Asset Securities Corp. 7.71033% 0.00048 279,326 263,871
Government National Mortgage Association 4% 0.00047 270,975 260,001
Federal National Mortgage Association 4% 0.00047 262,461 256,465
Federal National Mortgage Association 3.5% 0.00047 267,487 255,934
Federal Home Loan Mortgage Corp. 6.5% 0.00047 258,829 259,676
CHL Mortgage Pass-Through Trust 6% 0.00047 543,008 256,724
Federal Home Loan Mortgage Corp. 6.5% 0.00047 252,475 258,395
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.005% 0.00047 309,908 260,969
Merrill Lynch Mtg Inv Trust 4.85381% 0.00047 281,794 257,512
Fnma Pass-Thru I 3.5% 0.00047 267,796 258,164
Federal National Mortgage Association 3% 0.00047 269,076 256,336
Federal National Mortgage Association 6.5% 0.00047 247,568 260,635
Federal Home Loan Mortgage Corp. 4.5% 0.00047 261,863 259,391
Barclays PLC 3.125% 0.00046 200,000 254,671
Federal National Mortgage Association 3.5% 0.00046 261,624 252,639
Federal National Mortgage Association 3% 0.00046 268,025 255,333
Federal Home Loan Mortgage Corp. 5.488% 0.00046 255,926 253,158
Indymac Indx Mtg 5.87043% 0.00046 279,622 253,991
Federal National Mortgage Association 5.75191% 0.00046 259,922 254,490
Federal Home Loan Mortgage Corp. 3% 0.00046 272,050 252,834
Fnma Pass-Thru I 3% 0.00046 287,411 254,865
Indymac Indx Mtg 5.77043% 0.00046 699,172 254,622
Greenpoint 06-Ar5 5.87043% 0.00046 276,709 250,814
Federal National Mortgage Association 3% 0.00046 274,423 252,745
Federal National Mortgage Association 4% 0.00046 263,595 254,552
UBS Group AG 6.373% 0.00046 250,000 253,035
Federal National Mortgage Association 3% 0.00046 277,918 250,925
Federal National Mortgage Association 6% 0.00046 243,927 253,600
Mastr Reperforming 7% 0.00046 365,102 255,465
CWMBS Inc 7.5% 0.00046 254,243 253,415
CSMC Mortgage-Backed Trust 6.0789% 0.00046 913,354 254,897
CWABS Asset Backed Trust 2006-SD4 6.15043% 0.00046 330,912 252,520
1ST Horizon 06-Ar3 3.51442% 0.00045 339,712 247,898
Federal National Mortgage Association 3.5% 0.00045 259,156 245,764
Csab Mtg Bkd 06-4 6.1837% 0.00045 1,311,831 247,237
Federal National Mortgage Association 3% 0.00045 269,235 247,981
Federal National Mortgage Association 3.5% 0.00045 253,758 248,110
Southwestern Electric Power Company 4.1% 0.00045 257,000 249,137
Federal National Mortgage Association 4% 0.00045 255,571 249,468
Government National Mortgage Association 5% 0.00045 242,204 245,016
Federal National Mortgage Association 5.5% 0.00045 239,533 246,984
Mastr Adjustable Rate Mortgages Trust 3.01574% 0.00045 284,913 247,435
Federal National Mortgage Association 2.5% 0.00045 274,337 246,201
Federal Home Loan Mortgage Corp. 4% 0.00045 260,816 247,150
Federal Home Loan Mortgage Corp. 4% 0.00045 256,619 250,387
Federal Home Loan Mortgage Corp. 5.5% 0.00045 246,239 248,262
Federal National Mortgage Association 4% 0.00045 254,226 245,503
Federal National Mortgage Association 4% 0.00044 250,931 242,321
Federal National Mortgage Association 6% 0.00044 231,191 241,771
Federal National Mortgage Association 4% 0.00044 251,000 241,457
Federal National Mortgage Association 3% 0.00044 265,710 244,717
Federal Home Loan Mortgage Corp. 3.5% 0.00044 247,109 241,056
Fnma Pass-Thru I 3.5% 0.00044 249,026 244,166
Federal Home Loan Mortgage Corp. 3% 0.00044 261,802 243,045
Federal National Mortgage Association 6% 0.00044 230,922 240,106
Federal Home Loan Mortgage Corp. 5.934% 0.00044 239,935 243,195
Federal Home Loan Mortgage Corp. 5.70292% 0.00044 243,941 241,141
Federal National Mortgage Association 4% 0.00044 250,473 241,880
CWMBS Inc 6.13043% 0.00044 266,713 242,795
Federal Home Loan Mortgage Corp. 3.5% 0.00044 248,430 242,042
Federal National Mortgage Association 5.90191% 0.00044 243,410 242,183
Federal Home Loan Mortgage Corp. 4% 0.00043 248,175 235,109
Federal Home Loan Mortgage Corp. 4.5% 0.00043 239,397 238,302
CHL Mortgage Pass-Through Trust 6% 0.00043 457,419 234,590
Federal National Mortgage Association 3.5% 0.00043 248,070 239,103
Federal National Mortgage Association 6% 0.00043 228,002 234,076
Federal National Mortgage Association 4% 0.00043 245,619 237,641
Federal National Mortgage Association 6.5% 0.00043 222,635 235,422
Federal National Mortgage Association 3% 0.00043 254,234 234,146
Federal National Mortgage Association 3% 0.00043 257,111 236,050
Impac CMB Trust 6.21043% 0.00043 248,374 236,667
GS Mortgage Securities Corp 6% 0.00043 591,459 236,203
Fnma Pass-Thru I 3.5% 0.00043 243,011 234,673
Federal National Mortgage Association 3% 0.00043 266,147 237,942
Federal National Mortgage Association 3.5% 0.00043 253,413 236,893
Federal National Mortgage Association 5.5% 0.00043 230,725 237,890
Alternative Loan Trust 6.25% 0.00043 313,596 237,690
CHL Mortgage Pass-Through Trust 4.15872% 0.00043 275,042 234,932
Structured Asset Securities Corp. 6.47804% 0.00043 251,341 237,590
Ameriquest Mortgage Securities 6.25043% 0.00043 240,503 239,083
Federal National Mortgage Association 4% 0.00043 243,910 235,542
Federal National Mortgage Association 6% 0.00042 222,828 232,997
Federal National Mortgage Association 4% 0.00042 238,190 230,020
Federal National Mortgage Association 4% 0.00042 239,406 231,191
Fnma Pass-Thru I 5% 0.00042 231,366 229,218
Federal National Mortgage Association 3.5% 0.00042 237,923 228,834
Federal National Mortgage Association 4% 0.00042 237,300 229,233
NAPA VALLEY CALIF UNI SCH DIST 6.507% 0.00042 200,000 230,114
Federal Home Loan Mortgage Corp. 6.5% 0.00042 223,546 231,479
Federal Home Loan Mortgage Corp. 5.86292% 0.00042 230,546 228,927
Federal National Mortgage Association 5.70191% 0.00042 231,031 230,229
Federal Home Loan Mortgage Corp. 3.5% 0.00042 235,609 230,175
Federal National Mortgage Association 3.5% 0.00041 233,302 227,897
JP Morgan Mortgage Trust 4.64232% 0.00041 247,699 228,170
Federal National Mortgage Association 6.377% 0.00041 218,470 224,998
Federal National Mortgage Association 4% 0.00041 236,400 228,290
Federal National Mortgage Association 6% 0.00041 215,235 225,080
Federal Home Loan Mortgage Corp. 5% 0.00041 225,840 223,707
Federal National Mortgage Association 3.5% 0.00041 239,133 227,196
Federal National Mortgage Association 3.5% 0.00041 235,878 227,497
Federal Home Loan Mortgage Corp. 3.5% 0.00041 236,119 224,150
Fnma Pass-Thru I 5% 0.00041 227,233 225,221
Cwalt Incorporation 6.01043% 0.00041 252,387 223,833
Federal Home Loan Mortgage Corp. 3% 0.00040 245,391 217,563
Federal National Mortgage Association 6% 0.00040 211,744 220,178
Federal Home Loan Mortgage Corp. 6% 0.00040 216,676 220,887
Banc of America Funding Corporation 6.0524% 0.00040 252,903 219,980
Merrill Lynch Mortgage Investors, Inc. 5.6299% 0.00040 245,425 220,013
Federal National Mortgage Association 5% 0.00040 218,264 217,864
Federal National Mortgage Association 6% 0.00040 213,170 221,541
Digital Euro Finco LLC 2.625% 0.00040 200,000 219,682
Federal Home Loan Mortgage Corp. 5% 0.00040 219,335 221,331
Fnma Pass-Thru I 4% 0.00040 226,413 218,646
Federal Home Loan Mortgage Corp. 7.5% 0.00040 207,247 218,078
Federal National Mortgage Association 3% 0.00040 237,858 218,688
Federal National Mortgage Association 4% 0.00040 225,424 217,525
GS Mortgage Securities Corp 4.51807% 0.00040 228,897 217,916
Chase Mtg 2007-S1 6% 0.00040 546,200 218,255
Federal National Mortgage Association 6% 0.00040 210,856 220,636
Federal National Mortgage Association 3.5% 0.00040 225,048 221,005
Federal National Mortgage Association 3.5% 0.00039 224,665 213,985
Government National Mortgage Association 5% 0.00039 213,306 215,783
Federal National Mortgage Association 5.75191% 0.00039 213,938 213,288
Federal National Mortgage Association 6% 0.00039 208,544 216,859
Citicorp Mortgage Securities Trust 6% 0.00039 235,233 212,100
Federal Home Loan Mortgage Corp. 6.5% 0.00039 209,904 214,100
Wamu Mortgage Pass-Through CTFS TR 3.70423% 0.00039 256,227 215,030
Banc Amer Alternative Loan Trust 6% 0.00039 246,510 214,878
Federal National Mortgage Association 6% 0.00039 203,458 212,720
Chevy Chase Funding Llc 5.62043% 0.00039 242,346 215,362
United States Department of Veterans Affairs 6.5% 0.00038 211,405 211,371
Rali Ser 07-Qs9 Tr 6.5% 0.00038 264,579 207,114
Federal National Mortgage Association 4% 0.00038 220,930 211,710
Fnma Pass-Thru I 3% 0.00038 220,936 209,245
Federal National Mortgage Association 3% 0.00038 220,095 208,441
Federal Home Loan Mortgage Corp. 3.5% 0.00038 215,497 211,776
Federal Home Loan Mortgage Corp. 3.5% 0.00038 216,636 210,921
Federal Home Loan Mortgage Corp. 5.5% 0.00038 207,882 210,997
Finance America Mortgage Loan Trust 6.37043% 0.00038 226,460 209,679
Wamu Mortgage Pass-Through CTFS TR 4.61543% 0.00038 233,173 208,513
Credit Suisse First Boston Mortgage Securities Corp. 5.5% 0.00038 451,680 208,129
Federal National Mortgage Association 6% 0.00038 201,761 210,945
Federal National Mortgage Association 4.5% 0.00038 210,295 208,032
Federal Home Loan Mortgage Corp. 6.5% 0.00038 210,426 211,333
RALI Series Trust 5.80043% 0.00038 980,951 210,569
GREYSTONE CRE NOTES LTD 6.65629% 0.00038 212,090 211,774
Spclty Undrw & Res 5.67043% 0.00038 384,077 210,256
Federal National Mortgage Association 5.85191% 0.00038 212,206 208,717
Federal National Mortgage Association 5.329% 0.00038 209,460 207,036
Federal National Mortgage Association 3.5% 0.00038 214,772 209,832
Federal Home Loan Mortgage Corp. 3.5% 0.00038 213,110 208,324
Cwalt Alt 2006-J8 6% 0.00038 470,763 207,547
Citigroup Mortgage Loan Trust 3.90638% 0.00038 217,060 208,385
Federal National Mortgage Association 5.82191% 0.00038 211,031 207,535
Government National Mortgage Association 6.28719% 0.00038 211,414 210,514
GSR Mortgage Loan Trust 2006-8F 6.25% 0.00037 216,395 203,211
Fnma Pass-Thru I 4% 0.00037 213,149 201,924
Indymac MBS Inc 5.75% 0.00037 522,581 203,754
Federal National Mortgage Association 6% 0.00037 193,242 201,844
Wamu Mortgage Pass-Through CTFS TR 5.66167% 0.00037 219,678 203,430
Federal National Mortgage Association 3.5% 0.00037 210,335 205,211
Federal National Mortgage Association 4% 0.00037 210,975 203,649
Community Program 4.5% 0.00037 204,630 202,270
Government National Mortgage Association 3.5% 0.00037 214,455 202,879
Fnma Pass-Thru I 4% 0.00037 210,771 203,281
Federal National Mortgage Association 3.5% 0.00037 213,366 205,861
Banc America Funding Trust 6.3368% 0.00037 225,648 204,396
Federal National Mortgage Association 6.412% 0.00037 210,515 203,901
Federal National Mortgage Association 4% 0.00037 208,433 201,281
Federal National Mortgage Association 3.5% 0.00037 207,800 202,798
Federal Home Loan Mortgage Corp. 5.5% 0.00037 200,842 202,275
Structured Asset Mortgage Investments Inc 6.31023% 0.00037 223,069 201,310
Federal National Mortgage Association 3.5% 0.00037 208,557 205,017
Federal National Mortgage Association 6% 0.00037 195,878 202,467
Sprint LLC 7.125% 0.00037 200,000 201,000
Federal National Mortgage Association 4% 0.00036 204,720 197,696
Federal National Mortgage Association 4% 0.00036 206,916 197,313
Federal Home Loan Mortgage Corp. 3.5% 0.00036 209,788 199,112
Novastar Mortgage Funding Trust 6.18043% 0.00036 208,042 198,316
National Rural Utilities Cooperative Finance Corp. 8% 0.00036 165,000 198,051
Federal National Mortgage Association 6% 0.00036 193,337 196,630
Federal National Mortgage Association 3.5% 0.00036 203,822 198,053
Federal National Mortgage Association 3.5% 0.00036 203,874 198,943
Government National Mortgage Association 5% 0.00036 201,731 198,883
Federal National Mortgage Association 3.5% 0.00036 200,509 196,100
Federal National Mortgage Association 4% 0.00036 204,234 198,554
Federal National Mortgage Association 3.5% 0.00036 203,156 198,142
Morgan Stanley ML 6% 0.00036 349,965 197,019
Structured Adj Rate Mtg Loan Trust 4.52015% 0.00036 274,741 200,483
JP Morgan Mortgage Trust 4.47326% 0.00036 251,219 197,259
JP Morgan Mortgage Trust 5.5% 0.00036 405,980 200,583
Federal National Mortgage Association 4% 0.00036 206,526 199,443
Federal Home Loan Mortgage Corp. 4.5% 0.00036 196,315 196,496
Federal National Mortgage Association 6% 0.00036 189,796 196,516
Indymac MBS Inc 3.49354% 0.00036 246,528 198,048
SREIT TRUST 2021-IND 6.17648% 0.00036 200,000 196,187
Federal National Mortgage Association 6.5% 0.00036 190,350 198,443
Federal Home Loan Mortgage Corp. 4% 0.00036 211,214 200,105
Cwalt Incorporation 6.0118% 0.00036 218,510 197,074
Federal Home Loan Mortgage Corp. 6.5% 0.00035 190,052 192,162
Credit Suisse First Boston Mortgage Securities Corp. 4.85785% 0.00035 206,786 193,982
Government National Mortgage Association 4% 0.00035 200,000 191,406
Federal National Mortgage Association 6% 0.00035 183,752 192,134
Federal National Mortgage Association 4% 0.00035 197,427 190,945
Bear Stearns Arm Trust 5.4532% 0.00035 206,884 190,110
Greenpoint Mta Tr 5.91043% 0.00035 202,734 191,366
Indymac MBS Inc 3.67376% 0.00035 257,437 192,170
Federal Home Loan Mortgage Corp. 6.05292% 0.00035 188,810 189,986
JP Morgan Mortgage Trust 4.73848% 0.00035 255,259 192,336
NRG Energy, Inc. 3.875% 0.00035 225,000 192,876
Federal National Mortgage Association 4% 0.00035 196,309 191,276
Federal National Mortgage Association 3% 0.00035 210,431 193,476
CWABS Inc. 6.37043% 0.00035 197,162 190,657
Banc America Funding Trust 6.2527% 0.00035 222,121 190,614
Federal National Mortgage Association 4% 0.00035 199,857 192,659
Federal National Mortgage Association 3.5% 0.00035 197,021 193,891
Indymac MBS Inc 3.05536% 0.00035 229,594 192,645
Federal National Mortgage Association 5.911% 0.00035 194,453 194,460
Cwalt Incorporation 5.25% 0.00034 241,449 184,953
Federal National Mortgage Association 4% 0.00034 194,131 187,472
Fnma Pass-Thru I 3% 0.00034 213,295 189,126
Federal National Mortgage Association 5.5% 0.00034 180,199 185,804
Federal National Mortgage Association 3.5% 0.00034 196,163 189,433
Federal Home Loan Mortgage Corp. 4.5% 0.00034 185,450 185,582
Cwmbs Chl Mtg Tr 2 4.37745% 0.00034 220,167 185,481
Federal Home Loan Mortgage Corp. 7.5% 0.00034 182,332 185,338
Federal National Mortgage Association 5% 0.00034 186,866 187,560
Cwalt Incorporation 6.13043% 0.00034 247,450 185,355
Chevy Chase Funding Llc 5.65043% 0.00034 211,364 188,962
Federal National Mortgage Association 3.5% 0.00034 195,692 185,660
Government National Mortgage Association 4% 0.00034 188,036 185,652
Government National Mortgage Association 5% 0.00034 187,475 185,111
Federal Home Loan Mortgage Corp. 4.5% 0.00034 188,555 184,952
Federal Home Loan Mortgage Corp. 3.5% 0.00034 192,203 187,780
Renaissance Hm Eqt 6.19043% 0.00034 208,008 186,724
Federal Home Loan Mortgage Corp. 5.975% 0.00034 188,107 186,816
Federal Home Loan Mortgage Corp. 3% 0.00033 195,976 180,800
Federal National Mortgage Association 3% 0.00033 188,000 179,563
Federal National Mortgage Association 3.5% 0.00033 184,828 180,924
Energy Transfer LP 5% 0.00033 200,000 179,506
Bear Stearns Alternative A Trust 4.48795% 0.00033 193,393 181,406
Federal Home Loan Mortgage Corp. 5.80292% 0.00033 188,601 183,278
CWMBS Inc 6% 0.00033 184,715 182,464
Federal National Mortgage Association 3% 0.00033 196,040 180,245
Fnma Pass-Thru I 3% 0.00033 202,536 181,080
Federal National Mortgage Association 4% 0.00033 189,031 182,547
Fnma Pass-Thru I 3.5% 0.00033 185,459 180,159
Federal Home Loan Mortgage Corp. 5% 0.00033 180,142 179,716
Wamu Mortgage Pass-Through CTFS TR 6.01043% 0.00033 186,587 181,671
Federal Home Loan Mortgage Corp. 6% 0.00033 179,902 182,812
Federal National Mortgage Association 4% 0.00033 185,324 180,438
Merrill Lynch Mortgage Investors, Inc. 4.92961% 0.00033 201,324 184,128
Federal National Mortgage Association 5.85191% 0.00033 186,095 183,660
Indymac MBS Inc 6.07043% 0.00033 301,244 181,299
Asset Backed Funding Corp 6.56543% 0.00033 184,438 182,288
Federal Home Loan Mortgage Corp. 3.5% 0.00032 193,575 177,708
Lehman Mortgage Trust 5.75% 0.00032 206,134 173,575
NAUGATUCK CONN 5.91% 0.00032 165,000 178,352
Federal Home Loan Mortgage Corp. 3.5% 0.00032 178,939 175,447
Government National Mortgage Association 4% 0.00032 184,930 177,040
Federal National Mortgage Association 3.5% 0.00032 177,424 174,417
Federal National Mortgage Association 4% 0.00032 182,684 176,814
Federal National Mortgage Association 6% 0.00032 166,312 173,917
Federal Home Loan Mortgage Corp. 3% 0.00032 200,985 178,189
CWMBS Inc 5.5% 0.00032 179,947 177,145
CONVENTION CTR AUTH R I REV 6.06% 0.00032 165,000 177,442
Federal Home Loan Mortgage Corp. 4.5% 0.00032 177,412 174,525
Fnma Pass-Thru I 3% 0.00032 201,356 178,467
Bear Stearns Asset Backed Securities Trust 5.23612% 0.00032 198,724 176,524
Structured Asset M 5.89043% 0.00032 196,273 173,950
CWMBS Inc 6.01043% 0.00032 191,256 174,515
Chase Mtg Fin Corp 4.15299% 0.00032 199,464 174,569
Federal Home Loan Mortgage Corp. 6% 0.00032 171,284 175,033
Federal National Mortgage Association 3% 0.00032 193,441 178,157
Bear Stearns Arm Trust 4.98327% 0.00032 189,620 174,699
ML Alt Nt Asset Tr 5.69043% 0.00032 720,696 177,508
Federal National Mortgage Association 5.80191% 0.00032 177,423 174,577
Federal National Mortgage Association 6.3% 0.00032 178,358 177,446
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.44543% 0.00032 195,271 175,782
Federal Home Loan Mortgage Corp. 6.5% 0.00031 170,437 168,366
Peru (Republic of) 5.94% 0.00031 638,000 172,291
Federal National Mortgage Association 3% 0.00031 176,379 168,029
Federal National Mortgage Association 3% 0.00031 186,924 172,095
Banc America Mortgage Securitites Inc 5.99776% 0.00031 189,824 173,134
Strctrd Asset Invt 6.47043% 0.00031 175,751 168,213
Federal Home Loan Mortgage Corp. 3.5% 0.00031 174,012 171,186
First Horizon Alt 6.25% 0.00031 402,586 168,240
CHL Mortgage Pass-Through Trust 5.75% 0.00031 352,579 172,874
Federal National Mortgage Association 6% 0.00031 168,991 172,412
Fnma Pass-Thru I 3.5% 0.00031 175,905 172,037
Government National Mortgage Association 6% 0.00031 166,660 172,206
Federal National Mortgage Association 4% 0.00031 177,071 172,401
Federal National Mortgage Association 3% 0.00031 185,737 171,295
Government National Mortgage Association 5% 0.00031 170,097 171,090
Federal National Mortgage Association 3% 0.00031 184,451 169,887
Federal National Mortgage Association 4.5% 0.00031 170,966 170,063
CWMBS Inc 5.5% 0.00031 187,256 168,608
Rfmsi Series 2007-S6 Trust 6% 0.00031 242,619 173,108
Federal Home Loan Mortgage Corp. 3% 0.00031 193,928 171,980
Fnma Pass-Thru I 3% 0.00031 190,570 168,967
Harborview Mtg Loan Trust 6.03023% 0.00031 195,882 169,852
CWMBS Inc 4.41511% 0.00031 200,709 168,675
Federal National Mortgage Association 4% 0.00031 174,603 170,125
JP Morgan Alt 6 A7 4.5312% 0.00031 185,669 173,005
CitiMortgage Alternative Loan Trust 6% 0.00031 197,493 173,073
CVS Lease Backed Pass Thru Ctf 8.353% 0.00030 150,818 163,008
ING Groep N.V. 3.875% 0.00030 200,000 162,905
Federal National Mortgage Association 6% 0.00030 160,497 166,892
Citigroup Mortgage Loan Trust 6.43% 0.00030 170,341 162,705
Government National Mortgage Association 3.5% 0.00030 172,835 163,505
Federal National Mortgage Association 5% 0.00030 163,112 165,829
Federal National Mortgage Association 6% 0.00030 160,086 166,469
MASTR Asset Backed Securities Trust 6.219% 0.00030 209,964 165,144
Federal Home Loan Mortgage Corp. 3.5% 0.00030 171,022 167,529
Federal National Mortgage Association 6% 0.00030 159,684 165,464
Federal Home Loan Mortgage Corp. 6.5% 0.00030 160,649 164,013
Indymac MBS Inc 3.67376% 0.00030 219,895 162,783
CWMBS Inc 6.5% 0.00030 176,558 164,440
Federal National Mortgage Association 3.5% 0.00030 168,981 164,924
Federal National Mortgage Association 3.5% 0.00030 172,704 167,812
Citigroup Mortgage Loan Trust 5.54043% 0.00030 190,498 164,022
Federal National Mortgage Association 5.83191% 0.00030 167,307 164,842
Federal Home Loan Mortgage Corp. 5.70292% 0.00030 169,320 162,599
Federal Home Loan Mortgage Corp. 3.5% 0.00030 176,533 165,146
Federal National Mortgage Association 4% 0.00029 166,267 160,563
Federal National Mortgage Association 4% 0.00029 163,299 157,747
Federal Home Loan Mortgage Corp. 0% 0.00029 3,098,359 159,505
Federal Home Loan Mortgage Corp. 4% 0.00029 164,271 157,888
Federal Home Loan Mortgage Corp. 5.80292% 0.00029 162,325 161,068
Federal National Mortgage Association 3.5% 0.00029 165,106 162,244
Federal National Mortgage Association 5.5% 0.00029 153,080 157,843
Government National Mortgage Association 6% 0.00029 155,273 161,182
Federal National Mortgage Association 6% 0.00029 155,985 162,018
Federal National Mortgage Association 6% 0.00029 154,833 160,456
Federal National Mortgage Association 6% 0.00029 152,145 157,054
JP Morgan Mortgage Trust 4.47326% 0.00029 202,790 162,163
Federal National Mortgage Association 4% 0.00028 160,593 155,082
Federal Home Loan Mortgage Corp. 5.5% 0.00028 150,939 154,489
Federal Home Loan Mortgage Corp. 6.5% 0.00028 149,054 152,654
Federal National Mortgage Association 3% 0.00028 169,124 155,764
Federal National Mortgage Association 5.888% 0.00028 152,705 152,890
Federal National Mortgage Association 6.027% 0.00028 153,561 152,155
Federal National Mortgage Association 3% 0.00028 168,379 154,372
Federal National Mortgage Association 4% 0.00028 162,879 156,736
Federal National Mortgage Association 6.5% 0.00028 153,877 155,578
Federal National Mortgage Association 3.5% 0.00028 159,530 154,103
Federal Home Loan Mortgage Corp. 6.5% 0.00028 149,622 151,519
Federal National Mortgage Association 3.5% 0.00028 155,947 152,258
Great Hall Mortgages No.1 PLC 4.062% 0.00028 142,450 156,471
Federal Home Loan Mortgage Corp. 6.00292% 0.00028 153,313 153,682
Banc America Mortgage Securitites Inc 3.81537% 0.00028 166,646 156,141
Federal National Mortgage Association 3% 0.00028 167,544 154,305
Federal National Mortgage Association 6% 0.00028 144,811 151,435
Federal National Mortgage Association 4% 0.00028 159,843 153,175
Federal Home Loan Mortgage Corp. 4.5% 0.00028 157,891 156,331
STIF FUND (SEK) 0.00028 1,534,236 152,238
Federal National Mortgage Association 4% 0.00028 157,760 152,216
CWMBS Inc 5.5% 0.00028 247,761 151,927
Federal National Mortgage Association 4% 0.00028 157,925 151,922
Federal National Mortgage Association 3.5% 0.00028 155,361 152,952
Fnma Pass-Thru I 3% 0.00028 173,508 153,843
Federal National Mortgage Association 3.5% 0.00028 157,717 155,098
Federal Home Loan Mortgage Corp. 6% 0.00028 149,678 152,302
Federal Home Loan Mortgage Corp. 6.5% 0.00028 155,370 156,042
Banc America Mortgage Securitites Inc 4.4371% 0.00028 170,201 156,014
TBW Mortgage-Bkd 6.47% 0.00028 5,583,478 152,044
ING Groep N.V. 4.25% 0.00027 200,000 145,973
Federal Home Loan Mortgage Corp. 3.5% 0.00027 153,695 149,721
Federal National Mortgage Association 3% 0.00027 162,630 149,787
Fnma Pass-Thru I 4% 0.00027 155,431 149,377
Fnma Pass-Thru I 3.5% 0.00027 150,648 146,758
Fnma Pass-Thru I 4% 0.00027 155,855 147,663
CWMBS Inc 5.5% 0.00027 265,191 150,308
Federal National Mortgage Association 6% 0.00027 143,292 148,496
Government National Mortgage Association 4% 0.00027 153,504 147,715
Federal National Mortgage Association 3.5% 0.00027 149,979 147,347
Federal National Mortgage Association 3% 0.00027 155,188 148,201
Federal National Mortgage Association 6% 0.00027 141,936 146,519
Federal National Mortgage Association 5.766% 0.00027 146,602 146,281
Government National Mortgage Association 6% 0.00027 148,484 149,872
Federal National Mortgage Association 4% 0.00027 155,774 151,330
Government National Mortgage Association 3.5% 0.00027 158,337 149,790
Adjustable Rate Mortgage Trust 5.87092% 0.00027 165,354 149,547
Banc America Mortgage Securitites Inc 5.2174% 0.00027 160,679 149,280
C-BASS Mortgage Loan Asset Backed Certificates Series 2007- CB6 5.57737% 0.00027 227,863 145,963
Merrill Lynch Mortgage Investors, Inc. 6.13043% 0.00027 164,866 148,075
Federal National Mortgage Association 6% 0.00027 146,229 150,850
Federal National Mortgage Association 3.5% 0.00027 150,697 146,356
Federal National Mortgage Association 4% 0.00026 148,238 143,153
Strctrd Asset Invt 6.17043% 0.00026 145,761 142,480
Federal National Mortgage Association 5.894% 0.00026 144,202 144,004
Wamu Mortgage Pass-Through CTFS TR 6.45043% 0.00026 158,235 145,192
Federal National Mortgage Association 3% 0.00026 150,513 140,503
Federal Home Loan Mortgage Corp. 6.5% 0.00026 140,756 143,949
Federal Home Loan Mortgage Corp. 3.5% 0.00026 149,093 145,206
Federal National Mortgage Association 3.5% 0.00026 148,042 144,788
Federal National Mortgage Association 4% 0.00026 150,617 144,987
Federal National Mortgage Association 4% 0.00026 147,151 142,848
Federal National Mortgage Association 8% 0.00026 142,377 144,783
Federal National Mortgage Association 4% 0.00026 149,947 145,775
Fnma Pass-Thru I 4% 0.00026 147,277 141,678
Federal Home Loan Mortgage Corp. 6.5% 0.00026 143,956 145,589
Federal National Mortgage Association 4% 0.00026 149,092 145,685
Thornburg Mortgage Securities Trust 6.17043% 0.00026 147,894 140,784
Alternative Loan Trust 6% 0.00026 256,147 142,180
Wamu Mortgage Pass-Through CTFS TR 4.72834% 0.00026 159,253 141,573
CWMBS Inc 4.01707% 0.00026 188,600 145,608
Federal Home Loan Mortgage Corp. 5.70292% 0.00026 147,457 144,638
Federal National Mortgage Association 5.89191% 0.00026 143,617 142,597
Federal National Mortgage Association 3.5% 0.00026 152,984 143,010
Federal National Mortgage Association 6% 0.00026 137,607 143,722
Federal Home Loan Mortgage Corp. 6.5% 0.00026 143,957 145,764
Federal Home Loan Mortgage Corp. 3.5% 0.00026 147,293 143,493
Federal National Mortgage Association 3.5% 0.00026 145,428 140,465
Federal National Mortgage Association 3% 0.00026 159,242 143,909
Federal National Mortgage Association 4% 0.00025 142,365 137,349
Federal National Mortgage Association 6.20191% 0.00025 136,678 137,594
Federal National Mortgage Association 4% 0.00025 144,108 139,164
Federal National Mortgage Association 3.5% 0.00025 141,382 137,718
Federal National Mortgage Association 4% 0.00025 140,631 135,807
Federal Home Loan Mortgage Corp. 3.5% 0.00025 145,926 137,241
Csmc 3.5% 0.00025 138,895 135,059
Federal Home Loan Mortgage Corp. 4.5% 0.00025 143,727 139,551
Residential Accredit Loans Inc 5.77043% 0.00025 185,914 139,685
Banc Amer Mtg Tst 5.5% 0.00025 192,426 136,733
Suntrust Alt Loan 6% 0.00025 347,017 140,100
Thornburg Mortgage Securities Trust 5.47166% 0.00025 156,631 139,582
Federal National Mortgage Association 5.96% 0.00025 140,454 140,243
Federal National Mortgage Association 4% 0.00025 143,043 139,374
Federal National Mortgage Association 3% 0.00025 154,582 137,173
Federal Home Loan Mortgage Corp. 6.5% 0.00025 134,568 136,274
Merrill Lynch Mortgage Investors, Inc. 6.40109% 0.00025 151,247 140,173
Federal National Mortgage Association 6% 0.00025 133,959 138,750
Federal Home Loan Mortgage Corp. 3.5% 0.00025 146,136 136,601
Fnma Pass-Thru I 4% 0.00025 148,085 140,270
STIF FUND (NOK) 0.00025 1,407,993 138,641
Federal National Mortgage Association 7% 0.00025 135,334 137,370
Strctrd Asset Invt 6.40043% 0.00025 150,489 137,286
Washington Mut Mtg 4.85298% 0.00025 161,629 135,344
GSAA Home Equity Trust 5.67043% 0.00025 512,844 139,857
CHL Mortgage Pass-Through Trust 6% 0.00024 257,846 129,515
Federal National Mortgage Association 4.5% 0.00024 131,020 130,328
Federal National Mortgage Association 6% 0.00024 123,983 129,652
Federal National Mortgage Association 3.5% 0.00024 136,499 132,506
Adjustable Rate Mortgage Trust 5.81263% 0.00024 135,908 129,460
Federal National Mortgage Association 6.274% 0.00024 133,235 132,560
Fnma Pass-Thru I 6% 0.00024 126,972 132,780
Federal Home Loan Mortgage Corp. 4.097% 0.00024 134,149 132,815
Credit Suisse First Boston Mortgage Securities Corp. 6.07043% 0.00024 154,214 133,245
Federal National Mortgage Association 4% 0.00024 139,427 134,643
Government National Mortgage Association 3.5% 0.00024 140,694 133,174
Federal National Mortgage Association 6% 0.00024 126,197 131,965
Federal National Mortgage Association 3.5% 0.00024 132,382 129,800
Federal Home Loan Mortgage Corp. 3.5% 0.00024 135,984 132,994
Federal Home Loan Mortgage Corp. 3.5% 0.00024 132,862 129,992
Federal Home Loan Mortgage Corp. 4% 0.00024 137,593 130,544
Federal National Mortgage Association 6% 0.00024 130,329 129,904
Government National Mortgage Association 3.625% 0.00024 130,367 130,070
HSI Asset Sec Corp Trust 2006-He2 5.69043% 0.00024 488,770 130,241
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6.05292% 0.00024 130,718 130,179
CWMBS Inc 3.89463% 0.00024 145,646 130,820
Federal National Mortgage Association 4% 0.00024 137,041 132,339
Federal Home Loan Mortgage Corp. 6.36292% 0.00024 129,028 130,901
Banc America Mortgage Securitites Inc 5.1207% 0.00024 138,175 130,394
Federal National Mortgage Association 5.898% 0.00024 135,865 134,223
Federal Home Loan Mortgage Corp. 3% 0.00023 132,315 129,070
Credit Suisse First Boston Mortgage Securities Corp. 6.05027% 0.00023 136,701 127,196
Federal National Mortgage Association 3.5% 0.00023 127,608 125,118
Federal National Mortgage Association 6% 0.00023 118,877 124,318
Federal National Mortgage Association 6% 0.00023 120,110 125,607
Cwalt Incorporation 6.0118% 0.00023 152,045 126,081
Federal National Mortgage Association 5.5% 0.00023 121,852 125,643
Federal National Mortgage Association 4% 0.00023 130,361 125,847
Federal National Mortgage Association 4% 0.00023 132,982 128,418
Residential Accredit Loans Inc 6.3718% 0.00023 141,958 124,237
Government National Mortgage Association 3.875% 0.00023 125,287 124,990
Wamu Mortgage Pass-Through CTFS TR 6.4118% 0.00023 136,817 125,323
CWMBS Inc 5.5% 0.00023 145,758 127,961
JP Morgan Mortgage Trust 6.5% 0.00023 374,336 128,243
Federal National Mortgage Association 3% 0.00023 132,459 124,883
Fnma Pass-Thru I 3% 0.00023 144,428 128,074
Federal National Mortgage Association 3.5% 0.00023 126,730 124,107
Fnma Pass-Thru I 3.5% 0.00023 131,280 128,718
Federal National Mortgage Association 6% 0.00023 120,653 126,152
Federal Home Loan Mortgage Corp. 5% 0.00023 128,222 127,036
Federal Home Loan Mortgage Corp. 4% 0.00023 135,732 128,587
Federal National Mortgage Association 5.5% 0.00023 123,621 127,465
Federal National Mortgage Association 5.722% 0.00023 126,062 125,155
Mastr Adjustable Rate Mortgages Trust 3.98856% 0.00023 142,500 125,392
Sequoia Mtg Trust 6.43652% 0.00023 130,945 123,895
Federal National Mortgage Association 6% 0.00023 123,643 128,750
Federal Home Loan Mortgage Corp. 7% 0.00023 122,511 126,465
Federal Home Loan Mortgage Corp. 3.5% 0.00023 130,976 128,895
Wamu Mortgage Pass-Through CTFS TR 4.54865% 0.00023 152,584 127,440
Federal Home Loan Mortgage Corp. 3.5% 0.00023 129,073 125,712
Morgan Stanley Capital I Inc 3.35717% 0.00023 145,786 127,477
Strctrd Asset Invt 6.85043% 0.00023 128,940 124,558
Wamu Mortgage Pass-Through CTFS TR 6.29043% 0.00023 140,838 127,473
Alternative Loan Trust 6% 0.00022 240,792 120,617
Federal National Mortgage Association 4% 0.00022 126,004 121,681
Federal National Mortgage Association 5.312% 0.00022 120,448 119,021
Residential Fdg I 5.5% 0.00022 132,047 122,756
Federal National Mortgage Association 5% 0.00022 119,351 120,076
Banc America Mortgage Securitites Inc 5.22214% 0.00022 136,223 120,502
Federal Home Loan Mortgage Corp. 3% 0.00022 134,373 119,126
Federal National Mortgage Association 4% 0.00022 122,646 118,438
Federal National Mortgage Association 6% 0.00022 115,056 119,498
Federal National Mortgage Association 6.015% 0.00022 122,208 121,804
Federal National Mortgage Association 3.5% 0.00022 128,866 120,411
Government National Mortgage Association 5% 0.00022 122,821 123,799
Federal National Mortgage Association 4% 0.00022 125,493 121,226
Federal National Mortgage Association 4% 0.00022 125,814 121,419
Federal National Mortgage Association 3.5% 0.00022 124,139 120,016
Cwalt Incorporation 5.5% 0.00022 209,337 118,969
Merrill Lynch Mtg Inv Trust 4.89169% 0.00022 127,617 118,541
Federal National Mortgage Association 3% 0.00022 134,434 123,153
Federal National Mortgage Association 3.5% 0.00022 125,322 122,192
Federal Home Loan Mortgage Corp. 3% 0.00022 137,180 121,667
Federal Home Loan Mortgage Corp. 3.5% 0.00022 124,648 122,496
Starm Mtg Ln Tr 4.8482% 0.00022 141,389 119,519
Mellon Residential 6.21629% 0.00022 128,641 123,367
Federal National Mortgage Association 6.438% 0.00022 123,427 122,665
Federal National Mortgage Association 3.5% 0.00022 124,054 121,177
Federal National Mortgage Association 6% 0.00022 113,729 118,934
Federal National Mortgage Association 6.3% 0.00022 132,370 122,237
Federal National Mortgage Association 6% 0.00022 115,300 118,857
Federal National Mortgage Association 3.5% 0.00022 124,393 121,139
Government National Mortgage Association 3.625% 0.00022 120,864 119,960
Federal Home Loan Mortgage Corp. 3% 0.00022 137,962 122,362
Federal Home Loan Mortgage Corp. 4% 0.00022 124,502 121,788
Harborview Mtg Loan Trust 4.20914% 0.00022 165,075 120,308
Government National Mortgage Association 3% 0.00022 134,986 120,902
Lehman XS Trust Series 2006-16N 5.85043% 0.00022 142,622 122,859
TBW Mortgage Backed Trust 6.13% 0.00022 472,550 121,391
Federal National Mortgage Association 0.69809% 0.00022 894,125 122,367
Bear Stearns Arm Trust 6.1662% 0.00022 126,075 122,064
Federal Home Loan Mortgage Corp. 3.5% 0.00021 115,570 113,693
Federal National Mortgage Association 4% 0.00021 119,720 115,613
Cwalt Incorporation 7.01043% 0.00021 146,641 118,319
Csmc 0% 0.00021 118,599 114,105
Federal National Mortgage Association 6% 0.00021 110,883 115,625
Federal National Mortgage Association 6% 0.00021 108,374 113,007
Federal National Mortgage Association 6% 0.00021 111,563 116,668
Small Business Administration 5.82% 0.00021 116,182 115,387
Government National Mortgage Association 5.8724% 0.00021 121,434 116,547
Wamu Mortgage Pass-Through CTFS TR 6.05043% 0.00021 122,938 115,391
Bear Stearns Alternative A Trust 4.81629% 0.00021 125,610 114,055
Federal National Mortgage Association 5.5% 0.00021 111,093 114,542
Federal Home Loan Mortgage Corp. 7% 0.00021 108,954 114,674
Banc America Funding Trust 5.5% 0.00021 122,731 113,467
Sequoia Mtg Trust 6.41652% 0.00021 118,286 115,071
Starm Mtg Ln Tr 4.15003% 0.00021 191,596 116,041
JP Morgan Mortgage Trust 3.92865% 0.00021 145,328 114,572
Federal National Mortgage Association 6.212% 0.00021 120,670 116,786
Federal National Mortgage Association 5.5% 0.00021 109,526 112,933
Federal National Mortgage Association 6% 0.00021 110,001 113,689
Federal National Mortgage Association 5.5% 0.00021 111,418 114,878
Government National Mortgage Association 4% 0.00021 120,134 115,270
Federal National Mortgage Association 3.5% 0.00021 115,044 113,050
Federal Home Loan Mortgage Corp. 6.5% 0.00021 113,224 114,577
Federal National Mortgage Association 4% 0.00021 119,891 115,293
Federal National Mortgage Association 3.5% 0.00021 121,253 116,982
Federal National Mortgage Association 4% 0.00021 122,466 118,264
Government National Mortgage Association 3.5% 0.00021 123,024 116,383
Federal National Mortgage Association 5.5% 0.00021 114,256 117,810
Government National Mortgage Association 5% 0.00021 117,538 116,168
Conseco Financial Secs Corp 7.49% 0.00021 112,075 113,200
Federal National Mortgage Association 5% 0.00021 114,343 113,263
Federal Home Loan Mortgage Corp. 4.5% 0.00021 117,162 113,776
Federal National Mortgage Association 3% 0.00021 128,011 117,909
Government National Mortgage Association 2.5% 0.00021 129,609 112,839
Federal National Mortgage Association 4% 0.00021 117,375 114,462
GS Mortgage Securities Corp 7.12043% 0.00021 119,545 116,431
Federal Home Loan Mortgage Corp. 4.5% 0.00021 119,326 118,075
Federal National Mortgage Association 5.5% 0.00021 114,573 118,131
Bcap Llc Trust 3.00011% 0.00021 117,531 114,456
Federal National Mortgage Association 5.194% 0.00021 117,729 117,813
ML Alt Nt Asset Tr 6% 0.00021 1,040,222 116,267
Government National Mortgage Association 3.5% 0.00020 114,099 108,020
Federal Home Loan Mortgage Corp. 3.5% 0.00020 111,801 109,619
Government National Mortgage Association 3.625% 0.00020 110,097 110,713
Federal National Mortgage Association 6% 0.00020 106,137 110,364
Federal Home Loan Mortgage Corp. 6.05292% 0.00020 109,925 110,617
Federal Home Loan Mortgage Corp. 3% 0.00020 117,442 108,842
CSMC Trust 0% 0.00020 113,870 110,160
Federal National Mortgage Association 6% 0.00020 103,365 108,088
Greenpoint Mtg Fdg 6.01043% 0.00020 125,246 110,172
Wamu Mortgage Pass-Through CTFS TR 3.83548% 0.00020 120,488 108,806
Fremont Home Loan Trust 5.67043% 0.00020 347,848 111,929
Federal National Mortgage Association 5% 0.00020 112,388 111,507
Fnma Pass-Thru I 3% 0.00020 118,654 112,411
Federal National Mortgage Association 6% 0.00020 105,152 107,899
Federal National Mortgage Association 7% 0.00020 106,617 109,595
Federal National Mortgage Association 3% 0.00020 119,508 109,370
Federal National Mortgage Association 4% 0.00020 112,570 108,708
Federal National Mortgage Association 6.412% 0.00020 112,761 108,639
Luminent Mortgage Trust 5.79043% 0.00020 126,605 112,322
Federal National Mortgage Association 5.5% 0.00020 105,890 109,182
Federal National Mortgage Association 6% 0.00020 107,209 108,827
Fnma Pass-Thru I 4% 0.00020 117,160 112,694
Federal National Mortgage Association 3.5% 0.00020 114,879 112,637
Federal National Mortgage Association 7% 0.00020 103,991 107,387
Federal National Mortgage Association 3.5% 0.00020 110,450 108,295
Federal Home Loan Mortgage Corp. 3.5% 0.00020 112,337 110,297
Federal National Mortgage Association 6% 0.00020 103,481 108,214
Fnma Pass-Thru I 5% 0.00020 112,995 111,985
Bear Stearns Alternative A Trust 4.93356% 0.00020 161,938 108,214
Merrill Lynch Mortgage Investors, Inc. 4.61837% 0.00020 125,525 111,037
CWMBS Inc 5.5% 0.00020 218,007 108,188
Chevy Chase Funding Llc 5.72043% 0.00020 119,088 108,580
Federal National Mortgage Association 6% 0.00020 106,180 110,905
Federal National Mortgage Association 4% 0.00020 115,779 111,687
Federal National Mortgage Association 3% 0.00020 115,975 111,085
Federal National Mortgage Association 5.5% 0.00020 106,427 109,738
Federal Home Loan Mortgage Corp. 6.5% 0.00020 111,474 112,331
Nomura Asset Acceptance Corp Alt Ln tr 7.34083% 0.00020 133,636 110,411
MortgageIT Trust 6.25043% 0.00020 118,606 111,551
Federal Home Loan Mortgage Corp. 3.5% 0.00020 109,942 107,796
Fnma Pass-Thru I 3.5% 0.00019 113,140 103,977
Federal National Mortgage Association 5.80191% 0.00019 109,120 106,100
ABS CorpHELT 5.55043% 0.00019 148,899 102,235
Federal National Mortgage Association 6% 0.00019 99,013 101,992
Federal National Mortgage Association 5.77191% 0.00019 105,535 104,370
Federal National Mortgage Association 4% 0.00019 106,826 103,083
Federal National Mortgage Association 6% 0.00019 101,380 104,929
Adjustable Rate Mortgage Trust 4.5155% 0.00019 147,832 103,556
Federal National Mortgage Association 6.5% 0.00019 99,772 102,288
Chase Mortgage Financial Trust 4.72618% 0.00019 112,585 106,040
Federal National Mortgage Association 4% 0.00019 106,007 102,173
Federal National Mortgage Association 6% 0.00019 99,423 102,425
Federal National Mortgage Association 3% 0.00019 111,359 102,571
Federal National Mortgage Association 4% 0.00019 107,405 103,718
Federal Home Loan Mortgage Corp. 7% 0.00019 99,510 103,510
Federal Home Loan Mortgage Corp. 6% 0.00019 104,397 105,960
Federal Home Loan Mortgage Corp. 3% 0.00019 120,367 106,713
Federal Home Loan Mortgage Corp. 6.5% 0.00019 101,744 103,092
Federal Home Loan Mortgage Corp. 3.5% 0.00019 105,787 103,196
Fnma Pass-Thru I 5.5% 0.00019 104,513 105,283
Towd Pt Mtg Tr 2016-5 2.5% 0.00019 102,765 102,009
Government National Mortgage Association 3.5% 0.00019 108,064 102,257
Federal National Mortgage Association 4% 0.00019 109,926 106,155
Federal National Mortgage Association 3.5% 0.00019 106,407 104,604
Federal Home Loan Mortgage Corp. 4% 0.00019 109,615 103,849
Government National Mortgage Association 3.625% 0.00019 103,917 102,061
Resident Asset Sec 6% 0.00019 195,635 105,642
GS Mortgage Securities Corp 4.23956% 0.00019 107,671 104,283
Federal National Mortgage Association 6% 0.00019 100,171 104,752
Federal National Mortgage Association 3.5% 0.00019 109,602 104,275
Federal National Mortgage Association 6% 0.00019 100,430 103,144
Federal National Mortgage Association 6% 0.00019 102,260 105,967
Federal Home Loan Mortgage Corp. 3% 0.00019 105,814 102,971
Wamu Mortgage Pass-Through CTFS TR 6.29043% 0.00019 114,942 103,422
JP Morgan Mortgage Trust 4.43325% 0.00019 137,026 106,786
Federal National Mortgage Association 3.5% 0.00018 103,847 100,193
Bear Stearns Arm Trust 5.125% 0.00018 121,033 98,814
Wachovia Mortgage Loan Trust LLC 6.1823% 0.00018 101,579 96,346
Federal National Mortgage Association 6% 0.00018 93,817 97,137
Federal National Mortgage Association 3.5% 0.00018 102,733 99,824
Federal National Mortgage Association 4% 0.00018 102,898 99,638
Federal National Mortgage Association 4% 0.00018 104,038 99,970
Federal National Mortgage Association 6% 0.00018 93,390 96,751
Government National Mortgage Association 6% 0.00018 91,998 97,202
Federal National Mortgage Association 5% 0.00018 98,983 98,087
Federal National Mortgage Association 4% 0.00018 101,101 97,633
Federal National Mortgage Association 6% 0.00018 98,197 101,169
Federal National Mortgage Association 3.5% 0.00018 102,940 100,607
Federal National Mortgage Association 6% 0.00018 93,470 97,188
Federal National Mortgage Association 6% 0.00018 95,765 99,468
Government National Mortgage Association 3.5% 0.00018 104,032 98,416
Federal National Mortgage Association 6% 0.00018 94,524 98,164
Federal National Mortgage Association 6.01% 0.00018 97,752 97,121
Federal National Mortgage Association 5% 0.00018 99,999 99,070
Federal Home Loan Mortgage Corp. 3% 0.00018 110,149 97,680
Bear Stearns Arm Trust 4.87505% 0.00018 101,342 96,547
Fnma Pass-Thru I 5.5% 0.00018 99,311 99,964
Federal Home Loan Mortgage Corp. 5% 0.00018 102,296 101,350
Master Asset Securitization Trust 6% 0.00018 175,537 100,247
Federal Home Loan Mortgage Corp. 5% 0.00018 98,973 98,039
Government National Mortgage Association 5% 0.00018 100,813 99,716
Federal National Mortgage Association 5% 0.00018 94,944 96,629
Fnma Pass-Thru I 3% 0.00018 108,945 96,965
Federal National Mortgage Association 4% 0.00018 103,032 99,498
Fnma Pass-Thru I 3.5% 0.00018 103,571 100,672
Federal National Mortgage Association 4% 0.00018 101,690 98,053
Federal Home Loan Mortgage Corp. 4.5% 0.00018 99,195 98,452
Federal National Mortgage Association 4% 0.00018 100,243 97,671
Federal National Mortgage Association 3.5% 0.00018 107,769 100,744
Indymac MBS Inc 3.26535% 0.00018 107,234 97,580
Harborview Mtg Loan Trust 6.07023% 0.00018 112,846 99,969
Banc America Funding Trust 5.57043% 0.00018 121,963 99,826
Indymac ABS, Inc. 6.33043% 0.00018 104,012 101,128
Government National Mortgage Association 3.625% 0.00018 103,007 101,391
Federal National Mortgage Association 6% 0.00018 98,183 101,634
Federal National Mortgage Association 4% 0.00018 101,317 97,464
Woodside Finance Ltd. 3.65% 0.00018 100,000 97,880
Federal Home Loan Mortgage Corp. 3.5% 0.00018 98,926 97,165
Government National Mortgage Association 3.625% 0.00018 99,509 97,013
Impac CMB Trust 5.749% 0.00018 94,597 99,203
Federal National Mortgage Association 3.5% 0.00018 101,217 98,944
Sequoia Mtg Trust 6.2724% 0.00018 106,152 100,390
Chase Mortgage Financial Trust 4.87568% 0.00018 105,020 96,571
Federal National Mortgage Association 4% 0.00018 102,661 99,140
Federal National Mortgage Association 5.995% 0.00018 99,445 99,085
Federal National Mortgage Association 5.75191% 0.00018 97,049 96,736
Federal Home Loan Mortgage Corp. 4.5% 0.00018 103,579 100,727
Federal National Mortgage Association 5.80191% 0.00018 101,262 98,655
Structured Adj Rate Mtg Loan Trust 4.35122% 0.00017 94,932 93,592
Federal Home Loan Mortgage Corp. 5.5% 0.00017 94,911 95,498
Federal National Mortgage Association 6% 0.00017 88,177 92,212
Federal National Mortgage Association 6% 0.00017 90,576 93,309
Federal Home Loan Mortgage Corp. 6.5% 0.00017 93,279 94,347
Federal Home Loan Mortgage Corp. 3.5% 0.00017 94,439 92,058
Federal National Mortgage Association 4% 0.00017 99,088 95,544
Federal National Mortgage Association 6% 0.00017 91,261 94,937
Federal National Mortgage Association 3% 0.00017 99,744 91,065
Federal National Mortgage Association 4.5% 0.00017 96,250 94,096
Federal National Mortgage Association 4% 0.00017 97,872 95,604
Ripon Mortgages PLC 0.07% 0.00017 714,286 95,337
Federal National Mortgage Association 3% 0.00017 95,823 91,095
Federal National Mortgage Association 5.5% 0.00017 88,588 91,342
Government National Mortgage Association 3.5% 0.00017 96,514 91,304
Federal National Mortgage Association 4% 0.00017 95,673 92,391
Federal Home Loan Mortgage Corp. 3.5% 0.00017 98,031 95,331
Federal Home Loan Mortgage Corp. 3.5% 0.00017 95,889 94,015
Government National Mortgage Association 2.75% 0.00017 93,145 91,472
Federal National Mortgage Association 5% 0.00017 94,818 95,036
Federal Home Loan Mortgage Corp. 4.5% 0.00017 98,507 95,645
Morgan Stanley ML 6% 0.00017 104,533 95,640
Federal Home Loan Mortgage Corp. 3.966% 0.00017 91,124 92,619
Government National Mortgage Association 3.5% 0.00017 97,373 92,121
Federal National Mortgage Association 5.5% 0.00017 92,829 95,716
Federal National Mortgage Association 4% 0.00017 99,458 96,046
Federal National Mortgage Association 3.5% 0.00017 95,254 93,639
Federal Home Loan Mortgage Corp. 3.5% 0.00017 98,560 90,913
Federal Home Loan Mortgage Corp. 3.5% 0.00017 98,349 95,930
GSAA Home Equity Trust 6.07043% 0.00017 152,570 93,503
Structured Adj Rate Mtg Loan Trust 4.02109% 0.00017 105,001 92,870
Federal National Mortgage Association 5.95191% 0.00017 95,734 95,606
Federal National Mortgage Association 6.20191% 0.00017 91,348 91,812
Federal National Mortgage Association 5.5% 0.00017 89,987 92,783
Federal National Mortgage Association 7% 0.00017 95,521 96,151
Federal National Mortgage Association 3% 0.00017 102,484 96,152
Federal National Mortgage Association 3.5% 0.00017 96,501 94,475
Federal National Mortgage Association 3.5% 0.00017 97,086 94,336
Federal Home Loan Mortgage Corp. 3.5% 0.00017 93,447 91,054
Federal Home Loan Mortgage Corp. 3.5% 0.00017 96,516 94,283
Federal Home Loan Mortgage Corp. 4.5% 0.00017 100,217 93,214
Federal Home Loan Mortgage Corp. 5.75292% 0.00017 94,841 93,580
CWMBS Inc 5.30799% 0.00017 105,168 95,584
Renaissance Hm Eqt 6.17043% 0.00017 103,750 94,037
Fnma Pass-Thru I 4.5% 0.00016 88,953 86,369
Federal National Mortgage Association 4% 0.00016 93,177 89,980
Federal Home Loan Mortgage Corp. 5.77292% 0.00016 88,126 86,995
Federal National Mortgage Association 6% 0.00016 82,236 85,538
Eurosail-NL 2007-2 B.V. 5.485% 0.00016 78,916 87,192
Fnma Pass-Thru I 4% 0.00016 93,404 88,488
Federal National Mortgage Association 6.212% 0.00016 88,367 85,534
Federal National Mortgage Association 5.5% 0.00016 85,576 88,239
Federal National Mortgage Association 6% 0.00016 86,275 89,653
Government National Mortgage Association 5% 0.00016 88,612 87,853
Federal National Mortgage Association 6% 0.00016 86,792 90,249
Federal National Mortgage Association 5.5% 0.00016 86,794 89,494
Government National Mortgage Association 3.875% 0.00016 86,712 85,438
Greenpoint Mtg Fdg 6.01043% 0.00016 94,884 90,570
Federal National Mortgage Association 4% 0.00016 93,022 89,830
Federal National Mortgage Association 4% 0.00016 91,691 88,546
Federal National Mortgage Association 5.5% 0.00016 82,942 85,521
Federal National Mortgage Association 6% 0.00016 85,384 88,598
Federal National Mortgage Association 5.5% 0.00016 84,068 86,682
Federal Home Loan Mortgage Corp. 4% 0.00016 92,172 87,326
PacifiCorp. 2.7% 0.00016 100,000 86,832
Federal Home Loan Mortgage Corp. 6.5% 0.00016 86,552 87,377
Federal Home Loan Mortgage Corp. 3% 0.00016 99,552 88,694
Fnma Pass-Thru I 4% 0.00016 95,112 90,115
Federal National Mortgage Association 6.067% 0.00016 89,835 89,653
Morgan Stanley ML 5.93043% 0.00016 422,273 90,664
Alternative Loan Trust 6% 0.00016 156,607 90,250
Federal National Mortgage Association 5.80191% 0.00016 86,405 86,354
Federal National Mortgage Association 5.85191% 0.00016 88,729 87,819
Federal National Mortgage Association 5.80191% 0.00016 89,393 88,150
Federal National Mortgage Association 3.5% 0.00016 87,774 86,234
Fnma Pass-Thru I 3% 0.00016 97,008 86,041
Federal Home Loan Mortgage Corp. 3% 0.00016 91,606 85,440
Federal Home Loan Mortgage Corp. 7.5% 0.00016 84,881 88,931
Federal National Mortgage Association 4% 0.00016 92,801 89,617
Cwalt Incorporation 5.89043% 0.00016 107,003 87,029
Impac CMB Trust 6.25043% 0.00016 88,083 85,885
Federal National Mortgage Association 6.162% 0.00016 89,668 89,413
Federal National Mortgage Association 4% 0.00016 91,659 88,495
Federal National Mortgage Association 6% 0.00016 87,999 90,564
Federal National Mortgage Association 5% 0.00016 83,942 85,425
Federal National Mortgage Association 3.5% 0.00016 92,690 90,627
Federal National Mortgage Association 6% 0.00016 87,695 90,260
Federal National Mortgage Association 5% 0.00016 84,867 86,368
Federal National Mortgage Association 4% 0.00016 92,671 89,300
Federal Home Loan Mortgage Corp. 6% 0.00016 89,705 88,452
Federal Home Loan Mortgage Corp. 6.5% 0.00016 88,935 90,522
Federal National Mortgage Association 4% 0.00016 93,069 90,684
Structured Asset Mortgage Investments II Trust 6.17023% 0.00016 94,927 87,290
Federal National Mortgage Association 5.85191% 0.00016 89,389 87,675
GSR Mtg Ln 6% 0.00016 139,818 88,323
Federal Home Loan Mortgage Corp. 3.5% 0.00015 85,262 83,622
Federal National Mortgage Association 4% 0.00015 83,228 80,295
Federal National Mortgage Association 4% 0.00015 87,099 84,002
Adjustable Rate Mortgage Trust 3.8743% 0.00015 90,584 81,814
Federal Home Loan Mortgage Corp. 6% 0.00015 80,356 81,015
Fnma Pass-Thru I 4.5% 0.00015 85,505 83,035
Delta Funding Series 2000-2 6.29629% 0.00015 91,205 84,399
Federal Home Loan Mortgage Corp. 3.5% 0.00015 86,653 84,248
Federal National Mortgage Association 6% 0.00015 79,525 81,768
Fnma Pass-Thru I 3.5% 0.00015 89,008 83,664
Federal National Mortgage Association 3.5% 0.00015 83,091 81,059
Federal National Mortgage Association 5% 0.00015 79,090 79,989
Government National Mortgage Association 5% 0.00015 83,485 84,901
Federal National Mortgage Association 5.789% 0.00015 81,004 81,065
JP Morgan Mortgage Trust 4.7101% 0.00015 92,766 82,850
Federal National Mortgage Association 6% 0.00015 76,466 79,966
Federal National Mortgage Association 4% 0.00015 85,635 82,697
Federal National Mortgage Association 6% 0.00015 81,462 85,190
Federal National Mortgage Association 6% 0.00015 79,947 83,606
Federal National Mortgage Association 4% 0.00015 82,684 80,606
Federal National Mortgage Association 4.209% 0.00015 82,110 81,730
Federal National Mortgage Association 5.85191% 0.00015 82,571 81,826
MASTR Asset Backed Securities Trust 5.971% 0.00015 114,222 83,129
Federal Home Loan Mortgage Corp. 3.5% 0.00015 85,587 84,085
Structured Adj Rate Mtg Loan Trust 6.4118% 0.00015 99,420 84,894
Government National Mortgage Association 3.625% 0.00015 86,863 85,268
Federal National Mortgage Association 4% 0.00015 86,120 81,594
Federal National Mortgage Association 4% 0.00015 83,897 80,966
Federal National Mortgage Association 3.5% 0.00015 84,384 82,852
Federal National Mortgage Association 3.5% 0.00015 84,671 82,307
Federal Home Loan Mortgage Corp. 3% 0.00015 93,119 84,042
Federal Home Loan Mortgage Corp. 4% 0.00015 85,809 83,640
Federal National Mortgage Association 3% 0.00015 88,128 81,165
Federal National Mortgage Association 4% 0.00015 86,595 83,624
Federal National Mortgage Association 6% 0.00015 77,889 81,430
Residential Asset Mortgage Products, Inc. 8.5% 0.00015 81,681 81,954
Federal National Mortgage Association 6% 0.00015 77,418 80,958
J P Morgan Mtg Acquisition Tr 5.63043% 0.00015 191,839 82,101
Wamu Mortgage Pass-Through CTFS TR 5.25479% 0.00015 88,707 83,842
Fnma Pass-Thru I 5% 0.00015 85,707 84,903
Federal National Mortgage Association 3% 0.00015 90,882 83,701
Federal National Mortgage Association 5.5% 0.00015 81,062 83,584
Federal National Mortgage Association 6% 0.00015 81,326 84,565
Federal National Mortgage Association 8% 0.00015 80,903 83,638
Federal National Mortgage Association 6% 0.00015 79,119 82,724
Federal National Mortgage Association 3.5% 0.00015 85,686 84,182
Federal National Mortgage Association 3.5% 0.00015 83,799 82,121
Federal National Mortgage Association 4.287% 0.00015 82,728 82,512
Banc America Mortgage Securitites Inc 3.81537% 0.00015 88,198 82,545
Triaxx Prime CDO 2006-2 Ltd / LLC 5.71545% 0.00015 13,597,686 82,416
Merrill Lynch Mortgage Investors, Inc. 7.29937% 0.00015 88,218 80,657
Federal National Mortgage Association 6.20191% 0.00015 81,202 81,579
Government National Mortgage Association 4% 0.00015 86,853 83,614
Washington Mut Mtg 4.48029% 0.00015 86,330 82,081
Federal Home Loan Mortgage Corp. 5.877% 0.00014 76,297 76,176
Bamll 2023-Htl 0% 0.00014 792,908 75,664
Federal National Mortgage Association 6.032% 0.00014 80,009 79,296
Federal National Mortgage Association 6.05191% 0.00014 78,377 78,540
Federal Home Loan Mortgage Corp. 3.5% 0.00014 81,994 75,728
STIF FUND (HKD) 0.00014 582,233 74,564
Federal National Mortgage Association 4.5% 0.00014 79,251 78,024
Federal National Mortgage Association 6.25% 0.00014 76,901 77,557
Government National Mortgage Association 3.5% 0.00014 78,990 74,730
Federal National Mortgage Association 6% 0.00014 75,781 79,024
Federal National Mortgage Association 3% 0.00014 86,010 76,421
Sequoia Mtg Trust 6.52938% 0.00014 80,696 76,195
Federal National Mortgage Association 5% 0.00014 73,336 74,629
Federal National Mortgage Association 5% 0.00014 77,629 79,001
Federal National Mortgage Association 6% 0.00014 73,292 75,946
Federal National Mortgage Association 6.3% 0.00014 76,252 76,988
Federal National Mortgage Association 3% 0.00014 84,209 77,555
Federal National Mortgage Association 6% 0.00014 76,184 79,046
Federal National Mortgage Association 4% 0.00014 79,799 77,479
Federal National Mortgage Association 3.5% 0.00014 80,171 74,946
Government National Mortgage Association 2.75% 0.00014 76,515 75,141
Federal National Mortgage Association 6% 0.00014 74,022 76,711
Federal Home Loan Mortgage Corp. 6.67% 0.00014 77,258 76,630
Federal Home Loan Mortgage Corp. 7.5% 0.00014 75,002 78,075
Federal National Mortgage Association 3.5% 0.00014 80,936 78,078
Citigroup Mortgage Loan Trust 0.11% 0.00014 17,434,163 78,615
Federal National Mortgage Association 5.85191% 0.00014 76,659 76,015
GSC Capital Corp 5.83043% 0.00014 83,792 78,395
Chase Mortgage Financial Trust 5.30143% 0.00014 79,345 75,980
Bear Stearns Asset Backed Securities Trust 6.47043% 0.00014 76,684 75,549
Federal Home Loan Mortgage Corp. 5.73043% 0.00014 75,049 75,729
Federal Home Loan Mortgage Corp. 5% 0.00014 80,311 79,600
Federal National Mortgage Association 5.585% 0.00014 75,969 75,089
Federal National Mortgage Association 6% 0.00014 75,719 78,110
Government National Mortgage Association 5% 0.00014 76,638 77,256
Federal National Mortgage Association 3.5% 0.00014 80,555 78,713
Federal Home Loan Mortgage Corp. 3.5% 0.00014 83,139 76,396
Banc America Mortgage Securitites Inc 4.60694% 0.00014 82,661 75,493
CWMBS Inc 5.80043% 0.00014 90,003 75,385
Federal Home Loan Mortgage Corp. 3.5% 0.00013 74,082 72,123
Federal National Mortgage Association 3.5% 0.00013 76,384 74,223
Federal National Mortgage Association 6% 0.00013 71,011 74,154
Federal National Mortgage Association 6% 0.00013 68,741 71,888
CWMBS Inc 7.5% 0.00013 70,009 69,312
Federal National Mortgage Association 3% 0.00013 77,406 71,297
Federal National Mortgage Association 6% 0.00013 69,082 71,693
Federal National Mortgage Association 6% 0.00013 67,691 70,146
Federal National Mortgage Association 3.5% 0.00013 76,736 74,135
Federal National Mortgage Association 3% 0.00013 77,223 73,442
Federal National Mortgage Association 5.5% 0.00013 69,948 72,122
Federal National Mortgage Association 4% 0.00013 76,622 73,993
Federal National Mortgage Association 4% 0.00013 76,756 74,123
Federal National Mortgage Association 6.27191% 0.00013 70,899 71,181
Federal Home Loan Mortgage Corp. 4.5% 0.00013 74,779 74,035
Federal National Mortgage Association 3.5% 0.00013 73,184 72,021
Government National Mortgage Association 4% 0.00013 74,991 71,841
Citigroup Mortgage Loan Trust 4.42908% 0.00013 71,095 68,983
Federal Home Loan Mortgage Corp. 5% 0.00013 71,313 70,640
Federal Home Loan Mortgage Corp. 0.17858% 0.00013 73,822 73,549
Federal National Mortgage Association 6% 0.00013 67,133 69,158
Federal National Mortgage Association 5.5% 0.00013 68,695 70,654
Government National Mortgage Association 3.5% 0.00013 77,804 73,604
Federal National Mortgage Association 6% 0.00013 70,924 73,665
Federal National Mortgage Association 6% 0.00013 67,520 70,608
Federal Home Loan Mortgage Corp. 5.5% 0.00013 73,481 74,043
Federal Home Loan Mortgage Corp. 3% 0.00013 83,116 73,701
Federal National Mortgage Association 7.224% 0.00013 72,204 73,270
Federal National Mortgage Association 6.5% 0.00013 69,814 70,744
Federal National Mortgage Association 6% 0.00013 66,231 69,045
Government National Mortgage Association 5% 0.00013 70,140 71,541
Federal National Mortgage Association 3.5% 0.00013 70,484 69,093
Federal National Mortgage Association 3.5% 0.00013 70,664 69,142
Federal National Mortgage Association 3.5% 0.00013 70,689 69,078
Federal Home Loan Mortgage Corp. 6.5% 0.00013 71,050 72,106
Federal Home Loan Mortgage Corp. 5.5% 0.00013 70,638 71,052
Federal National Mortgage Association 5.575% 0.00013 74,063 73,297
Federal Home Loan Mortgage Corp. 3.5% 0.00013 74,728 72,874
Federal National Mortgage Association 6.5% 0.00013 66,269 70,102
Federal National Mortgage Association 4% 0.00013 72,992 70,486
Small Business Administration 5.6% 0.00013 71,411 70,614
Bear Stearns Arm Trust 5.47832% 0.00013 79,546 70,998
PacifiCorp. 3.3% 0.00013 100,000 69,593
Federal National Mortgage Association 5% 0.00012 64,158 64,595
Federal National Mortgage Association 3.5% 0.00012 66,104 64,505
Federal National Mortgage Association 3% 0.00012 72,467 66,387
Federal Home Loan Mortgage Corp. 3.5% 0.00012 68,946 67,207
Morgan Stanley ML 7.03521% 0.00012 68,530 65,463
Mastr Adjustable Rate Mortgages Trust 4.74999% 0.00012 70,988 66,310
Federal National Mortgage Association 3% 0.00012 70,487 65,187
Federal National Mortgage Association 4% 0.00012 66,509 64,227
Federal National Mortgage Association 3% 0.00012 71,633 65,979
Federal National Mortgage Association 6% 0.00012 62,498 64,320
JP Morgan Mortgage Trust 5.39202% 0.00012 71,524 64,792
Ameriquest Mortgage Securities 6.34043% 0.00012 68,422 67,543
Federal National Mortgage Association 5.138% 0.00012 67,447 68,084
Federal National Mortgage Association 3.5% 0.00012 67,987 63,555
Federal National Mortgage Association 6% 0.00012 62,806 65,292
Federal National Mortgage Association 3.5% 0.00012 67,543 66,203
Federal National Mortgage Association 3% 0.00012 69,933 64,411
Federal National Mortgage Association 6% 0.00012 64,357 67,538
Federal National Mortgage Association 3.5% 0.00012 68,948 67,720
Federal National Mortgage Association 6% 0.00012 62,467 64,949
Federal National Mortgage Association 6% 0.00012 64,539 67,489
Federal National Mortgage Association 4.5% 0.00012 66,872 66,486
Federal Home Loan Mortgage Corp. 3.5% 0.00012 69,260 65,588
Federal National Mortgage Association 3.5% 0.00012 64,978 63,389
Fnma Pass-Thru I 3.5% 0.00012 66,659 64,897
Government National Mortgage Association 5% 0.00012 65,635 66,398
Federal National Mortgage Association 6.02% 0.00012 68,530 68,158
Wamu Mortgage Pass-Through CTFS TR 4.48452% 0.00012 71,306 65,030
Indymac Arm Trust 5.54492% 0.00012 69,869 64,194
Federal National Mortgage Association 8% 0.00012 63,202 65,313
Federal National Mortgage Association 4% 0.00012 71,224 68,516
Federal National Mortgage Association 6% 0.00012 61,769 63,889
Federal National Mortgage Association 6% 0.00012 67,617 67,504
Federal National Mortgage Association 6% 0.00012 60,731 63,507
Federal National Mortgage Association 3% 0.00012 69,986 67,005
Federal National Mortgage Association 3.5% 0.00012 66,601 64,735
Federal National Mortgage Association 3% 0.00012 74,149 68,108
Federal National Mortgage Association 3.5% 0.00012 65,231 63,900
Federal National Mortgage Association 4.323% 0.00012 67,691 67,525
Federal National Mortgage Association 5.665% 0.00012 67,913 67,187
Government National Mortgage Association 3.625% 0.00012 68,376 66,766
Federal Home Loan Mortgage Corp. 3.5% 0.00012 66,878 65,221
Federal Home Loan Mortgage Corp. 6% 0.00012 63,731 64,852
Federal Home Loan Mortgage Corp. 4% 0.00012 66,230 64,013
Federal National Mortgage Association 3.5% 0.00012 67,577 66,391
Federal National Mortgage Association 4% 0.00012 71,006 68,416
Federal National Mortgage Association 5% 0.00012 67,328 66,699
CWMBS Inc 6.15043% 0.00012 78,643 66,110
Federal National Mortgage Association 5.978% 0.00012 64,362 64,149
CWMBS Inc 5.27905% 0.00012 69,729 64,150
Federal National Mortgage Association 5.785% 0.00012 66,858 66,333
Fnma Pass-Thru I 4% 0.00012 69,918 67,781
Federal National Mortgage Association 6% 0.00012 63,386 64,992
Federal National Mortgage Association 6% 0.00012 62,694 65,559
Federal National Mortgage Association 5.5% 0.00012 64,729 66,568
Federal National Mortgage Association 3.5% 0.00012 64,993 63,547
Federal Home Loan Mortgage Corp. 0% 0.00012 1,466,666 67,528
Federal National Mortgage Association 3.5% 0.00012 65,496 64,386
Banc Amer Fdg 06-B 2.37149% 0.00012 78,140 68,644
Fnma Pass-Thru I 4% 0.00012 70,868 67,132
Fnma Pass-Thru I 3% 0.00012 71,508 63,413
Csmc Trust 2017 3.2477% 0.00012 65,895 64,748
Federal Home Loan Mortgage Corp. 3.5% 0.00012 68,528 67,234
Federal National Mortgage Association 3.5% 0.00012 68,927 67,864
Federal National Mortgage Association 6.17191% 0.00012 65,231 65,098
Federal National Mortgage Association 5.90258% 0.00012 64,390 64,397
Federal National Mortgage Association 6% 0.00011 57,536 60,167
Federal National Mortgage Association 4% 0.00011 60,636 58,331
Federal Home Loan Mortgage Corp. 3.5% 0.00011 63,541 62,387
Federal National Mortgage Association 6% 0.00011 58,434 60,421
Federal National Mortgage Association 4% 0.00011 64,246 62,041
Government National Mortgage Association 3.5% 0.00011 64,038 60,582
Federal National Mortgage Association 4% 0.00011 64,527 62,843
Resident Asset Sec 6% 0.00011 111,897 58,439
Federal National Mortgage Association 4.5% 0.00011 59,864 58,918
Federal National Mortgage Association 3.5% 0.00011 60,937 59,746
Federal Home Loan Mortgage Corp. 4.5% 0.00011 61,770 61,395
Federal National Mortgage Association 4% 0.00011 62,493 60,349
Federal Home Loan Mortgage Corp. 4.5% 0.00011 61,904 61,997
Federal Home Loan Mortgage Corp. 3.5% 0.00011 61,443 59,841
Federal National Mortgage Association 5.5% 0.00011 56,173 57,921
Federal National Mortgage Association 5% 0.00011 63,294 62,754
1ST Horizon Mtg 5.77146% 0.00011 61,008 59,583
Government National Mortgage Association 3.625% 0.00011 63,499 61,917
Federal National Mortgage Association 3% 0.00011 68,641 63,219
Federal National Mortgage Association 6% 0.00011 57,938 60,585
Federal National Mortgage Association 4% 0.00011 65,166 62,883
Federal National Mortgage Association 6.5% 0.00011 58,656 59,930
Federal National Mortgage Association 6% 0.00011 60,357 62,691
Federal National Mortgage Association 8% 0.00011 56,064 59,294
Federal National Mortgage Association 4% 0.00011 61,773 59,655
Government National Mortgage Association 2.75% 0.00011 63,076 61,444
Federal National Mortgage Association 3.5% 0.00011 58,927 57,910
Federal National Mortgage Association 3.5% 0.00011 61,872 60,770
Federal Home Loan Mortgage Corp. 3.5% 0.00011 61,569 59,386
Federal National Mortgage Association 3.5% 0.00011 61,126 60,038
Fnma Pass-Thru I 3.5% 0.00011 60,399 58,326
Federal Home Loan Mortgage Corp. 3.5% 0.00011 64,477 62,951
Government National Mortgage Association 5% 0.00011 58,351 58,674
GS Mortgage Securities Corp 4.01707% 0.00011 69,192 61,567
CSMC Mortgage-Backed Trust Series 2006-1 5.39929% 0.00011 115,586 59,595
Government National Mortgage Association 3.625% 0.00011 64,816 63,220
Government National Mortgage Association 3.875% 0.00011 59,940 59,606
Banc America Funding Trust 6.07043% 0.00011 75,757 62,316
Government National Mortgage Association 4% 0.00011 60,216 59,361
Federal National Mortgage Association 6% 0.00011 59,338 61,135
Federal National Mortgage Association 6% 0.00011 56,227 57,959
Federal National Mortgage Association 3.5% 0.00011 60,679 59,111
Federal National Mortgage Association 6% 0.00011 57,037 58,574
Federal National Mortgage Association 6% 0.00011 56,694 59,288
Federal National Mortgage Association 5% 0.00011 58,919 59,956
Federal National Mortgage Association 3% 0.00011 63,939 58,888
Federal Home Loan Mortgage Corp. 4.5% 0.00011 59,450 58,902
Federal National Mortgage Association 3.5% 0.00011 59,367 58,403
Federal National Mortgage Association 6% 0.00011 58,362 60,701
Government National Mortgage Association 3.5% 0.00011 63,714 60,275
Cwalt Incorporation 6% 0.00011 130,793 61,473
Federal National Mortgage Association 5.91% 0.00011 60,739 60,307
Federal National Mortgage Association 4% 0.00011 64,795 62,572
Federal National Mortgage Association 5.5% 0.00011 56,680 58,438
Federal National Mortgage Association 4% 0.00011 61,976 59,954
Federal National Mortgage Association 5.5% 0.00011 58,533 60,354
Federal National Mortgage Association 6% 0.00011 58,866 60,681
Federal National Mortgage Association 3.5% 0.00011 65,515 63,283
Federal National Mortgage Association 4% 0.00011 62,387 60,246
Government National Mortgage Association 4% 0.00011 61,391 58,934
CWMBS Inc 4.24101% 0.00011 67,851 62,254
Government National Mortgage Association 3.625% 0.00011 64,377 62,582
Federal National Mortgage Association 3.5% 0.00011 60,437 58,979
Federal National Mortgage Association 6% 0.00011 55,808 58,385
Federal Home Loan Mortgage Corp. 3.5% 0.00011 62,950 61,762
Chase Mortgage Financial Trust 3.84657% 0.00011 63,008 58,220
Bear Stearns Asset Backed Securities Trust 6.13043% 0.00011 61,277 59,625
Government National Mortgage Association 3.625% 0.00011 63,101 62,661
Federal Home Loan Mortgage Corp. 3.5% 0.00010 58,515 57,057
Federal National Mortgage Association 6% 0.00010 50,908 52,946
Federal National Mortgage Association 6% 0.00010 53,142 55,109
Federal National Mortgage Association 5.373% 0.00010 55,872 56,063
Federal Home Loan Mortgage Corp. 4% 0.00010 55,878 55,194
Federal National Mortgage Association 4% 0.00010 54,550 52,679
Federal National Mortgage Association 3.5% 0.00010 58,360 57,412
Federal National Mortgage Association 6% 0.00010 51,920 54,329
Government National Mortgage Association 6% 0.00010 55,285 57,392
Federal National Mortgage Association 4.5% 0.00010 54,090 53,801
Federal National Mortgage Association 6% 0.00010 53,964 55,878
Federal National Mortgage Association 3.5% 0.00010 59,392 57,782
Federal National Mortgage Association 4% 0.00010 58,896 57,777
Merrill Lynch Mortgage Investors, Inc. 6.13043% 0.00010 63,449 57,242
Bear Stearns Arm Trust 4.80307% 0.00010 79,056 57,728
Federal National Mortgage Association 4% 0.00010 59,563 57,513
Federal National Mortgage Association 6% 0.00010 53,149 55,267
Federal National Mortgage Association 3% 0.00010 60,313 55,548
Federal National Mortgage Association 8% 0.00010 55,564 57,455
Federal National Mortgage Association 6% 0.00010 53,736 55,809
Federal National Mortgage Association 6% 0.00010 55,604 57,644
Federal National Mortgage Association 6% 0.00010 52,642 54,439
Federal National Mortgage Association 6% 0.00010 53,899 55,678
Government National Mortgage Association 5% 0.00010 51,894 52,497
Federal National Mortgage Association 6% 0.00010 54,862 57,371
Federal National Mortgage Association 3.5% 0.00010 55,208 54,291
Federal National Mortgage Association 3.5% 0.00010 56,454 55,516
Federal National Mortgage Association 3.5% 0.00010 57,567 56,704
Banc Amer Fdg 06-B 3.49988% 0.00010 67,939 55,491
HSI Asset Securitization Corporation Trust 5.57043% 0.00010 137,553 54,982
Harborview Mtg Loan Trust 4.72454% 0.00010 56,192 53,309
Federal National Mortgage Association 5.972% 0.00010 51,207 52,691
Alternative Loan Trust 5.75% 0.00010 97,150 56,095
Fremont Home Loan Trust 6.40043% 0.00010 57,071 52,640
Federal National Mortgage Association 5.93% 0.00010 54,800 54,697
Federal National Mortgage Association 5.557% 0.00010 57,085 56,159
Federal National Mortgage Association 6% 0.00010 51,639 53,970
Federal National Mortgage Association 5.5% 0.00010 55,696 57,138
Federal National Mortgage Association 4% 0.00010 58,005 56,680
Federal National Mortgage Association 5.5% 0.00010 55,189 56,905
Federal National Mortgage Association 6% 0.00010 53,937 56,397
Federal National Mortgage Association 6% 0.00010 54,633 56,603
Federal National Mortgage Association 3.5% 0.00010 55,437 54,169
Federal National Mortgage Association 3.5% 0.00010 58,607 57,000
Federal National Mortgage Association 6% 0.00010 50,581 52,893
Federal National Mortgage Association 6% 0.00010 55,425 57,574
Federal National Mortgage Association 5% 0.00010 56,666 57,663
Government National Mortgage Association 3.5% 0.00010 58,628 55,463
Federal National Mortgage Association 8% 0.00010 53,786 54,846
Federal National Mortgage Association 6% 0.00010 51,032 53,238
Federal National Mortgage Association 4.5% 0.00010 53,967 53,682
Federal Home Loan Mortgage Corp. 3% 0.00010 1,604,845 57,239
Wamu Mortgage Pass-Through CTFS TR 6.0118% 0.00010 59,062 53,568
Structured Asset Mortgage Investments II Trust 5.93043% 0.00010 64,449 54,685
Harborview Mtg Loan Trust 6.27023% 0.00010 75,454 55,276
Federal National Mortgage Association 6% 0.00010 54,282 56,241
Federal National Mortgage Association 8.5% 0.00010 51,892 52,313
Federal National Mortgage Association 5.5% 0.00010 53,922 55,597
Federal National Mortgage Association 6% 0.00010 55,984 57,677
Federal National Mortgage Association 5% 0.00010 52,992 53,452
Federal National Mortgage Association 3% 0.00010 59,882 55,153
Federal National Mortgage Association 5% 0.00010 54,976 55,881
Federal National Mortgage Association 6% 0.00010 54,012 55,811
Federal National Mortgage Association 5% 0.00010 55,597 55,875
CWALT Alternative Loan Trust 2006-OA16 5.97043% 0.00010 76,671 54,737
Federal Home Loan Mortgage Corp. 3.5% 0.00010 53,366 52,429
Federal National Mortgage Association 3.5% 0.00010 54,684 53,796
Federal National Mortgage Association 6% 0.00010 52,249 54,474
Federal Home Loan Mortgage Corp. 4.5% 0.00010 54,771 54,047
Federal Home Loan Mortgage Corp. 3% 0.00010 56,759 55,105
Federal Home Loan Mortgage Corp. 3% 0.00010 59,351 52,623
Federal National Mortgage Association 6% 0.00010 54,378 55,622
Federal National Mortgage Association 3.5% 0.00010 56,011 54,760
Federal National Mortgage Association 3.5% 0.00010 59,177 57,752
Cwalt Incorporation 5.68043% 0.00010 60,289 54,045
CWMBS Inc 6.05043% 0.00010 62,520 55,585
Federal National Mortgage Association 4.025% 0.00010 54,815 54,441
Securitized Asset Backed Receivables Llc Trust 5.59043% 0.00010 230,310 52,538
Federal National Mortgage Association 6% 0.00009 46,361 48,479
Fnma Pass-Thru I 3% 0.00009 50,238 48,033
Federal National Mortgage Association 3.5% 0.00009 51,537 50,644
Federal National Mortgage Association 6% 0.00009 49,650 51,920
Federal National Mortgage Association 6% 0.00009 48,127 50,028
Federal National Mortgage Association 5% 0.00009 48,850 48,435
Federal National Mortgage Association 5% 0.00009 48,705 48,519
Federal National Mortgage Association 3.5% 0.00009 51,789 50,687
Federal National Mortgage Association 4% 0.00009 54,188 52,128
Government National Mortgage Association 4% 0.00009 49,588 47,580
Government National Mortgage Association 2.75% 0.00009 48,617 47,198
Government National Mortgage Association 3.875% 0.00009 48,869 48,199
Federal National Mortgage Association 4% 0.00009 53,199 51,544
Federal National Mortgage Association 6% 0.00009 48,322 49,942
Federal National Mortgage Association 6% 0.00009 49,540 51,454
Federal National Mortgage Association 4.5% 0.00009 47,675 47,422
Federal National Mortgage Association 4% 0.00009 52,003 50,218
Federal National Mortgage Association 6% 0.00009 49,958 52,018
Federal National Mortgage Association 6% 0.00009 45,650 47,717
Federal National Mortgage Association 3% 0.00009 51,022 46,991
Federal National Mortgage Association 5.75% 0.00009 49,140 49,102
Federal Home Loan Mortgage Corp. 3.5% 0.00009 50,260 49,294
Federal National Mortgage Association 3.5% 0.00009 48,654 47,749
Federal National Mortgage Association 3.5% 0.00009 49,420 48,175
Residential Fdg I 6.5% 0.00009 54,267 51,821
Federal Home Loan Mortgage Corp. 4.5% 0.00009 51,426 51,034
Structured Asset Securities Corp. 6.75% 0.00009 50,006 46,998
STIF FUND (SGD) 0.00009 63,599 48,214
Cwalt Incorporation 4.39434% 0.00009 63,028 50,752
Banc America Funding Trust 6% 0.00009 63,611 51,620
Federal Home Loan Mortgage Corp. 4.578% 0.00009 51,373 49,749
Federal National Mortgage Association 3% 0.00009 54,504 50,203
Federal National Mortgage Association 6% 0.00009 49,800 51,687
Federal National Mortgage Association 6% 0.00009 48,607 50,830
Federal National Mortgage Association 4% 0.00009 52,326 50,932
Federal National Mortgage Association 6% 0.00009 48,467 50,290
Fnma Pass-Thru I 4% 0.00009 48,695 47,024
Federal National Mortgage Association 4% 0.00009 49,920 48,763
Federal National Mortgage Association 6% 0.00009 46,565 48,690
Federal National Mortgage Association 3.5% 0.00009 53,000 51,208
Federal Home Loan Mortgage Corp. 3% 0.00009 54,313 48,156
Federal Home Loan Mortgage Corp. 3.5% 0.00009 50,985 48,789
CWABS Asset-Backed Certificates Trust 2007-2 5.61043% 0.00009 47,486 47,144
Structured Asset M 5.81043% 0.00009 167,009 49,842
Morgan Stanley ABS Capital I Inc Trust 2006-WMC2 5.57043% 0.00009 131,188 48,470
Federal National Mortgage Association 5.5% 0.00009 47,737 49,218
Federal National Mortgage Association 3% 0.00009 55,960 51,539
Federal National Mortgage Association 4% 0.00009 53,423 51,360
Federal National Mortgage Association 7% 0.00009 50,909 51,078
Government National Mortgage Association 4% 0.00009 49,586 47,675
Federal National Mortgage Association 4% 0.00009 52,663 51,443
Federal National Mortgage Association 6% 0.00009 47,290 48,682
Federal National Mortgage Association 4% 0.00009 53,120 51,298
Government National Mortgage Association 6% 0.00009 47,003 49,662
Federal National Mortgage Association 7% 0.00009 47,830 47,978
Federal National Mortgage Association 5.5% 0.00009 45,710 47,130
Federal National Mortgage Association 4% 0.00009 53,131 51,325
Federal Home Loan Mortgage Corp. 4.5% 0.00009 51,411 50,946
Government National Mortgage Association 3.625% 0.00009 53,048 52,074
Federal Home Loan Mortgage Corp. 6% 0.00009 45,258 46,857
Federal Home Loan Mortgage Corp. 3.5% 0.00009 53,001 49,356
Federal National Mortgage Association 6% 0.00009 45,561 47,644
Government National Mortgage Association 4% 0.00009 51,279 51,203
Federal Home Loan Mortgage Corp. 6.5% 0.00009 47,725 49,783
Government National Mortgage Association 2.75% 0.00009 50,534 49,772
Federal Home Loan Mortgage Corp. 3.5% 0.00008 45,350 44,135
Sequoia Mtg Trust 6.1724% 0.00008 47,659 43,462
Federal National Mortgage Association 6% 0.00008 44,257 46,018
Federal National Mortgage Association 3.5% 0.00008 46,697 45,760
Fnma Pass-Thru I 3.5% 0.00008 44,546 43,423
Federal National Mortgage Association 6% 0.00008 41,242 42,932
Federal National Mortgage Association 4% 0.00008 43,873 42,368
Federal National Mortgage Association 6% 0.00008 41,951 43,531
Federal National Mortgage Association 4% 0.00008 44,044 42,739
Federal National Mortgage Association 5.69231% 0.00008 47,028 45,802
Federal National Mortgage Association 6% 0.00008 42,659 43,919
Federal National Mortgage Association 4% 0.00008 42,986 41,427
Federal Home Loan Mortgage Corp. 4% 0.00008 43,092 42,134
Federal National Mortgage Association 3% 0.00008 47,006 43,292
Federal National Mortgage Association 3.5% 0.00008 46,757 45,851
Federal National Mortgage Association 5% 0.00008 44,572 44,711
Federal National Mortgage Association 3.5% 0.00008 45,553 45,095
Federal National Mortgage Association 6.383% 0.00008 43,109 42,836
JP Morgan Mortgage Trust 4.53816% 0.00008 48,486 45,512
Federal Home Loan Mortgage Corp. 6.06% 0.00008 44,059 43,960
Wamu Mortgage Pass-Through CTFS TR 6.15719% 0.00008 43,445 42,150
Federal National Mortgage Association 4% 0.00008 44,684 43,146
Federal National Mortgage Association 5% 0.00008 45,091 45,399
Federal National Mortgage Association 5% 0.00008 42,311 43,057
Federal National Mortgage Association 4% 0.00008 45,820 44,248
Federal National Mortgage Association 3% 0.00008 48,147 43,546
Federal National Mortgage Association 6% 0.00008 43,639 45,507
Federal National Mortgage Association 4% 0.00008 47,409 46,158
Federal National Mortgage Association 6% 0.00008 43,989 45,964
Federal Home Loan Mortgage Corp. 3.5% 0.00008 44,426 43,268
Federal Home Loan Mortgage Corp. 3.5% 0.00008 44,399 43,646
Government National Mortgage Association 3% 0.00008 44,576 43,546
Federal Home Loan Mortgage Corp. 6.25% 0.00008 42,247 42,678
Federal National Mortgage Association 6% 0.00008 44,678 46,425
Fnma Pass-Thru I 5.5% 0.00008 42,270 42,605
Indymac MBS Inc 5.89043% 0.00008 49,479 43,374
Indymac MBS Inc 5.93043% 0.00008 47,645 42,692
Federal National Mortgage Association 5.77191% 0.00008 47,134 46,283
Federal National Mortgage Association 6.628% 0.00008 44,045 43,708
Federal National Mortgage Association 6.412% 0.00008 47,795 46,699
Federal Home Loan Mortgage Corp. 5% 0.00008 44,214 43,803
Federal National Mortgage Association 3% 0.00008 46,011 42,376
Federal National Mortgage Association 6% 0.00008 40,891 42,803
Federal National Mortgage Association 4% 0.00008 47,423 45,796
Federal National Mortgage Association 4% 0.00008 44,976 43,266
Federal National Mortgage Association 5% 0.00008 43,871 43,978
Federal National Mortgage Association 3% 0.00008 46,058 43,999
Federal National Mortgage Association 3% 0.00008 48,264 44,124
Government National Mortgage Association 2.75% 0.00008 47,292 46,223
Federal National Mortgage Association 3.5% 0.00008 45,672 44,795
Federal Home Loan Mortgage Corp. 6.5% 0.00008 46,632 46,508
Federal Home Loan Mortgage Corp. 4.5% 0.00008 42,857 42,273
Fnma Pass-Thru I 4% 0.00008 48,889 46,315
Federal Home Loan Mortgage Corp. 4.5% 0.00008 42,637 42,707
Federal Home Loan Mortgage Corp. 3.5% 0.00008 46,099 44,373
Federal Home Loan Mortgage Corp. 6.00292% 0.00008 42,540 41,902
Federal Home Loan Mortgage Corp. 4.765% 0.00008 47,205 46,712
Indymac MBS Inc 5.5% 0.00008 44,399 43,018
Bear Stearns Alternative A Trust 5.02733% 0.00008 46,531 43,335
Federal National Mortgage Association 4% 0.00008 43,557 42,203
Federal National Mortgage Association 3.5% 0.00008 45,213 44,316
Federal National Mortgage Association 6% 0.00008 43,984 45,341
Federal National Mortgage Association 6% 0.00008 42,714 44,668
Federal National Mortgage Association 4% 0.00008 45,746 44,007
Federal National Mortgage Association 6% 0.00008 41,202 42,845
Fnma Pass-Thru I 4.5% 0.00008 42,881 41,656
Federal National Mortgage Association 4.5% 0.00008 47,868 46,485
Adjustable Rate Mortgage Trust 4.81988% 0.00008 48,580 42,091
Federal National Mortgage Association 6.412% 0.00008 45,317 44,289
CWMBS Inc 6.11043% 0.00008 45,320 41,873
Mastr Adjustable Rate Mortgages Trust 4.50632% 0.00008 49,063 44,641
JP Morgan Mortgage Trust 5.03745% 0.00008 55,849 41,944
Federal National Mortgage Association 6% 0.00007 38,230 39,635
Federal National Mortgage Association 6.5% 0.00007 37,063 38,517
Federal National Mortgage Association 6% 0.00007 34,399 35,871
Federal Home Loan Mortgage Corp. 6.5% 0.00007 37,668 38,576
Federal National Mortgage Association 8.5% 0.00007 37,873 39,995
Federal National Mortgage Association 4.5% 0.00007 38,046 37,462
Federal National Mortgage Association 3.5% 0.00007 37,549 36,880
Federal National Mortgage Association 5.5% 0.00007 39,260 40,481
Federal National Mortgage Association 6% 0.00007 35,901 37,206
Government National Mortgage Association 3.875% 0.00007 41,541 40,979
Government National Mortgage Association 3% 0.00007 36,853 36,677
Government National Mortgage Association 3.625% 0.00007 40,906 40,581
Federal National Mortgage Association 3% 0.00007 44,784 41,246
Federal National Mortgage Association 6% 0.00007 38,336 40,089
Federal National Mortgage Association 5% 0.00007 37,237 36,889
Federal National Mortgage Association 4% 0.00007 41,302 40,255
Federal National Mortgage Association 4% 0.00007 37,457 36,450
Federal National Mortgage Association 6% 0.00007 34,267 35,823
Federal National Mortgage Association 6% 0.00007 35,591 36,628
Government National Mortgage Association 3.5% 0.00007 38,036 35,957
Federal National Mortgage Association 6% 0.00007 35,432 36,750
Federal National Mortgage Association 6% 0.00007 35,909 37,551
Federal National Mortgage Association 6% 0.00007 38,835 40,382
Federal National Mortgage Association 3.5% 0.00007 37,801 37,370
Federal Home Loan Mortgage Corp. 3.5% 0.00007 38,354 37,459
Credit Suisse First Boston Mortgage Securities Corp. 6.75% 0.00007 43,823 41,223
Federal Home Loan Mortgage Corp. 3.5% 0.00007 40,258 39,251
Federal National Mortgage Association 4% 0.00007 37,136 35,862
Government National Mortgage Association 3.625% 0.00007 36,506 36,017
Alternative Loan Trust 5.82043% 0.00007 115,816 39,763
Braemar Hotels & Resorts Inc 6.354% 0.00007 39,606 39,429
Federal Home Loan Mortgage Corp. 5.845% 0.00007 39,453 39,067
GS Mortgage Securities Corp 4.62985% 0.00007 39,523 36,290
Federal Home Loan Mortgage Corp. 5% 0.00007 37,033 36,683
Alternative Loan Trust 6% 0.00007 71,419 39,053
Federal National Mortgage Association 5.5% 0.00007 38,828 40,034
Federal National Mortgage Association 3.5% 0.00007 38,116 37,154
Federal National Mortgage Association 4% 0.00007 41,756 40,014
Federal National Mortgage Association 8% 0.00007 38,389 40,107
Federal National Mortgage Association 5% 0.00007 40,466 40,963
Federal National Mortgage Association 6% 0.00007 34,691 36,275
Government National Mortgage Association 3.5% 0.00007 41,193 38,969
Federal National Mortgage Association 6% 0.00007 36,399 37,628
Federal National Mortgage Association 5.5% 0.00007 37,795 38,971
Federal National Mortgage Association 3.5% 0.00007 38,682 37,780
Federal National Mortgage Association 6% 0.00007 39,568 41,099
Federal National Mortgage Association 4% 0.00007 42,293 40,842
Federal National Mortgage Association 7.5% 0.00007 36,838 37,420
Fnma Pass-Thru I 4% 0.00007 40,564 39,524
Government National Mortgage Association 3.5% 0.00007 41,051 38,099
Fnma Pass-Thru I 3% 0.00007 42,986 38,329
Federal National Mortgage Association 3.5% 0.00007 41,184 40,042
Federal National Mortgage Association 6% 0.00007 36,799 38,222
Federal National Mortgage Association 6% 0.00007 37,334 38,690
Federal National Mortgage Association 6% 0.00007 39,229 40,640
Federal Home Loan Mortgage Corp. 3.5% 0.00007 37,362 36,072
Federal Home Loan Mortgage Corp. 7.5% 0.00007 37,115 37,337
Federal National Mortgage Association 5.5% 0.00007 35,118 36,028
Federal National Mortgage Association 6% 0.00007 38,560 39,960
Fnma Pass-Thru I 4% 0.00007 40,857 39,303
Banc America Mortgage Securitites Inc 5.36079% 0.00007 51,430 41,140
Renaissance Hm Eqt 6.35043% 0.00007 40,274 36,755
Government National Mortgage Association 3.625% 0.00007 38,854 38,552
Wamu Mtg Pass-Through Ctfs Ser 2007 3.87953% 0.00007 44,733 37,083
Federal National Mortgage Association 6% 0.00007 35,536 36,826
Federal Home Loan Mortgage Corp. 3.5% 0.00007 41,717 41,010
Government National Mortgage Association 6% 0.00007 36,453 38,511
Federal National Mortgage Association 5.5% 0.00007 38,219 39,407
Legacy Mortgage Asset Trust 0% 0.00007 38,560 37,564
Federal National Mortgage Association 4% 0.00007 39,149 37,806
Federal National Mortgage Association 6% 0.00007 38,469 39,954
Federal National Mortgage Association 4.5% 0.00007 37,391 37,192
Federal National Mortgage Association 5.5% 0.00007 36,741 37,880
Federal National Mortgage Association 4% 0.00007 38,375 37,363
Federal National Mortgage Association 5% 0.00007 39,971 40,065
Federal National Mortgage Association 6% 0.00007 35,155 36,763
Government National Mortgage Association 3.875% 0.00007 36,701 36,392
Federal National Mortgage Association 3.5% 0.00007 41,594 40,876
JP Morgan Mortgage Trust 5% 0.00007 39,067 38,841
Resident Asset Sec 6.25% 0.00007 67,429 37,901
Federal National Mortgage Association 3.5% 0.00007 37,518 36,773
Government National Mortgage Association 3.625% 0.00007 41,849 41,145
Government National Mortgage Association 2.75% 0.00007 39,089 38,369
Government National Mortgage Association 7.5% 0.00007 36,089 38,311
Federal Home Loan Mortgage Corp. 3.5% 0.00007 39,510 38,828
Federal Home Loan Mortgage Corp. 7% 0.00007 36,758 37,975
Federal Home Loan Mortgage Corp. 3.5% 0.00007 39,485 38,726
Federal National Mortgage Association 3.5% 0.00007 39,982 38,994
Citicorp Mortgage Securities Trust 5.5% 0.00007 43,422 40,539
Banc America Mortgage Securitites Inc 4.95075% 0.00007 46,533 40,809
Government National Mortgage Association 3.625% 0.00007 38,920 38,501
Federal National Mortgage Association 6% 0.00006 33,292 34,815
Federal National Mortgage Association 3.5% 0.00006 33,661 33,080
Federal National Mortgage Association 5.5% 0.00006 33,729 34,690
Federal Home Loan Mortgage Corp. 3.5% 0.00006 37,389 35,173
Federal National Mortgage Association 3% 0.00006 35,342 32,118
Federal National Mortgage Association 3.5% 0.00006 33,618 33,028
Federal National Mortgage Association 5.718% 0.00006 31,766 31,420
Merrill Lynch Mortgage Investors, Inc. 6.62109% 0.00006 35,571 32,610
Government National Mortgage Association 2.75% 0.00006 33,122 32,676
Fnma Pass-Thru I 5% 0.00006 32,345 32,040
Federal National Mortgage Association 6% 0.00006 29,203 30,302
Federal National Mortgage Association 3% 0.00006 37,631 34,938
Government National Mortgage Association 3.5% 0.00006 34,633 32,764
Federal National Mortgage Association 4% 0.00006 33,159 32,021
Federal National Mortgage Association 6% 0.00006 30,392 31,362
Federal National Mortgage Association 5% 0.00006 31,151 31,770
Federal Home Loan Mortgage Corp. 3.5% 0.00006 31,087 30,534
Federal National Mortgage Association 3% 0.00006 34,324 31,612
Flagship Credit Auto Trust 2022-2 3.28% 0.00006 30,482 30,452
Federal National Mortgage Association 6% 0.00006 32,152 33,500
Government National Mortgage Association 3.5% 0.00006 34,657 32,787
Federal National Mortgage Association 8% 0.00006 31,073 31,254
C-Bass Mortgage Loan Asset-Backed Certificates 5.59043% 0.00006 79,709 35,371
Government National Mortgage Association 3.875% 0.00006 34,117 33,576
Federal National Mortgage Association 5.038% 0.00006 33,646 33,313
Struct Asset Mtg 5.89043% 0.00006 47,372 31,900
Federal National Mortgage Association 5.675% 0.00006 32,454 32,237
Federal National Mortgage Association 4% 0.00006 35,200 34,118
Federal Home Loan Mortgage Corp. 4.5% 0.00006 34,836 34,608
Federal National Mortgage Association 6% 0.00006 31,705 32,685
Federal National Mortgage Association 6% 0.00006 30,475 31,565
Federal National Mortgage Association 5.5% 0.00006 29,659 30,582
Federal National Mortgage Association 5.5% 0.00006 31,291 32,264
Federal National Mortgage Association 4% 0.00006 36,362 35,114
Federal National Mortgage Association 6% 0.00006 34,242 35,725
Federal National Mortgage Association 6% 0.00006 33,694 34,991
Federal National Mortgage Association 6% 0.00006 30,569 31,964
Federal National Mortgage Association 3% 0.00006 38,078 35,007
Government National Mortgage Association 3.5% 0.00006 33,687 31,869
Federal National Mortgage Association 3.5% 0.00006 32,443 30,328
Federal National Mortgage Association 5.5% 0.00006 33,248 34,280
Federal National Mortgage Association 4% 0.00006 31,444 30,375
Federal National Mortgage Association 6% 0.00006 33,276 34,799
Federal National Mortgage Association 6% 0.00006 30,150 31,366
Federal Home Loan Mortgage Corp. 7.132% 0.00006 31,865 32,091
Government National Mortgage Association 3.625% 0.00006 33,079 32,304
Federal Home Loan Mortgage Corp. 4.5% 0.00006 32,796 32,581
Fnma Pass-Thru I 3.5% 0.00006 33,903 32,612
Federal Home Loan Mortgage Corp. 6% 0.00006 33,801 34,396
Federal National Mortgage Association 3.5% 0.00006 35,900 35,330
Federal Home Loan Mortgage Corp. 3.5% 0.00006 36,443 35,642
Federal National Mortgage Association 3.5% 0.00006 35,579 34,965
Government National Mortgage Association 3.875% 0.00006 34,102 33,796
Government National Mortgage Association 3.625% 0.00006 36,558 35,600
Federal National Mortgage Association 5.875% 0.00006 35,574 35,347
Federal National Mortgage Association 5.738% 0.00006 33,461 33,188
CWABS Inc. 7.87301% 0.00006 35,223 30,894
Federal Home Loan Mortgage Corp. 5.85292% 0.00006 35,702 35,572
Federal National Mortgage Association 4% 0.00006 32,253 31,146
Fnma Pass-Thru I 3.5% 0.00006 33,117 31,656
Federal National Mortgage Association 4% 0.00006 32,792 31,667
Federal National Mortgage Association 6% 0.00006 32,480 33,541
Federal National Mortgage Association 5% 0.00006 34,340 34,943
Federal National Mortgage Association 6% 0.00006 30,118 31,277
Federal National Mortgage Association 4% 0.00006 31,927 30,832
Federal National Mortgage Association 5% 0.00006 33,386 33,664
Federal National Mortgage Association 4% 0.00006 33,407 32,550
Federal National Mortgage Association 3.5% 0.00006 34,876 34,173
Federal National Mortgage Association 3.5% 0.00006 32,437 31,801
Federal National Mortgage Association 6% 0.00006 30,440 31,730
Federal National Mortgage Association 6% 0.00006 30,326 31,280
Federal National Mortgage Association 5% 0.00006 33,906 33,470
CHL Mortgage Pass-Through Trust 6% 0.00006 83,591 33,284
Federal National Mortgage Association 5.522% 0.00006 31,642 31,265
Federal Home Loan Mortgage Corp. 7% 0.00006 31,634 31,487
Federal National Mortgage Association 6% 0.00006 34,669 35,714
Federal National Mortgage Association 6.412% 0.00006 32,638 31,820
Indymac MBS Inc 4.69875% 0.00006 36,476 34,654
Federal National Mortgage Association 5.895% 0.00006 31,237 30,892
Federal Home Loan Mortgage Corp. 5.899% 0.00006 32,700 32,473
Federal National Mortgage Association 4% 0.00006 31,866 30,743
Federal National Mortgage Association 4% 0.00006 32,477 31,363
Federal National Mortgage Association 6% 0.00006 32,501 33,662
Federal National Mortgage Association 6% 0.00006 32,998 33,991
Federal National Mortgage Association 3.5% 0.00006 32,513 31,798
Federal National Mortgage Association 3.5% 0.00006 33,561 32,611
Federal National Mortgage Association 3% 0.00006 36,620 33,727
Federal National Mortgage Association 6% 0.00006 33,497 34,565
Federal National Mortgage Association 5.5% 0.00006 33,067 34,094
Federal National Mortgage Association 4% 0.00006 35,223 34,015
Federal National Mortgage Association 4% 0.00006 33,823 33,050
Federal National Mortgage Association 4% 0.00006 31,969 30,753
Federal National Mortgage Association 6% 0.00006 31,151 32,232
Federal National Mortgage Association 6% 0.00006 29,473 30,538
Federal National Mortgage Association 3.5% 0.00006 35,394 33,271
Federal National Mortgage Association 4% 0.00006 35,972 34,738
Federal Home Loan Mortgage Corp. 6.5% 0.00006 28,765 30,373
Federal National Mortgage Association 6.029% 0.00006 32,017 31,707
Government National Mortgage Association 2.75% 0.00006 31,010 30,389
Federal National Mortgage Association 3.5% 0.00006 34,054 33,174
Government National Mortgage Association 3.875% 0.00006 35,039 34,911
Credit Suisse First Boston Mortgage Securities Corp. 7.5% 0.00006 33,275 34,118
Federal Home Loan Mortgage Corp. 4.5% 0.00006 30,507 30,346
Federal National Mortgage Association 4% 0.00006 31,608 30,807
Federal National Mortgage Association 6% 0.00006 34,018 35,390
Bcap Llc Tr 07-Aa2 5.89043% 0.00006 32,896 31,121
GS Mortgage Securities Corp 5.65043% 0.00006 356,931 31,869
Federal National Mortgage Association 5.014% 0.00006 33,639 33,407
Federal National Mortgage Association 5.5% 0.00005 24,996 25,771
Federal National Mortgage Association 8.5% 0.00005 26,254 27,133
Federal National Mortgage Association 4% 0.00005 30,650 29,371
Federal Home Loan Mortgage Corp. 6% 0.00005 25,223 25,665
Government National Mortgage Association 7% 0.00005 24,720 25,057
Government National Mortgage Association 3.625% 0.00005 30,495 29,909
Federal Home Loan Mortgage Corp. 3.5% 0.00005 29,585 28,773
Federal National Mortgage Association 3.5% 0.00005 25,982 25,398
Indymac Arm Trust 5.68626% 0.00005 27,933 26,064
Federal Home Loan Mortgage Corp. 3.5% 0.00005 26,972 26,249
Federal Home Loan Mortgage Corp. 3.5% 0.00005 27,780 27,108
Government National Mortgage Association 3.625% 0.00005 28,615 28,401
Federal National Mortgage Association 5.5% 0.00005 26,996 27,834
GS Mortgage Securities Corp 5.77043% 0.00005 34,998 30,055
Federal National Mortgage Association 6% 0.00005 26,055 26,849
Federal National Mortgage Association 6.12191% 0.00005 26,592 26,566
Federal National Mortgage Association 5% 0.00005 28,617 28,374
Federal National Mortgage Association 3.5% 0.00005 27,090 25,984
Government National Mortgage Association 3.5% 0.00005 29,727 27,977
Federal National Mortgage Association 4% 0.00005 26,966 26,283
Federal National Mortgage Association 3.5% 0.00005 28,086 27,221
Federal National Mortgage Association 5.5% 0.00005 26,644 27,404
Federal National Mortgage Association 6% 0.00005 26,595 27,491
Federal National Mortgage Association 6% 0.00005 25,380 26,148
Federal National Mortgage Association 6% 0.00005 25,634 26,445
Federal National Mortgage Association 6% 0.00005 27,516 28,774
Federal National Mortgage Association 4% 0.00005 29,420 28,636
Federal National Mortgage Association 6% 0.00005 28,571 29,854
Federal National Mortgage Association 4% 0.00005 26,978 26,053
Federal National Mortgage Association 3.5% 0.00005 30,464 29,639
Federal National Mortgage Association 5.90191% 0.00005 25,918 25,756
Federal National Mortgage Association 6% 0.00005 27,920 28,849
Federal National Mortgage Association 4% 0.00005 30,003 28,973
Federal National Mortgage Association 6% 0.00005 26,912 28,142
Federal National Mortgage Association 5% 0.00005 24,639 25,075
Government National Mortgage Association 6.5% 0.00005 27,176 27,884
Federal National Mortgage Association 6% 0.00005 24,167 25,050
Federal National Mortgage Association 4% 0.00005 30,556 29,628
Federal National Mortgage Association 5.5% 0.00005 27,627 28,486
Federal National Mortgage Association 4% 0.00005 31,192 30,121
Federal National Mortgage Association 6% 0.00005 24,399 25,196
Fnma Pass-Thru I 4% 0.00005 27,226 26,419
Federal National Mortgage Association 3.5% 0.00005 26,621 25,709
Federal National Mortgage Association 6% 0.00005 23,929 24,883
Federal National Mortgage Association 6% 0.00005 25,452 26,615
Federal National Mortgage Association 4% 0.00005 28,320 27,322
Federal National Mortgage Association 8.5% 0.00005 25,074 25,001
Wells Fargo Mortgage Backed Secs 4.60437% 0.00005 28,071 25,169
Federal National Mortgage Association 5.778% 0.00005 27,151 27,020
Chase Fdg Mtg Ln 6.03043% 0.00005 28,431 27,095
Residential Accredit Loans Inc 4.33749% 0.00005 26,246 25,348
Federal Home Loan Mortgage Corp. 6% 0.00005 29,559 30,079
Federal National Mortgage Association 3.5% 0.00005 29,917 29,163
Federal National Mortgage Association 3.5% 0.00005 29,454 28,787
Federal Home Loan Mortgage Corp. 3.5% 0.00005 27,955 27,409
Federal Home Loan Mortgage Corp. 3.5% 0.00005 30,303 29,491
Small Business Administration 4.95% 0.00005 28,542 28,463
Federal National Mortgage Association 6% 0.00005 26,786 28,201
JP Morgan Mortgage Trust 4.40633% 0.00005 35,230 25,581
CWMBS Inc 6.11043% 0.00005 34,425 29,699
Government National Mortgage Association 4% 0.00005 30,586 30,188
Luminent Mortgage Trust 5.87043% 0.00005 38,516 28,717
Salomon Brothers Mtg Secs VII Inc 5.97043% 0.00005 26,521 25,836
Bear Stearns Arm Trust 5.09901% 0.00005 27,796 26,061
Government National Mortgage Association 2.75% 0.00005 29,928 29,123
Banc Americ 2006-J 5.061% 0.00005 29,157 24,997
Federal Home Loan Mortgage Corp. 4.951% 0.00005 26,609 26,969
Federal National Mortgage Association 5.85191% 0.00005 27,049 27,000
Federal National Mortgage Association 6% 0.00005 27,505 28,762
Federal National Mortgage Association 6% 0.00005 24,077 25,083
Federal National Mortgage Association 6% 0.00005 27,164 28,137
Federal National Mortgage Association 6% 0.00005 24,045 24,785
Federal National Mortgage Association 6% 0.00005 26,161 27,080
Federal National Mortgage Association 5% 0.00005 25,583 26,033
Federal National Mortgage Association 3% 0.00005 29,375 27,056
Federal National Mortgage Association 6% 0.00005 25,466 26,630
Federal National Mortgage Association 6% 0.00005 28,179 29,077
Federal National Mortgage Association 5% 0.00005 27,981 28,057
Federal National Mortgage Association 4% 0.00005 30,444 29,400
Federal National Mortgage Association 4% 0.00005 28,999 28,265
Federal National Mortgage Association 6% 0.00005 27,172 28,089
Federal National Mortgage Association 4.5% 0.00005 28,931 28,496
Federal National Mortgage Association 6% 0.00005 25,218 25,981
Federal National Mortgage Association 6% 0.00005 25,377 26,310
Federal National Mortgage Association 3% 0.00005 31,756 29,247
Federal National Mortgage Association 5% 0.00005 26,646 27,084
Federal National Mortgage Association 4.5% 0.00005 28,994 28,840
Federal National Mortgage Association 3.5% 0.00005 26,606 26,156
Federal National Mortgage Association 3.5% 0.00005 29,494 28,739
Fnma Pass-Thru I 3% 0.00005 28,042 25,071
Federal National Mortgage Association 3.5% 0.00005 27,970 27,496
Federal National Mortgage Association 3.5% 0.00005 30,535 29,766
Federal National Mortgage Association 6% 0.00005 24,107 25,210
Federal National Mortgage Association 3.5% 0.00005 26,469 25,960
Federal Home Loan Mortgage Corp. 0% 0.00005 554,397 29,168
Fnma Pass-Thru I 4.5% 0.00005 30,537 29,865
Government National Mortgage Association 3.625% 0.00005 30,014 29,489
Government National Mortgage Association 3.625% 0.00005 26,101 25,570
Federal Home Loan Mortgage Corp. 4% 0.00005 28,235 27,350
Small Business Administration 5.87% 0.00005 25,828 25,655
Government National Mortgage Association 3% 0.00005 29,446 28,754
Federal National Mortgage Association 6% 0.00005 24,331 25,042
Federal National Mortgage Association 5% 0.00005 26,123 25,892
Federal National Mortgage Association 4% 0.00005 26,300 25,370
Small Business Administration 6.02% 0.00005 26,077 26,375
Government National Mortgage Association 3.5% 0.00005 31,061 29,384
CWMBS Inc 3.69504% 0.00005 42,485 29,285
Federal National Mortgage Association 4.788% 0.00005 25,531 25,101
Wamu Mortgage Pass-Through CTFS TR 4.27184% 0.00005 34,197 29,828
CLNC 2019-FL1, LTD. 6.72023% 0.00005 26,973 26,934
Bear Stearns Arm Trust 4.74563% 0.00005 26,897 25,076
Federal National Mortgage Association 5.792% 0.00005 28,749 28,841
HSI Asset Loan Obligation Trust 5.59043% 0.00005 91,352 27,695
Credit Suisse First Boston Mortgage Securities Corp. 4.73675% 0.00005 28,784 26,005
Government National Mortgage Association 3.625% 0.00005 30,381 29,772
Structured Asset Securities Corp. 6.62399% 0.00005 27,748 26,879
Federal National Mortgage Association 6% 0.00005 29,350 30,182
Federal National Mortgage Association 4% 0.00005 26,748 26,033
Federal National Mortgage Association 6% 0.00005 29,131 30,110
Federal National Mortgage Association 8% 0.00005 25,376 25,305
Federal National Mortgage Association 4% 0.00005 27,007 26,089
Federal National Mortgage Association 6% 0.00005 27,062 28,057
Federal National Mortgage Association 3.5% 0.00005 28,875 28,460
Federal National Mortgage Association 6% 0.00005 23,966 24,864
Federal National Mortgage Association 5% 0.00005 26,684 27,156
Federal National Mortgage Association 3% 0.00005 27,181 24,898
Government National Mortgage Association 3.625% 0.00005 26,557 26,360
CWMBS Inc 5.5% 0.00005 75,659 28,385
Federal National Mortgage Association 3.5% 0.00005 30,298 29,536
GS Mortgage Securities Corp 6.97% 0.00005 35,762 28,747
Government National Mortgage Association 3.875% 0.00005 28,327 28,136
Fnma Pass-Thru I 3.5% 0.00005 25,811 25,243
Government National Mortgage Association 2.75% 0.00005 27,590 27,194
Federal National Mortgage Association 3.5% 0.00005 25,399 24,895
Federal National Mortgage Association 5.5% 0.00005 27,703 28,562
Federal National Mortgage Association 4% 0.00005 29,067 28,069
Banc America Mortgage Securitites Inc 5.26676% 0.00005 29,319 26,207
Federal Home Loan Mortgage Corp. 3.5% 0.00005 27,985 27,540
Bear Stearns Arm Trust 4.74563% 0.00005 30,331 27,802
Federal Home Loan Mortgage Corp. 3% 0.00005 28,102 25,357
JP Morgan Mortgage Trust 5.67375% 0.00005 28,166 27,170
Federal National Mortgage Association 6.03% 0.00005 26,207 26,088
Federal Home Loan Mortgage Corp. 3.5% 0.00005 29,505 28,988
Federal Home Loan Mortgage Corp. 4.5% 0.00005 25,590 25,393
Harborview Mtg Loan Trust 6.19023% 0.00005 31,219 26,549
Federal Home Loan Mortgage Corp. 7% 0.00005 28,952 30,227
Federal Home Loan Mortgage Corp. 3.5% 0.00005 30,264 29,725
Federal National Mortgage Association 6% 0.00005 24,712 25,661
Federal National Mortgage Association 4% 0.00005 31,175 30,106
Citigroup Mortgage Loan Trust 0% 0.00005 33,274 25,737
Federal National Mortgage Association 6% 0.00005 28,490 29,546
Federal Home Loan Mortgage Corp. 5% 0.00005 27,047 26,796
Federal National Mortgage Association 5.90191% 0.00005 29,143 29,134
Indymac MBS Inc 3.58239% 0.00005 30,420 27,333
JP Morgan Mortgage Trust 5.04447% 0.00005 30,229 28,831
Government National Mortgage Association 4% 0.00005 26,642 26,195
Dsla Mortgage Loan Trust 6.29023% 0.00005 32,622 28,832
Federal Home Loan Mortgage Corp. 6.011% 0.00005 28,984 29,056
Federal National Mortgage Association 6% 0.00004 18,822 19,431
Federal National Mortgage Association 6.5% 0.00004 21,048 21,960
Federal National Mortgage Association 6% 0.00004 20,258 20,858
Federal National Mortgage Association 6% 0.00004 18,728 19,415
Federal National Mortgage Association 3% 0.00004 25,564 23,419
Federal National Mortgage Association 5.5% 0.00004 19,766 20,159
Federal National Mortgage Association 3.5% 0.00004 25,130 24,594
Federal National Mortgage Association 5% 0.00004 22,966 23,144
Federal National Mortgage Association 5.5% 0.00004 18,739 19,320
Federal National Mortgage Association 6% 0.00004 19,544 20,213
Small Business Administration 5.51% 0.00004 19,919 19,789
Federal National Mortgage Association 3.5% 0.00004 24,733 24,032
Federal National Mortgage Association 6% 0.00004 21,874 22,588
Federal National Mortgage Association 5% 0.00004 22,344 22,136
Federal National Mortgage Association 4% 0.00004 20,822 20,107
Nomura Asset Acceptance Corp Alt Ln tr 4.38889% 0.00004 39,022 21,434
Federal Home Loan Mortgage Corp. 3.5% 0.00004 22,085 21,610
Federal National Mortgage Association 6% 0.00004 22,647 23,409
Federal National Mortgage Association 6% 0.00004 19,164 19,734
Federal National Mortgage Association 3.5% 0.00004 20,904 20,435
Federal Home Loan Mortgage Corp. 4.5% 0.00004 20,387 20,259
Federal National Mortgage Association 6% 0.00004 21,651 22,445
Government National Mortgage Association 3% 0.00004 20,549 20,191
Federal National Mortgage Association 6% 0.00004 20,676 21,252
Federal National Mortgage Association 3.5% 0.00004 21,037 20,522
Federal National Mortgage Association 6% 0.00004 18,835 19,488
Federal National Mortgage Association 6% 0.00004 23,311 24,197
Federal National Mortgage Association 5% 0.00004 21,503 21,883
Federal National Mortgage Association 4% 0.00004 20,539 19,834
Federal National Mortgage Association 4% 0.00004 24,056 23,439
Federal National Mortgage Association 3.5% 0.00004 23,767 23,322
Federal National Mortgage Association 6% 0.00004 21,200 21,974
Federal National Mortgage Association 5% 0.00004 20,815 20,617
Federal National Mortgage Association 7.5% 0.00004 22,020 22,160
Small Business Administration 4.625% 0.00004 21,386 21,146
Federal National Mortgage Association 6% 0.00004 22,292 22,933
Federal National Mortgage Association 6% 0.00004 22,711 23,749
Federal National Mortgage Association 3.5% 0.00004 20,240 19,897
Federal Home Loan Mortgage Corp. 5.875% 0.00004 22,893 23,346
Bear Stearns Arm Trust 4.9238% 0.00004 24,319 22,748
Government National Mortgage Association 4% 0.00004 20,244 20,081
Government National Mortgage Association 3.875% 0.00004 21,351 21,157
Alternative Loan Trust 6% 0.00004 43,778 24,217
CWABS Asset-Backed Certificates Trust 5.79043% 0.00004 22,231 21,645
Federal National Mortgage Association 6% 0.00004 20,896 21,851
Federal National Mortgage Association 6.5% 0.00004 20,057 19,965
Federal National Mortgage Association 6% 0.00004 21,779 22,492
Federal National Mortgage Association 4% 0.00004 22,379 21,611
Federal National Mortgage Association 5% 0.00004 23,359 23,772
Federal National Mortgage Association 3% 0.00004 25,295 22,985
Federal National Mortgage Association 3.5% 0.00004 24,206 23,892
Federal National Mortgage Association 6% 0.00004 20,102 20,711
Federal National Mortgage Association 6% 0.00004 21,411 21,616
Federal National Mortgage Association 6% 0.00004 22,318 23,005
Federal National Mortgage Association 6% 0.00004 18,982 19,850
Federal National Mortgage Association 5% 0.00004 24,431 24,206
Federal National Mortgage Association 4% 0.00004 24,849 23,996
Federal National Mortgage Association 6% 0.00004 20,297 21,033
Federal National Mortgage Association 4.5% 0.00004 22,173 21,999
Federal National Mortgage Association 6% 0.00004 19,045 19,784
Federal National Mortgage Association 6% 0.00004 23,451 24,524
Federal Home Loan Mortgage Corp. 4.5% 0.00004 22,406 21,759
Government National Mortgage Association 3.625% 0.00004 21,970 21,281
Federal Home Loan Mortgage Corp. 6.5% 0.00004 20,550 21,480
Federal National Mortgage Association 3.5% 0.00004 19,736 19,402
Federal National Mortgage Association 5% 0.00004 21,432 21,418
Federal National Mortgage Association 5% 0.00004 23,795 23,781
Government National Mortgage Association 3.625% 0.00004 20,728 20,301
Mellon Residential 6.33629% 0.00004 23,450 21,701
Government National Mortgage Association 3.625% 0.00004 22,400 22,071
Government National Mortgage Association 4% 0.00004 22,225 21,881
Government National Mortgage Association 4% 0.00004 21,353 21,280
Federal National Mortgage Association 1.09809% 0.00004 257,397 21,857
Fnma Pass-Thru I 4% 0.00004 24,801 23,950
Federal National Mortgage Association 6% 0.00004 21,379 22,155
Federal National Mortgage Association 5% 0.00004 20,909 21,033
Federal National Mortgage Association 6% 0.00004 18,921 19,731
Federal National Mortgage Association 6% 0.00004 24,014 24,713
Federal National Mortgage Association 6% 0.00004 23,270 23,961
Federal National Mortgage Association 6% 0.00004 18,869 19,620
Federal National Mortgage Association 6% 0.00004 18,738 19,539
Federal National Mortgage Association 6% 0.00004 20,623 21,270
Federal National Mortgage Association 6% 0.00004 22,346 23,148
Government National Mortgage Association 8% 0.00004 21,751 22,017
Federal National Mortgage Association 6% 0.00004 23,495 24,267
Federal National Mortgage Association 6% 0.00004 21,378 22,241
Federal National Mortgage Association 3% 0.00004 26,809 24,459
Federal National Mortgage Association 3.5% 0.00004 22,536 21,968
Federal National Mortgage Association 8.5% 0.00004 19,410 19,965
Federal National Mortgage Association 3.5% 0.00004 21,448 21,040
Federal National Mortgage Association 6% 0.00004 19,111 19,755
Government National Mortgage Association 2.75% 0.00004 21,571 21,311
Federal National Mortgage Association 6% 0.00004 23,471 24,544
Government National Mortgage Association 6% 0.00004 18,972 19,969
Federal National Mortgage Association 6% 0.00004 21,197 22,015
Government National Mortgage Association 6% 0.00004 21,665 22,156
Small Business Administration 6.07% 0.00004 20,864 20,736
Federal National Mortgage Association 6% 0.00004 22,662 23,698
Federal National Mortgage Association 3.5% 0.00004 24,003 23,451
Federal National Mortgage Association 4% 0.00004 24,554 23,932
Fnma Pass-Thru I 4.5% 0.00004 23,592 22,910
Federal Home Loan Mortgage Corp. 4.5% 0.00004 21,116 21,020
Federal Home Loan Mortgage Corp. 4.5% 0.00004 24,570 24,419
Government National Mortgage Association 3.625% 0.00004 21,038 20,660
Federal Home Loan Mortgage Corp. 4.5% 0.00004 22,727 22,416
Federal Home Loan Mortgage Corp. 3.5% 0.00004 22,077 21,684
Federal Home Loan Mortgage Corp. 6.5% 0.00004 21,521 21,705
Federal Home Loan Mortgage Corp. 6% 0.00004 20,271 20,625
Federal National Mortgage Association 5% 0.00004 21,992 22,353
Federal National Mortgage Association 3% 0.00004 23,968 22,075
Federal National Mortgage Association 6.5% 0.00004 19,690 20,590
Chase Mtg Fin Corp 5.10759% 0.00004 23,507 20,516
Government National Mortgage Association 3.875% 0.00004 21,402 21,122
JP Morgan Mortgage Trust 5.76644% 0.00004 29,669 20,802
Federal National Mortgage Association 7.5% 0.00004 22,127 22,440
Government National Mortgage Association 4% 0.00004 22,661 22,347
GSR Mtg Ln 3.9675% 0.00004 30,278 20,319
Federal National Mortgage Association 6% 0.00004 23,446 24,450
Federal National Mortgage Association 3.5% 0.00004 20,981 20,541
Federal National Mortgage Association 4% 0.00004 22,185 21,811
Federal National Mortgage Association 6.5% 0.00004 21,192 21,628
Federal National Mortgage Association 5% 0.00004 21,240 21,039
Federal National Mortgage Association 3.5% 0.00004 21,813 21,275
Federal National Mortgage Association 5.5% 0.00004 20,740 21,384
Federal National Mortgage Association 6% 0.00004 19,558 20,306
Federal National Mortgage Association 4.5% 0.00004 20,192 20,085
Federal National Mortgage Association 4% 0.00004 24,297 23,463
Federal National Mortgage Association 6% 0.00004 20,786 21,446
Federal National Mortgage Association 6% 0.00004 23,511 24,365
Federal National Mortgage Association 5.5% 0.00004 23,549 24,035
Federal National Mortgage Association 3.5% 0.00004 22,697 22,197
Federal National Mortgage Association 6% 0.00004 23,621 24,561
Federal National Mortgage Association 3% 0.00004 23,450 21,158
Federal National Mortgage Association 6% 0.00004 21,683 22,512
Government National Mortgage Association 2.75% 0.00004 23,628 23,479
Government National Mortgage Association 2.75% 0.00004 19,675 19,340
Federal Home Loan Mortgage Corp. 4.5% 0.00004 19,505 19,386
Federal Home Loan Mortgage Corp. 3.5% 0.00004 25,978 24,317
Residential Accredit Loans Inc 5.25% 0.00004 22,780 23,102
Federal National Mortgage Association 3.5% 0.00004 23,432 23,060
Government National Mortgage Association 2.75% 0.00004 20,874 20,238
Government National Mortgage Association 3.625% 0.00004 24,165 23,633
Indymac MBS Inc 6.11043% 0.00004 26,591 21,249
Wamu Mortgage Pass-Through CTFS TR 4.61543% 0.00004 27,051 24,190
Rali Ser 2006-Qa8 5.85043% 0.00004 23,975 23,044
Federal Home Loan Mortgage Corp. 3% 0.00004 26,390 24,472
Federal Home Loan Mortgage Corp. 4.5% 0.00004 22,724 22,075
Federal Home Loan Mortgage Corp. 6% 0.00004 20,417 20,778
Federal Home Loan Mortgage Corp. 6.5% 0.00004 21,705 22,722
Federal National Mortgage Association 6% 0.00004 20,206 21,010
MASTR Asset Backed Securities Trust 5.52043% 0.00004 84,043 23,889
CWMBS Inc 5.39281% 0.00004 21,048 19,945
Federal National Mortgage Association 6.412% 0.00004 22,444 21,890
Federal National Mortgage Association 6.03% 0.00004 21,260 21,163
Federal National Mortgage Association 6.162% 0.00004 23,267 23,099
Government National Mortgage Association 3.625% 0.00004 20,184 19,672
Federal National Mortgage Association 5.987% 0.00004 24,549 24,405
Federal National Mortgage Association 4.547% 0.00004 20,946 20,882
Federal National Mortgage Association 4% 0.00003 15,916 15,450
Federal National Mortgage Association 4.5% 0.00003 18,486 18,339
Federal Home Loan Mortgage Corp. 7.5% 0.00003 13,925 14,632
Federal National Mortgage Association 6% 0.00003 13,358 13,840
Federal National Mortgage Association 6% 0.00003 15,887 16,613
Federal National Mortgage Association 6% 0.00003 14,834 15,467
Federal National Mortgage Association 3.5% 0.00003 16,615 16,250
Federal National Mortgage Association 5.5% 0.00003 14,878 15,263
Federal National Mortgage Association 7% 0.00003 17,317 17,837
Federal National Mortgage Association 3% 0.00003 18,298 16,853
Fnma Pass-Thru I 3% 0.00003 15,406 13,900
Federal National Mortgage Association 6% 0.00003 17,661 18,267
Federal National Mortgage Association 4.861% 0.00003 14,609 14,958
Federal Home Loan Mortgage Corp. 5.245% 0.00003 18,944 18,689
JP Mgn Mtg Acqstn 5.69043% 0.00003 20,610 14,419
Federal Home Loan Mortgage Corp. 6% 0.00003 17,143 17,446
Federal National Mortgage Association 4% 0.00003 19,209 18,460
Federal National Mortgage Association 6% 0.00003 13,729 14,131
Federal National Mortgage Association 6% 0.00003 15,192 15,659
Federal National Mortgage Association 8% 0.00003 17,930 18,364
Federal National Mortgage Association 6% 0.00003 14,823 15,494
Federal National Mortgage Association 3.5% 0.00003 14,911 14,396
Federal National Mortgage Association 6% 0.00003 15,492 15,944
Federal Home Loan Mortgage Corp. 3.5% 0.00003 15,311 14,261
Federal National Mortgage Association 6% 0.00003 17,596 18,129
Federal National Mortgage Association 6% 0.00003 17,618 18,338
Federal National Mortgage Association 5.5% 0.00003 13,667 14,092
Federal National Mortgage Association 3.5% 0.00003 15,674 15,260
Government National Mortgage Association 2.75% 0.00003 15,126 14,942
Federal National Mortgage Association 6% 0.00003 16,505 17,141
Federal National Mortgage Association 6% 0.00003 16,233 16,822
Federal National Mortgage Association 3.5% 0.00003 18,252 17,806
Federal National Mortgage Association 8.5% 0.00003 16,409 16,328
Federal National Mortgage Association 5% 0.00003 13,812 14,055
Federal National Mortgage Association 4% 0.00003 15,925 15,540
Federal National Mortgage Association 8.5% 0.00003 17,052 17,245
Federal National Mortgage Association 3.5% 0.00003 16,018 15,565
Federal National Mortgage Association 3.5% 0.00003 18,182 17,727
Federal National Mortgage Association 5.71% 0.00003 14,666 14,555
Government National Mortgage Association 3.625% 0.00003 17,611 17,474
JP Morgan Mortgage Trust 5.34709% 0.00003 20,019 18,890
CWMBS Inc 3.70059% 0.00003 15,715 14,511
Novastar Mortgage Funding Trust 6.29543% 0.00003 16,220 15,705
Bear Stearns Alternative A Trust 5.22449% 0.00003 16,286 15,629
Federal National Mortgage Association 6% 0.00003 15,701 16,326
Federal National Mortgage Association 6% 0.00003 13,579 14,200
Federal National Mortgage Association 4.5% 0.00003 15,158 15,080
Federal National Mortgage Association 3.5% 0.00003 19,649 18,325
Federal National Mortgage Association 3.5% 0.00003 16,502 16,180
Federal National Mortgage Association 4% 0.00003 17,234 16,623
Federal National Mortgage Association 4% 0.00003 18,711 18,236
Federal National Mortgage Association 6% 0.00003 13,913 14,350
Federal National Mortgage Association 4% 0.00003 18,454 17,569
Government National Mortgage Association 3.5% 0.00003 19,020 17,993
Federal National Mortgage Association 5% 0.00003 15,153 15,279
Federal National Mortgage Association 6% 0.00003 16,024 16,709
Government National Mortgage Association 3.5% 0.00003 18,726 17,716
Federal National Mortgage Association 6% 0.00003 14,558 15,223
Government National Mortgage Association 3.5% 0.00003 17,233 16,311
Federal National Mortgage Association 5% 0.00003 18,918 19,251
Federal National Mortgage Association 4% 0.00003 18,960 18,310
Federal National Mortgage Association 6% 0.00003 14,234 14,696
Federal National Mortgage Association 4% 0.00003 18,254 17,746
Government National Mortgage Association 7% 0.00003 13,641 14,041
Government National Mortgage Association 5% 0.00003 14,455 14,306
Federal National Mortgage Association 6% 0.00003 18,170 18,860
Government National Mortgage Association 8.5% 0.00003 14,626 14,607
Federal National Mortgage Association 6% 0.00003 18,345 19,006
Federal National Mortgage Association 6% 0.00003 18,190 19,019
Federal National Mortgage Association 6% 0.00003 14,406 14,967
Federal Home Loan Mortgage Corp. 6% 0.00003 17,735 18,048
Federal National Mortgage Association 3.5% 0.00003 15,113 14,792
Federal Home Loan Mortgage Corp. 3.5% 0.00003 19,022 18,551
Federal Home Loan Mortgage Corp. 3.5% 0.00003 16,194 15,919
Federal Home Loan Mortgage Corp. 7.5% 0.00003 15,531 15,601
Poland (Republic of) 4% 0.00003 15,000 14,989
Small Business Administration 5.52% 0.00003 18,030 17,987
Citigroup Mortgage Loan Trust 2% 0.00003 5,216,674 17,058
Federal National Mortgage Association 6% 0.00003 16,388 16,981
Federal National Mortgage Association 4% 0.00003 16,631 16,086
Structured Adj Rate Mtg Loan Trust 4.67247% 0.00003 19,711 16,919
Federal National Mortgage Association 5.86191% 0.00003 14,043 13,891
Federal National Mortgage Association 5.97191% 0.00003 15,551 15,331
Government National Mortgage Association 3.875% 0.00003 16,366 16,106
Government National Mortgage Association 3.625% 0.00003 17,358 16,985
Bear Stearns Arm Trust 4.64701% 0.00003 17,342 15,854
Government National Mortgage Association 3.625% 0.00003 16,571 16,258
Indymac MBS Inc 6.27043% 0.00003 19,763 17,495
Indymac MBS Inc 4.46863% 0.00003 16,408 14,740
Federal National Mortgage Association 5.841% 0.00003 18,208 18,140
Federal National Mortgage Association 4.543% 0.00003 15,534 15,459
Federal National Mortgage Association 4% 0.00003 14,253 13,764
Federal National Mortgage Association 3.5% 0.00003 17,678 17,075
Federal National Mortgage Association 6% 0.00003 14,906 15,446
Federal National Mortgage Association 4% 0.00003 18,090 17,554
Federal National Mortgage Association 8.5% 0.00003 16,615 16,565
Federal National Mortgage Association 6% 0.00003 13,639 14,040
Fnma Pass-Thru I 3% 0.00003 15,656 14,126
JP Morgan Alt Loan 6.55% 0.00003 15,986 15,707
Federal National Mortgage Association 4% 0.00003 14,769 14,485
Federal National Mortgage Association 6% 0.00003 16,360 16,876
Federal National Mortgage Association 6% 0.00003 17,963 18,788
Federal National Mortgage Association 4% 0.00003 15,860 15,553
Federal National Mortgage Association 3% 0.00003 17,284 15,918
Federal National Mortgage Association 3.5% 0.00003 17,887 17,418
Citigroup Mortgage Loan Trust 0% 0.00003 14,512 14,027
Government National Mortgage Association 3% 0.00003 14,158 13,795
Federal National Mortgage Association 6% 0.00003 14,057 14,424
Federal National Mortgage Association 3.5% 0.00003 18,490 18,170
Federal National Mortgage Association 4% 0.00003 17,685 17,078
Federal National Mortgage Association 6% 0.00003 15,253 15,864
Federal National Mortgage Association 4% 0.00003 16,522 15,952
Federal National Mortgage Association 4% 0.00003 17,092 16,659
Federal National Mortgage Association 6% 0.00003 14,118 14,652
Government National Mortgage Association 3.75% 0.00003 14,328 13,891
Federal National Mortgage Association 6% 0.00003 13,929 14,465
Fnma Pass-Thru I 4% 0.00003 14,692 14,322
Federal Home Loan Mortgage Corp. 7.5% 0.00003 15,793 16,695
Federal Home Loan Mortgage Corp. 6.5% 0.00003 17,294 18,243
Federal Home Loan Mortgage Corp. 6% 0.00003 18,477 18,802
Federal Home Loan Mortgage Corp. 6% 0.00003 15,838 16,117
Federal Home Loan Mortgage Corp. 8% 0.00003 14,820 14,837
Federal National Mortgage Association 5% 0.00003 15,000 14,859
Federal National Mortgage Association 5% 0.00003 18,545 18,499
Federal National Mortgage Association 5% 0.00003 15,579 15,434
Federal National Mortgage Association 7.5% 0.00003 15,304 15,280
Federal National Mortgage Association 5% 0.00003 14,800 15,062
Federal National Mortgage Association 4% 0.00003 14,513 14,002
Federal National Mortgage Association 6% 0.00003 15,393 16,052
CWMBS Inc 6.23043% 0.00003 20,017 18,366
Federal National Mortgage Association 6.65796% 0.00003 17,352 17,445
Federal Home Loan Mortgage Corp. 5.264% 0.00003 18,529 18,357
Federal National Mortgage Association 5% 0.00003 16,396 16,244
Federal National Mortgage Association 6% 0.00003 15,705 16,272
Federal National Mortgage Association 6% 0.00003 15,034 15,555
Federal National Mortgage Association 4.5% 0.00003 15,282 15,201
Federal National Mortgage Association 3.5% 0.00003 14,085 13,764
Federal National Mortgage Association 8.5% 0.00003 16,003 16,486
Federal National Mortgage Association 7% 0.00003 17,318 17,905
Federal National Mortgage Association 4% 0.00003 15,093 14,706
Federal National Mortgage Association 3.5% 0.00003 16,351 15,987
Federal National Mortgage Association 6% 0.00003 17,043 17,723
Government National Mortgage Association 8% 0.00003 17,956 18,875
Federal National Mortgage Association 6% 0.00003 15,341 15,898
Federal National Mortgage Association 3% 0.00003 17,600 16,209
Government National Mortgage Association 6% 0.00003 15,777 16,015
Federal National Mortgage Association 6% 0.00003 14,924 15,502
Federal National Mortgage Association 4% 0.00003 15,749 15,384
Federal National Mortgage Association 4% 0.00003 14,353 13,865
Federal National Mortgage Association 6% 0.00003 17,403 18,061
Federal National Mortgage Association 4% 0.00003 18,444 17,971
Federal National Mortgage Association 6% 0.00003 14,729 15,118
Federal National Mortgage Association 3.5% 0.00003 18,144 17,830
Government National Mortgage Association 3.625% 0.00003 17,954 17,822
Government National Mortgage Association 2.75% 0.00003 17,129 16,763
Government National Mortgage Association 3.625% 0.00003 14,724 14,532
Federal Home Loan Mortgage Corp. 7% 0.00003 17,610 18,199
Cwalt Incorporation 6.4918% 0.00003 19,876 18,220
Federal Home Loan Mortgage Corp. 4.5% 0.00003 19,758 19,188
Government National Mortgage Association 3.875% 0.00003 15,387 15,249
Bear Stearns Alternative A Trust 4.23539% 0.00003 36,678 18,555
Federal National Mortgage Association 7% 0.00003 15,400 15,984
Government National Mortgage Association 3.625% 0.00003 14,568 14,412
Cwalt Incorporation 5.9324% 0.00003 16,899 15,642
Triaxx Prime CDO 2006-2 Ltd / LLC 5.71545% 0.00003 2,659,708 16,120
Government National Mortgage Association 2.75% 0.00003 17,974 17,640
Federal Home Loan Mortgage Corp. 4.5% 0.00003 16,061 15,882
Bank of America Corp. 6.496% 0.00003 16,777 15,297
GSAA Home Equity Trust 5.61043% 0.00002 39,573 13,545
Bank of America Corp. 4.77164% 0.00002 12,265 11,361
CWMBS Inc 5% 0.00002 15,759 9,581
Federal National Mortgage Association 6% 0.00002 8,908 9,252
Federal National Mortgage Association 6% 0.00002 8,033 8,343
Federal National Mortgage Association 4% 0.00002 10,558 10,175
Federal National Mortgage Association 4% 0.00002 11,327 10,886
Federal National Mortgage Association 6% 0.00002 13,016 13,397
Federal National Mortgage Association 6% 0.00002 8,087 8,409
1ST Horizon Mtg 5.20651% 0.00002 18,100 10,874
Federal National Mortgage Association 5% 0.00002 13,746 13,616
Federal National Mortgage Association 3.5% 0.00002 10,157 9,867
Federal Home Loan Mortgage Corp. 7% 0.00002 9,372 9,685
Federal Home Loan Mortgage Corp. 6.5% 0.00002 11,474 11,987
Federal National Mortgage Association 3.5% 0.00002 12,879 12,585
Federal National Mortgage Association 3% 0.00002 12,901 11,882
Federal National Mortgage Association 6% 0.00002 9,282 9,611
Federal National Mortgage Association 5% 0.00002 10,963 11,156
Federal National Mortgage Association 4% 0.00002 13,693 13,224
Federal National Mortgage Association 5% 0.00002 8,579 8,730
Fnma Pass-Thru I 4.5% 0.00002 11,089 10,937
Federal National Mortgage Association 6% 0.00002 12,000 12,371
Federal National Mortgage Association 0.79809% 0.00002 159,628 9,466
CWMBS Inc 4.125% 0.00002 10,592 10,030
Federal National Mortgage Association 6% 0.00002 10,042 10,387
Federal National Mortgage Association 6% 0.00002 13,321 13,701
Federal National Mortgage Association 6% 0.00002 11,609 12,048
Federal Home Loan Mortgage Corp. 6% 0.00002 12,814 13,040
Federal National Mortgage Association 6% 0.00002 8,160 8,455
Federal Home Loan Mortgage Corp. 6% 0.00002 12,217 12,222
Federal National Mortgage Association 6% 0.00002 13,002 13,456
Federal Home Loan Mortgage Corp. 3.5% 0.00002 13,689 13,298
Federal National Mortgage Association 4% 0.00002 12,774 12,329
Government National Mortgage Association 2.5% 0.00002 10,966 9,536
Federal National Mortgage Association 4% 0.00002 13,809 13,459
Federal National Mortgage Association 6% 0.00002 10,594 11,079
Federal National Mortgage Association 6% 0.00002 9,298 9,635
Federal National Mortgage Association 5% 0.00002 8,960 9,118
Federal National Mortgage Association 5% 0.00002 9,928 10,103
Federal National Mortgage Association 5.5% 0.00002 12,785 13,182
Federal National Mortgage Association 3.5% 0.00002 8,757 8,608
Federal National Mortgage Association 3% 0.00002 9,666 8,902
Federal National Mortgage Association 4% 0.00002 12,745 12,418
Federal National Mortgage Association 5% 0.00002 11,879 12,089
Federal National Mortgage Association 6% 0.00002 7,970 8,263
Fnma Pass-Thru I 3.5% 0.00002 10,379 9,977
Federal National Mortgage Association 6% 0.00002 9,164 9,479
Federal National Mortgage Association 6% 0.00002 9,499 9,866
Federal National Mortgage Association 6% 0.00002 9,180 9,437
Sequoia Mtg Trust 5.8724% 0.00002 13,771 11,982
Fnma Pass-Thru I 4.5% 0.00002 11,291 11,148
Government National Mortgage Association 3.625% 0.00002 13,317 13,070
Mastr Adjustable Rate Mortgages Trust 4.60349% 0.00002 11,721 11,217
Federal National Mortgage Association 6.25% 0.00002 10,854 10,807
Government National Mortgage Association 3.625% 0.00002 11,272 11,052
Fremont Home Loan Trust 5.53043% 0.00002 26,641 12,107
Government National Mortgage Association 3.625% 0.00002 13,632 13,319
Cwalt Incorporation 5.75043% 0.00002 14,708 12,980
Government National Mortgage Association 3.625% 0.00002 12,890 12,994
Bear Stearns Arm Trust 5.22205% 0.00002 12,948 11,773
STIF FUND (CNY) 0.00002 73,425 10,353
Federal National Mortgage Association 6% 0.00002 10,845 11,162
Federal National Mortgage Association 3% 0.00002 9,082 8,365
Federal National Mortgage Association 4.5% 0.00002 9,675 9,532
Federal Home Loan Mortgage Corp. 4.5% 0.00002 10,328 10,263
Federal National Mortgage Association 6% 0.00002 11,033 11,454
Federal National Mortgage Association 4% 0.00002 9,573 9,389
Federal National Mortgage Association 3% 0.00002 12,049 11,093
Federal National Mortgage Association 6% 0.00002 10,885 11,383
Federal National Mortgage Association 2% 0.00002 9,100 8,933
Federal National Mortgage Association 4% 0.00002 10,704 10,327
Federal National Mortgage Association 3% 0.00002 11,493 10,585
Federal National Mortgage Association 3.5% 0.00002 11,548 11,342
Government National Mortgage Association 4% 0.00002 10,188 9,848
Federal National Mortgage Association 6% 0.00002 12,026 12,349
Federal National Mortgage Association 6% 0.00002 8,804 9,148
Federal National Mortgage Association 5.5% 0.00002 8,562 8,828
Federal National Mortgage Association 6% 0.00002 9,314 9,596
Federal National Mortgage Association 4% 0.00002 12,976 12,541
Government National Mortgage Association 3.5% 0.00002 10,979 10,386
Federal National Mortgage Association 4% 0.00002 11,723 11,359
Federal National Mortgage Association 6% 0.00002 13,274 13,741
Federal National Mortgage Association 6% 0.00002 10,154 10,665
Federal National Mortgage Association 6% 0.00002 9,570 9,873
Federal National Mortgage Association 5.5% 0.00002 8,286 8,444
Federal National Mortgage Association 5% 0.00002 13,122 13,338
Federal National Mortgage Association 6% 0.00002 9,861 10,166
Federal National Mortgage Association 3% 0.00002 14,487 13,344
Federal National Mortgage Association 3% 0.00002 10,753 9,904
Federal National Mortgage Association 7.5% 0.00002 8,067 8,649
Federal National Mortgage Association 6% 0.00002 9,611 9,961
Federal National Mortgage Association 3% 0.00002 9,882 9,101
Federal National Mortgage Association 5% 0.00002 9,008 8,950
Federal National Mortgage Association 6% 0.00002 8,658 9,054
Federal National Mortgage Association 6% 0.00002 9,618 10,057
Government National Mortgage Association 5% 0.00002 8,881 8,851
Federal National Mortgage Association 6% 0.00002 9,366 9,797
Federal National Mortgage Association 6% 0.00002 8,369 8,675
Equifirst Mtg Ln T 6.22043% 0.00002 9,781 9,382
Federal National Mortgage Association 3.731% 0.00002 10,499 10,376
Virginia Electric and Power Company 4.45% 0.00002 10,000 8,957
Federal Home Loan Mortgage Corp. 3% 0.00002 9,027 8,793
Bear Stearns Asset Backed Securities Trust 5.5% 0.00002 15,656 13,754
Federal Home Loan Mortgage Corp. 4.5% 0.00002 13,622 13,516
Federal Home Loan Mortgage Corp. 4.5% 0.00002 13,048 12,899
Banc America Mortgage Securitites Inc 5.75001% 0.00002 10,772 9,933
Federal Home Loan Mortgage Corp. 5.5% 0.00002 11,694 11,978
Federal National Mortgage Association 3.5% 0.00002 8,645 8,587
Odebrecht Oil & Gas Finance Limited 0% 0.00002 368,000 12,650
Fnma Pass-Thru I 3.5% 0.00002 11,073 10,790
Federal National Mortgage Association 3.5% 0.00002 10,961 10,644
Federal National Mortgage Association 3.5% 0.00002 13,605 13,225
Federal Home Loan Mortgage Corp. 4.5% 0.00002 11,392 11,320
Citicorp Mortgage Securities 5.5% 0.00002 10,098 9,635
Federal Home Loan Mortgage Corp. 3.5% 0.00002 13,449 13,217
Federal Home Loan Mortgage Corp. 4.5% 0.00002 9,647 9,630
Small Business Administration 4.87% 0.00002 11,179 11,100
Government National Mortgage Association 2.75% 0.00002 13,814 13,673
Federal National Mortgage Association 4% 0.00002 8,829 8,526
Government National Mortgage Association 3.625% 0.00002 12,612 12,457
Government National Mortgage Association 3.875% 0.00002 8,899 8,805
Government National Mortgage Association 3% 0.00002 11,342 10,927
Merrill Lynch Mortgage Investors, Inc. 6.54595% 0.00002 13,614 13,030
EMC Mortgage Loan Trust 6.21043% 0.00002 12,302 12,128
Government National Mortgage Association 4% 0.00002 10,023 9,965
Bear Stearns Alternative A Trust 5.87043% 0.00002 11,557 10,453
Federal National Mortgage Association 4.801% 0.00002 11,626 11,461
Government National Mortgage Association 3.875% 0.00002 9,798 9,740
Federal National Mortgage Association 5.662% 0.00002 10,483 10,462
Dsla Mortgage Loan Trust 6.04588% 0.00002 9,047 8,300
Government National Mortgage Association 2.75% 0.00002 12,028 11,777
Rali Ser 2006-Qa10 5.84043% 0.00002 14,510 12,050
Federal National Mortgage Association 6.212% 0.00002 10,889 10,528
Federal National Mortgage Association 5.075% 0.00002 10,752 10,642
Federal National Mortgage Association 1.18809% 0.00002 90,963 9,107
Federal Home Loan Mortgage Corp. 0.84708% 0.00002 143,702 12,636
Morgan Stanley ML 5.76043% 0.00002 15,494 11,267
Banc America Mortgage Securitites Inc 5.22214% 0.00002 11,753 10,397
Federal Home Loan Mortgage Corp. 6.20292% 0.00002 9,617 9,641
Wamu Mortgage Pass-Through CTFS TR 4.02026% 0.00002 11,322 9,460
Federal National Mortgage Association 0.79809% 0.00002 178,795 10,031
Federal National Mortgage Association 5% 0.00002 9,025 8,940
Federal National Mortgage Association 4% 0.00002 14,205 13,717
Federal National Mortgage Association 5% 0.00002 13,041 13,265
Federal National Mortgage Association 8% 0.00002 11,836 12,256
Federal National Mortgage Association 5% 0.00002 12,175 12,390
Federal National Mortgage Association 5.5% 0.00002 10,150 10,393
Small Business Administration 5.32% 0.00002 9,739 9,589
Federal National Mortgage Association 5% 0.00002 9,944 10,120
Federal National Mortgage Association 6% 0.00002 8,951 9,243
Federal National Mortgage Association 6% 0.00002 8,039 8,278
Federal National Mortgage Association 4% 0.00002 9,810 9,527
Federal National Mortgage Association 6% 0.00002 10,581 10,962
Federal National Mortgage Association 3.5% 0.00002 12,384 12,174
Federal National Mortgage Association 3.5% 0.00002 13,241 13,007
Government National Mortgage Association 7% 0.00002 12,667 13,039
Federal National Mortgage Association 3% 0.00002 14,481 13,338
Federal National Mortgage Association 6% 0.00002 13,158 13,662
Federal National Mortgage Association 3.5% 0.00002 10,327 9,654
Federal National Mortgage Association 5.5% 0.00002 10,463 10,788
Federal National Mortgage Association 6% 0.00002 10,123 10,493
Federal National Mortgage Association 6% 0.00002 8,472 8,814
Federal National Mortgage Association 4% 0.00002 11,624 11,226
Federal National Mortgage Association 6% 0.00002 12,832 13,381
Federal National Mortgage Association 3% 0.00002 9,038 8,362
Federal National Mortgage Association 6% 0.00002 13,067 13,532
Government National Mortgage Association 3.5% 0.00002 13,738 12,997
Federal National Mortgage Association 4% 0.00002 11,335 10,946
Federal National Mortgage Association 4% 0.00002 9,209 8,885
Federal National Mortgage Association 4.5% 0.00002 9,566 9,557
Government National Mortgage Association 4% 0.00002 12,882 12,751
Federal National Mortgage Association 6% 0.00002 9,796 10,150
Federal National Mortgage Association 6% 0.00002 11,451 11,867
Federal National Mortgage Association 4% 0.00002 8,510 8,402
Federal National Mortgage Association 6% 0.00002 11,800 12,219
Bear Stearns Alternative A Trust 3.24999% 0.00002 10,416 9,331
Federal National Mortgage Association 6% 0.00002 10,121 10,516
Federal National Mortgage Association 6% 0.00002 9,721 10,049
Federal National Mortgage Association 6% 0.00002 8,007 8,373
Bear Stearns Arm Trust 0% 0.00002 13,004 8,590
Government National Mortgage Association 9% 0.00002 12,199 12,182
Government National Mortgage Association 2.75% 0.00002 10,181 9,999
Federal National Mortgage Association 4.5% 0.00002 8,497 8,451
Federal National Mortgage Association 6% 0.00002 12,575 13,158
Government National Mortgage Association 3% 0.00002 12,205 11,876
Federal National Mortgage Association 3% 0.00002 13,262 12,209
Government National Mortgage Association 3.625% 0.00002 9,066 9,010
Federal Home Loan Mortgage Corp. 6% 0.00002 10,876 11,074
Federal Home Loan Mortgage Corp. 7.5% 0.00002 11,046 11,099
Federal Home Loan Mortgage Corp. 4.5% 0.00002 11,554 11,573
Federal Home Loan Mortgage Corp. 6% 0.00002 12,094 12,308
Federal Home Loan Mortgage Corp. 6.5% 0.00002 9,585 10,121
Federal Home Loan Mortgage Corp. 3.5% 0.00002 12,251 11,951
Federal Home Loan Mortgage Corp. 5.5% 0.00002 9,500 9,137
CWMBS Inc 6.25% 0.00002 9,058 8,792
Federal National Mortgage Association 8.5% 0.00002 8,878 9,413
Federal National Mortgage Association 6% 0.00002 13,053 13,525
Federal National Mortgage Association 4% 0.00002 10,651 10,285
Federal National Mortgage Association 4.5% 0.00002 9,400 9,350
Federal National Mortgage Association 3% 0.00002 10,714 9,721
Federal National Mortgage Association 5% 0.00002 12,395 12,612
Federal National Mortgage Association 4% 0.00002 11,338 10,949
Federal National Mortgage Association 4.5% 0.00002 9,665 9,527
Structured Adj Rate Mtg Loan Trust 7.06778% 0.00002 10,160 9,942
JP Morgan Mortgage Trust 5.52818% 0.00002 8,863 8,606
Federal Home Loan Mortgage Corp. 5.95292% 0.00002 8,479 8,474
Federal National Mortgage Association 5.62% 0.00002 12,422 12,282
JP Morgan Mortgage Trust 4.89793% 0.00002 13,770 10,756
CSMC Mortgage-Backed Trust Series 2006-1 6% 0.00002 11,752 8,822
CWABS Inc. 7.93997% 0.00002 9,097 8,283
Government National Mortgage Association 3.625% 0.00002 11,147 11,007
Government National Mortgage Association 5.88856% 0.00002 11,810 11,733
Federal National Mortgage Association 5.905% 0.00002 11,495 11,487
Federal Home Loan Mortgage Corp. 4.5% 0.00002 9,481 9,436
Federal National Mortgage Association 6% 0.00002 12,728 13,101
Federal National Mortgage Association 3% 0.00002 13,771 12,640
Federal National Mortgage Association 6% 0.00002 11,993 12,397
Federal National Mortgage Association 6% 0.00002 12,132 12,508
Federal National Mortgage Association 6% 0.00002 11,792 12,331
Federal National Mortgage Association 6% 0.00002 10,026 10,373
Federal National Mortgage Association 8% 0.00002 9,432 9,418
Federal National Mortgage Association 6% 0.00002 11,161 11,499
Federal National Mortgage Association 4% 0.00002 8,731 8,594
Federal National Mortgage Association 4% 0.00002 13,702 13,454
Federal National Mortgage Association 3% 0.00002 10,059 9,265
Federal National Mortgage Association 4.5% 0.00002 13,406 13,335
Federal National Mortgage Association 7.5% 0.00002 13,439 13,661
Federal National Mortgage Association 5% 0.00002 9,586 9,559
Federal National Mortgage Association 4.5% 0.00002 10,453 10,398
Federal National Mortgage Association 6% 0.00002 9,542 9,922
Federal National Mortgage Association 6% 0.00002 8,123 8,494
Federal National Mortgage Association 3.5% 0.00002 13,297 12,962
Federal National Mortgage Association 6% 0.00002 8,594 8,925
Federal National Mortgage Association 3% 0.00002 9,429 8,684
Federal National Mortgage Association 4% 0.00002 12,652 12,218
Federal National Mortgage Association 8.5% 0.00002 8,924 9,009
Federal National Mortgage Association 3.5% 0.00002 10,480 10,187
Federal National Mortgage Association 5% 0.00002 8,242 8,294
Government National Mortgage Association 8% 0.00002 8,296 8,287
Federal National Mortgage Association 6% 0.00002 12,485 12,978
Federal National Mortgage Association 6% 0.00002 11,769 12,140
Federal National Mortgage Association 6% 0.00002 11,786 12,330
Merrill Lynch Mortgage Investors, Inc. 6.13043% 0.00002 12,862 12,014
Long Beach Mortgage Loan Trust 6.03043% 0.00002 10,823 10,350
Government National Mortgage Association 3.625% 0.00002 9,893 9,791
Government National Mortgage Association 3.625% 0.00002 10,829 10,795
Government National Mortgage Association 3.625% 0.00002 9,380 9,184
Government National Mortgage Association 3.875% 0.00002 13,214 13,108
Government National Mortgage Association 3.625% 0.00002 11,784 11,538
Federal National Mortgage Association 3.5% 0.00002 8,576 8,505
Federal Home Loan Mortgage Corp. 6% 0.00002 9,885 10,297
Government National Mortgage Association 3.875% 0.00002 10,616 10,567
Federal National Mortgage Association 6.224% 0.00002 12,914 12,928
Federal Home Loan Mortgage Corp. 2% 0.00002 11,034 10,681
Federal Home Loan Mortgage Corp. 6% 0.00002 10,660 10,847
Federal National Mortgage Association 6.325% 0.00002 11,061 11,076
Federal National Mortgage Association 6% 0.00002 12,275 12,700
Federal National Mortgage Association 6% 0.00002 10,485 10,791
Federal National Mortgage Association 4% 0.00002 9,990 9,824
Federal National Mortgage Association 4% 0.00002 8,736 8,436
Government National Mortgage Association 3.5% 0.00002 13,480 12,756
Federal National Mortgage Association 3.5% 0.00002 8,855 8,674
Federal National Mortgage Association 6% 0.00002 10,499 10,874
Federal National Mortgage Association 6% 0.00002 9,946 10,343
Federal Home Loan Mortgage Corp. 5.80292% 0.00002 10,087 10,068
Wamu Mortgage Pass-Through CTFS TR 5.90666% 0.00002 13,026 11,530
Government National Mortgage Association 4% 0.00002 11,145 11,107
Federal Home Loan Mortgage Corp. 4.79% 0.00002 11,456 11,434
Merrill Lynch Mortgage Investors, Inc. 6.09043% 0.00002 11,292 10,470
Federal National Mortgage Association 6.00258% 0.00002 13,022 13,055
Government National Mortgage Association 3.625% 0.00002 12,849 12,423
Federal Home Loan Mortgage Corp. 1.12708% 0.00002 86,240 8,395
Sequoia Mtg Trust 6.2324% 0.00002 11,659 10,917
Federal National Mortgage Association 4.241% 0.00002 8,519 8,275
Federal National Mortgage Association 6.047% 0.00002 9,624 9,576
Federal National Mortgage Association 4.301% 0.00002 8,534 8,444
Federal Home Loan Mortgage Corp. 0.99708% 0.00002 109,989 9,840
Federal Home Loan Mortgage Corp. 3.5% 0.00002 11,300 11,109
Federal Home Loan Mortgage Corp. 7% 0.00002 10,140 10,625
GS Mortgage Securities Corp 5.47808% 0.00002 11,231 9,896
Government National Mortgage Association 3.875% 0.00001 6,654 6,640
Federal National Mortgage Association 3.5% 0.00001 4,999 4,857
Federal National Mortgage Association 7% 0.00001 3,825 3,963
Federal National Mortgage Association 6% 0.00001 3,239 3,378
Federal National Mortgage Association 4.5% 0.00001 4,565 4,541
Federal National Mortgage Association 4% 0.00001 4,887 4,702
Federal National Mortgage Association 3.5% 0.00001 3,912 3,816
Federal Home Loan Mortgage Corp. 7.5% 0.00001 5,615 5,664
Federal National Mortgage Association 8% 0.00001 7,417 7,629
Federal National Mortgage Association 6.5% 0.00001 6,015 6,277
Federal National Mortgage Association 6% 0.00001 3,746 3,864
Federal National Mortgage Association 4% 0.00001 5,639 5,491
Federal National Mortgage Association 5.846% 0.00001 4,662 4,607
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,349 7,758
Federal National Mortgage Association 6% 0.00001 3,537 3,665
Federal Home Loan Mortgage Corp. 6.30292% 0.00001 7,436 7,458
Federal National Mortgage Association 6% 0.00001 6,104 6,292
Federal Home Loan Mortgage Corp. 6% 0.00001 4,480 4,558
Federal National Mortgage Association 4.952% 0.00001 2,930 2,916
Government National Mortgage Association 8% 0.00001 8,135 8,142
Federal National Mortgage Association 4% 0.00001 6,915 6,792
Federal Home Loan Mortgage Corp. 0% 0.00001 8,956 5,872
Federal National Mortgage Association 4% 0.00001 5,127 4,951
Federal National Mortgage Association 4% 0.00001 4,605 4,447
Government National Mortgage Association 9% 0.00001 3,415 3,410
Federal National Mortgage Association 8% 0.00001 3,252 3,411
Government National Mortgage Association 3.5% 0.00001 4,436 4,197
Cwalt Incorporation 6.02043% 0.00001 8,232 7,679
Federal National Mortgage Association 7.5% 0.00001 6,399 6,548
Federal National Mortgage Association 6% 0.00001 3,217 3,305
Federal National Mortgage Association 7.5% 0.00001 4,823 4,983
Government National Mortgage Association 7% 0.00001 4,028 4,139
Federal National Mortgage Association 4% 0.00001 6,641 6,513
Federal National Mortgage Association 6% 0.00001 3,289 3,411
Federal National Mortgage Association 4.325% 0.00001 5,960 5,980
Federal National Mortgage Association 5.835% 0.00001 5,088 5,057
Federal Home Loan Mortgage Corp. 4.388% 0.00001 3,892 3,878
Federal National Mortgage Association 4% 0.00001 3,016 2,907
Federal National Mortgage Association 1.19809% 0.00001 59,247 6,328
CWABS Inc. 6.21043% 0.00001 2,936 2,859
1ST Horizon Mtg 5.74043% 0.00001 4,743 3,971
Federal National Mortgage Association 5.56257% 0.00001 5,807 5,794
Federal National Mortgage Association 6% 0.00001 6,263 6,505
Federal National Mortgage Association 6% 0.00001 3,003 3,107
Federal Home Loan Mortgage Corp. 4.5% 0.00001 7,368 7,340
Federal Home Loan Mortgage Corp. 6% 0.00001 3,761 3,827
Government National Mortgage Association 6.5% 0.00001 5,519 5,650
Federal National Mortgage Association 3% 0.00001 5,177 4,768
Federal National Mortgage Association 3.5% 0.00001 3,874 3,778
Federal National Mortgage Association 5% 0.00001 6,874 6,995
Federal National Mortgage Association 6% 0.00001 3,683 3,790
Federal National Mortgage Association 3% 0.00001 8,056 7,883
Merrill Lynch Mortgage Investors, Inc. 5.84699% 0.00001 7,013 6,649
Government National Mortgage Association 5% 0.00001 3,133 3,154
Federal National Mortgage Association 6.5% 0.00001 3,217 3,353
Federal National Mortgage Association 5% 0.00001 4,972 5,060
Federal National Mortgage Association 6% 0.00001 6,229 6,392
Federal National Mortgage Association 3% 0.00001 6,454 5,945
Federal National Mortgage Association 6% 0.00001 2,670 2,785
Federal National Mortgage Association 6% 0.00001 3,875 4,046
GS Mortgage Securities Corp 6% 0.00001 2,982 2,847
Federal National Mortgage Association 3% 0.00001 6,261 5,766
Government National Mortgage Association 4.5% 0.00001 6,767 6,783
Federal National Mortgage Association 6.5% 0.00001 6,280 6,611
Government National Mortgage Association 6.5% 0.00001 4,448 4,552
Federal National Mortgage Association 6% 0.00001 3,164 3,300
Merrill Lynch Mortgage Investors, Inc. 5.30726% 0.00001 6,195 5,675
Federal National Mortgage Association 4% 0.00001 2,985 2,909
Federal National Mortgage Association 6% 0.00001 4,161 4,287
Federal National Mortgage Association 6% 0.00001 7,297 7,523
Federal National Mortgage Association 6% 0.00001 4,063 4,249
Structured Asset Securities Corp. 7.07434% 0.00001 8,705 8,044
Federal National Mortgage Association 4% 0.00001 6,473 6,251
Federal National Mortgage Association 4.5% 0.00001 3,171 3,154
Federal National Mortgage Association 4% 0.00001 7,979 7,705
Federal National Mortgage Association 4% 0.00001 3,807 3,678
Federal National Mortgage Association 6% 0.00001 3,484 3,616
Federal National Mortgage Association 6% 0.00001 6,000 6,217
Small Business Administration 4.77% 0.00001 3,924 3,905
Federal National Mortgage Association 3.5% 0.00001 4,631 4,504
Federal National Mortgage Association 6% 0.00001 3,600 3,765
Federal National Mortgage Association 3.5% 0.00001 4,568 4,530
Federal National Mortgage Association 3.5% 0.00001 8,315 8,096
Federal Home Loan Mortgage Corp. 3% 0.00001 4,862 4,741
Federal Home Loan Mortgage Corp. 7.5% 0.00001 4,365 4,589
Federal Home Loan Mortgage Corp. 7% 0.00001 2,821 2,915
Federal National Mortgage Association 5.5% 0.00001 3,960 4,086
Federal National Mortgage Association 3% 0.00001 3,626 3,468
Federal National Mortgage Association 6% 0.00001 3,512 3,675
Federal National Mortgage Association 6% 0.00001 3,761 3,933
Government National Mortgage Association 4% 0.00001 5,796 5,585
Federal National Mortgage Association 6% 0.00001 4,285 4,467
Federal Home Loan Mortgage Corp. 6.5% 0.00001 6,220 6,520
Federal National Mortgage Association 3.5% 0.00001 6,816 6,620
Federal National Mortgage Association 6% 0.00001 3,479 3,567
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,870 2,974
Government National Mortgage Association 8% 0.00001 2,888 2,920
Government National Mortgage Association 5% 0.00001 5,520 5,547
Federal National Mortgage Association 4% 0.00001 4,283 4,212
Federal National Mortgage Association 5% 0.00001 6,125 6,232
Federal National Mortgage Association 5.5% 0.00001 8,002 8,216
Government National Mortgage Association 8% 0.00001 5,416 5,408
Federal National Mortgage Association 6% 0.00001 4,921 5,121
Federal National Mortgage Association 6% 0.00001 5,081 5,266
Federal National Mortgage Association 5.5% 0.00001 2,775 2,854
Federal National Mortgage Association 3% 0.00001 5,320 5,080
Federal National Mortgage Association 4.5% 0.00001 5,884 5,853
Federal National Mortgage Association 5.5% 0.00001 3,120 3,217
Federal National Mortgage Association 6% 0.00001 6,792 7,066
Federal National Mortgage Association 3% 0.00001 5,940 5,471
Small Business Administration 5.31% 0.00001 7,986 7,885
Federal National Mortgage Association 3% 0.00001 5,285 4,868
Federal National Mortgage Association 6% 0.00001 7,552 7,875
Federal National Mortgage Association 4.5% 0.00001 7,232 7,128
Gmacm Heq Ln Tr 7% 0.00001 8,393 7,334
Federal National Mortgage Association 6% 0.00001 4,135 4,324
Federal National Mortgage Association 6% 0.00001 6,625 6,928
Fnma Pass-Thru I 4% 0.00001 4,645 4,491
Federal National Mortgage Association 5.5% 0.00001 6,661 6,867
Federal National Mortgage Association 6% 0.00001 2,866 3,042
Federal National Mortgage Association 6% 0.00001 4,985 5,165
Federal National Mortgage Association 6% 0.00001 4,101 4,255
Government National Mortgage Association 7% 0.00001 4,067 4,145
Federal National Mortgage Association 5% 0.00001 7,196 7,231
Federal Home Loan Mortgage Corp. 6.5% 0.00001 3,934 3,993
Federal National Mortgage Association 5% 0.00001 7,340 7,470
Federal National Mortgage Association 6% 0.00001 2,981 3,073
Federal National Mortgage Association 6% 0.00001 4,948 5,137
CWMBS Inc 5.25758% 0.00001 7,957 7,219
Structured Asset Securities Corp. 6.50543% 0.00001 6,331 6,239
Chase Mortgage Financial Trust 5.3418% 0.00001 8,121 7,714
Rali Ser 2007-Qs1 6% 0.00001 5,243 4,069
Federal Home Loan Mortgage Corp. 5.79292% 0.00001 6,975 6,856
1ST Horizon Mtg 5.25% 0.00001 84,901 4,160
Federal National Mortgage Association 5.955% 0.00001 3,927 3,908
Federal National Mortgage Association 5.81191% 0.00001 3,516 3,439
Federal National Mortgage Association 5.25% 0.00001 3,892 3,887
Government National Mortgage Association 3.875% 0.00001 7,048 7,004
Government National Mortgage Association 2.75% 0.00001 5,159 5,031
Chase Mortgage Financial Trust 5.25608% 0.00001 5,071 4,805
Federal National Mortgage Association 6% 0.00001 6,928 7,224
Government National Mortgage Association 8% 0.00001 2,853 2,924
Federal Home Loan Mortgage Corp. 6% 0.00001 5,030 5,118
Federal Home Loan Mortgage Corp. 6.5% 0.00001 3,109 3,223
Federal Home Loan Mortgage Corp. 7% 0.00001 5,302 5,618
Federal National Mortgage Association 5% 0.00001 5,412 5,507
Federal National Mortgage Association 6% 0.00001 6,320 6,512
Federal National Mortgage Association 4.5% 0.00001 4,826 4,803
Federal National Mortgage Association 5% 0.00001 5,657 5,696
Federal National Mortgage Association 8% 0.00001 6,763 6,744
Federal National Mortgage Association 6% 0.00001 7,804 8,087
CSMC TRUST 0% 0.00001 7,247 7,066
Federal National Mortgage Association 6% 0.00001 4,337 4,501
Federal National Mortgage Association 6% 0.00001 3,928 4,108
Federal National Mortgage Association 5% 0.00001 6,422 6,362
Federal National Mortgage Association 4.5% 0.00001 4,501 4,477
Federal National Mortgage Association 5% 0.00001 6,401 6,514
Federal National Mortgage Association 4.5% 0.00001 6,355 6,321
Federal National Mortgage Association 5% 0.00001 5,665 5,765
Federal National Mortgage Association 4% 0.00001 5,972 5,761
Federal National Mortgage Association 6% 0.00001 4,918 5,129
Federal National Mortgage Association 4.5% 0.00001 5,335 5,306
Federal National Mortgage Association 3.5% 0.00001 7,164 7,029
Federal National Mortgage Association 6% 0.00001 7,346 7,572
Federal National Mortgage Association 3% 0.00001 3,406 3,331
Federal National Mortgage Association 4.5% 0.00001 4,712 4,687
Federal National Mortgage Association 3.5% 0.00001 6,993 6,820
Federal National Mortgage Association 4% 0.00001 6,916 6,679
Federal National Mortgage Association 8.5% 0.00001 3,410 3,400
Federal National Mortgage Association 3.5% 0.00001 3,614 3,490
Government National Mortgage Association 4.5% 0.00001 4,630 4,532
Federal National Mortgage Association 4.5% 0.00001 5,034 4,959
Federal National Mortgage Association 6% 0.00001 3,040 3,143
Federal National Mortgage Association 6% 0.00001 4,087 4,274
Federal National Mortgage Association 6.5% 0.00001 7,886 8,150
Federal National Mortgage Association 6% 0.00001 4,584 4,793
Federal National Mortgage Association 4% 0.00001 3,462 3,344
Federal National Mortgage Association 6% 0.00001 5,840 6,036
Federal National Mortgage Association 6% 0.00001 6,690 6,996
Federal National Mortgage Association 3.5% 0.00001 2,910 2,853
Federal National Mortgage Association 6% 0.00001 5,247 5,414
Federal National Mortgage Association 6% 0.00001 3,574 3,718
Federal National Mortgage Association 6% 0.00001 5,885 6,154
Federal National Mortgage Association 6% 0.00001 6,725 6,984
Government National Mortgage Association 5% 0.00001 4,138 4,170
Federal National Mortgage Association 3.5% 0.00001 3,582 3,495
Government National Mortgage Association 7% 0.00001 3,778 3,889
Federal National Mortgage Association 6% 0.00001 3,920 4,100
Federal National Mortgage Association 6% 0.00001 5,243 5,452
Federal National Mortgage Association 8% 0.00001 3,904 3,893
Federal National Mortgage Association 3% 0.00001 5,729 5,276
Federal National Mortgage Association 6% 0.00001 6,057 6,254
Federal National Mortgage Association 3% 0.00001 7,796 7,074
Federal National Mortgage Association 5% 0.00001 2,766 2,815
Federal National Mortgage Association 6% 0.00001 7,754 8,035
Federal National Mortgage Association 4.5% 0.00001 5,206 5,134
Government National Mortgage Association 7% 0.00001 4,752 4,891
Federal National Mortgage Association 6% 0.00001 5,713 5,960
Government National Mortgage Association 6.5% 0.00001 6,569 6,733
Federal National Mortgage Association 6% 0.00001 7,471 7,728
Federal National Mortgage Association 6% 0.00001 6,928 7,182
Federal National Mortgage Association 4% 0.00001 3,086 3,016
Federal National Mortgage Association 3% 0.00001 7,288 6,582
Federal National Mortgage Association 6% 0.00001 7,472 7,754
Government National Mortgage Association 3.5% 0.00001 3,710 3,510
Federal National Mortgage Association 8% 0.00001 7,587 7,585
Federal National Mortgage Association 6% 0.00001 4,280 4,463
Federal National Mortgage Association 6% 0.00001 5,361 5,561
Federal National Mortgage Association 5.5% 0.00001 4,486 4,583
Federal National Mortgage Association 6% 0.00001 6,424 6,657
Federal National Mortgage Association 5% 0.00001 3,171 3,227
Federal National Mortgage Association 6% 0.00001 5,445 5,618
Federal National Mortgage Association 4% 0.00001 5,818 5,618
Government National Mortgage Association 7% 0.00001 5,190 5,441
Federal National Mortgage Association 5% 0.00001 5,303 5,396
Federal National Mortgage Association 5.5% 0.00001 6,764 6,974
Federal National Mortgage Association 6% 0.00001 6,593 6,894
Federal National Mortgage Association 6% 0.00001 5,898 6,116
Federal National Mortgage Association 6.44% 0.00001 3,001 2,990
Federal National Mortgage Association 5.868% 0.00001 5,395 5,377
Federal National Mortgage Association 4.933% 0.00001 4,329 4,288
Government National Mortgage Association 3.625% 0.00001 3,068 3,052
Federal National Mortgage Association 5.886% 0.00001 4,107 4,108
Federal Home Loan Mortgage Corp. 7% 0.00001 3,704 3,812
Federal Home Loan Mortgage Corp. 3.5% 0.00001 2,881 2,830
Federal Home Loan Mortgage Corp. 3% 0.00001 2,934 2,820
Federal Home Loan Mortgage Corp. 6% 0.00001 3,513 3,575
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,805 8,071
Federal Home Loan Mortgage Corp. 6% 0.00001 4,562 4,642
Pimco Total Return Collective Trust 0.00001 480 4,000
Federal National Mortgage Association 3.5% 0.00001 3,494 3,416
Federal Home Loan Mortgage Corp. 6.5% 0.00001 5,154 5,442
Federal Home Loan Mortgage Corp. 4% 0.00001 3,846 3,719
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,436 7,792
Federal Home Loan Mortgage Corp. 5.5% 0.00001 4,865 4,900
Federal National Mortgage Association 3.5% 0.00001 7,131 6,958
Small Business Administration 5.11% 0.00001 8,273 8,198
Federal Home Loan Mortgage Corp. 3.5% 0.00001 3,641 3,620
Federal National Mortgage Association 3% 0.00001 5,952 5,822
Federal Home Loan Mortgage Corp. 3.5% 0.00001 2,937 2,864
Federal National Mortgage Association 6% 0.00001 5,586 5,842
Federal National Mortgage Association 4.5% 0.00001 4,904 4,830
Federal National Mortgage Association 4.5% 0.00001 4,501 4,430
Federal National Mortgage Association 6% 0.00001 7,728 8,012
Federal National Mortgage Association 4% 0.00001 7,640 7,377
Government National Mortgage Association 2.75% 0.00001 4,154 4,091
GS Mortgage Securities Corp 4.64931% 0.00001 6,797 6,229
Government National Mortgage Association 2.75% 0.00001 6,830 6,755
Government National Mortgage Association 3.625% 0.00001 4,820 4,734
Structured Asset Mortgage Investments Inc 3.90492% 0.00001 6,482 5,899
Federal Home Loan Mortgage Corp. 6.021% 0.00001 5,788 5,785
Harborview Mtg Loan Trust 5.57317% 0.00001 7,537 6,735
Federal National Mortgage Association 4.175% 0.00001 3,964 3,949
Federal National Mortgage Association 5.85258% 0.00001 3,330 3,330
Government National Mortgage Association 3.875% 0.00001 8,001 7,971
Federal National Mortgage Association 0.79809% 0.00001 57,468 4,708
Government National Mortgage Association 2.75% 0.00001 7,116 6,892
Federal National Mortgage Association 5.315% 0.00001 4,204 4,152
Federal National Mortgage Association 4.645% 0.00001 3,947 3,871
Government National Mortgage Association 2.75% 0.00001 7,365 7,261
Credit Suisse First Boston Mortgage Securities Corp. 4.85785% 0.00001 3,281 3,080
Government National Mortgage Association 3.625% 0.00001 3,330 3,293
Federal National Mortgage Association 5.81% 0.00001 7,152 7,125
Federal Home Loan Mortgage Corp. 5.95292% 0.00001 3,771 3,765
Chase Fdg Mtg Ln 6.13043% 0.00001 3,107 2,995
Federal National Mortgage Association 5.152% 0.00001 5,675 5,613
Government National Mortgage Association 3.625% 0.00001 6,012 5,991
Federal Home Loan Mortgage Corp. 5.118% 0.00001 6,458 6,368
Government National Mortgage Association 3.625% 0.00001 2,838 2,795
Federal National Mortgage Association 6.20191% 0.00001 4,013 4,006
Structured Asset Securities Corp. 3.90908% 0.00001 5,934 5,775
Federal Home Loan Mortgage Corp. 5.85292% 0.00001 6,436 6,350
JP Morgan Mortgage Trust 4.65846% 0.00001 5,255 3,837
Government National Mortgage Association 3.625% 0.00001 4,551 4,480
Federal Home Loan Mortgage Corp. 5.70292% 0.00001 6,525 6,494
Federal National Mortgage Association 6.395% 0.00001 6,046 6,024
Federal Home Loan Mortgage Corp. 6.18292% 0.00001 7,733 7,686
Federal Home Loan Mortgage Corp. 5.5% 0.00001 3,532 3,524
Mastr Adjustable Rate Mortgages Trust 4.51516% 0.00001 5,532 4,863
Federal National Mortgage Association 4.894% 0.00001 4,558 4,549
Federal National Mortgage Association 1.14809% 0.00001 132,181 4,857
Government National Mortgage Association 3.625% 0.00001 6,075 6,041
Government National Mortgage Association 3.625% 0.00001 6,711 6,671
Federal Home Loan Mortgage Corp. 5.95292% 0.00001 6,122 6,131
Federal Home Loan Mortgage Corp. 1.04708% 0.00001 63,073 6,507
Federal National Mortgage Association 6.725% 0.00001 2,776 2,769
Federal National Mortgage Association 6% 0.00001 3,180 3,270
Federal National Mortgage Association 6% 0.00001 3,727 3,867
Federal National Mortgage Association 4.5% 0.00001 4,354 4,285
Government National Mortgage Association 7% 0.00001 2,766 2,796
Federal National Mortgage Association 6% 0.00001 2,897 3,030
Federal National Mortgage Association 4% 0.00001 4,561 4,372
Federal National Mortgage Association 4.5% 0.00001 5,145 5,118
Federal National Mortgage Association 4% 0.00001 7,207 6,960
Federal National Mortgage Association 4% 0.00001 3,751 3,622
Federal National Mortgage Association 8.5% 0.00001 2,945 2,942
Federal National Mortgage Association 6% 0.00001 2,801 2,889
Federal National Mortgage Association 6% 0.00001 3,259 3,362
Federal National Mortgage Association 6% 0.00001 3,206 3,351
Federal National Mortgage Association 5.5% 0.00001 3,981 4,105
Federal National Mortgage Association 6% 0.00001 2,837 2,967
Federal National Mortgage Association 6% 0.00001 2,739 2,823
Federal National Mortgage Association 5.5% 0.00001 6,997 7,214
Federal National Mortgage Association 6% 0.00001 7,297 7,587
Federal National Mortgage Association 4% 0.00001 6,600 6,482
Federal National Mortgage Association 6% 0.00001 3,857 3,996
Federal National Mortgage Association 3% 0.00001 4,984 4,577
Federal National Mortgage Association 4.5% 0.00001 8,101 8,058
Federal National Mortgage Association 9% 0.00001 6,726 6,709
Federal National Mortgage Association 6% 0.00001 6,712 7,019
Federal National Mortgage Association 3.5% 0.00001 5,213 5,102
Federal National Mortgage Association 8.5% 0.00001 5,602 5,582
Government National Mortgage Association 7.5% 0.00001 6,151 6,167
Federal National Mortgage Association 6.5% 0.00001 6,597 6,841
Federal National Mortgage Association 5.5% 0.00001 4,168 4,287
IMC Hm Eqty Ln Tst 5.68991% 0.00001 4,630 4,497
Federal National Mortgage Association 4% 0.00001 6,172 6,067
Federal National Mortgage Association 4.69% 0.00001 5,856 5,819
Federal National Mortgage Association 6% 0.00001 4,660 4,829
Federal National Mortgage Association 6% 0.00001 6,711 6,924
Federal National Mortgage Association 6% 0.00001 4,755 4,893
Federal National Mortgage Association 5.5% 0.00001 7,577 7,793
Federal National Mortgage Association 4% 0.00001 4,953 4,858
Federal National Mortgage Association 5% 0.00001 6,703 6,821
Federal National Mortgage Association 5% 0.00001 6,820 6,940
Federal National Mortgage Association 4.5% 0.00001 3,739 3,721
Government National Mortgage Association 5% 0.00001 4,735 4,766
Federal National Mortgage Association 3.5% 0.00001 6,261 6,047
Federal National Mortgage Association 3% 0.00001 8,424 7,632
Federal National Mortgage Association 6% 0.00001 4,478 4,638
Federal National Mortgage Association 6% 0.00001 3,699 3,841
Federal National Mortgage Association 8.5% 0.00001 4,028 4,053
Government National Mortgage Association 2.75% 0.00001 7,235 7,183
Federal National Mortgage Association 6% 0.00001 5,262 5,303
Government National Mortgage Association 2.75% 0.00001 3,113 3,086
Federal National Mortgage Association 3% 0.00001 8,389 7,737
Federal National Mortgage Association 3.5% 0.00001 4,316 4,169
Government National Mortgage Association 9% 0.00001 3,067 3,064
Government National Mortgage Association 2.75% 0.00001 3,360 3,302
Federal National Mortgage Association 4% 0.00001 3,805 3,700
Government National Mortgage Association 5% 0.00001 3,411 3,466
Federal National Mortgage Association 6% 0.00001 7,215 7,524
Federal National Mortgage Association 3.5% 0.00001 3,568 3,480
Government National Mortgage Association 8.5% 0.00001 6,643 6,966
Federal National Mortgage Association 5% 0.00001 3,944 3,934
Federal National Mortgage Association 4.5% 0.00001 4,084 4,062
Federal National Mortgage Association 6.5% 0.00001 4,251 4,431
Federal National Mortgage Association 6% 0.00001 4,799 4,982
Federal National Mortgage Association 4.5% 0.00001 7,793 7,751
Federal National Mortgage Association 3.5% 0.00001 2,936 2,880
Government National Mortgage Association 5% 0.00001 6,998 6,965
Government National Mortgage Association 6.5% 0.00001 6,951 7,169
Federal National Mortgage Association 8.5% 0.00001 4,564 4,797
Federal National Mortgage Association 6% 0.00001 7,628 7,908
Federal National Mortgage Association 6% 0.00001 5,619 5,828
Government National Mortgage Association 8.5% 0.00001 4,846 4,840
Federal National Mortgage Association 4.5% 0.00001 6,379 6,344
Government National Mortgage Association 3.625% 0.00001 6,701 6,629
Federal National Mortgage Association 3% 0.00001 8,298 7,643
Federal National Mortgage Association 4% 0.00001 5,740 5,544
Government National Mortgage Association 8.5% 0.00001 3,483 3,478
Federal National Mortgage Association 3.5% 0.00001 8,143 7,856
Federal National Mortgage Association 3% 0.00001 3,761 3,445
Federal National Mortgage Association 6% 0.00001 4,202 4,432
Federal National Mortgage Association 4.5% 0.00001 3,831 3,811
Federal National Mortgage Association 5% 0.00001 6,792 6,728
Federal National Mortgage Association 3.5% 0.00001 4,913 4,790
Federal National Mortgage Association 4% 0.00001 4,898 4,805
Federal National Mortgage Association 5% 0.00001 7,729 7,824
Government National Mortgage Association 6.5% 0.00001 5,269 5,402
Federal National Mortgage Association 6% 0.00001 6,355 6,626
Bear Stearns Arm Trust 4.39307% 0.00001 3,725 3,453
GSR Mtg Loan Trust 6% 0.00001 13,989 7,706
Federal Home Loan Mortgage Corp. 6.5% 0.00001 6,011 6,296
Federal Home Loan Mortgage Corp. 6.5% 0.00001 5,944 6,047
Federal Home Loan Mortgage Corp. 7.5% 0.00001 3,553 3,556
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,146 7,529
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,912 3,041
Federal Home Loan Mortgage Corp. 6.5% 0.00001 4,715 4,931
Federal Home Loan Mortgage Corp. 6% 0.00001 3,979 4,049
Federal Home Loan Mortgage Corp. 5.5% 0.00001 3,737 3,754
Federal Home Loan Mortgage Corp. 4% 0.00001 3,307 3,235
Federal Home Loan Mortgage Corp. 3% 0.00001 3,914 3,816
Government National Mortgage Association 3.625% 0.00001 5,322 5,241
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,989 3,108
Federal National Mortgage Association 6% 0.00001 4,322 4,467
Government National Mortgage Association 7% 0.00001 6,140 6,320
Federal National Mortgage Association 6% 0.00001 7,245 7,501
Federal National Mortgage Association 4.5% 0.00001 6,419 6,334
Federal National Mortgage Association 5% 0.00001 3,837 3,812
Federal National Mortgage Association 4% 0.00001 8,063 7,767
Federal National Mortgage Association 3.5% 0.00001 4,977 4,836
Federal National Mortgage Association 6% 0.00001 2,879 2,964
Federal National Mortgage Association 5.5% 0.00001 5,200 5,361
Federal National Mortgage Association 6% 0.00001 3,783 3,822
Federal National Mortgage Association 5% 0.00001 8,277 8,228
Federal National Mortgage Association 5.063% 0.00001 6,072 5,992
Federal Home Loan Mortgage Corp. 5.116% 0.00001 3,450 3,454
Federal National Mortgage Association 5.59257% 0.00001 3,468 3,411
Bear Stearns Arm Trust 5.30808% 0.00001 8,036 7,753
Mastr Adjustable Rate Mortgages Trust 6.07043% 0.00001 3,170 3,061
Government National Mortgage Association 3.875% 0.00001 4,307 4,260
JP Morgan Mortgage Trust 5.66894% 0.00001 3,855 3,673
JP Morgan Mortgage Trust 4.7355% 0.00001 3,984 3,630
Merrill Lynch Mortgage Investors, Inc. 4.96983% 0.00001 3,827 3,508
Federal National Mortgage Association 4.75% 0.00001 7,878 7,821
Federal National Mortgage Association 6.212% 0.00001 8,111 7,734
Federal Home Loan Mortgage Corp. 5.585% 0.00001 6,659 6,739
Federal Home Loan Mortgage Corp. 0.79708% 0.00001 121,355 7,690
CWMBS Inc 5.5% 0.00001 13,534 7,310
GSR Mtg Loan Trust 5.82043% 0.00001 7,488 7,170
Government National Mortgage Association 3.625% 0.00001 8,114 8,054
JP Morgan Mortgage Trust 4.79365% 0.00001 4,359 4,271
GS Mortgage Securities Corp 3.96638% 0.00001 8,645 7,095
Federal National Mortgage Association 5.758% 0.00001 6,000 5,993
Government National Mortgage Association 3.625% 0.00001 3,144 3,127
Government National Mortgage Association 4% 0.00001 4,309 4,279
1ST Horizon Mtg 4.68197% 0.00001 14,084 7,729
CWMBS Inc 5.5% 0.00001 11,381 7,271
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.59043% 0.00001 8,770 3,245
Merrill Lynch Mortgage Investors, Inc. 6.21043% 0.00001 5,702 5,254
Federal National Mortgage Association 5.585% 0.00001 8,154 8,077
Bella Vista Mortgage Trust 5.97023% 0.00001 7,645 4,943
Government National Mortgage Association 3.875% 0.00001 4,534 4,506
Urbi Desarrollos Urbanos SAB de CV 0.00001 9,250 3,769
Government National Mortgage Association 6% 0.00001 5,879 6,035
Federal National Mortgage Association 5% 0.00001 2,737 2,786
Federal National Mortgage Association 4% 0.00001 5,935 5,880
Federal Home Loan Mortgage Corp. 6% 0.00001 6,816 6,937
Federal National Mortgage Association 5.5% 0.00001 6,864 7,077
Federal National Mortgage Association 4.5% 0.00001 4,178 4,155
Federal National Mortgage Association 6.5% 0.00001 5,941 6,139
Government National Mortgage Association 5% 0.00001 4,856 4,840
Federal National Mortgage Association 3.5% 0.00001 7,766 7,537
Federal National Mortgage Association 5% 0.00001 3,608 3,680
Federal National Mortgage Association 5.5% 0.00001 3,661 3,775
Federal National Mortgage Association 6% 0.00001 7,783 8,139
Federal National Mortgage Association 4.5% 0.00001 3,354 3,336
Federal National Mortgage Association 6% 0.00001 4,055 4,084
Federal National Mortgage Association 4.5% 0.00001 6,367 6,333
Federal National Mortgage Association 4% 0.00001 3,595 3,512
Federal National Mortgage Association 4.5% 0.00001 3,275 3,257
Federal National Mortgage Association 3.5% 0.00001 5,114 5,012
Federal National Mortgage Association 5.5% 0.00001 3,510 3,619
Federal National Mortgage Association 4% 0.00001 4,620 4,493
Federal National Mortgage Association 3% 0.00001 5,239 4,821
Government National Mortgage Association 4.5% 0.00001 5,914 5,928
Government National Mortgage Association 5% 0.00001 2,854 2,884
Federal National Mortgage Association 3% 0.00001 6,323 5,710
Federal National Mortgage Association 4.5% 0.00001 7,003 6,966
Government National Mortgage Association 8% 0.00001 3,962 3,957
Federal National Mortgage Association 5% 0.00001 5,049 5,149
Federal National Mortgage Association 5.5% 0.00001 7,992 8,250
Federal National Mortgage Association 5% 0.00001 6,051 6,157
Federal National Mortgage Association 4% 0.00001 8,459 8,168
Government National Mortgage Association 7% 0.00001 5,927 6,101
Federal National Mortgage Association 6% 0.00001 4,125 4,313
Federal National Mortgage Association 6% 0.00001 5,231 5,417
Federal National Mortgage Association 4% 0.00001 6,682 6,404
Federal National Mortgage Association 4.5% 0.00001 6,019 5,983
Federal National Mortgage Association 3.5% 0.00001 4,049 3,949
Government National Mortgage Association 8.5% 0.00001 3,213 3,458
Federal National Mortgage Association 6% 0.00001 6,817 7,035
Federal National Mortgage Association 6% 0.00001 5,667 5,926
Federal National Mortgage Association 6% 0.00001 3,867 4,044
Federal National Mortgage Association 8% 0.00001 7,539 7,537
Federal National Mortgage Association 6% 0.00001 7,570 7,798
Federal National Mortgage Association 5% 0.00001 3,125 3,180
Federal National Mortgage Association 3.5% 0.00001 4,329 4,203
Federal National Mortgage Association 4.5% 0.00001 4,507 4,483
Federal National Mortgage Association 6% 0.00001 5,552 5,781
Federal National Mortgage Association 5.5% 0.00001 3,185 3,267
Federal National Mortgage Association 4% 0.00001 7,702 7,407
Federal National Mortgage Association 6% 0.00001 4,979 5,146
Fnma Pass-Thru I 4% 0.00001 4,410 4,276
Government National Mortgage Association 3.5% 0.00001 8,000 7,568
Federal National Mortgage Association 6% 0.00001 5,067 5,215
Federal National Mortgage Association 6% 0.00001 5,362 5,611
Federal National Mortgage Association 6% 0.00001 7,592 7,940
Federal National Mortgage Association 6% 0.00001 6,482 6,778
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,473 7,925
Federal National Mortgage Association 6% 0.00001 3,488 3,599
Government National Mortgage Association 8.5% 0.00001 4,575 4,575
Government National Mortgage Association 8.5% 0.00001 6,969 7,265
Government National Mortgage Association 5% 0.00001 3,374 3,409
Federal National Mortgage Association 4.5% 0.00001 4,075 4,053
Federal National Mortgage Association 4% 0.00001 6,144 5,962
Federal National Mortgage Association 6% 0.00001 5,158 5,364
Government National Mortgage Association 3.5% 0.00001 7,737 7,320
Federal National Mortgage Association 3% 0.00001 4,350 4,287
Government National Mortgage Association 8% 0.00001 3,036 3,251
Merrill Lynch Mortgage Investors, Inc. 5.97043% 0.00001 5,397 5,049
Federal National Mortgage Association 3.5% 0.00001 4,127 4,055
Small Business Administration 4.93% 0.00001 6,306 6,306
Federal National Mortgage Association 3.5% 0.00001 3,788 3,722
Government National Mortgage Association 2.75% 0.00001 7,006 6,757
Government National Mortgage Association 3.625% 0.00001 6,029 5,968
Regal Trust IV 1.723% 0.00001 8,123 7,297
Government National Mortgage Association 3.625% 0.00001 3,036 2,978
Government National Mortgage Association 2.75% 0.00001 5,366 5,316
Federal National Mortgage Association 3.5% 0.00001 7,286 7,244
Government National Mortgage Association 2.75% 0.00001 3,771 3,733
Federal National Mortgage Association 3.5% 0.00001 4,183 4,082
Federal National Mortgage Association 6% 0.00001 4,336 4,490
Federal National Mortgage Association 6% 0.00001 6,716 6,965
Federal National Mortgage Association 5.5% 0.00001 6,290 6,485
Federal National Mortgage Association 6% 0.00001 5,965 6,238
Government National Mortgage Association 6% 0.00001 4,733 4,906
Federal National Mortgage Association 4% 0.00001 6,212 5,976
Federal National Mortgage Association 3% 0.00001 8,947 8,163
Federal National Mortgage Association 5.70191% 0.00001 7,044 6,872
Federal Home Loan Mortgage Corp. 4% 0.00001 4,538 4,439
Federal Home Loan Mortgage Corp. 4% 0.00001 5,321 5,245
Bear Stearns Asset Backed Securities Trust 4.72433% 0.00001 4,731 4,558
Government National Mortgage Association 4% 0.00001 8,003 7,888
Cwalt Incorporation 6.0724% 0.00001 6,329 5,759
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 5.57043% 0.00001 5,104 3,975
Federal National Mortgage Association 5.872% 0.00001 6,695 6,717
Federal National Mortgage Association 5.729% 0.00001 4,324 4,443
JP Morgan Mortgage Trust 5.75% 0.00001 15,782 7,365
Federal National Mortgage Association 4.057% 0.00001 3,886 3,891
Government National Mortgage Association 3.875% 0.00001 7,543 7,431
Government National Mortgage Association 4.5% 0.00001 7,736 7,725
Federal National Mortgage Association 4.5% 0.00001 5,089 5,061
Government National Mortgage Association 3.875% 0.00001 4,587 4,561
Federal National Mortgage Association 6% 0.00001 5,167 5,403
Federal National Mortgage Association 3.5% 0.00001 3,408 3,331
Federal National Mortgage Association 4% 0.00001 8,080 7,802
Federal National Mortgage Association 5.5% 0.00001 4,269 4,402
Federal National Mortgage Association 3% 0.00001 7,427 7,175
Federal National Mortgage Association 5% 0.00001 8,082 8,224
Federal National Mortgage Association 4% 0.00001 7,480 7,223
Federal National Mortgage Association 0.79809% 0.00001 75,858 5,029
Federal National Mortgage Association 5.95% 0.00001 3,173 3,155
Federal National Mortgage Association 5.90191% 0.00001 5,223 5,123
Federal National Mortgage Association 6.15% 0.00001 4,256 4,255
Mellon Residential 6.35629% 0.00001 9,117 8,208
CWMBS Inc 4.7026% 0.00001 488 3,570
Adjustable Rate Mortgage Trust 6.01043% 0.00001 9,040 7,307
Federal Home Loan Mortgage Corp. 0.90717% 0.00001 3,982 3,964
Federal Home Loan Mortgage Corp. 5.516% 0.00001 4,210 4,203
Federal National Mortgage Association 5.74% 0.00001 2,907 2,882
Bear Stearns Arm Trust 3.25001% 0.00001 7,171 5,252
First Horizon Alternative Mortgage Securities Trust 5.84043% 0.00001 15,685 4,630
Federal Home Loan Mortgage Corp. 5% 0.00000 1,477 1,504
Federal National Mortgage Association 3.5% 0.00000 91 89
Federal National Mortgage Association 1.30809% 0.00000 21,662 1,998
Federal National Mortgage Association 6% 0.00000 1,113 1,146
Government National Mortgage Association 4% 0.00000 485 480
Federal Home Loan Mortgage Corp. 7.5% 0.00000 70 70
Government National Mortgage Association 7% 0.00000 1,675 1,685
Government National Mortgage Association 7% 0.00000 2,532 2,606
Federal National Mortgage Association 6% 0.00000 2,106 2,185
Federal National Mortgage Association 6.14% 0.00000 1,448 1,440
STIF FUND (TRY) 0.00000 711 24
Government National Mortgage Association 8.5% 0.00000 1,784 1,797
Federal Home Loan Mortgage Corp. 3.5% 0.00000 34 34
Federal Home Loan Mortgage Corp. 8.5% 0.00000 107 107
Federal National Mortgage Association 5.5% 0.00000 2,195 2,263
Government National Mortgage Association 8.5% 0.00000 1,116 1,129
Federal National Mortgage Association 6.5% 0.00000 1,064 1,083
Federal National Mortgage Association 4.5% 0.00000 596 593
Government National Mortgage Association 3.625% 0.00000 64 63
Federal National Mortgage Association 6% 0.00000 1,748 1,812
Federal National Mortgage Association 7% 0.00000 1,598 1,629
Government National Mortgage Association 4.5% 0.00000 2,438 2,414
Federal Home Loan Mortgage Corp. 6.369% 0.00000 93 92
Government National Mortgage Association 8% 0.00000 1,777 1,773
Federal National Mortgage Association 6% 0.00000 1,614 1,679
Washington Mut Mtg 3.77% 0.00000 591 563
Federal Home Loan Mortgage Corp. 4.5% 0.00000 643 639
Federal National Mortgage Association 8.5% 0.00000 319 326
Federal National Mortgage Association 6% 0.00000 761 793
Government National Mortgage Association 6% 0.00000 1,983 2,095
Government National Mortgage Association 4.5% 0.00000 258 257
Government National Mortgage Association 2.75% 0.00000 1,617 1,605
Government National Mortgage Association 8% 0.00000 1,224 1,222
Federal National Mortgage Association 6% 0.00000 1,699 1,766
Glitnir Banki hf 0% 0.00000 26,686 29
Government National Mortgage Association 4.125% 0.00000 445 440
Federal National Mortgage Association 4.5% 0.00000 1,171 1,163
Federal National Mortgage Association 6% 0.00000 759 783
Federal National Mortgage Association 6% 0.00000 1,662 1,726
Merrill Lynch Mortgage Investors, Inc. 4.91759% 0.00000 2,498 2,287
Federal National Mortgage Association 5.284% 0.00000 2,071 2,057
Federal Home Loan Mortgage Corp. 6.5% 0.00000 694 726
Federal National Mortgage Association 6% 0.00000 1,375 1,436
Federal National Mortgage Association 4.25% 0.00000 189 188
Federal National Mortgage Association 6% 0.00000 2,370 2,456
Federal National Mortgage Association 4.5% 0.00000 624 620
Federal National Mortgage Association 6.5% 0.00000 1,692 1,687
Federal National Mortgage Association 6% 0.00000 2,005 2,097
Federal National Mortgage Association 6% 0.00000 1,463 1,530
GSR Mtg Ln Tr 07-3 5% 0.00000 1,363 1,702
Government National Mortgage Association 8% 0.00000 1,441 1,479
Federal National Mortgage Association 5.5% 0.00000 1,346 1,384
Government National Mortgage Association 3.625% 0.00000 890 877
Federal Home Loan Mortgage Corp. 6.5% 0.00000 20 21
Federal National Mortgage Association 6% 0.00000 2,443 2,548
Federal National Mortgage Association 6.5% 0.00000 446 472
Federal Home Loan Mortgage Corp. 6% 0.00000 1,548 1,537
Desarrolladora Homex SAB de CV 0.00000 775,108 595
Federal National Mortgage Association 6% 0.00000 2,321 2,420
Federal National Mortgage Association 6% 0.00000 389 402
Federal National Mortgage Association 6% 0.00000 6 6
Federal Home Loan Mortgage Corp. 4.82% 0.00000 649 638
Government National Mortgage Association 8.5% 0.00000 2,073 2,070
Federal Home Loan Mortgage Corp. 5.848% 0.00000 1,614 1,617
Federal National Mortgage Association 6% 0.00000 435 455
Federal National Mortgage Association 6% 0.00000 602 623
Federal National Mortgage Association 6% 0.00000 2,423 2,502
Federal National Mortgage Association 6.35% 0.00000 413 412
Government National Mortgage Association 8.5% 0.00000 21 21
IMC Hm Eqty Ln Tst 7.52% 0.00000 1,398 1,361
Federal National Mortgage Association 5.775% 0.00000 2,307 2,355
Federal National Mortgage Association 6% 0.00000 1,541 1,605
Federal National Mortgage Association 5.5% 0.00000 256 264
Federal National Mortgage Association 6% 0.00000 2,590 2,687
Federal National Mortgage Association 6.203% 0.00000 1,474 1,469
Federal National Mortgage Association 4.5% 0.00000 1,874 1,864
Federal National Mortgage Association 6% 0.00000 1,453 1,515
Government National Mortgage Association 7.5% 0.00000 2,007 2,042
Federal Home Loan Mortgage Corp. 5.122% 0.00000 2,603 2,658
Government National Mortgage Association 7.5% 0.00000 578 582
Government National Mortgage Association 6.5% 0.00000 1,996 2,046
Government National Mortgage Association 3.625% 0.00000 539 532
Federal National Mortgage Association 3.5% 0.00000 1,189 1,159
Federal National Mortgage Association 4.5% 0.00000 474 472
Federal Home Loan Mortgage Corp. 6.5% 0.00000 140 139
Federal National Mortgage Association 6% 0.00000 1,559 1,613
Federal Home Loan Mortgage Corp. 4.5% 0.00000 2,038 2,029
Federal National Mortgage Association 5.805% 0.00000 1,677 1,661
Government National Mortgage Association 7% 0.00000 448 451
Government National Mortgage Association 6% 0.00000 208 213
Federal Home Loan Mortgage Corp. 8.5% 0.00000 7 7
Federal National Mortgage Association 6% 0.00000 125 130
Federal National Mortgage Association 6% 0.00000 671 694
Federal National Mortgage Association 6.5% 0.00000 1,037 1,055
Federal National Mortgage Association 3% 0.00000 1,404 1,298
Government National Mortgage Association 8.5% 0.00000 153 158
Credit Suisse First Boston Mortgage Securities Corp. 0.098% 0.00000 1,118 862
Federal National Mortgage Association 6% 0.00000 1,544 1,591
Federal National Mortgage Association 4.5% 0.00000 1,171 1,164
Government National Mortgage Association 6.5% 0.00000 525 540
Federal National Mortgage Association 6% 0.00000 1,270 1,309
STIF FUND (CNH) 0.00000 717 101
Government National Mortgage Association 9% 0.00000 683 684
Government National Mortgage Association 8% 0.00000 721 722
Small Business Administration 5.19% 0.00000 1,864 1,856
Federal National Mortgage Association 6% 0.00000 2,226 2,227
Government National Mortgage Association 6.5% 0.00000 340 348
Federal National Mortgage Association 4.5% 0.00000 70 69
Federal National Mortgage Association 4.5% 0.00000 300 299
Federal National Mortgage Association 5.5% 0.00000 2,545 2,624
Federal Home Loan Mortgage Corp. 4.5% 0.00000 1,210 1,196
Federal National Mortgage Association 6% 0.00000 2,437 2,531
Government National Mortgage Association 8.5% 0.00000 16 17
Federal National Mortgage Association 5.5% 0.00000 199 204
Government National Mortgage Association 8.5% 0.00000 2,191 2,186
Federal National Mortgage Association 5% 0.00000 470 479
Federal National Mortgage Association 5.5% 0.00000 212 215
Federal National Mortgage Association 6% 0.00000 2,606 2,702
Federal National Mortgage Association 6% 0.00000 1,161 1,205
Government National Mortgage Association 8% 0.00000 1,127 1,185
Federal National Mortgage Association 6% 0.00000 1,025 1,058
Federal National Mortgage Association 6% 0.00000 1,233 1,278
Federal National Mortgage Association 8.5% 0.00000 35 35
Federal National Mortgage Association 6% 0.00000 2,550 2,643
Government National Mortgage Association 8% 0.00000 8 8
Federal National Mortgage Association 8.5% 0.00000 82 82
Federal Home Loan Mortgage Corp. 7% 0.00000 581 601
Federal National Mortgage Association 6% 0.00000 1,967 2,032
Government National Mortgage Association 8% 0.00000 691 690
Federal National Mortgage Association 4.5% 0.00000 107 107
Government National Mortgage Association 8% 0.00000 812 813
Government National Mortgage Association 8% 0.00000 778 777
Federal National Mortgage Association 6% 0.00000 2,025 2,118
Federal National Mortgage Association 6% 0.00000 1,173 1,220
Government National Mortgage Association 8.5% 0.00000 1,351 1,438
Federal National Mortgage Association 5.5% 0.00000 2,340 2,412
Federal National Mortgage Association 6% 0.00000 261 271
Federal National Mortgage Association 6% 0.00000 625 653
Federal National Mortgage Association 6% 0.00000 350 364
Government National Mortgage Association 6.5% 0.00000 856 871
Federal National Mortgage Association 6% 0.00000 2,343 2,434
Federal Home Loan Mortgage Corp. 3.5% 0.00000 812 798
Government National Mortgage Association 7.5% 0.00000 523 523
Federal National Mortgage Association 5.5% 0.00000 651 671
Federal National Mortgage Association 6% 0.00000 813 842
Federal National Mortgage Association 6.5% 0.00000 288 291
Federal National Mortgage Association 6% 0.00000 935 968
Federal National Mortgage Association 6% 0.00000 1,775 1,829
Federal National Mortgage Association 5.97% 0.00000 706 702
Federal National Mortgage Association 4% 0.00000 2,584 2,572
Federal Home Loan Mortgage Corp. 3.946% 0.00000 367 366
Structured Adj Rate Mtg Loan Trust 5.92623% 0.00000 1,930 1,827
Federal Home Loan Mortgage Corp. 6.143% 0.00000 1,518 1,507
Government National Mortgage Association 2.75% 0.00000 291 285
CWMBS Inc 4.19807% 0.00000 2,188 2,087
Federal Home Loan Mortgage Corp. 5.943% 0.00000 600 596
Federal National Mortgage Association 3.5% 0.00000 435 433
Government National Mortgage Association 3.625% 0.00000 263 262
Federal National Mortgage Association 4.5% 0.00000 40 40
Government National Mortgage Association 3.625% 0.00000 1,435 1,426
Government National Mortgage Association 3.625% 0.00000 395 391
Federal Home Loan Mortgage Corp. 6.097% 0.00000 100 99
Federal National Mortgage Association 6.35191% 0.00000 1,053 1,059
Government National Mortgage Association 3.625% 0.00000 269 268
Impac CMB Trust 6.23043% 0.00000 1,065 1,033
Federal National Mortgage Association 6.5% 0.00000 1,269 1,264
Government National Mortgage Association 3.625% 0.00000 32 32
Federal National Mortgage Association 5.215% 0.00000 2,483 2,465
Federal National Mortgage Association 6.325% 0.00000 1,152 1,147
Federal National Mortgage Association 7.36034% 0.00000 157 157
Government National Mortgage Association 3.625% 0.00000 554 542
Federal National Mortgage Association 6.5% 0.00000 561 564
Federal Home Loan Mortgage Corp. 7% 0.00000 1,134 1,172
Federal National Mortgage Association 6% 0.00000 1,554 1,614
Government National Mortgage Association 7% 0.00000 254 256
Federal Home Loan Mortgage Corp. 6% 0.00000 706 718
Federal National Mortgage Association 6% 0.00000 536 557
Federal National Mortgage Association 9% 0.00000 140 140
Federal National Mortgage Association 4.5% 0.00000 66 66
Federal National Mortgage Association 6% 0.00000 479 492
Federal National Mortgage Association 4.5% 0.00000 66 65
Government National Mortgage Association 8% 0.00000 130 132
Federal National Mortgage Association 5.5% 0.00000 832 858
Federal National Mortgage Association 4.5% 0.00000 697 694
Federal National Mortgage Association 3.5% 0.00000 2,382 2,337
Government National Mortgage Association 6.5% 0.00000 1,702 1,742
Federal National Mortgage Association 6% 0.00000 836 861
Federal National Mortgage Association 4% 0.00000 1,345 1,320
Federal National Mortgage Association 8% 0.00000 1,038 1,077
Federal National Mortgage Association 6% 0.00000 1,920 1,988
Government National Mortgage Association 7% 0.00000 31 31
Federal National Mortgage Association 6% 0.00000 738 762
Federal National Mortgage Association 4.5% 0.00000 643 640
Federal National Mortgage Association 7.5% 0.00000 11 11
Federal National Mortgage Association 4% 0.00000 1,067 1,030
Federal National Mortgage Association 6% 0.00000 260 270
Federal National Mortgage Association 5.5% 0.00000 16 16
Federal National Mortgage Association 3.5% 0.00000 2,665 2,524
Federal National Mortgage Association 6% 0.00000 939 971
Federal National Mortgage Association 6% 0.00000 1,058 1,090
Federal National Mortgage Association 6% 0.00000 504 527
Federal National Mortgage Association 6% 0.00000 1,479 1,547
Federal National Mortgage Association 5.5% 0.00000 1,801 1,847
Federal National Mortgage Association 6% 0.00000 1,144 1,178
Government National Mortgage Association 8% 0.00000 316 334
Government National Mortgage Association 7% 0.00000 812 836
Government National Mortgage Association 6.5% 0.00000 802 828
Federal National Mortgage Association 6% 0.00000 1,418 1,475
Government National Mortgage Association 8% 0.00000 496 496
Federal National Mortgage Association 4.5% 0.00000 233 232
Federal National Mortgage Association 6% 0.00000 289 301
Government National Mortgage Association 7% 0.00000 1,210 1,253
Federal National Mortgage Association 6% 0.00000 1,807 1,877
Government National Mortgage Association 9% 0.00000 1,836 1,925
Federal National Mortgage Association 6% 0.00000 78 80
Federal National Mortgage Association 6% 0.00000 177 184
Federal National Mortgage Association 5% 0.00000 2,670 2,720
Federal National Mortgage Association 3.5% 0.00000 647 631
Federal National Mortgage Association 8% 0.00000 274 274
Federal National Mortgage Association 4.5% 0.00000 486 483
Federal National Mortgage Association 3.5% 0.00000 674 658
Federal National Mortgage Association 6.5% 0.00000 1,050 1,094
Federal National Mortgage Association 6% 0.00000 265 275
Federal National Mortgage Association 6% 0.00000 2,607 2,701
Government National Mortgage Association 7.5% 0.00000 1,184 1,193
Federal National Mortgage Association 9% 0.00000 95 95
Federal National Mortgage Association 4.5% 0.00000 2,060 2,049
Federal National Mortgage Association 6% 0.00000 811 848
Federal National Mortgage Association 6% 0.00000 880 914
Federal National Mortgage Association 5% 0.00000 1,938 1,972
Government National Mortgage Association 8.5% 0.00000 1,220 1,248
Federal National Mortgage Association 7.5% 0.00000 181 186
Federal National Mortgage Association 4.5% 0.00000 121 120
Government National Mortgage Association 9% 0.00000 120 120
Federal National Mortgage Association 8% 0.00000 1,504 1,548
Federal National Mortgage Association 5% 0.00000 846 861
Federal National Mortgage Association 7.5% 0.00000 116 117
Government National Mortgage Association 6.5% 0.00000 159 164
Federal National Mortgage Association 6% 0.00000 1,552 1,623
Federal National Mortgage Association 4.5% 0.00000 172 171
Federal National Mortgage Association 6% 0.00000 809 846
Federal National Mortgage Association 6.5% 0.00000 2,310 2,364
Government National Mortgage Association 7% 0.00000 2,131 2,194
Federal National Mortgage Association 6.5% 0.00000 222 231
Federal National Mortgage Association 4% 0.00000 2,686 2,595
Government National Mortgage Association 8.5% 0.00000 1,331 1,330
Government National Mortgage Association 7.5% 0.00000 406 409
Government National Mortgage Association 7.5% 0.00000 12 12
Federal National Mortgage Association 6% 0.00000 396 411
Government National Mortgage Association 5% 0.00000 848 855
Federal National Mortgage Association 8% 0.00000 7 7
Federal National Mortgage Association 8.5% 0.00000 14 14
Federal National Mortgage Association 8% 0.00000 289 288
Federal National Mortgage Association 6% 0.00000 742 776
Federal National Mortgage Association 7.5% 0.00000 464 463
Federal National Mortgage Association 6% 0.00000 1,302 1,342
Government National Mortgage Association 8% 0.00000 49 51
Federal National Mortgage Association 8% 0.00000 76 75
Federal National Mortgage Association 3.5% 0.00000 653 637
Government National Mortgage Association 7% 0.00000 16 16
Federal National Mortgage Association 4.5% 0.00000 1,741 1,732
Federal National Mortgage Association 5.5% 0.00000 2,057 2,121
Federal National Mortgage Association 5.5% 0.00000 3 3
Federal National Mortgage Association 6% 0.00000 1,341 1,402
Federal National Mortgage Association 3.5% 0.00000 2,642 2,549
Federal National Mortgage Association 6% 0.00000 2,270 2,354
Federal National Mortgage Association 4.5% 0.00000 1,542 1,533
Federal National Mortgage Association 6% 0.00000 415 431
Government National Mortgage Association 8.5% 0.00000 1,503 1,523
Federal National Mortgage Association 5.5% 0.00000 292 301
Federal National Mortgage Association 5% 0.00000 1,347 1,371
Federal National Mortgage Association 7% 0.00000 2,636 2,644
Federal National Mortgage Association 6% 0.00000 433 449
Federal National Mortgage Association 6% 0.00000 1 1
Federal National Mortgage Association 6% 0.00000 2,248 2,333
Federal National Mortgage Association 1.14809% 0.00000 26,540 2,374
Federal National Mortgage Association 7.297% 0.00000 1,538 1,567
Government National Mortgage Association 3.625% 0.00000 2,156 2,122
Wells Fargo Mortgage Backed Secs 5.73707% 0.00000 2,585 2,549
Citigroup Mortgage Loan Trust 0% 0.00000 20,271,282 1,216
Federal National Mortgage Association 5% 0.00000 108 107
Federal Home Loan Mortgage Corp. 6.5% 0.00000 450 476
Federal National Mortgage Association 4.55% 0.00000 1,603 1,590
Federal Home Loan Mortgage Corp. 6% 0.00000 406 420
Federal Home Loan Mortgage Corp. 7.5% 0.00000 249 254
Federal Home Loan Mortgage Corp. 8.5% 0.00000 527 527
Federal Home Loan Mortgage Corp. 7.5% 0.00000 768 777
Federal Home Loan Mortgage Corp. 8.5% 0.00000 157 157
Federal National Mortgage Association 3.5% 0.00000 1,872 1,856
Federal Home Loan Mortgage Corp. 6.5% 0.00000 1,502 1,585
Federal Home Loan Mortgage Corp. 8.5% 0.00000 229 229
Federal Home Loan Mortgage Corp. 6% 0.00000 561 560
Federal Home Loan Mortgage Corp. 7.5% 0.00000 42 42
Fnma Pass-Thru I 4% 0.00000 2,349 2,226
Federal National Mortgage Association 5.5% 0.00000 1 1
Federal Home Loan Mortgage Corp. 6.5% 0.00000 456 474
Federal Home Loan Mortgage Corp. 8% 0.00000 199 199
Federal Home Loan Mortgage Corp. 7.5% 0.00000 271 273
Federal Home Loan Mortgage Corp. 7% 0.00000 210 217
Federal Home Loan Mortgage Corp. 6.5% 0.00000 151 151
Government National Mortgage Association 7% 0.00000 159 168
Federal National Mortgage Association 6% 0.00000 1,369 1,349
Salomon Brothers Mtg Secs VII Inc 7% 0.00000 850 817
Roundstone Securities No.1 Designated Activity Company 0% 0.00000 1,972 1,740
Federal National Mortgage Association 4.5% 0.00000 225 224
Federal Home Loan Mortgage Corp. 5.487% 0.00000 753 746
Federal National Mortgage Association 4.25% 0.00000 1,340 1,333
Federal Home Loan Mortgage Corp. 5.85292% 0.00000 1,926 1,926
CWMBS Inc 6.17043% 0.00000 2,716 659
Fnma Pass-Thru I 3% 0.00000 897 796
Government National Mortgage Association 4.5% 0.00000 88 87
Government National Mortgage Association 3.625% 0.00000 2,548 2,509
Thornburg Mortgage Securities Trust 6.81474% 0.00000 208 198
Federal National Mortgage Association 5.845% 0.00000 2,125 2,112
Government National Mortgage Association 4% 0.00000 2,443 2,425
Government National Mortgage Association 2.75% 0.00000 2,321 2,298
Bear Stearns Arm Trust 4.09083% 0.00000 2,697 2,258
Federal National Mortgage Association 6.094% 0.00000 594 593
Government National Mortgage Association 3.625% 0.00000 981 966
Government National Mortgage Association 3.625% 0.00000 224 221
Government National Mortgage Association 4% 0.00000 299 295
Federal National Mortgage Association 5.795% 0.00000 1,720 1,710
Government National Mortgage Association 3.875% 0.00000 713 707
Federal Home Loan Mortgage Corp. 5.981% 0.00000 1,137 1,134
Federal National Mortgage Association 6.135% 0.00000 1,152 1,154
Federal National Mortgage Association 6.35191% 0.00000 211 212
Government National Mortgage Association 3.875% 0.00000 516 510
Government National Mortgage Association 4.5% 0.00000 32 32
Federal Home Loan Mortgage Corp. 6.357% 0.00000 1,094 1,088
GS Mortgage Securities Corp 4.48929% 0.00000 2,705 2,663
Federal National Mortgage Association 4.538% 0.00000 66 66
Federal National Mortgage Association 5.435% 0.00000 664 655
Federal National Mortgage Association 6.044% 0.00000 2,234 2,224
Chase Mortgage Financial Trust 5.5% 0.00000 19,904 1,625
Government National Mortgage Association 4% 0.00000 2,187 2,178
Government National Mortgage Association 3.625% 0.00000 242 237
Bear Stearns Mtg S 4.8444% 0.00000 998 971
Federal Home Loan Mortgage Corp. 5.085% 0.00000 291 289
Federal National Mortgage Association 5.863% 0.00000 518 515
Federal National Mortgage Association 5.897% 0.00000 2,247 2,229
Government National Mortgage Association 3.625% 0.00000 2,409 2,397
Government National Mortgage Association 3.625% 0.00000 289 288
Federal National Mortgage Association 5.71043% 0.00000 535 534
Federal National Mortgage Association 3.842% 0.00000 1,102 1,075
Federal National Mortgage Association 4.887% 0.00000 624 619
Federal National Mortgage Association 4.785% 0.00000 973 975
Federal Home Loan Mortgage Corp. 5.95292% 0.00000 2,616 2,614
Federal Home Loan Mortgage Corp. 5.91% 0.00000 1,624 1,595
Federal Home Loan Mortgage Corp. 6.5% 0.00000 569 614
Federal National Mortgage Association 5.5% 0.00000 2,449 2,525
Government National Mortgage Association 7.5% 0.00000 379 380
Federal National Mortgage Association 8.5% 0.00000 455 469
Government National Mortgage Association 7% 0.00000 170 174
Government National Mortgage Association 8.5% 0.00000 166 166
Federal National Mortgage Association 6.5% 0.00000 2,386 2,520
Government National Mortgage Association 7.5% 0.00000 268 283
Federal National Mortgage Association 7% 0.00000 526 538
Federal National Mortgage Association 6% 0.00000 720 740
Federal National Mortgage Association 6% 0.00000 518 541
Federal National Mortgage Association 6% 0.00000 552 573
Federal National Mortgage Association 7.5% 0.00000 630 630
Federal National Mortgage Association 6% 0.00000 12 12
Federal National Mortgage Association 6.5% 0.00000 274 288
Federal National Mortgage Association 7.5% 0.00000 329 336
Federal National Mortgage Association 4.5% 0.00000 1,317 1,310
Federal National Mortgage Association 6% 0.00000 307 320
Government National Mortgage Association 10% 0.00000 1 1
Federal National Mortgage Association 5.5% 0.00000 2,232 2,302
Federal National Mortgage Association 4.5% 0.00000 216 215
Government National Mortgage Association 8% 0.00000 2,037 2,164
Federal National Mortgage Association 8% 0.00000 1,658 1,713
Federal National Mortgage Association 4.5% 0.00000 606 603
Federal National Mortgage Association 6% 0.00000 1,213 1,250
Federal National Mortgage Association 6% 0.00000 531 555
Federal National Mortgage Association 8.5% 0.00000 81 82
Federal National Mortgage Association 4.5% 0.00000 724 720
Federal National Mortgage Association 8% 0.00000 271 271
Federal National Mortgage Association 6% 0.00000 281 290
Federal National Mortgage Association 6% 0.00000 354 363
Government National Mortgage Association 7.5% 0.00000 766 773
Federal National Mortgage Association 6% 0.00000 460 462
Federal National Mortgage Association 4.5% 0.00000 2,257 2,245
Government National Mortgage Association 7.5% 0.00000 778 780
Government National Mortgage Association 7% 0.00000 139 141
Government National Mortgage Association 4.5% 0.00000 2,393 2,396
Federal National Mortgage Association 6% 0.00000 497 520
Federal National Mortgage Association 8% 0.00000 92 93
Federal National Mortgage Association 6% 0.00000 441 459
Federal National Mortgage Association 4.5% 0.00000 1,415 1,408
Federal National Mortgage Association 5.5% 0.00000 124 126
Government National Mortgage Association 7% 0.00000 787 814
Government National Mortgage Association 8% 0.00000 111 110
Government National Mortgage Association 8.5% 0.00000 783 822
Federal National Mortgage Association 6% 0.00000 721 745
Federal National Mortgage Association 6% 0.00000 693 714
Federal National Mortgage Association 6.5% 0.00000 2,603 2,639
Government National Mortgage Association 7.5% 0.00000 41 42
Government National Mortgage Association 8.5% 0.00000 737 736
Federal National Mortgage Association 4.5% 0.00000 88 87
Federal National Mortgage Association 7% 0.00000 789 787
Government National Mortgage Association 8.5% 0.00000 1,242 1,252
Federal National Mortgage Association 5.5% 0.00000 785 809
Federal National Mortgage Association 6% 0.00000 1,166 1,214
Federal National Mortgage Association 6% 0.00000 559 574
Federal National Mortgage Association 3.5% 0.00000 824 809
Federal National Mortgage Association 7% 0.00000 162 165
Federal National Mortgage Association 6% 0.00000 1,408 1,462
Federal National Mortgage Association 6% 0.00000 1,054 1,096
Government National Mortgage Association 2.75% 0.00000 388 384
Federal National Mortgage Association 6% 0.00000 77 80
Government National Mortgage Association 6.5% 0.00000 212 219
Government National Mortgage Association 7.5% 0.00000 2,493 2,502
Federal National Mortgage Association 4% 0.00000 1,649 1,620
Federal National Mortgage Association 4.5% 0.00000 537 534
Federal National Mortgage Association 4.5% 0.00000 521 518
Federal National Mortgage Association 6.5% 0.00000 34 36
Federal National Mortgage Association 4.5% 0.00000 122 122
Federal National Mortgage Association 6% 0.00000 818 855
Government National Mortgage Association 2.75% 0.00000 767 758
Federal National Mortgage Association 4.5% 0.00000 2,089 2,078
Federal National Mortgage Association 7% 0.00000 2,491 2,484
Federal National Mortgage Association 4.5% 0.00000 51 50
Government National Mortgage Association 5% 0.00000 2,435 2,427
Federal National Mortgage Association 3.5% 0.00000 2,084 2,010
Federal National Mortgage Association 4.5% 0.00000 2,345 2,333
Federal National Mortgage Association 6% 0.00000 1,360 1,401
Federal National Mortgage Association 6% 0.00000 1,044 1,092
Federal National Mortgage Association 6% 0.00000 1,889 1,970
Government National Mortgage Association 8.5% 0.00000 72 72
Federal National Mortgage Association 8.5% 0.00000 70 70
Government National Mortgage Association 9.5% 0.00000 435 434
Federal National Mortgage Association 6% 0.00000 1,406 1,451
Government National Mortgage Association 6% 0.00000 863 886
Federal National Mortgage Association 6% 0.00000 1,519 1,570
Government National Mortgage Association 8% 0.00000 683 682
CALIFORNIA ST 7.5% 0.00000 2,000 2,431
Federal National Mortgage Association 4.5% 0.00000 1,001 996
Federal National Mortgage Association 6.5% 0.00000 1,028 1,075
Federal National Mortgage Association 3.5% 0.00000 695 677
Federal National Mortgage Association 6% 0.00000 687 712
Federal National Mortgage Association 8% 0.00000 666 668
Federal National Mortgage Association 4.5% 0.00000 14 14
Federal National Mortgage Association 4.5% 0.00000 2,132 2,120
Government National Mortgage Association 8% 0.00000 1,747 1,792
Federal National Mortgage Association 4.5% 0.00000 1,132 1,126
Government National Mortgage Association 8% 0.00000 410 409
Federal National Mortgage Association 6% 0.00000 2,542 2,628
Government National Mortgage Association 3.625% 0.00000 743 720
Federal National Mortgage Association 6% 0.00000 81 83
Federal National Mortgage Association 6% 0.00000 2,025 2,086
Federal National Mortgage Association 6% 0.00000 965 998
Government National Mortgage Association 2.75% 0.00000 2,470 2,423
Government National Mortgage Association 7.5% 0.00000 46 48
Federal National Mortgage Association 3.5% 0.00000 1,949 1,893
Federal National Mortgage Association 8.5% 0.00000 3 3
Federal National Mortgage Association 4.5% 0.00000 2,665 2,651
Federal National Mortgage Association 6% 0.00000 465 482
Federal National Mortgage Association 6% 0.00000 964 1,008
Federal National Mortgage Association 7.5% 0.00000 62 63
Federal National Mortgage Association 4% 0.00000 1,100 1,079
Federal National Mortgage Association 9.5% 0.00000 956 953
Government National Mortgage Association 8% 0.00000 1,452 1,500
GSR Mtg Loan Trust 6.78% 0.00000 2,003 1,917
Federal National Mortgage Association 8% 0.00000 30 30
Government National Mortgage Association 2.75% 0.00000 703 697
Federal National Mortgage Association 5% 0.00000 1,352 1,361
Federal National Mortgage Association 6% 0.00000 1,481 1,545
Federal National Mortgage Association 6% 0.00000 349 360
Federal National Mortgage Association 4.5% 0.00000 562 559
Government National Mortgage Association 8% 0.00000 1,803 1,809
Federal National Mortgage Association 6% 0.00000 600 620
Federal National Mortgage Association 8% 0.00000 4 4
Government National Mortgage Association 8% 0.00000 6 6
Federal National Mortgage Association 6% 0.00000 244 253
Government National Mortgage Association 3.875% 0.00000 1,843 1,837
Federal Home Loan Mortgage Corp. 6% 0.00000 575 585
Federal Home Loan Mortgage Corp. 6% 0.00000 2,376 2,470
Federal Home Loan Mortgage Corp. 7% 0.00000 1,284 1,326
Federal Home Loan Mortgage Corp. 6.5% 0.00000 6 6
Federal Home Loan Mortgage Corp. 6% 0.00000 2,581 2,609
Small Business Administration 4.34% 0.00000 787 786
Federal National Mortgage Association 6.215% 0.00000 312 310
Federal National Mortgage Association 5.75% 0.00000 874 871
Federal Home Loan Mortgage Corp. 6.5% 0.00000 196 202
Federal Home Loan Mortgage Corp. 6% 0.00000 1,245 1,267
Federal Home Loan Mortgage Corp. 8.5% 0.00000 3 3
Federal Home Loan Mortgage Corp. 7.5% 0.00000 348 361
Government National Mortgage Association 3.625% 0.00000 769 767
Federal Home Loan Mortgage Corp. 4.5% 0.00000 986 973
Federal Home Loan Mortgage Corp. 8.5% 0.00000 31 31
Federal Home Loan Mortgage Corp. 4.5% 0.00000 1,562 1,541
Federal Home Loan Mortgage Corp. 4.5% 0.00000 723 714
Federal National Mortgage Association 4.5% 0.00000 636 633
Federal Home Loan Mortgage Corp. 3.5% 0.00000 375 369
Government National Mortgage Association 3.625% 0.00000 712 703
Federal National Mortgage Association 4.5% 0.00000 248 246
Federal Home Loan Mortgage Corp. 6% 0.00000 875 891
Federal Home Loan Mortgage Corp. 8.5% 0.00000 352 352
Federal Home Loan Mortgage Corp. 7.5% 0.00000 249 250
Federal Home Loan Mortgage Corp. 8.5% 0.00000 628 629
Federal Home Loan Mortgage Corp. 7.5% 0.00000 485 502
Federal National Mortgage Association 6% 0.00000 507 522
Federal National Mortgage Association 8% 0.00000 87 86
Federal National Mortgage Association 3.5% 0.00000 282 276
Federal National Mortgage Association 5.5% 0.00000 548 565
Federal National Mortgage Association 5.5% 0.00000 1,353 1,395
Government National Mortgage Association 7.5% 0.00000 1,773 1,784
Federal National Mortgage Association 6% 0.00000 105 107
Government National Mortgage Association 8.5% 0.00000 393 409
Federal National Mortgage Association 6% 0.00000 852 879
Federal National Mortgage Association 8% 0.00000 546 559
Federal National Mortgage Association 8% 0.00000 1,072 1,125
Government National Mortgage Association 9% 0.00000 27 27
CALIFORNIA ST 7.55% 0.00000 2,000 2,530
Federal National Mortgage Association 6% 0.00000 564 588
Federal National Mortgage Association 4% 0.00000 2,226 2,191
Federal National Mortgage Association 6% 0.00000 275 282
Federal National Mortgage Association 8.5% 0.00000 342 350
Federal National Mortgage Association 4.5% 0.00000 837 824
Federal National Mortgage Association 6% 0.00000 747 781
Federal National Mortgage Association 6% 0.00000 2,544 2,646
Federal National Mortgage Association 5% 0.00000 1,868 1,901
Proteus Rmbs DAC 0% 0.00000 481,000 1
Government National Mortgage Association 7% 0.00000 1,730 1,783
Federal National Mortgage Association 4.5% 0.00000 2,021 2,011
Government National Mortgage Association 8.5% 0.00000 807 810
Federal National Mortgage Association 4.5% 0.00000 77 77
Federal National Mortgage Association 6% 0.00000 2,535 2,611
Government National Mortgage Association 7.5% 0.00000 406 406
Federal National Mortgage Association 0.92809% 0.00000 24,800 2,062
Federal National Mortgage Association 4.244% 0.00000 58 57
Merrill Lynch Mortgage Investors, Inc. 6.25043% 0.00000 2,206 2,016
Federal Home Loan Mortgage Corp. 4.497% 0.00000 30 30
Government National Mortgage Association 4.5% 0.00000 569 565
Government National Mortgage Association 3.625% 0.00000 2,181 2,170
Government National Mortgage Association 3.625% 0.00000 2,091 2,056
Sequoia Mtg Trust 6.1324% 0.00000 1,919 1,809
Federal Home Loan Mortgage Corp. 5.90292% 0.00000 210 210
Federal National Mortgage Association 6.625% 0.00000 736 734
Federal Home Loan Mortgage Corp. 6.244% 0.00000 2,417 2,400
Federal Home Loan Mortgage Corp. 5.942% 0.00000 775 769
Government National Mortgage Association 3.875% 0.00000 1,760 1,754
Federal National Mortgage Association 0.64809% 0.00000 41,192 2,719
Government National Mortgage Association 3.875% 0.00000 1,226 1,222
Federal National Mortgage Association 7.265% 0.00000 929 930
Government National Mortgage Association 3.875% 0.00000 1,773 1,749
Federal National Mortgage Association 3.715% 0.00000 715 709
Federal Home Loan Mortgage Corp. 5.716% 0.00000 2,607 2,656
Federal National Mortgage Association 6.38% 0.00000 2,240 2,232
Government National Mortgage Association 3.875% 0.00000 50 49
Wachovia Mortgage Loan Trust LLC 6.05822% 0.00000 876 860
Government National Mortgage Association 4.5% 0.00000 250 248
Indymac MBS Inc 6.25043% 0.00000 1,123 979
GS Mortgage Securities Corp 6.1059% 0.00000 1 1
Government National Mortgage Association 3.625% 0.00000 299 295
Federal National Mortgage Association 6.152% 0.00000 2,545 2,534
Bear Stearns Arm Trust 4.49996% 0.00000 383 328
Federal National Mortgage Association 5.85191% 0.00000 136 135
Federal National Mortgage Association 5.99% 0.00000 2,325 2,330
Bear Stearns Asset Backed Securities Trust 6.11043% 0.00000 269 261
Federal National Mortgage Association 5.41% 0.00000 155 155
Federal National Mortgage Association 4.5% 0.00000 90 89
Federal National Mortgage Association 6.10191% 0.00000 4 4
Federal Home Loan Mortgage Corp. 7.5% 0.00000 198 201
Federal Home Loan Mortgage Corp. 7% 0.00000 2,460 2,543
Federal National Mortgage Association 8% 0.00000 2,134 2,196
Federal National Mortgage Association 8.5% 0.00000 244 244
Government National Mortgage Association 7% 0.00000 143 147
Government National Mortgage Association 8.5% 0.00000 647 647
Federal National Mortgage Association 6% 0.00000 474 496
Federal National Mortgage Association 5.5% 0.00000 167 172
Federal National Mortgage Association 4.5% 0.00000 344 341
Federal National Mortgage Association 6% 0.00000 386 403
Federal National Mortgage Association 3.5% 0.00000 1,896 1,859
Federal National Mortgage Association 6% 0.00000 282 292
Federal National Mortgage Association 8.5% 0.00000 227 234
Government National Mortgage Association 8.5% 0.00000 607 607
Government National Mortgage Association 6.5% 0.00000 103 105
Government National Mortgage Association 7.5% 0.00000 153 153
Federal National Mortgage Association 6% 0.00000 2,324 2,440
Government National Mortgage Association 7.5% 0.00000 2,087 2,135
Federal National Mortgage Association 4.5% 0.00000 2,147 2,136
Federal National Mortgage Association 6% 0.00000 746 779
Federal National Mortgage Association 6% 0.00000 1,021 1,056
Government National Mortgage Association 6.5% 0.00000 741 756
Federal National Mortgage Association 6% 0.00000 601 617
Federal National Mortgage Association 6% 0.00000 2,094 2,158
Federal National Mortgage Association 4.5% 0.00000 693 690
Federal National Mortgage Association 3% 0.00000 1,568 1,501
Government National Mortgage Association 8% 0.00000 72 76
Federal National Mortgage Association 6% 0.00000 881 910
Federal National Mortgage Association 6% 0.00000 1,076 1,126
Federal National Mortgage Association 4.5% 0.00000 307 306
Government National Mortgage Association 7% 0.00000 2,337 2,406
Federal National Mortgage Association 4.5% 0.00000 1,107 1,101
Federal National Mortgage Association 7% 0.00000 756 755
Federal National Mortgage Association 6% 0.00000 131 136
Government National Mortgage Association 8% 0.00000 74 74
Federal National Mortgage Association 6% 0.00000 1,527 1,597
Federal National Mortgage Association 6% 0.00000 1,217 1,251
Federal National Mortgage Association 8% 0.00000 75 75
Federal National Mortgage Association 6% 0.00000 339 351
Government National Mortgage Association 8% 0.00000 927 942
Government National Mortgage Association 7% 0.00000 1,225 1,237
Government National Mortgage Association 7% 0.00000 984 991
Federal National Mortgage Association 6.5% 0.00000 581 596
Government National Mortgage Association 8.5% 0.00000 71 71
Government National Mortgage Association 9% 0.00000 1,103 1,100
Federal National Mortgage Association 3.5% 0.00000 2,339 2,272
Federal National Mortgage Association 8% 0.00000 106 106
Federal National Mortgage Association 4.5% 0.00000 10 10
Federal National Mortgage Association 6% 0.00000 227 234
Government National Mortgage Association 8% 0.00000 2,430 2,566
Federal National Mortgage Association 7.5% 0.00000 56 56
Federal National Mortgage Association 6% 0.00000 444 459
Federal National Mortgage Association 8.5% 0.00000 2,647 2,660
Federal National Mortgage Association 7% 0.00000 505 503
Federal National Mortgage Association 8.5% 0.00000 370 370
Government National Mortgage Association 8% 0.00000 253 253
Federal National Mortgage Association 8.5% 0.00000 2,075 2,147
Government National Mortgage Association 7.5% 0.00000 179 180
Federal National Mortgage Association 6% 0.00000 336 351
Government National Mortgage Association 8% 0.00000 129 130
Government National Mortgage Association 8.5% 0.00000 267 266
Federal National Mortgage Association 6% 0.00000 673 700
Federal National Mortgage Association 8% 0.00000 1,707 1,705
Federal National Mortgage Association 6% 0.00000 56 58
Government National Mortgage Association 8.5% 0.00000 840 839
Federal National Mortgage Association 7.5% 0.00000 151 153
Federal National Mortgage Association 6% 0.00000 515 531
Federal National Mortgage Association 6.5% 0.00000 487 505
Federal National Mortgage Association 5.5% 0.00000 2,005 2,067
Federal National Mortgage Association 6% 0.00000 1,716 1,769
Federal Home Loan Mortgage Corp. 8.5% 0.00000 753 753
Federal National Mortgage Association 8% 0.00000 115 114
Federal National Mortgage Association 5% 0.00000 1,729 1,741
Federal National Mortgage Association 8.5% 0.00000 154 155
Federal National Mortgage Association 6% 0.00000 2,646 2,744
Government National Mortgage Association 7% 0.00000 2,055 2,076
Federal National Mortgage Association 8.5% 0.00000 785 782
Federal National Mortgage Association 5.5% 0.00000 2,081 2,146
Government National Mortgage Association 2.75% 0.00000 2,142 2,124
Government National Mortgage Association 2.75% 0.00000 819 803
Government National Mortgage Association 3.5% 0.00000 2,056 2,019
Credit Suisse First Boston Mortgage Securities Corp 2005-11 7.5% 0.00000 840 855
Federal Home Loan Mortgage Corp. 7% 0.00000 358 370
Federal National Mortgage Association 3.5% 0.00000 1,445 1,417
Federal National Mortgage Association 4.508% 0.00000 1,024 1,000
Federal National Mortgage Association 4.595% 0.00000 192 190
Federal National Mortgage Association 6.192% 0.00000 80 79
Federal National Mortgage Association 3.5% 0.00000 725 705
Government National Mortgage Association 3.625% 0.00000 1,040 1,016
Federal Home Loan Mortgage Corp. 4.5% 0.00000 708 700
Government National Mortgage Association 3.875% 0.00000 234 233
Government National Mortgage Association 3.625% 0.00000 683 675
Government National Mortgage Association 2.75% 0.00000 549 544
Government National Mortgage Association 3.625% 0.00000 2,103 2,057
Federal National Mortgage Association 3.5% 0.00000 2,662 2,632
Federal National Mortgage Association 5.5% 0.00000 306 304
Government National Mortgage Association 2.75% 0.00000 515 503
Federal National Mortgage Association 4.5% 0.00000 583 580
Federal Home Loan Mortgage Corp. 6.5% 0.00000 2,048 2,055
Federal National Mortgage Association 5.875% 0.00000 237 235
Federal National Mortgage Association 3.5% 0.00000 1,794 1,760
Government National Mortgage Association 3.625% 0.00000 169 169
Government National Mortgage Association 4% 0.00000 420 416
Federal National Mortgage Association 4.5% 0.00000 581 578
Government National Mortgage Association 7% 0.00000 1,077 1,086
Federal Home Loan Mortgage Corp. 6% 0.00000 681 693
Federal National Mortgage Association 5.5% 0.00000 2,311 2,383
Federal National Mortgage Association 4.5% 0.00000 392 390
Fnma Pass-Thru I 4% 0.00000 2,157 2,083
Federal National Mortgage Association 6% 0.00000 1,992 2,070
Federal National Mortgage Association 8% 0.00000 273 22
Ge-Wmc A/Bkd Ctfs 5.55043% 0.00000 5,001 2,028
Federal National Mortgage Association 6.258% 0.00000 1,433 1,432
Government National Mortgage Association 5.5% 0.00000 1,655 1,639
Federal Home Loan Mortgage Corp. 4.5% 0.00000 49 49
Federal Home Loan Mortgage Corp. 5.925% 0.00000 413 424
Federal Home Loan Mortgage Corp. 4% 0.00000 763 753
Government National Mortgage Association 3.875% 0.00000 2,355 2,328
CWMBS Inc 6.15043% 0.00000 9,296 1,965
Federal Home Loan Mortgage Corp. 6.5% 0.00000 60 59
Morgan Stanley ML 5.78043% 0.00000 2,174 1,952
Federal Home Loan Mortgage Corp. 4.5% 0.00000 1,678 1,671
Federal National Mortgage Association 6.185% 0.00000 1,600 1,597
Federal Home Loan Mortgage Corp. 8% 0.00000 14 14
Small Business Administration 6.25% 0.00000 2,440 2,429
Federal Home Loan Mortgage Corp. 7.5% 0.00000 503 505
Federal National Mortgage Association 0% 0.00000 1,513 1,032
Government National Mortgage Association 3.875% 0.00000 2,239 2,234
Government National Mortgage Association 3.875% 0.00000 105 104
Federal National Mortgage Association 5.875% 0.00000 127 127
Federal Home Loan Mortgage Corp. 5.46% 0.00000 3 3
Federal Home Loan Mortgage Corp. 4.515% 0.00000 672 660
Federal Home Loan Mortgage Corp. 4.5% 0.00000 664 661
Federal Home Loan Mortgage Corp. 8.5% 0.00000 814 832
Federal Home Loan Mortgage Corp. 7.5% 0.00000 7 7
Federal National Mortgage Association 6% 0.00000 769 798
Federal National Mortgage Association 8% 0.00000 592 605
Small Business Administration 5.78% 0.00000 1,879 1,866
Bear Stearns Mtg S 6.75% 0.00000 335 8
Federal National Mortgage Association 6% 0.00000 1,056 1,090
Fnma Pass-Thru I 4% 0.00000 2,765 2,670
Federal National Mortgage Association 5% 0.00000 1,063 1,082
Federal National Mortgage Association 6.5% 0.00000 86 90
Government National Mortgage Association 6.5% 0.00000 78 82
Federal National Mortgage Association 4.5% 0.00000 1,260 1,253
Government National Mortgage Association 8.5% 0.00000 1,625 1,623
Federal National Mortgage Association 15.23975% 0.00000 419 466
Government National Mortgage Association 4.5% 0.00000 828 824
Government National Mortgage Association 3.625% 0.00000 2,059 2,014
Federal National Mortgage Association 5.85191% 0.00000 1,988 1,971
JP Morgan Mortgage Trust 5.67375% 0.00000 563 544
Bear Stearns Alternative A Trust 4.19769% 0.00000 1,266 1,236
Federal Home Loan Mortgage Corp. 4.565% 0.00000 6 6
Government National Mortgage Association 4% 0.00000 775 769
Government National Mortgage Association 3.625% 0.00000 167 164
Government National Mortgage Association 3.625% 0.00000 985 967
Government National Mortgage Association 4.5% 0.00000 194 192
Bear Stearns Arm Trust 4.13375% 0.00000 115 112
Federal Home Loan Mortgage Corp. 3% 0.00000 72 65
Federal National Mortgage Association 4.25% 0.00000 22 21
Federal Home Loan Mortgage Corp. 5.90292% 0.00000 614 614
Morgan Stanley Ixis Real Estate Cap 5.52043% 0.00000 5,019 1,684
Federal Home Loan Mortgage Corp. 5.75292% 0.00000 1,012 990
Government National Mortgage Association 3.625% 0.00000 2,602 2,588
Small Business Administration 6.25% 0.00000 32 32
Federal National Mortgage Association 5.758% 0.00000 31 31
Federal Home Loan Mortgage Corp. 6% 0.00000 2,423 2,465
Federal Home Loan Mortgage Corp. 6.5% 0.00000 1,557 1,622
Federal National Mortgage Association 6.633% 0.00000 1,838 1,823
Government National Mortgage Association 3.625% 0.00000 95 95
Asset Backed Secs Corp Home Equity Loan 6.23043% 0.00000 1,066 953
Federal National Mortgage Association 0.61809% 0.00000 7,869 602
Federal Home Loan Mortgage Corp. 5.95292% 0.00000 1,898 1,894
3 Month SOFR Future June 24 10.16163 23,428 5,592,556,450
3 Month SOFR Future Dec 23 8.37554 19,482 4,609,562,962
IRS EUR 1.58000 05/24/23-1Y (WHT) LCH Receive 7.43604 3,742,800,000 4,092,499,663
EUROPEAN MONETARY UNION EURO Purchased 5.28770 2,657,150,080 2,910,141,367
OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH Receive 5.22424 3,799,600,000 2,875,212,588
RFR USD SOFR/3.75000 06/21/23-2Y LCH Pay 4.52285 2,489,200,000 2,489,200,000
OIS CAD CAONREPO/3.75000 09/20/23-2Y LCH Receive 3.32869 2,425,600,000 1,831,978,273
RFR USD SOFR/3.50000 09/20/23-2Y LCH Pay 2.81997 1,552,000,000 1,552,000,000
BRITISH POUND STERLING Purchased 2.80387 1,220,514,222 1,543,141,479
AUSTRALIAN DOLLARS Purchased 1.46847 1,151,104,597 808,187,653
RFR USD SOFR/1.75000 12/21/22-30Y CME Pay 1.43470 789,600,000 789,600,000
IRS NZD 4.00000 06/14/23-1Y (WHT) LCH Receive 1.39496 1,221,200,000 767,729,220
RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH Receive 1.24332 96,888,000,000 684,271,534
IRS EUR 3.00000 03/20/24-10Y LCH Receive 1.22507 582,700,000 674,232,145
CANADIAN DOLLAR Purchased 1.13204 846,494,342 623,029,939
OIS CAD CAONREPO/4.75000 07/14/23-2Y LCH Receive 1.13011 812,500,000 621,967,764
RFR USD SOFR/5.27000 01/31/24-1Y LCH Pay 1.02097 561,900,000 561,900,000
RFR JPY MUTK/0.5000 03/15/22-20Y LCH Pay 1.01797 78,983,900,000 560,248,971
RFR USD SOFR/2.15000 06/15/22-5Y LCH Receive 1.00670 582,600,000 554,046,017
IRS EUR 2.75000 03/20/24-30Y LCH Pay 0.87230 434,600,000 480,080,949
CHINESE - YUAN RENMINBI (CNH) Purchased 0.79225 3,147,839,769 436,023,727
INDIAN RUPEE-INR-NDF Purchased 0.78944 36,221,260,902 434,478,883
IRS NZD 3.75000 06/15/22-5Y LCH Receive 0.75707 668,600,000 416,658,653
SOUTH AFRICA EM SP MYC 0.75626 419,000,000 416,217,119
BRAZILIAN REAL-NDF Purchased 0.71421 1,967,900,000 393,071,126
RFR USD SOFR/1.69000 04/19/22-5Y LCH Receive 0.69208 406,000,000 380,894,706
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH Receive 0.68761 500,000,000 378,435,196
RFR USD SOFR/4.60000 07/17/23-2Y LCH Pay 0.66638 366,750,000 366,750,000
RFR USD SOFR/4.25000 12/20/23-2Y LCH Pay 0.64376 354,300,000 354,300,000
ORO USD 10Y C 3.63600 L 10/07/24 MYC 0.62438 504,300,000 343,634,826
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH Pay 0.59818 434,100,000 329,212,801
RFR USD SOFR/1.78250 04/22/22-5Y LCH Receive 0.52571 307,500,000 289,328,595
RFR JPY MUTK/0.8000 06/15/22-30Y LCH Pay 0.50651 39,300,000,000 278,762,945
THAILAND BAHT Purchased 0.48716 9,039,353,322 268,112,691
IRS EUR 1.00000 05/13/22-5Y LCH Receive 0.48064 251,800,000 264,526,210
OIS CAD CAONREPO/4.82000 07/13/23-2Y LCH Receive 0.46016 330,500,000 253,256,190
SOUTH KOREA WON-NDF Purchased 0.41644 298,413,410,430 229,193,632
IRS AUD 4.50000 09/20/23-10Y LCH Receive 0.41222 323,800,000 226,871,798
IRS EUR 0.65000 05/11/22-5Y LCH Receive 0.40411 214,200,000 222,408,495
SINGAPORE DOLLARS Purchased 0.37816 275,790,302 208,123,603
TAIWANESE DOLLAR-NDF Purchased 0.35488 6,053,708,633 195,310,657
RFR USD SOFR/2.85000 08/29/22-5Y LCH Receive 0.34618 195,800,000 190,522,485
IRS EUR 0.65000 04/12/22-5Y LCH Receive 0.29015 153,600,000 159,687,845
INDONESIAN RUPIAH-NDF Purchased 0.27372 2,332,549,271,623 150,647,377
ORO USD 7Y C 3.44250 L 02/06/24 MYC 0.27111 296,200,000 149,206,170
AT&T Inc 0% 0.26741 149,050,000 147,174,206
IRS EUR 1.00000 05/18/22-5Y LCH Receive 0.25514 133,700,000 140,420,372
ORO USD 7Y C 3.43300 L 02/06/24 CBK 0.25478 284,000,000 140,219,566
TAIWANESE DOLLAR-NDF Purchased 0.24503 4,296,031,995 134,854,775
CDX ITRAXX XOV38 5Y 35-100% SP GST 0.23500 100,000,000 129,333,131
SOUTH AFRICA EM SP GST 0.23224 127,400,000 127,814,655
SOUTH AFRICAN RAND Purchased 0.21216 2,201,275,743 116,765,942
RFR USD SOFR/3.47000 02/22/23-7Y LCH Receive 0.20588 113,400,000 113,305,991
OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH Pay 0.20380 147,900,000 112,164,417
U S TREASURY REPO FRN 0.20258 111,492,553 111,492,553
BRAZILIAN REAL-NDF Purchased 0.19649 529,011,794 108,139,267
IRS AUD 4.50000 03/20/24-10Y LCH Receive 0.19628 154,300,000 108,027,246
RFR USD SOFR/2.61740 09/30/22-25Y* LCH Pay 0.19169 105,500,000 105,500,000
RFR USD SOFR/3.90000 08/30/23-10Y LCH Receive 0.19115 101,600,000 105,201,100
RFR USD SOFR/3.95000 09/13/23-10Y LCH Receive 0.18739 99,200,000 103,134,143
IRS EUR 2.54700 03/09/23-10Y LCH Receive 0.18433 91,300,000 101,446,957
ROLLS-ROYCE PLC SNR SE ICE 0.18125 89,600,000 99,753,807
RFR USD SOFR/3.34000 02/23/23-7Y LCH Receive 0.16745 92,900,000 92,160,209
IRS MXN 8.94500 11/29/23-5Y* CME Receive 0.16731 1,536,000,000 92,083,039
SOUTH AFRICA EM SP BOA 0.16353 90,600,000 89,998,260
CDX IG41 5Y ICE 0.14948 80,700,000 82,265,833
RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH Pay 0.13831 10,731,600,000 76,121,436
AT&T INC SNR S* ICE 0.13784 75,100,000 75,861,751
IRS EUR 2.92000 12/13/23-5Y LCH Pay 0.12946 64,500,000 71,249,934
IRS EUR 0.55000 08/10/22-2Y LCH Receive 0.12633 64,200,000 69,527,408
ORO FWD USD 1Y P 2.72100 L 04/08/24 GLM 0.12624 71,400,000 69,475,130
RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH Pay 0.12482 9,685,000,000 68,697,688
ORO FWD USD 1Y P 2.78500 L 04/08/24 NGF 0.12472 70,800,000 68,641,443
ORO FWD USD 1Y P 2.79000 L 04/08/24 DUB 0.12468 70,800,000 68,621,505
ORO FWD USD 1Y P 2.83500 L 04/08/24 NGF 0.12433 70,800,000 68,428,378
IRS EUR 0.70000 04/11/22-5Y LCH Receive 0.12071 63,800,000 66,435,447
IRS EUR 2.88000 12/19/23-5Y LCH Pay 0.11762 58,600,000 64,732,498
RFR USD SOFR/3.30000 03/06/23-10Y LCH Receive 0.11588 64,600,000 63,776,499
CDX ITRAXX XOV40 5Y 35-100% SP JPM 0.10960 45,800,000 60,321,569
BRAZILIAN REAL-NDF Purchased 0.10874 300,405,901 59,848,799
CDX ITRAXX XOV40 5Y 35-100% SP BOA 0.09860 41,200,000 54,263,071
RFR USD SOFR/4.03000 12/15/23-10Y LCH Pay 0.09612 52,900,000 52,900,000
SOUTH AFRICA EM SP CBK 0.09584 53,100,000 52,747,325
GENERAL ELECTRIC COMPANY SNR S* ICE 0.09195 50,400,000 50,604,157
IRS EUR 2.89000 12/22/23-10Y LCH Pay 0.08831 44,000,000 48,604,606
RFR USD SOFR/3.85400 12/29/23-10Y LCH Pay 0.08758 48,200,000 48,200,000
RFR USD SOFR/3.95000 12/19/23-10Y LCH Pay 0.08740 48,100,000 48,100,000
CHILEAN GOVT LA SP BRC 0.08725 46,900,000 48,019,998
TURKISH LIRA Purchased 0.08636 1,476,191,155 47,528,683
RFR USD SOFR/3.42500 03/01/23-10Y LCH Receive 0.08578 47,350,000 47,209,768
RFR JPY MUT+5.89/0.7050 10/31/18-20Y LCH Pay 0.08455 6,560,000,000 46,531,423
BOEING CO/THE SNR S* ICE 0.08306 44,900,000 45,715,627
COLOMBIA LA SP GST 0.08054 44,310,000 44,324,861
COLOMBIA LA SP BRC 0.07992 43,700,000 43,982,067
FIXED INC CLEARING CORP REPO (FICC) 0.07938 43,685,214 43,685,214
RFR USD SOFR/3.52500 03/02/23-7Y LCH Receive 0.07867 43,200,000 43,295,191
IRS EUR 2.76000 01/03/24-5Y LCH Pay 0.07768 38,700,000 42,749,960
VERIZON COMMUNICATIONS INC SNR S* ICE 0.07734 42,050,000 42,562,907
JAPANESE YEN Purchased 0.07566 5,417,803,029 41,637,562
IRS NZD 4.25000 12/21/22-5Y LCH Receive 0.07487 64,900,000 41,204,277
RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH Pay 0.07333 5,690,000,000 40,360,335
CHILEAN GOVT LA SP MYC 0.07162 38,500,000 39,419,401
IRS EUR 3.14800 11/20/23-10Y LCH Pay 0.07105 35,400,000 39,104,615
IRS EUR 2.95000 12/29/23-5Y LCH Pay 0.07085 35,300,000 38,994,150
TURKISH LIRA Purchased 0.06986 1,287,753,971 38,450,377
IRS EUR 3.30500 11/27/23-10Y LCH Pay 0.06985 34,800,000 38,441,825
COLOMBIA LA SP CBK 0.06894 37,700,000 37,943,339
HUNGARIAN FORINT Purchased 0.06520 12,580,656,159 35,886,129
TURKISH LIRA Purchased 0.06317 1,143,521,220 34,763,726
IRS MXN 8.86500 12/01/23-5Y* CME Receive 0.05886 542,000,000 32,391,715
IRS EUR 2.91000 12/29/23-10Y LCH Pay 0.05881 29,300,000 32,366,249
IRS EUR 3.06300 12/06/23-10Y LCH Pay 0.05640 28,100,000 31,040,669
CHILEAN GOVT LA SP GST 0.05618 30,200,000 30,921,193
IRS EUR 3.17900 11/29/23-5Y LCH Pay 0.05580 27,800,000 30,709,274
RFR GBP SONIO/4.32000 10/20/23-10Y LCH Receive 0.05579 22,200,000 30,707,021
VERIZON COMMUNICATIONS INC SNR S* ICE 0.05571 30,500,000 30,660,605
CALIFORNIA STATE MU MUNI SP GST 0.05472 30,000,000 30,116,763
RFR JPY MUTK/0.6620 04/19/22-20Y LCH Pay 0.05030 3,903,000,000 27,684,778
IRS EUR 3.25500 11/22/23-5Y LCH Pay 0.04998 24,900,000 27,505,788
GENERAL ELECTRIC COMPANY SNR S* ICE 0.04822 26,100,000 26,539,829
TURKISH LIRA Purchased 0.04731 803,134,271 26,038,716
GENERAL ELECTRIC COMPANY SNR S* ICE 0.04688 25,600,000 25,801,377
CALIFORNIA STATE MU MUNI SP GST 0.04560 25,000,000 25,097,302
COLOMBIA LA SP BPS 0.04544 25,000,000 25,008,385
RFR USD SOFR/3.84200 12/26/23-10Y LCH Pay 0.04542 25,000,000 25,000,000
IRS EUR 3.12800 12/04/23-10Y LCH Pay 0.04536 22,600,000 24,965,093
RFR USD SOFR/3.80000 08/22/23-7Y LCH Receive 0.04499 24,300,000 24,760,871
RFR GBP SONIO/0.90000 03/11/22-30Y LCH Pay 0.04494 19,400,000 24,731,113
ORO FWD USD 1Y P 2.78100 L 04/05/24 FAR 0.04430 25,100,000 24,380,818
RFR USD SOFR/3.68400 01/03/24-10Y LCH Pay 0.04306 23,700,000 23,700,000
RFR USD SOFR/3.81000 01/02/24-10Y LCH Pay 0.04252 23,400,000 23,400,000
RFR USD SOFR/3.75000 01/02/24-10Y LCH Pay 0.04252 23,400,000 23,400,000
PERUVIAN SOL-NDF Purchased 0.04173 86,503,793 22,968,454
TURKISH LIRA Purchased 0.04150 731,827,381 22,842,049
BRAZILIAN REAL-NDF Purchased 0.04124 109,224,894 22,696,764
CHILEAN GOVT LA SP BPS 0.04018 21,600,000 22,115,820
RFR GBP SONIO/0.90000 03/15/22-30Y LCH Pay 0.03822 16,500,000 21,034,194
COLOMBIA LA SP GST 0.03790 20,976,000 20,858,027
BRITISH TELECOMMUNICATIONS PL SNR SE ICE 0.03783 18,600,000 20,818,583
BRAZILIAN REAL-NDF Purchased 0.03713 100,000,000 20,432,192
TURKISH LIRA Purchased 0.03687 658,036,063 20,289,071
SOUTH AFRICA EM SP GST 0.03610 20,000,000 19,867,166
SOUTH AFRICAN RAND Purchased 0.03516 353,113,117 19,348,438
COLOMBIA LA SP MYC 0.03428 18,974,000 18,867,286
RFR USD SOFR/3.80000 08/30/23-10Y LCH Receive 0.03397 18,200,000 18,696,622
IRS EUR 3.28000 11/22/23-10Y LCH Pay 0.03372 16,800,000 18,558,122
ROLLS-ROYCE PLC SNR SE ICE 0.03263 16,200,000 17,960,341
BOEING CO/THE SNR S* ICE 0.03174 17,200,000 17,468,116
COLOMBIA LA SP MYC 0.03144 17,300,000 17,305,802
TURKISH LIRA Purchased 0.03142 517,207,198 17,292,094
MEXICAN NUEVO PESO Purchased 0.03109 358,578,984 17,109,434
RFR USD SOFR/3.80000 03/10/23-5Y LCH Receive 0.02985 16,290,000 16,427,113
RFR USD SOFR/3.45000 03/07/23-10Y LCH Receive 0.02922 16,100,000 16,083,504
CDX ITRAXX EXJP IG40 5Y ICE 0.02719 14,900,000 14,966,401
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE 0.02443 12,900,000 13,442,883
RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH Pay 0.02436 1,890,000,000 13,406,157
TURKISH LIRA Purchased 0.02341 418,264,895 12,885,780
NEW ZEALAND DOLLAR Purchased 0.02268 20,481,241 12,482,381
TURKISH LIRA Purchased 0.02186 387,211,943 12,029,183
PERU LA SP BOA 0.02125 11,500,000 11,696,506
IRS AUD 4.75000 12/20/28-5Y LCH Receive 0.02053 16,400,000 11,301,551
TURKISH LIRA Purchased 0.02014 357,822,022 11,084,721
CASH COLLATERAL ICE GSC USD 0.01944 10,697,000 10,697,000
AT&T INC SNR S* ICE 0.01939 10,600,000 10,670,500
OHIO STATE MU MUNI SP GST 0.01829 10,000,000 10,065,758
CALIFORNIA STATE MU MUNI SP CBK 0.01824 10,000,000 10,038,921
CALIFORNIA STATE MU MUNI SP MYC 0.01824 10,000,000 10,038,921
CALIFORNIA STATE MU MUNI SP GST 0.01824 10,000,000 10,038,921
ORO USD 10Y P 3.66500 L 01/22/24 GLM 0.01751 45,700,000 9,634,680
VERIZON COMMUNICATIONS INC SNR S* ICE 0.01710 9,300,000 9,408,868
COLOMBIA LA SP CBK 0.01709 9,400,000 9,403,153
ORO USD 10Y P 3.68500 L 01/22/24 CBK 0.01666 47,900,000 9,166,737
SOUTH AFRICA EM SP DUB 0.01642 9,100,000 9,039,560
TESCO PLC SNR SE ICE 0.01607 7,850,000 8,843,508
VERIZON COMMUNICATIONS INC SNR S* ICE 0.01562 8,500,000 8,599,075
SOUTH AFRICA EM SP BRC 0.01534 8,500,000 8,443,545
BRITISH TELECOMMUNICATIONS PL SNR SE ICE 0.01528 7,500,000 8,411,261
BOEING CO/THE SNR S* ICE 0.01515 8,200,000 8,338,473
GENERAL MOTORS COMPANY SNR S* ICE 0.01450 6,962,500 7,982,532
AT&T INC SNR S* ICE 0.01449 7,900,000 7,972,616
TURKISH LIRA Purchased 0.01439 265,123,447 7,921,418
GENERAL MOTORS COMPANY SNR S* ICE 0.01436 7,100,000 7,904,567
INDONESIAN RUPIAH-NDF Purchased 0.01338 113,808,300,000 7,363,909
ORO USD 10Y P 3.62000 L 01/29/24 JPM 0.01322 25,700,000 7,276,131
ROLLS-ROYCE PLC SNR SE ICE 0.01272 6,300,000 7,002,556
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE 0.01263 6,300,000 6,953,639
WILLIAMS COS INC SNR S* ICE 0.01255 6,800,000 6,907,849
SOUTH KOREA WON-NDF Purchased 0.01208 8,596,521,500 6,650,000
TURKISH LIRA Purchased 0.01058 179,550,487 5,823,106
MEXICO LA SP MYC 0.01041 5,700,000 5,729,976
SOUTH AFRICA EM SP MYC 0.01029 5,700,000 5,662,142
TURKISH LIRA Purchased 0.01011 179,037,055 5,562,127
ORO USD 10Y P 3.65500 L 01/22/24 JPM 0.01000 24,900,000 5,505,164
EUROPEAN MONETARY UNION EURO Purchased 0.00978 4,866,000 5,384,177
ABX.HE.AAA.06-2 SP BRC 0.00948 5,430,997 5,215,793
AT&T INC SNR S* ICE 0.00916 5,000,000 5,041,137
VM CASH CCP ICE BOS USD 0.00914 5,032,800 5,032,800
ORO USD 10Y P 3.75000 L 01/16/24 GLM 0.00909 47,300,000 5,003,404
COLOMBIA LA SP BPS 0.00903 5,000,000 4,971,879
COLOMBIA LA SP JPM 0.00891 4,900,000 4,901,643
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE 0.00847 4,400,000 4,660,625
IRO EUR 10Y P 2.74000 L 01/15/24 MYC 0.00821 32,600,000 4,518,503
TURKISH LIRA Purchased 0.00812 146,667,816 4,470,050
VM CASH FUT DOM BPG USD 0.00802 4,414,300 4,414,300
IRO EUR 10Y P 2.70000 L 01/18/24 CBK 0.00782 21,000,000 4,302,021
AES CORPORATION SNR S* ICE 0.00763 3,600,000 4,201,707
SWEDISH KRONER Purchased 0.00757 40,749,555 4,165,623
VM CASH FUT DOM WFS USD 0.00756 4,160,378 4,160,378
SOUTH KOREA WON-NDF Purchased 0.00690 4,942,626,302 3,800,000
SOUTH AFRICAN RAND Purchased 0.00687 72,003,285 3,783,719
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE 0.00684 3,400,000 3,766,317
VERIZON COMMUNICATIONS INC SNR S* ICE 0.00681 3,700,000 3,747,188
DANISH KRONER Purchased 0.00666 24,614,198 3,666,587
BRITISH TELECOMMUNICATIONS PL SNR SE ICE 0.00650 3,200,000 3,574,740
ENERGY TRANSFER LP SNR S* ICE 0.00606 3,300,000 3,334,691
VERIZON COMMUNICATIONS INC SNR S* ICE 0.00606 3,300,000 3,333,982
ORO FWD USD 1Y P 2.69700 L 04/02/24 GLM 0.00587 3,300,000 3,230,673
ORO USD 10Y P 3.73500 L 01/19/24 GLM 0.00584 22,700,000 3,214,570
ORO USD 10Y P 3.72250 L 01/16/24 FAR 0.00582 25,500,000 3,205,547
ORO USD 10Y P 3.74400 L 01/18/24 UAG 0.00574 24,900,000 3,161,644
ORO USD 10Y P 3.75000 L 01/18/24 JPM 0.00564 25,300,000 3,104,865
GENERAL ELECTRIC COMPANY SNR S* ICE 0.00537 2,900,000 2,955,983
AES CORPORATION SNR S* ICE 0.00453 2,300,000 2,494,000
IRS EUR 0.75000 06/15/22-10Y LCH Receive 0.00436 2,500,000 2,400,584
VM CASH CCP LCH MSC CAD 0.00435 3,154,082 2,391,993
TURKISH LIRA Purchased 0.00426 70,477,459 2,347,210
MEXICO LA SP BPS 0.00406 2,200,000 2,233,037
ORO USD 10Y P 3.73800 L 01/19/24 BOA 0.00387 15,300,000 2,132,025
MEXICO LA SP MYC 0.00369 2,000,000 2,031,571
MEXICO LA SP GST 0.00365 2,000,000 2,010,518
HESS CORPORATION SNR S* ICE 0.00351 1,900,000 1,930,627
AUSTRALIAN DOLLARS Purchased 0.00314 2,543,000 1,729,687
AT&T INC SNR S* ICE 0.00312 1,700,000 1,718,435
IRO EUR 10Y P 2.89000 L 01/12/24 JPM 0.00296 33,600,000 1,629,875
ISRAELI SHEKEL Purchased 0.00290 5,664,144 1,597,472
RFR GBP SONIO/4.25000 03/20/24-30Y LCH Pay 0.00278 1,200,000 1,529,760
VM CASH CCP ICE GSC USD 0.00277 1,527,133 1,527,133
VM CASH CCP LCH MSC USD 0.00272 1,495,830 1,495,830
Cs At1 Claims Us22546dab29 0.00257 11,800,000 1,416,000
VM CASH CCP LCH MSC EUR 0.00238 1,187,230 1,311,474
MEXICO LA SP MYC 0.00238 1,300,000 1,311,579
CASH COLLATERAL LCH GSC USD 0.00237 1,303,000 1,303,000
AES CORPORATION SNR S* ICE 0.00231 1,100,000 1,272,195
CDX IG40 5Y ICE 0.00204 1,100,000 1,122,066
CASH COLLATERAL LCH MSC USD 0.00202 1,109,000 1,109,000
ORO USD 10Y P 3.99500 L 01/16/24 BPS 0.00175 47,200,000 964,701
INDONESIAN RUPIAH-NDF Purchased 0.00165 13,929,480,000 907,058
MALAYSIAN RINGGIT-DELIV Purchased 0.00148 3,676,000 814,633
MEXICO LA SP MYC 0.00129 700,000 709,946
CZECH KORUNA Purchased 0.00117 14,555,829 646,032
HUNGARIAN FORINT Purchased 0.00115 207,772,999 630,997
TURKISH LIRA Purchased 0.00115 19,870,012 635,159
VM CASH CCP CME MSC MXN 0.00108 10,098,317 596,316
MALAYSIAN RINGGIT-NDF Purchased 0.00104 2,566,901 570,293
VM CASH CCP LCH MSC GBP 0.00099 429,276 547,241
Cs At1 Claims Us225401aj72 0.00096 4,400,000 528,000
VM CASH FUT FOR WFS CAD 0.00095 690,827 523,909
VM CASH CCP ICE MSC EUR 0.00093 462,062 510,417
MEXICO LA SP BPS 0.00092 500,000 506,331
VM CASH CCP ICE MSC USD 0.00091 499,311 499,311
ORO USD 10Y P 4.00000 L 01/16/24 FAR 0.00090 25,200,000 497,353
Cs At1 Claims Xs0989394589 0.00089 4,100,000 492,000
Cs At1 Claims Us225436aa21 0.00081 3,700,000 444,000
VM CASH FUT FOR WFS JPY 0.00080 61,976,783 439,614
VM CASH CCP LCH MSC JPY 0.00076 58,741,573 416,666
VM CASH CCP CME MSC USD 0.00076 416,666 416,666
VM CASH FUT FOR WFS EUR 0.00076 377,193 416,666
VM CASH CCP LCH MSC AUD 0.00076 610,634 416,666
NORWEGIAN KRONER Purchased 0.00075 4,011,582 412,868
VM CASH CCP LCH GSC EUR 0.00071 353,321 390,296
IRO EUR 5Y P 2.86000 L 01/08/24 GST 0.00066 53,300,000 363,104
ORO USD 10Y P 4.05000 L 01/12/24 JPM 0.00061 24,700,000 337,663
ORO USD 10Y P 4.05000 L 01/12/24 MYC 0.00060 24,200,000 330,828
Cs At1 Claims Us225401ak46 0.00044 2,000,000 240,000
ORO USD 10Y P 3.95500 L 01/08/24 MYC 0.00041 50,900,000 223,802
VM CASH CCP LCH MSC NZD 0.00039 336,658 213,155
Cs At1 Claims Ush3698dbw32 0.00024 1,100,000 132,000
IRO EUR 10Y P 2.96000 L 01/05/24 CBK 0.00020 33,000,000 109,743
MEXICAN NUEVO PESO Purchased 0.00018 1,727,396 97,648
ORO USD 10Y P 3.97500 L 01/08/24 MYC 0.00016 25,900,000 90,486
TURKISH LIRA Purchased 0.00016 2,683,708 87,815
ORO USD 10Y P 3.98900 L 01/08/24 FAR 0.00014 26,100,000 77,515
ORO USD 10Y P 3.99400 L 01/08/24 BPS 0.00013 24,800,000 69,345
ORO USD 10Y P 4.01000 L 01/05/24 GLM 0.00008 46,500,000 45,791
Cs At1 Claims Xs1076957700 0.00008 400,000 46,000
ORO USD 10Y P 4.04400 L 01/05/24 GLM 0.00005 46,500,000 28,506
IRO EUR 10Y P 3.03000 L 01/04/24 JPM 0.00004 44,800,000 22,907
CASH COLLATERAL ICE BOS USD 0.00001 7,000 7,000
ORO USD 10Y P 4.12000 L 01/04/24 MYC 0.00000 49,000,000 1,450
TURKISH LIRA Purchased 0.00000 454 114
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