PIMCO Total Return R2024-06-30
Security Name % Net Assets Number Of Shares Market Value (USD)
5 Year Treasury Note Future Sept 24 13.50771 64,920 6,915,247,972
Federal National Mortgage Association 3% 8.85694 5,324,674,000 4,534,292,756
10 Year Treasury Note Future Sept 24 5.28907 24,649 2,707,731,164
Federal National Mortgage Association 5% 4.73362 2,507,000,000 2,423,368,059
Pimco Fds 4.41516 231,733,923 2,260,332,687
Federal National Mortgage Association 5% 3.65720 1,937,070,000 1,872,299,222
Federal National Mortgage Association 5.5% 3.65243 1,896,000,000 1,869,855,923
Federal National Mortgage Association 6% 3.36299 1,717,450,000 1,721,676,524
Federal National Mortgage Association 4.5% 2.86491 1,555,200,000 1,466,687,238
Federal National Mortgage Association 3.5% 2.27066 1,313,050,000 1,162,459,578
Federal National Mortgage Association 5.5% 2.25455 1,170,163,000 1,154,210,390
United States Treasury Bonds 1.375% 1.97602 1,602,270,000 1,011,620,708
Federal National Mortgage Association 4.5% 1.35641 736,500,000 694,410,174
Federal National Mortgage Association 5% 1.24400 659,000,000 636,861,712
United States Treasury Bonds 3% 1.21638 800,850,000 622,723,437
United States Treasury Bonds 3.25% 1.07103 659,142,000 548,310,878
Pimco Fds 1.02830 54,109,957 526,435,768
Roundstone Securities No. 2 Designated Activity Co. 4.78567% 1.00843 479,916,000 516,262,197
10 Year Government of Canada Bond Future Sept 24 0.98692 5,758 505,253,086
United States Treasury Bonds 2.75% 0.87638 585,200,000 448,660,955
United States Treasury Bonds 0.125% 0.82045 725,367,959 420,028,741
Secretaria Tesouro Nacional 0% 0.74990 2,303,500 383,909,475
United States Treasury Notes 0.625% 0.73174 417,580,962 374,612,457
Government National Mortgage Association 3% 0.71932 422,600,000 368,256,285
United States Treasury Bonds 1.875% 0.66277 495,600,000 339,302,088
South Africa (Republic of) 10.5% 0.66230 5,965,100,000 339,061,824
United Kingdom of Great Britain and Northern Ireland 4.375% 0.65265 277,100,000 334,120,782
Ultra 10 Year US Treasury Note Future Sept 24 0.63377 2,864 324,459,875
Federal National Mortgage Association 2.5% 0.63263 396,160,000 323,876,278
United States Treasury Bonds 2.875% 0.62560 412,260,000 320,274,488
CSMC TRUST 6.71716% 0.62380 318,366,407 319,351,115
Government National Mortgage Association 3.5% 0.60375 344,000,000 309,089,377
CITIGROUP MORTGAGE LOAN TRUST 2024-RP3 2.936% 0.57526 365,514,975 294,502,053
United States Treasury Notes 1.25% 0.56889 301,476,056 291,240,926
CSMC TRUST 4.37256% 0.56611 339,292,424 289,821,383
Deutsche Bank AG New York Branch 3.961% 0.55474 286,405,000 283,996,778
Euro OAT Future Sept 24 0.53483 2,075 273,804,382
Federal National Mortgage Association 4% 0.53117 297,000,000 271,929,024
United States Treasury Notes 0.125% 0.52776 307,556,194 270,186,696
Barrow Funding PLC 6.21191% 0.51638 208,492,000 264,359,782
Otc Ecal Usd/Cnh Vko Digi @ 7.3/5.5 Bps 0.49027 25,000,000 250,993,688
Bamll 2024-Lb1 3.944438% 0.47703 253,800,000 244,215,135
United States Treasury Bonds 2.875% 0.47678 321,230,000 244,084,608
Legacy Mortgage Asset Trust 4.54086% 0.47014 276,883,616 240,688,365
United States Treasury Bonds 3.625% 0.43576 257,460,000 223,085,068
Federal National Mortgage Association 5.5% 0.43428 224,884,380 222,328,729
United States Treasury Bonds 1.75% 0.42755 331,100,000 218,881,674
Mexico (United Mexican States) 7% 0.42490 42,628,000 217,527,279
Federal Home Loan Mortgage Corp. 5.5% 0.42230 219,091,105 216,197,300
Government National Mortgage Association 4% 0.37386 207,100,000 191,397,614
Galibier 24-1 0.35840 170,000,000 183,480,865
United States Treasury Notes 0.125% 0.35040 207,106,241 179,386,456
Otc Ec Usd/Cnh Vko Digi @ 7.35/5.75 Dub 0.34767 21,200,000 177,987,164
ENEL Finance International N.V. 2.65% 0.34558 178,101,000 176,920,944
Federal National Mortgage Association 6% 0.31932 163,000,000 163,477,539
Legacy Mortgage Trust 2017 RPL2 2.99899% 0.31641 174,439,626 161,986,957
Bamll 2023-Htl 8.499603% 0.31638 161,618,901 161,972,536
CSMC TRUST 4.78618% 0.31247 175,847,070 159,966,813
Csmc Trust 2017 3.06776% 0.31216 172,406,552 159,808,150
United States Treasury Bonds 3.125% 0.30328 194,200,000 155,261,383
Fnma Pass-Thru I 3% 0.29887 179,585,307 153,007,896
UWM MORTGAGE TRUST 2021-INV3 2.5% 0.29213 187,895,249 149,556,181
Csmc 2.5% 0.29180 168,298,205 149,385,964
Government National Mortgage Association 2% 0.28603 180,700,000 146,430,529
Broadcom Inc 3.137% 0.28199 180,195,000 144,363,950
United States Treasury Bonds 2.25% 0.27783 196,500,000 142,236,065
G.S. MORTGAGE BACKED SECURITIES TRUST 2022-GR2 3% 0.27694 171,238,544 141,780,822
United States Treasury Bonds 0.75% 0.27071 184,814,976 138,591,860
United States Treasury Bonds 2.875% 0.26796 185,660,000 137,181,708
United States Treasury Bonds 3.375% 0.26632 163,600,000 136,343,985
United States Treasury Notes 0.125% 0.25087 132,021,463 128,433,493
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC 6.78303% 0.24976 128,400,000 127,862,325
Nissan Motor Co Ltd. 4.345% 0.24796 132,900,000 126,943,104
EXTENDED STAY AMERICA TRUST 2021-ESH 6.52348% 0.23582 121,099,784 120,725,295
Federal Home Loan Mortgage Corp. 4.5% 0.23317 126,505,722 119,369,012
Nissan Motor Co Ltd. 3.522% 0.23263 122,700,000 119,096,692
Federal Home Loan Mortgage Corp. 5% 0.22568 119,398,792 115,536,802
Warwick Finance Residential Mortgages Number Three Plc 6.1533% 0.21776 87,841,822 111,480,410
Government National Mortgage Association 2.5% 0.21524 130,950,000 110,192,380
NYO COMMERCIAL MORTGAGE TRUST 2021-1290 6.53848% 0.21495 114,370,000 110,044,252
STWD 2022-FL3 LTD 6.68303% 0.21461 111,800,000 109,870,952
Federal Home Loan Mortgage Corp. 5.5% 0.21328 110,648,613 109,187,272
Federal Home Loan Mortgage Corp. 4% 0.21129 118,131,930 108,167,352
Federal Home Loan Mortgage Corp. 5.5% 0.21054 109,090,852 107,786,196
Federal National Mortgage Association 4.5% 0.20950 113,627,621 107,250,983
Federal Home Loan Mortgage Corp. 4% 0.20072 112,242,886 102,758,498
Federal National Mortgage Association 5.5% 0.19924 103,367,235 102,001,944
Bamll 2024-Lb2 4.23216% 0.19862 105,400,000 101,682,952
LOANCORE 2022-CRE7 ISSUER LTD 6.88303% 0.19812 101,267,008 101,425,238
Federal National Mortgage Association 6.5% 0.19442 97,744,812 99,532,845
United States Treasury Bonds 1.375% 0.18803 188,040,000 96,263,992
Mexico (United Mexican States) 2.75% 0.18765 20,861,438 96,069,578
GS MORTGAGE-BACKED SECURITIES TRUST 2022-LTV2 3% 0.17697 109,340,866 90,599,470
Otc Ecal Usd/Cnh Vko Digi @ 7.275/5 Bps 0.17548 8,550,000 89,836,516
Federal Home Loan Mortgage Corp. 4.5% 0.17546 95,149,761 89,825,246
OBX 2022-INV2 TRUST 3% 0.17278 106,591,258 88,454,170
United States Treasury Bonds 0.25% 0.16791 140,617,574 85,963,365
Federal Home Loan Mortgage Corp. 4.5% 0.16238 88,110,788 83,132,003
Government National Mortgage Association 3% 0.16060 94,300,000 82,217,813
Government National Mortgage Association 6.473% 0.15826 79,852,363 81,022,935
Federal Home Loan Mortgage Corp. 3% 0.15711 94,390,022 80,431,568
Otc Ecal Usd/Cnh Vko Digi @ 7.35/5.5 Mbc 0.15650 9,600,000 80,117,746
STWD 2021-FL2 LTD 6.6464% 0.15594 81,366,807 79,834,544
Legacy Mortgage Asset Trust 0% 0.15534 88,213,639 79,523,714
CSMC Trust 3.6106% 0.15521 98,411,563 79,461,610
American Honda Finance Corporation 6.01777% 0.15501 79,200,000 79,354,961
Federal National Mortgage Association 6.5% 0.15499 78,000,000 79,346,719
Federal National Mortgage Association 5.5% 0.15491 80,366,353 79,304,847
Fort CRE 2022-FL3 Issuer LLC 7.18535% 0.15412 79,711,083 78,899,789
GS MORTGAGE-BACKED SECURITIES TRUST 2.5% 0.15324 85,455,700 78,452,272
Government National Mortgage Association 6.213% 0.15324 78,301,086 78,453,296
Fnma Pass-Thru I 5% 0.15133 80,081,767 77,472,898
BSPRT 2022-FL9 ISSUER LLC 7.62484% 0.14938 76,200,000 76,476,944
United States Treasury Bonds 3% 0.14930 100,880,000 76,432,362
CASTLELAKE QATAR LND TRUST 2021-1 TSFR3M 0.14830 81,528,112 75,920,675
Government National Mortgage Association 3% 0.14748 86,615,485 75,500,526
Mexico (United Mexican States) 8.5% 0.14690 14,603,000 75,207,661
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 6.79332% 0.14687 75,250,000 75,191,230
Proteus Rmbs DAC 4.764% 0.14643 70,353,490 74,964,059
Federal Home Loan Mortgage Corp. 6.5% 0.14366 72,208,484 73,545,367
Federal National Mortgage Association 6.5% 0.14338 72,071,345 73,405,663
RAD CLO 5 LTD 6.70455% 0.14288 73,050,000 73,145,286
United States Treasury Bonds 1.5% 0.14274 86,890,798 73,076,290
Government National Mortgage Association 6.353% 0.14220 72,129,811 72,797,617
Federal Home Loan Mortgage Corp. 3% 0.13936 83,727,331 71,345,738
WHLN CLASS-A OFFICE 0.13833 104,222,538 70,816,411
Hyundai Capital America 6% 0.13781 70,300,000 70,553,332
BDS 2022-FL11 LTD 7.14225% 0.13732 70,608,312 70,299,814
Federal National Mortgage Association 4% 0.13675 76,428,994 70,008,186
Bamll 2024-Lb1 3.944438% 0.13674 84,600,000 70,002,072
Federal National Mortgage Association 5.5% 0.13548 70,268,085 69,360,876
Otc Ec Usd/Cnh Vko Digi @ 7.325/5.25 Bps 0.13486 10,160,000 69,043,671
FS RIALTO 2022-FL4 ISSUER LLC 7.233% 0.13453 68,700,000 68,871,750
Citigroup Inc. 3.07% 0.13257 71,900,000 67,867,984
GCAT 2022-INV2 TRUST 3% 0.13220 81,677,162 67,677,419
Hyundai Capital America 1.65% 0.13154 73,100,000 67,340,417
Bank 2020-Bnk25 2.649% 0.12998 76,896,851 66,540,598
UWM MORTGAGE TRUST 2021-INV4 2.5% 0.12916 83,204,897 66,123,531
NEPTUNE/QUASAR A1 0.12867 63,268,157 65,873,637
Venture 38 CLO LTD 2019 6.75111% 0.12728 65,100,000 65,158,443
HSBC Holdings PLC 7.39% 0.12708 61,500,000 65,059,636
Federal Home Loan Mortgage Corp. 4.5% 0.12659 68,707,978 64,807,051
United States Treasury Bonds 3.125% 0.12611 79,700,000 64,563,226
Federal Home Loan Mortgage Corp. 4% 0.12595 70,339,045 64,480,990
The Boeing Company 2.196% 0.12468 67,879,000 63,829,663
J.P. MORGAN MORTGAGE TRUST 2022-INV1 3% 0.12424 76,644,057 63,602,650
LFT CRE 2021-FL1 LLC 6.61332% 0.12415 63,640,697 63,557,547
United States Treasury Bonds 3% 0.12210 80,700,000 62,510,977
Federal Home Loan Mortgage Corp. 4.5% 0.12147 65,926,572 62,186,798
KREF 2022-FL3 LTD 6.78867% 0.12142 62,200,000 62,161,125
EVEREST (GHH) UK SENIOR CRE LOAN 0.12055 49,315,789 61,713,813
Fnma Pass-Thru I 5% 0.11995 63,265,476 61,408,342
TEXAS NAT GAS SECURITIZATION FIN CORP REV 5.102% 0.11988 61,403,543 61,373,277
NextEra Energy Capital Holdings Inc 2.25% 0.11961 71,790,000 61,234,522
Gateway Lease Ctl A 0.11914 90,595,563 60,992,246
Federal Home Loan Mortgage Corp. 4.5% 0.11882 64,465,001 60,827,361
Federal National Mortgage Association 5.5% 0.11816 61,303,357 60,493,651
The Boeing Company 2.75% 0.11754 63,290,000 60,172,383
Kirkby Rmbs Plc 6.13376% 0.11739 47,965,682 60,097,951
Massmutual Global Funding II 6.32777% 0.11592 58,800,000 59,342,570
Federal National Mortgage Association 4.5% 0.11425 61,975,871 58,491,455
Ford Motor Credit Company LLC 5.8% 0.11275 57,900,000 57,723,868
Government National Mortgage Association 3% 0.11193 65,738,015 57,302,164
Federal Home Loan Mortgage Corp. 4% 0.11060 61,748,684 56,620,596
Government National Mortgage Association 6.203% 0.11030 56,377,637 56,468,134
United States Treasury Bonds 0.125% 0.10984 98,893,530 56,234,453
Cape Lookout Re Ltd. 14.96092% 0.10978 57,700,000 56,199,800
Mexico (United Mexican States) 4% 0.10973 10,976,602 56,174,048
SHELTER GROWTH CRE 2022-FL4 ISSUER LTD 7.63467% 0.10942 55,830,223 56,018,747
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.25% 0.10940 55,783,024 56,004,967
GS MORTGAGE BACKED SECURITIES TRUST 2022-HP1 3% 0.10908 67,392,319 55,841,047
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.25% 0.10874 55,451,404 55,671,424
Equinix, Inc. 1% 0.10821 58,500,000 55,399,264
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.25% 0.10775 54,944,281 55,160,530
Csmc Trust 2017 3.06776% 0.10577 66,087,781 54,146,790
Legacy Mortgage Trust 2017 RPL2 2.99899% 0.10539 66,948,496 53,953,298
Oak Hill European Credit Partners Vii Designated Activity Company 4.637% 0.10531 50,440,281 53,911,120
Wells Fargo & Co. 5.574% 0.10511 53,317,000 53,810,390
Brazil (Federative Republic) 7.125% 0.10459 55,300,000 53,545,215
MUNICIPAL ELEC AUTH GA 6.655% 0.10423 48,877,000 53,362,613
JPMorgan Chase Bank, National Association 6.32797% 0.10338 52,200,000 52,923,469
Federal National Mortgage Association 5.5% 0.10337 53,629,078 52,920,741
Government National Mortgage Association 5.833% 0.10334 53,987,047 52,904,100
Sofi Alternative Trust 2018 4.75629% 0.10309 56,421,790 52,774,516
American Homes 4 Rent L P 4.9% 0.10295 53,900,000 52,705,370
United States Treasury Bonds 2.25% 0.10270 81,320,000 52,575,286
Broadcom Inc 4.926% 0.10185 55,414,000 52,144,305
United States Treasury Bonds 0.875% 0.10166 69,231,903 52,043,098
Fnma Pass-Thru I 5% 0.10139 53,469,800 51,904,749
LOANCORE 2021-CRE6 ISSUER LTD 6.74332% 0.10129 52,116,780 51,856,196
JPMorgan Chase & Co. 2.182% 0.10121 56,450,000 51,816,061
Federal National Mortgage Association 5.5% 0.10087 52,315,940 51,639,595
UBS Group AG 2.193% 0.10054 53,250,000 51,469,553
Cqs Us Clo 2022-2 Ltd / Cqs Us Clo 2 FRN 7.17456% 0.10028 51,200,228 51,339,014
Federal National Mortgage Association 6% 0.09937 50,686,984 50,873,270
Federal National Mortgage Association 4.5% 0.09923 53,784,579 50,799,958
Barclays Mtg Ln Tr 2024-Nqm2 6.92133% 0.09899 48,481,006 50,675,683
Federal National Mortgage Association 4% 0.09746 54,520,000 49,892,189
Otc Ec Usd/Cnh Vko Digi @ 7.3/5.25 Cbk 0.09744 6,530,000 49,884,367
TRTX 2022-FL5 ISSUER, LTD 6.97884% 0.09735 50,056,530 49,837,532
UWM MORTGAGE TRUST 2021-INV5 3% 0.09709 59,987,925 49,705,791
OBX 2021-INV2 TRUST 2.5% 0.09647 62,045,212 49,385,203
Aircastle Limited 2.85% 0.09636 54,500,000 49,330,782
Government National Mortgage Association 6.433% 0.09521 48,032,553 48,745,140
Bank of America Corp. 5.933% 0.09519 48,200,000 48,729,926
United Air Lines, Inc. 5.8% 0.09454 47,500,000 48,397,930
Government National Mortgage Association 2.5% 0.09427 57,381,655 48,258,965
Federal National Mortgage Association 6% 0.09418 48,047,205 48,214,120
Federal National Mortgage Association 4.5% 0.09398 51,005,963 48,111,963
Csmc Trust 2017 3.06776% 0.09377 66,087,781 48,005,173
Federal Home Loan Mortgage Corp. 6% 0.09329 47,598,645 47,758,897
Deutsche Bank AG 1.625% 0.09297 46,900,000 47,593,658
Federal Home Loan Mortgage Corp. 6% 0.09295 47,427,648 47,587,427
Barclays PLC 2.852% 0.09257 48,600,000 47,391,559
Pacific Gas and Electric Company 4.55% 0.09242 49,903,000 47,316,274
DOLP TRUST 2021-NYC 2.956% 0.09241 56,700,000 47,309,567
Bamll 2023-Htl 8.79884% 0.09234 49,980,304 47,274,036
Barclays PLC 6.8142% 0.09180 46,500,000 46,995,480
Legacy Mortgage Trust 2017 RPL2 2.99899% 0.09084 66,948,496 46,506,918
Ozlm Xxiv Ltd / Llc 6.74617% 0.09071 46,400,000 46,439,545
Pinnacle West Capital Corp. 6.14797% 0.09026 46,200,000 46,208,622
BANK 2020-BNK26 2.403% 0.09008 54,030,000 46,114,745
GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1 2.5% 0.08992 57,837,869 46,036,347
CVC Cordatus Loan Fund XI Designated Activity Company 4.556% 0.08969 42,900,889 45,918,515
VMC FINANCE 2022-FL5 LLC 7.23303% 0.08859 45,466,768 45,355,963
Federal Home Loan Mortgage Corp. 6% 0.08845 45,130,746 45,282,599
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.4% 0.08840 44,490,000 45,256,429
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.4% 0.08839 44,480,000 45,249,388
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.4% 0.08839 44,480,000 45,249,415
Broadcom Inc 4.3% 0.08819 48,280,000 45,146,366
UBS Group AG 3.75% 0.08773 45,535,000 44,914,974
Federal Home Loan Mortgage Corp. 6.5% 0.08694 43,708,995 44,508,558
Federal National Mortgage Association 5.5% 0.08678 45,020,371 44,425,731
JPMorgan Chase & Co. 5.012% 0.08666 44,700,000 44,366,115
Federal National Mortgage Association 3% 0.08651 51,969,393 44,289,083
Deutsche Bank AG New York Branch 3.547% 0.08645 50,250,000 44,257,019
Accident Fund Insurance Co of America 8.5% 0.08638 45,000,000 44,224,570
Csmc 3.15407% 0.08623 56,803,532 44,145,910
Hyundai Capital America 6.48984% 0.08612 43,900,000 44,088,960
Bayer US Finance LLC 6.25% 0.08599 43,100,000 44,022,050
United States Treasury Bonds 3% 0.08546 56,000,000 43,752,187
MF1 2021-FL7 LTD 6.5264% 0.08507 43,740,472 43,549,108
Government National Mortgage Association 6.433% 0.08503 42,890,811 43,529,331
UBS Group AG 6.327% 0.08462 42,600,000 43,320,696
Logicor Financing S.a r.l. 2.25% 0.08457 41,100,000 43,296,831
Federal Home Loan Mortgage Corp. 2% 0.08415 336,621,997 43,079,870
Barclays PLC 6.496% 0.08402 42,300,000 43,013,531
Nomura Holdings Inc. 1.851% 0.08353 44,500,000 42,763,583
MANHATTAN WEST 2020-1MW MORTGAGE TRUST 2.13% 0.08327 47,900,000 42,632,279
Fnma Pass-Thru I 3% 0.08275 49,700,736 42,365,864
Commercial Mortgage Trust 4.228% 0.08271 45,152,284 42,340,827
Oneok Inc. 6.05% 0.08269 41,100,000 42,335,237
Digital Realty Trust, L.P. 4.45% 0.08237 43,490,000 42,168,665
UBS Group AG 5.711% 0.08211 42,000,000 42,038,382
Federal National Mortgage Association 3% 0.08207 49,301,140 42,017,313
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 6.98303% 0.08199 41,049,470 41,974,035
Government National Mortgage Association 6.233% 0.08186 41,782,959 41,909,745
Fnma Pass-Thru I 3% 0.08164 49,039,132 41,794,682
Government National Mortgage Association 4.5% 0.08158 43,900,000 41,764,783
Otc Ecal Usd/Cnh Vko Digi @ 7.4/6 Bps 0.08151 6,120,000 41,727,407
Intesa Sanpaolo S.p.A. 3.25% 0.08133 41,900,000 41,637,020
Fiserv Inc. 2.65% 0.08090 47,580,000 41,414,107
MORGAN STANLEY CAPITAL I TRUST 2022-LB 3.91976% 0.08039 45,800,000 41,157,877
Bayer US Finance LLC 6.375% 0.08010 40,000,000 41,006,250
UBS Group AG 3.869% 0.08005 43,400,000 40,982,620
Barclays PLC 7.325% 0.07952 40,000,000 40,710,710
U.S. Treasury Security Stripped Interest Security 0% 0.07938 96,900,000 40,636,254
Federal National Mortgage Association 4.5% 0.07919 42,941,132 40,540,249
Qatar (State of) 4.4% 0.07908 46,200,000 40,485,926
United Airlines Pass Through Trust 2020-1A 5.875% 0.07858 40,071,200 40,228,170
Goldman Sachs Group, Inc. 6.484% 0.07853 38,500,000 40,203,260
JPMorgan Chase & Co. 6.54452% 0.07830 39,600,000 40,084,373
Federal National Mortgage Association 4.5% 0.07826 42,052,123 40,066,653
Government National Mortgage Association 3.5% 0.07824 44,595,547 40,056,719
Sumitomo Mitsui Financial Group Inc. 5.52% 0.07812 39,550,000 39,993,348
Dryden 27 R Euro Clo 2017 Designated Activity Company 4.566% 0.07763 37,143,444 39,742,334
CAPITAL FOUR US CLO II LTD 7.22456% 0.07646 38,800,000 39,141,658
STIF FUND (BRL) 0.07646 217,412,130 39,141,973
Cbam 2019-9 Ltd/Llc 6.95856% 0.07634 39,000,000 39,080,453
Performer Funding 1 PLC 7.2033% 0.07620 30,900,000 39,008,371
Nissan Motor Co Ltd. 4.81% 0.07607 41,900,000 38,942,152
GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2 2.5% 0.07598 48,890,535 38,900,028
Sumitomo Mitsui Financial Group Inc. 1.474% 0.07578 40,400,000 38,795,507
VENTURE XXIX CLO LTD 6.57399% 0.07565 38,721,630 38,731,311
Volkswagen Group of America Finance LLC 4.75% 0.07549 39,500,000 38,646,060
Fnma Pass-Thru I 5.5% 0.07536 39,089,453 38,580,193
Wind River 2019-3 Clo Ltd / Llc 6.67017% 0.07524 38,500,000 38,520,874
CRSNT TRUST 2021-MOON 6.26448% 0.07519 39,401,000 38,494,328
Federal National Mortgage Association 4.5% 0.07505 40,715,106 38,419,371
GE Cap Funding LLC 4.55% 0.07483 40,055,000 38,310,381
Newgate Funding plc 4.319% 0.07451 35,994,780 38,146,204
Comm Mtg Tr 2016-787s 3.545% 0.07422 40,182,000 37,996,843
United States Treasury Bonds 3.625% 0.07335 43,200,000 37,550,250
Federal National Mortgage Association 4% 0.07304 40,841,849 37,392,468
Aercap Ireland Capital Designated Activity Co 2.875% 0.07296 37,500,000 37,351,163
Trinity Square 2021-1 PLC 6.12877% 0.07279 29,400,000 37,262,519
JPMorgan Chase & Co. 2.947% 0.07278 39,550,000 37,260,322
UBS Group AG 4.125% 0.07278 38,200,000 37,257,266
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL 3.862% 0.07277 41,000,000 37,256,409
Standard Chartered PLC 1.822% 0.07265 37,800,000 37,191,785
MORGAN STANLEY CAPITAL I TRUST 2021-230P 6.61252% 0.07260 39,210,000 37,165,822
Ocp Euro Clo 2020-4 Designated Activity Company 4.777% 0.07238 34,700,000 37,055,410
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III 0.07220 37,125,000 36,964,761
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 6.25% 0.07216 36,794,692 36,940,016
NXP B V / NXP Funding LLC & NXP USA Inc 3.875% 0.07151 37,682,000 36,609,590
Palmer Square Loan Funding 2021-3 LTD / LLC 6.38617% 0.07146 36,576,732 36,585,941
Roundstone Securities No. 2 Designated Activity Co. 4.88567% 0.07146 34,142,000 36,582,729
Federal Home Loan Mortgage Corp. 4.5% 0.07145 38,773,492 36,577,922
Kirkby Rmbs Plc 7.33376% 0.07001 29,232,000 35,843,668
GoldenTree Loan Management US CLO 4 LTD / LLC 6.47294% 0.06988 35,700,000 35,775,998
Otc Ecal Usd/Cnh Vko Digi @ 7.4/6 Bps 0.06984 6,530,000 35,755,524
Bank of America Corp. 2.551% 0.06984 38,300,000 35,755,236
BNP Paribas SA 1.904% 0.06964 39,900,000 35,651,920
Federal Home Loan Mortgage Corp. 5.5% 0.06934 35,958,957 35,497,629
Harvest CLO XX Designated Activity Company 4.577% 0.06921 33,112,780 35,434,185
Csmc 3.15407% 0.06894 56,803,817 35,292,325
Morgan Stanley 6.407% 0.06890 33,800,000 35,274,542
Crestline Denali Clo Xiv. Ltd 6.72801% 0.06873 35,154,289 35,188,753
Mizuho Financial Group Inc. 2.555% 0.06869 35,400,000 35,163,760
Amgen Inc. 5.15% 0.06849 35,060,000 35,061,226
Otc Ecal Usd/Cnh Vko Digi @ 7.4/5.75 Bps 0.06831 6,520,000 34,969,577
Federal Home Loan Mortgage Corp. 4.5% 0.06830 37,045,103 34,966,526
Otc Ec Usd/Cnh Vko Digi @ 7.325/5.25 Bps 0.06828 3,980,000 34,954,218
AREIT 2022-CRE7 LTD 7.57084% 0.06825 34,798,625 34,940,554
ENEL Finance International N.V. 4.625% 0.06822 35,600,000 34,923,609
CITIGROUP COMMERCIAL MORTGAGE TRUST 2022-GC48 4.74214% 0.06816 36,400,000 34,894,976
Bayer US Finance LLC 6.125% 0.06813 34,500,000 34,877,432
Goldman Sachs Group, Inc. 3.272% 0.06812 35,100,000 34,876,349
TEXAS NAT GAS SECURITIZATION FIN CORP REV 5.169% 0.06759 34,500,000 34,602,807
AT&T Inc 2.75% 0.06751 40,350,000 34,563,314
Fnma Pass-Thru I 3% 0.06746 40,526,985 34,533,843
Morgan Stanley Bank, National Association (Utah) 5.882% 0.06725 34,000,000 34,426,908
Saudi Arabia (Kingdom of) 4.75% 0.06704 34,700,000 34,319,428
Standard Chartered PLC 6.17% 0.06658 33,846,000 34,084,140
Pacific Gas and Electric Company 3.15% 0.06633 35,240,000 33,959,301
Pacific Gas and Electric Company 3.5% 0.06625 51,900,000 33,917,487
BENCHMARK MORTGAGE TRUST 4.2317% 0.06618 36,036,000 33,879,919
EDP Finance B.V. 1.71% 0.06613 38,300,000 33,855,558
Secretaria Tesouro Nacional 0% 0.06604 192,700 33,809,140
BENCHMARK 2022-B35 MORTGAGE TRUST 4.59205% 0.06601 36,500,000 33,792,273
Apidos Clo Xxvii 6.50868% 0.06599 33,739,622 33,783,747
BANK 2022-BNK40 3.50644% 0.06592 38,300,000 33,749,225
Consumers 2023 Securitization Funding LLC 5.55% 0.06585 33,700,000 33,709,591
Otc Ec Usd/Cnh Vko Digi @ 7.375/5.75 Mbc 0.06573 6,420,000 33,652,010
Mitsubishi UFJ Financial Group Inc. 2.801% 0.06573 33,700,000 33,652,226
TCI-Symphony CLO 2016-1 Ltd. 6.61017% 0.06572 33,615,257 33,646,617
READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC 6.98501% 0.06562 33,653,567 33,596,161
Omega Healthcare Investors, Inc. 5.25% 0.06542 33,800,000 33,491,926
United States Treasury Bonds 3% 0.06541 41,700,000 33,487,055
Federal Home Loan Mortgage Corp. 5.5% 0.06538 33,917,809 33,469,814
LCCM 2021-FL3 TRUST 6.89332% 0.06530 33,899,611 33,427,738
Barclays PLC 7.385% 0.06527 31,700,000 33,412,797
Equinix, Inc. 1.55% 0.06519 38,144,000 33,374,757
Societe Generale S.A. 6.691% 0.06471 32,100,000 33,128,875
Imperial Brands Finance Plc 3.875% 0.06452 35,650,000 33,029,257
Federal Home Loan Mortgage Corp. 3% 0.06452 38,781,507 33,033,365
Toyota Motor Credit Corp. 5.86% 0.06449 33,000,000 33,016,552
Pacific Gas and Electric Company 2.5% 0.06396 39,700,000 32,745,429
Sabine Pass Liquefaction, LLC 4.5% 0.06392 34,100,000 32,724,075
Citigroup Inc. 2.572% 0.06390 38,100,000 32,715,862
Imperial Brands Finance Plc 3.5% 0.06384 34,025,000 32,684,571
Ripon Mortgages PLC 6.11229% 0.06379 25,858,000 32,655,449
Aviation Capital Group LLC 4.125% 0.06370 33,233,000 32,610,583
BNP Paribas SA 5.198% 0.06361 33,000,000 32,565,774
Ford Motor Credit Company LLC 5.125% 0.06341 32,700,000 32,463,386
Cotiviti Tl B 1l Tsfr1m 0.06336 32,518,500 32,437,204
SFO COMMERCIAL MORTGAGE TRUST 6.59348% 0.06322 34,140,000 32,365,577
Romania (Republic Of) 5.25% 0.06302 30,900,000 32,260,760
Nationwide Building Society 3.96% 0.06292 34,800,000 32,212,674
Hyundai Capital America 1% 0.06283 32,500,000 32,164,778
Federal National Mortgage Association 3% 0.06248 37,526,844 31,988,623
Federal Home Loan Mortgage Corp. 4.5% 0.06245 33,891,683 31,972,216
KKR Finan Clo 07-1 6.54017% 0.06241 31,904,414 31,949,239
Georgia Power Company 6.08894% 0.06240 31,800,000 31,946,808
Fnma Pass-Thru I 4% 0.06238 34,378,140 31,935,581
ARES LII CLO LTD 6.63617% 0.06236 31,900,000 31,923,925
WELLS FARGO COMMERCIAL MORTGAGE TRUST 4.023% 0.06228 33,711,516 31,881,729
BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 3% 0.06180 38,123,102 31,636,247
BNP Paribas SA 5.497% 0.06170 31,700,000 31,585,008
Mexico (United Mexican States) 3% 0.06159 6,234,369 31,531,812
Goldman Sachs Group, Inc. 5.798% 0.06157 31,500,000 31,521,286
SMB PRIVATE EDUCATION LOAN TRUST 2022-B 3.94% 0.06116 33,073,554 31,313,151
Cooperatieve Rabobank U.A. 4.655% 0.06106 32,000,000 31,260,276
Israel (State Of) 5.375% 0.06102 31,800,000 31,238,062
Federal Home Loan Mortgage Corp. 4.5% 0.06092 33,033,796 31,186,992
Societe Generale S.A. 6.447% 0.06090 31,000,000 31,177,285
Harvest Clo Xxi DAC 4.666% 0.06041 28,891,764 30,925,991
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1 3% 0.06033 37,276,514 30,887,193
Roundstone Securities No. 2 Designated Activity Co. 5.08567% 0.06021 28,988,000 30,825,008
Wells Fargo & Co. 3.526% 0.06001 32,200,000 30,719,467
JPMorgan Chase & Co. 5.299% 0.05999 30,600,000 30,709,406
Nomura Holdings Inc. 6.181% 0.05990 29,500,000 30,666,790
Israel (State Of) 3.8% 0.05983 47,500,000 30,630,589
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 2.5% 0.05952 38,251,718 30,469,562
SUNRUN DEMETER ISSUER 2021-2 LLC 2.27% 0.05948 37,156,716 30,450,182
BENCHMARK MORTGAGE TRUST 4.0156% 0.05931 32,609,000 30,362,250
BENCHMARK 2022-B33 MORTGAGE TRUST 3.4582% 0.05912 34,330,000 30,268,057
Carlyle Euro CLO 2017-3 DAC 4.606% 0.05910 28,186,632 30,253,962
Romania (Republic Of) 5.625% 0.05901 29,200,000 30,212,227
HERTZ VEHICLE FINANCING III LLC 3.89% 0.05900 31,800,000 30,203,141
Banco Santander, S.A. 3.496% 0.05890 30,600,000 30,152,426
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 6.4% 0.05882 29,600,000 30,110,520
Carrington Mortgage Loan Trust 5.71971% 0.05880 32,588,242 30,104,659
Pacific Gas and Electric Company 4.2% 0.05880 31,800,000 30,101,299
Stifel Financial Corporation 4% 0.05872 32,600,000 30,059,780
Vibrant Clo Xi Ltd / Llc 6.70617% 0.05870 30,025,000 30,050,310
PIMCO Sr Ln Actv ETF 0.05861 586,600 30,007,523
Panama Infrastructure Receivable Purchaser PLC 0% 0.05848 45,794,000 29,937,370
Federal Home Loan Mortgage Corp. 5.5% 0.05841 30,281,297 29,901,258
United States Treasury Bonds 1% 0.05835 38,243,370 29,874,360
Las Vegas Sands Corp 5.9% 0.05834 29,700,000 29,868,054
Citrus Re Ltd 10.61535% 0.05826 30,000,000 29,823,750
Fnma Pass-Thru I 3% 0.05826 34,993,176 29,826,025
Saranac Clo Vi Limited/Llc 6.74841% 0.05825 29,718,926 29,819,141
Government National Mortgage Association 4.5% 0.05805 30,877,885 29,720,718
Midocean Credit Clo Viii/Midocean Credit Clo Viii LLC 6.63735% 0.05802 29,630,225 29,700,849
Ventas Realty L.P./Ventas Capital Corp. 3% 0.05798 33,600,000 29,681,780
Bank Amer Merrill Lynch Commercial Mortgage Trust 2015-Ubs7 3.705% 0.05786 30,450,000 29,618,791
Warwick Finance Residential Mortgages Number Three Plc 6.8533% 0.05782 23,296,000 29,602,888
UBS Group AG 1.305% 0.05778 31,700,000 29,579,904
Barclays PLC 7.20368% 0.05775 29,000,000 29,562,942
The Boeing Company 5.15% 0.05768 30,741,000 29,529,284
BPCE SA 6.612% 0.05764 29,050,000 29,509,569
Hilton USA Trust 2013-HLT 2.82844% 0.05759 33,800,000 29,485,220
American Honda Finance Corporation 6.03682% 0.05754 29,400,000 29,458,769
Goldman Sachs Group, Inc. 6.40351% 0.05750 29,300,000 29,438,408
Liberty Street Tst 3.597% 0.05727 31,607,000 29,321,801
Elevation Clo 2017-8 LTD/Elevation Clo 2017-8 LLC 6.53516% 0.05716 29,239,112 29,264,970
G City Europe Ltd. 4.25% 0.05702 28,200,000 29,193,774
Federal National Mortgage Association 4.5% 0.05678 30,812,959 29,069,092
MFA 2023-NQM1 TRUST 5.75% 0.05674 29,235,908 29,046,865
Hyundai Capital America 2.1% 0.05666 33,000,000 29,006,539
Segovia European CLO 6-2019 Designated Activity Company 4.777% 0.05657 27,158,592 28,959,742
Bamll 2024-Lb2 4.23216% 0.05596 35,100,000 28,646,664
Federal Home Loan Mortgage Corp. 6% 0.05577 28,417,553 28,549,757
Sumitomo Mitsui Financial Group Inc. 6.77619% 0.05554 28,000,000 28,434,001
522 Funding Clo 2018-3(A) Ltd/Llc 6.62617% 0.05544 28,366,731 28,381,879
HGI CRE CLO 2022-FL3,LTD. 7.03303% 0.05543 28,425,021 28,374,916
CIFC Funding 6.53455% 0.05523 28,234,733 28,275,494
Euro-Galaxy III Clo Designated Activity Company 4.511% 0.05518 26,521,345 28,250,705
MF1 2022-FL9 LLC 7.48867% 0.05517 28,200,000 28,244,556
Roundstone Securities No. 2 Designated Activity Co. 4% 0.05509 54,756,000 28,201,435
Harvest CLO XVI Designated Activity Company 4.546% 0.05486 26,325,950 28,087,048
Deutsche Bank AG New York Branch 2.311% 0.05484 30,400,000 28,075,140
Romania (Republic Of) 2% 0.05483 33,500,000 28,071,421
Armada Euro Clo III Designated Activity Company 4.626% 0.05477 26,179,284 28,039,419
Cairn CLO X Designated Activity Company 4.686% 0.05458 26,167,445 27,940,031
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 5.74% 0.05425 27,747,781 27,771,003
CPI Property Group S.A. 0.3% 0.05418 28,900,000 27,737,623
MF1 2022-FL10 LLC 7.97367% 0.05409 27,600,000 27,691,772
Nissan Motor Acceptance Co LLC 1.85% 0.05403 30,200,000 27,660,209
Performer Funding 1 PLC 8.2033% 0.05402 21,700,000 27,655,343
Federal National Mortgage Association 4.5% 0.05395 28,775,381 27,620,150
Birch Grove Clo Ltd/Llc 6.91233% 0.05381 27,450,000 27,545,465
Citigroup Inc. 5.174% 0.05380 27,700,000 27,544,231
Otc Ec Usd/Cnh Vko Digi @ 7.45/6.5 Cbk 0.05372 6,530,000 27,502,949
Bayer US Finance II LLC 4.375% 0.05363 28,900,000 27,456,742
Wells Fargo & Co. 5.198% 0.05331 27,400,000 27,290,428
Sound Point Clo Ix Ltd 6.79617% 0.05327 27,200,000 27,270,137
Otc Ecal Usd/Cnh Vko Digi @ 7.4/6 Dub 0.05318 4,000,000 27,224,368
Carlyle Global Market Strategies Clo 2012-4 Ltd/Llc 6.53359% 0.05295 27,089,772 27,110,089
Bank of America Corp. 3.419% 0.05291 28,798,000 27,087,743
NetApp Inc. 2.7% 0.05291 31,100,000 27,086,014
Lloyds Bank plc 0% 0.05285 41,200,000 27,054,074
Tesco Property Finance 4 Plc 5.8006% 0.05282 21,408,467 27,041,746
Federal National Mortgage Association 6.12374% 0.05271 26,972,006 26,982,444
Volkswagen Group of America Finance LLC 3.35% 0.05259 27,445,000 26,921,304
ROMARK CLO I LTD 6.61801% 0.05252 26,848,642 26,886,626
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-GTWY 8.729% 0.05227 26,700,000 26,760,054
Barclays PLC 5.674% 0.05225 26,700,000 26,748,826
HSBC Holdings PLC 6.90706% 0.05223 26,300,000 26,739,819
HCA Inc. 5.375% 0.05203 26,700,000 26,638,756
PROJECT HUDSON II (WSGG) FIXED 7.73% 0.05198 26,500,000 26,613,518
Bank of Ireland Group PLC 6.253% 0.05184 26,400,000 26,541,401
Federal National Mortgage Association 5.5% 0.05169 26,820,640 26,462,180
Flex Ltd. 4.875% 0.05153 27,200,000 26,380,653
Pacific Gas and Electric Company 6.4% 0.05148 25,500,000 26,355,382
Santander UK Group Holdings PLC 6.534% 0.05140 25,600,000 26,314,535
TRTX 2021-FL4 ISSUER LTD 6.64332% 0.05137 26,463,840 26,298,441
Volkswagen Group of America Finance LLC 6% 0.05128 25,950,000 26,250,582
Fnma Pass-Thru I 4% 0.05114 28,517,160 26,179,257
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 6.15% 0.05110 25,286,774 26,162,562
Ares L Clo Ltd 6.64017% 0.05109 26,127,765 26,156,008
Legacy Mortgage Trust 2017 RPL2 2.99899% 0.05106 65,806,920 26,141,615
Pacific Gas and Electric Company 2.1% 0.05092 28,879,000 26,069,211
BX TRUST 2022-FOX2 6.07804% 0.05082 26,505,074 26,016,594
BGC Group Inc 3.75% 0.05071 26,157,000 25,958,660
Jubilee CLO 2016-XVII Designated Activity Company 4.556% 0.05056 24,200,000 25,881,709
T-Mobile USA, Inc. 3.875% 0.05052 27,657,000 25,861,078
Pacific Gas and Electric Company 6.1% 0.05050 25,250,000 25,855,180
Societe Generale S.A. 6.446% 0.05042 25,400,000 25,813,918
HSBC Holdings PLC 5.887% 0.05039 25,600,000 25,798,179
Israel (State Of) 5.5% 0.05031 27,000,000 25,757,730
Gallatin Clo Viii 2017-1 Ltd/Gallatin Clo Viii 2017-1 Llc 6.68017% 0.05019 25,684,109 25,695,493
Roundstone Securities No. 2 Designated Activity Co. 5.88567% 0.04995 24,158,000 25,571,686
T-Mobile USA, Inc. 2.55% 0.04992 30,100,000 25,558,924
Ursa Re Ltd 9.25% 0.04983 25,000,000 25,511,250
Government National Mortgage Association 3.5% 0.04982 28,397,166 25,507,088
Proteus Rmbs DAC 0% 0.04974 33,620,000 25,463,992
Bank of America Corp. 6.68188% 0.04951 25,000,000 25,345,986
Boston Properties Limited Partnership 3.4% 0.04940 28,441,000 25,289,042
Galaxy Xv Clo Ltd/Galaxy Xv Clo Llc 6.56017% 0.04926 25,201,564 25,217,945
Hyundai Capital America 6.25% 0.04922 25,000,000 25,198,414
JPMorgan Chase & Co. 2.595% 0.04921 25,700,000 25,192,681
Government National Mortgage Association 3.5% 0.04912 27,997,218 25,147,788
Government National Mortgage Association 3.5% 0.04912 27,997,212 25,147,979
Government National Mortgage Association 3.5% 0.04912 27,997,220 25,147,823
Athene Global Funding 6.52993% 0.04911 25,000,000 25,144,037
Carlyle Global Market Strategies Euro CLO 2014-2 DAC 4.578% 0.04910 23,560,729 25,135,423
Bank of America Corp. 1.197% 0.04903 26,600,000 25,100,435
MF1 2022-FL8 LTD 6.68867% 0.04898 25,233,682 25,076,287
Morgan Stanley Bank, National Association (Utah) 6.20076% 0.04889 25,000,000 25,030,085
Federal National Mortgage Association 4.5% 0.04888 26,531,448 25,026,140
Banco Santander, S.A. 6.70314% 0.04885 24,800,000 25,010,950
Digital Realty Trust, L.P. 3.6% 0.04878 26,910,000 24,972,231
Government National Mortgage Association 6.05732% 0.04867 24,984,856 24,915,596
Federal Home Loan Mortgage Corp. 5.63751% 0.04854 25,470,795 24,851,534
Broadcom Inc 3.469% 0.04844 29,081,000 24,801,323
Fnma Pass-Thru I 3% 0.04842 29,117,711 24,791,042
BX 2021-21M MORTGAGE TRUST 6.17348% 0.04839 25,106,823 24,773,454
Mizuho Financial Group Inc. 5.382% 0.04839 24,800,000 24,772,941
HSBC Holdings PLC 5.546% 0.04835 24,700,000 24,752,446
Romania (Republic Of) 3.624% 0.04817 25,050,000 24,662,817
Dryden 52 Euro Clo 2017 Designated Activity Company 4.688% 0.04816 23,010,333 24,657,600
The Boeing Company 4.875% 0.04813 24,900,000 24,640,362
ING Groep N.V. 1.4% 0.04809 25,700,000 24,620,835
Venture XXVIII CLO Ltd 6.57617% 0.04808 24,604,482 24,616,109
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.77% 0.04801 24,559,218 24,580,461
CSMC 2021-INV2 TRUST 3% 0.04801 29,618,788 24,578,988
Nationwide Building Society 6.557% 0.04800 24,075,000 24,573,680
Citigroup Mortgage Loan Trust 4.40691% 0.04793 29,825,931 24,535,885
ING Groep N.V. 5.335% 0.04788 24,600,000 24,511,695
EPR Properties 4.95% 0.04784 25,572,000 24,491,113
Federal National Mortgage Association 5.5% 0.04782 24,793,862 24,481,395
Osd Clo 2021-23 Ltd/Llc 6.44868% 0.04782 24,445,747 24,482,154
Mizuho Financial Group Inc. 5.414% 0.04781 24,400,000 24,474,206
Hamilton College 4.75% 0.04779 29,370,000 24,465,385
Foresea Holding Sa C 144A 0.04771 1,044,998 24,426,828
Mizuho Financial Group Inc. 2.201% 0.04760 29,200,000 24,371,198
Oaktree CLO 2019-1 Ltd. 6.69617% 0.04750 24,281,261 24,315,304
Federal National Mortgage Association 6% 0.04739 24,181,636 24,259,394
NatWest Group PLC 3.073% 0.04736 25,900,000 24,245,727
MF1 2020-FL4 LTD 7.14332% 0.04722 24,181,454 24,174,200
Bank of America Corp. 3.384% 0.04710 24,550,000 24,114,632
UBS Group AG 9.016% 0.04699 19,950,000 24,058,905
Pacific Gas and Electric Company 4.4% 0.04684 26,200,000 23,978,157
UBS AG New York Branch 7.5% 0.04683 22,400,000 23,975,589
Marriott International, Inc. 3.5% 0.04677 27,640,000 23,943,737
M360 2021-CRE3 LTD 6.95812% 0.04671 24,380,599 23,912,505
Goodman US Finance Five LLC 4.625% 0.04654 25,700,000 23,825,437
BANK 2019-BNK23 2.92% 0.04653 26,900,000 23,818,575
Fnma Pass-Thru I 5.5% 0.04649 24,062,416 23,799,384
JPMorgan Chase & Co. 1.47% 0.04648 25,900,000 23,793,858
UBS Group AG 2.593% 0.04618 23,800,000 23,643,334
Societe Generale S.A. 1.488% 0.04603 25,200,000 23,565,580
Fnma Pass-Thru I 3% 0.04578 27,499,758 23,439,163
SBA Tower Trust 1.884% 0.04576 24,900,000 23,426,498
American Assets Trust L P 3.375% 0.04564 28,500,000 23,366,890
Palmer Square European Loan Funding 2021-1 Designated Activity Company 4.68 0.04555 21,748,025 23,321,276
Federal National Mortgage Association 5.5% 0.04552 23,567,717 23,305,711
Morgan Stanley 5.173% 0.04521 23,200,000 23,147,122
Cooperatieve Rabobank U.A. 1.106% 0.04483 24,700,000 22,950,606
ITC Holdings Corporation 2.95% 0.04460 25,900,000 22,831,778
BMW VEHICLE OWNER TRUST 2023-A 5.72% 0.04451 22,780,267 22,785,734
Broadcom Inc 3.187% 0.04446 28,748,000 22,761,249
Standard Chartered PLC 3.971% 0.04430 23,000,000 22,677,046
Hanwha Life Insurance Co., Ltd. 3.379% 0.04409 24,100,000 22,572,169
UBS Group AG 6.442% 0.04388 21,900,000 22,461,991
BNP Paribas SA 2.219% 0.04381 23,200,000 22,430,725
BANK 2019-BNK19 3.183% 0.04377 25,500,000 22,409,997
Nissan Motor Acceptance Co LLC 2% 0.04372 23,900,000 22,383,161
Merrill Lynch Mortgage Trust 5.97971% 0.04371 24,804,570 22,375,570
Government National Mortgage Association 6.233% 0.04370 22,311,648 22,370,444
Csmc Trust 2017 3.06776% 0.04370 61,447,823 22,371,414
Federal National Mortgage Association 4.5% 0.04362 23,553,513 22,333,580
Aercap Ireland Capital Designated Activity Co 4.45% 0.04355 22,600,000 22,293,205
Capital One Financial Corp. 4.927% 0.04353 22,600,000 22,285,397
BMW VEHICLE OWNER TRUST 2023-A 5.76535% 0.04335 22,180,786 22,193,345
Welltower OP LLC 3.1% 0.04326 24,700,000 22,145,678
Bayer US Finance II LLC 4.25% 0.04321 22,600,000 22,120,420
Proteus Rmbs DAC 5.214% 0.04316 20,861,000 22,093,965
Cooperatieve Rabobank U.A. 4.375% 0.04289 22,300,000 21,956,804
Csmc 3.15407% 0.04284 52,888,655 21,932,968
Credit Agricole S.A. London Branch 6.19708% 0.04273 21,850,000 21,873,880
Gray Oak Pipeline LLC 3.45% 0.04266 23,200,000 21,841,486
Broadcom Inc 3.419% 0.04255 25,254,000 21,781,197
Enbridge Inc. 6% 0.04247 21,100,000 21,742,118
Deutsche Bank AG New York Branch 2.129% 0.04228 22,800,000 21,644,488
American Tower Corporation 2.75% 0.04217 23,000,000 21,586,392
Lloyds Banking Group PLC 5.462% 0.04212 21,600,000 21,561,807
Fiserv Inc. 5.15% 0.04203 21,500,000 21,517,934
Blackrock European Clo VII Designated Activity Company 4.526% 0.04193 20,077,597 21,464,107
Legacy Mortgage Asset Trust 4.19538% 0.04173 23,986,962 21,365,595
Antares Holdings LP 7.95% 0.04171 20,600,000 21,355,167
5 Bryant Park 2018-5bp Mortga 6.22101% 0.04168 22,950,000 21,339,268
UBS AG New York Branch 7.95% 0.04165 21,100,000 21,324,188
Aon North America Inc. 5.125% 0.04155 21,300,000 21,272,118
Citigroup Commercial Mortgage Trust 3.778% 0.04144 21,895,000 21,216,861
Federal Home Loan Mortgage Corp. 4% 0.04144 23,147,504 21,215,137
AES Corp. 3.95% 0.04141 23,167,000 21,199,258
1211 Ave Of The Amers Trust 2015-1211 3.9005% 0.04140 22,000,000 21,196,980
T-MOBILE US TRUST 2024-1 5.05% 0.04136 21,200,000 21,174,910
Credit Agricole S.A. London Branch 6.316% 0.04124 20,550,000 21,114,205
GS MORTGAGE-BACKED SECURITIES 2022-PJ4 2.5% 0.04119 26,577,865 21,088,451
Tcw Clo 2018-1 Ltd 6.55516% 0.04109 21,005,975 21,036,212
Mexico (United Mexican States) 5% 0.04095 26,100,000 20,964,014
Carlyle Us Clo Ltd 6.58617% 0.04090 20,918,818 20,936,957
Fnma Pass-Thru I 5.5% 0.04079 21,140,697 20,883,496
Fnma Pass-Thru I 5.5% 0.04069 21,110,111 20,831,584
Tikehau Clo Designated Activity Company 4.723% 0.04063 19,405,830 20,802,787
MidMichigan Health 3.409% 0.04061 29,500,000 20,787,805
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 6.25% 0.04048 20,642,674 20,725,996
Deutsche Bank AG 1.375% 0.04046 19,900,000 20,713,049
Turkey (Republic of) 7.625% 0.04039 20,500,000 20,679,170
COMM MORTGAGE TRUST 3.59% 0.04037 20,803,000 20,665,320
STATE STREET STIF FUND (EUR) 0.04022 19,213,253 20,591,813
Avis Budget Rental Car Funding AESOP LLC 5.25% 0.04021 20,700,000 20,585,904
Bamll Coml Mtg Secs Tr 2024-Aw FRN 2.847% 0.04014 26,840,000 20,550,257
Laurelin 2016-1 Designated Activity Company 4.617% 0.04011 19,134,384 20,532,817
Government National Mortgage Association 6.13732% 0.03994 20,574,436 20,448,449
Fnma Pass-Thru I 3% 0.03990 23,969,620 20,426,568
NatWest Group PLC 5.583% 0.03990 20,400,000 20,424,192
Standard Chartered PLC 6.301% 0.03989 20,000,000 20,422,705
Venture 36 Clo Ltd / Llc 6.71617% 0.03987 20,400,000 20,411,917
Bluemountain CLO 2018-3 LTD/LLC 6.51355% 0.03984 20,366,362 20,398,081
Duke University 2.832% 0.03982 31,400,000 20,386,317
Mitsubishi UFJ Financial Group Inc. 1.412% 0.03969 21,200,000 20,320,373
Government National Mortgage Association 6.43732% 0.03967 20,258,211 20,307,843
HSBC Holdings PLC 5.875% 0.03966 16,600,000 20,302,069
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 6.864% 0.03965 20,054,334 20,299,936
Government National Mortgage Association 5.983% 0.03957 20,290,488 20,259,370
JP MORGAN MORTGAGE TRUST 2021-14 5% 0.03943 21,792,952 20,187,219
Toro European CLO 7 Designated Activity Company 4.638% 0.03939 18,800,000 20,167,756
Serbia (Republic Of) 3.125% 0.03937 19,600,000 20,154,922
Ivory Coast (Republic Of) 5.875% 0.03936 20,800,000 20,151,910
Truist Insurance Holdings LLC & Panther Co-Issuer Inc. 7.125% 0.03935 19,900,000 20,142,860
Federal National Mortgage Association 4.5% 0.03933 21,331,217 20,134,747
Bain Capital Euro Clo 2018-1 DESIGNATED ACTIVITY COMPANY 4.637% 0.03926 18,835,274 20,097,805
T-Mobile USA, Inc. 1.5% 0.03926 21,400,000 20,099,100
Imperial Brands Finance Plc 3.125% 0.03925 20,130,000 20,092,199
Federal National Mortgage Association 3% 0.03923 23,746,261 20,086,041
Anchorage Capital CLO 6 Ltd 6.76456% 0.03913 20,000,000 20,030,000
Aviation Capital Group LLC 5.5% 0.03909 20,062,000 20,012,036
Appalachian Power Company 2.7% 0.03898 23,700,000 19,954,029
Crestline Denali Clo Xv LTD 6.61617% 0.03895 19,924,429 19,940,681
Sound Point Clo Xvi Limited 6.56516% 0.03892 19,911,217 19,926,753
Southern California Edison Company 2.75% 0.03883 23,550,000 19,877,094
Federal Home Loan Mortgage Corp. 4% 0.03882 21,678,034 19,873,434
Virginia Power Fuel Securitization LLC 4.877% 0.03860 19,800,000 19,759,939
Discover Financial Services 6.125% 0.03853 19,900,000 19,724,682
ACAS CLO 2015-1 Ltd. 6.47854% 0.03851 19,701,652 19,717,256
Bluemountain Fuji Eur Clo III DAC 4.626% 0.03840 18,359,581 19,660,200
AES Corp. 3.3% 0.03823 20,050,000 19,572,517
American Airlines, Inc. 3.15% 0.03818 21,873,060 19,547,681
Royal Bank of Canada 4.875% 0.03802 19,600,000 19,463,186
UBS Group AG 6.246% 0.03797 18,900,000 19,437,550
Sumitomo Mitsui Financial Group Inc. 1.902% 0.03786 22,107,000 19,380,583
Otc Ecal Usd/Cnh Vko Digi @ 7.3/5 Brc 0.03772 3,220,000 19,312,696
UBS Group AG 5.959% 0.03769 19,000,000 19,295,973
Barrow Funding PLC 7.11191% 0.03748 14,894,000 19,186,914
Warwick Finance Residential Mortgages Number Three Plc 0% 0.03748 1,812 19,186,347
NatWest Group PLC 4.892% 0.03744 19,600,000 19,167,462
Santos Finance Ltd. 6.875% 0.03742 18,100,000 19,159,284
NEW YORK ST URBAN DEV CORP REV 2.027% 0.03740 23,000,000 19,145,182
JPMorgan Chase & Co. 6.07% 0.03737 18,800,000 19,133,062
BGC Group Inc 8% 0.03726 18,100,000 19,076,256
Wells Fargo & Co. 5.707% 0.03725 18,900,000 19,067,902
Pacific Gas and Electric Company 4.5% 0.03720 23,100,000 19,045,226
Thornburg Mtg Se 5 5.40399% 0.03714 20,716,879 19,015,895
Federal Home Loan Mortgage Corp. 3% 0.03712 22,303,833 19,005,387
PacifiCorp. 5.8% 0.03710 19,600,000 18,994,706
Mitsubishi UFJ Financial Group Inc. 5.422% 0.03696 18,800,000 18,922,374
Sutter Health 3.361% 0.03692 26,400,000 18,902,228
Marble Point Clo X 6.63017% 0.03679 18,816,311 18,834,365
Omega Healthcare Investors, Inc. 3.375% 0.03671 21,990,000 18,791,995
Lcm 30 Ltd / Lcm 30 Llc 6.66617% 0.03665 18,750,000 18,760,437
NEW YORK ST URBAN DEV CORP REV 2.127% 0.03663 23,000,000 18,752,974
Performer Funding 1 PLC 9.2033% 0.03654 14,400,000 18,704,544
CommonSpirit Health 3.91% 0.03629 24,400,000 18,578,989
Southern California Edison Company 5.35% 0.03627 18,600,000 18,570,666
Federal Home Loan Mortgage Corp. 3.5% 0.03623 20,226,778 18,547,978
BNPP AM Euro CLO 2019 Designated Activity Company 4.717% 0.03622 17,330,000 18,544,714
Banco Santander, S.A. 4.175% 0.03616 19,200,000 18,512,861
VMware Inc 4.7% 0.03611 19,100,000 18,484,701
Vibrant Clo Vii Ltd 6.62617% 0.03609 18,459,608 18,477,159
NatWest Group PLC 6.58521% 0.03596 18,300,000 18,411,132
Deutsche Bank AG New York Branch 6.55646% 0.03591 18,300,000 18,384,168
NEW YORK ST URBAN DEV CORP REV 2.227% 0.03590 23,000,000 18,380,958
Ares European CLO XII Designated Activity Company 4.747% 0.03582 17,100,000 18,339,321
Wells Fargo & Co. 2.406% 0.03580 18,534,000 18,325,380
Duke Energy Progress LLC 2% 0.03576 22,400,000 18,308,622
Danske Bank A/S 4.298% 0.03575 18,900,000 18,302,747
Edison International 5.45% 0.03575 18,300,000 18,300,264
Santander Holdings USA Inc. 3.45% 0.03574 18,700,000 18,299,109
Eph Financing International AS 6.651% 0.03565 16,400,000 18,249,588
Barclays PLC 6.49% 0.03540 17,500,000 18,121,089
Federal Home Loan Mortgage Corp. 5.5% 0.03525 18,272,287 18,044,143
Federal Home Loan Mortgage Corp. 3% 0.03520 20,022,880 18,021,747
Commercial Mortgage Trust 2017 3.51% 0.03514 19,203,000 17,989,025
Bacardi Ltd. 4.45% 0.03513 18,200,000 17,985,658
NatWest Group PLC 5.778% 0.03510 17,900,000 17,967,002
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 0% 0.03508 26,167,491 17,961,241
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 0% 0.03499 26,224,913 17,911,398
Octagon Investment Partners XXI Ltd. 6.58359% 0.03492 17,865,009 17,877,139
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 0% 0.03490 26,079,838 17,866,038
VICI Properties LP 4.75% 0.03485 18,250,000 17,840,948
GLP Capital L.P. and GLP Financing II, Inc. 4% 0.03475 19,400,000 17,788,797
J.P. MORGAN MORTGAGE TRUST 5% 0.03466 18,385,466 17,741,936
Keurig Dr Pepper Inc 6.20329% 0.03455 17,600,000 17,687,912
OBX 2023-NQM1 TRUST 6.12% 0.03447 17,641,925 17,645,658
United States Treasury Bonds 2.375% 0.03445 17,798,487 17,639,162
Weir Group PLC 2.2% 0.03430 18,700,000 17,559,364
System Energy Resources, Inc. 2.14% 0.03419 18,500,000 17,501,825
Hyundai Capital America 5.5% 0.03417 17,500,000 17,490,828
Morgan Stanley Direct Lending Fund 4.5% 0.03417 18,150,000 17,492,150
Pacific Gas and Electric Company 3.95% 0.03417 24,400,000 17,495,085
BROADCOM TL A3 TSFR1M 0.03411 17,550,000 17,462,250
Mexico (United Mexican States) 4% 0.03404 3,560,638 17,428,020
BPCE SA 6.714% 0.03383 16,700,000 17,319,960
STWD TRUST 2021-LIH 6.301% 0.03377 17,500,000 17,290,458
OZLM VIII Ltd. 6.55868% 0.03375 17,262,975 17,276,195
Swedbank AB (publ) 3.356% 0.03366 17,500,000 17,230,644
Wells Fargo & Co. 6.303% 0.03366 16,600,000 17,229,654
UBS AG, London Branch 6.25708% 0.03363 17,100,000 17,216,037
Ursa Re Ltd 10.87535% 0.03341 16,800,000 17,106,180
Volkswagen Group of America Finance LLC 2.85% 0.03336 17,200,000 17,077,209
Expedia Group Inc 6.25% 0.03335 17,044,000 17,073,866
Federal National Mortgage Association 3% 0.03317 19,906,019 16,979,887
Ford Motor Credit Company LLC 3.375% 0.03291 17,400,000 16,846,819
Niagara Mohawk Power Corp. 4.278% 0.03291 17,600,000 16,848,958
The Toledo Edison Company 2.65% 0.03289 18,667,000 16,838,268
BSST 2022-1700 MORTGAGE TRUST 6.629% 0.03287 19,000,000 16,826,242
Metropolitan Life Global Funding I 3.45% 0.03287 17,500,000 16,829,771
LEGACY MORTGAGE ASSET TRUST 4% 0.03281 17,137,125 16,799,486
Government National Mortgage Association 6.303% 0.03275 16,659,066 16,766,442
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 6.4% 0.03272 16,460,000 16,748,814
Sumitomo Mitsui Financial Group Inc. 2.472% 0.03271 18,800,000 16,744,727
Citygroup Commercial Mortgage 2015-P1 3.209% 0.03270 17,500,000 16,741,996
STIF FUND (JPY) (SSKC) 0.03258 2,682,780,314 16,677,734
BNP Paribas SA 5.125% 0.03254 16,800,000 16,661,102
Pacific Gas and Electric Company 3.5% 0.03247 16,990,000 16,624,075
Banco Santander, S.A. 6.607% 0.03243 15,800,000 16,600,819
Hudson Pacific Properties LP 3.25% 0.03243 24,000,000 16,604,779
CWABS Inc. 5.583% 0.03241 17,820,977 16,590,371
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 7.4% 0.03241 16,430,000 16,592,240
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 7.4% 0.03241 16,430,000 16,592,788
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 6.95% 0.03241 16,430,000 16,592,174
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 6.95% 0.03241 16,430,000 16,591,622
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 6.95% 0.03241 16,430,000 16,592,138
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 7.4% 0.03241 16,430,000 16,592,752
Marriott International, Inc. 5.45% 0.03237 16,500,000 16,572,534
Barclays PLC 5.69% 0.03233 16,500,000 16,549,322
UBS Commercial Mortgage Trust 2018-C13 4.3344% 0.03231 17,486,088 16,540,108
Symphony Static Clo I Ltd/Symphony Static Clo I Llc 6.41516% 0.03228 16,505,398 16,525,138
Federal Home Loan Mortgage Corp. 4% 0.03224 17,977,068 16,503,086
ACREC 2021-FL1 LTD 6.5964% 0.03220 16,596,865 16,482,861
GS Mortgage Securities Corp 3.621% 0.03210 17,200,000 16,435,813
Benefit Street Partners CLO XVI Ltd/Llc 6.60868% 0.03198 16,339,170 16,370,744
DRIVE AUTO RECEIVABLES TRUST 2024-1 5.83% 0.03198 16,367,367 16,370,844
BCP TRUST 6.24248% 0.03193 17,400,000 16,344,379
Hyundai Capital America 5.25% 0.03191 16,400,000 16,338,521
Federal National Mortgage Association 5.5% 0.03179 16,477,756 16,273,636
Bank 2019-Bnk16 4.005% 0.03177 17,268,000 16,262,747
Federal Home Loan Mortgage Corp. 5% 0.03177 16,583,417 16,264,494
Pinnacol Assurance 8.625% 0.03158 15,000,000 16,167,014
Banco Santander, S.A. 6.527% 0.03158 15,800,000 16,166,998
Roundstone Securities No. 2 Designated Activity Co. 1% 0.03153 19,957,000 16,139,355
Wells Fargo & Co. 2.393% 0.03149 17,500,000 16,121,277
Voya CLO Limited 6.52868% 0.03149 16,101,049 16,122,811
ENEL Finance International N.V. 1.375% 0.03148 17,400,000 16,117,849
Smb Private Ed Ln Tr 2024-B 5.55% 0.03137 15,801,336 16,061,280
Pacific Gas and Electric Company 3.25% 0.03136 18,660,000 16,054,268
Antares Holdings LP 6.5% 0.03118 16,200,000 15,962,063
ENTERPRISE FLEET FINANCING 2024-2 LLC 5.74% 0.03115 15,900,000 15,948,978
Proteus Rmbs DAC 5.514% 0.03113 15,172,000 15,937,012
Global Payments Inc 2.9% 0.03112 18,292,000 15,932,884
Mutual Of Omaha Cps Global Funding 5.8% 0.03103 15,800,000 15,886,024
Government National Mortgage Association 6.48732% 0.03102 15,837,061 15,879,495
Smb Private Ed Ln Tr 2024-B FRN 6.62999% 0.03092 15,801,336 15,830,844
BDS 2021-FL10 LTD 6.7964% 0.03087 15,853,176 15,803,809
Avolon Holdings Funding Ltd. 2.528% 0.03085 17,549,000 15,792,445
Sanders Re III Ltd. Acting In Res Segregated 2022-1 17.13092% 0.03075 17,400,000 15,744,825
Banco Bilbao Vizcaya Argentaria, S.A. 5.381% 0.03058 15,600,000 15,656,772
SBA Tower Trust 3.869% 0.03056 15,746,000 15,645,101
Merrill Lynch Mortgage Investors, Inc. 5.75971% 0.03054 30,488,221 15,635,604
NEW YORK ST URBAN DEV CORP REV 2.277% 0.03053 19,000,000 15,632,106
Government National Mortgage Association 3% 0.03047 17,879,483 15,597,748
Nationwide Building Society 5.264% 0.03046 15,500,000 15,594,241
Norinchukin Bank Ltd. 2.08% 0.03044 19,700,000 15,584,070
Bear Stearns Alternative A Trust 5.3102% 0.03020 16,588,780 15,461,098
Madison Park Euro Funding XIV Designated Activity Ccompany 4.706% 0.03016 14,494,669 15,439,599
MOSAIC SOLAR LOAN TRUST 2022-1 2.64% 0.03009 18,092,516 15,402,571
Piedmont Operating Partnership, L.P. 3.15% 0.03005 19,300,000 15,386,383
Federal Home Loan Mortgage Corp. 5.5% 0.03001 15,536,124 15,363,498
LCCM TRUST 6.64332% 0.03001 15,680,764 15,365,305
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DATA 4.04633% 0.02989 17,100,000 15,301,104
Roundstone Securities No. 2 Designated Activity Co. 6.88567% 0.02971 14,495,000 15,211,045
Mexico (United Mexican States) 8.5% 0.02965 2,944,000 15,181,759
Federal National Mortgage Association 4.5% 0.02964 16,025,666 15,175,239
PacifiCorp. 5.3% 0.02961 15,200,000 15,157,002
Brazil (Federative Republic) 6.125% 0.02953 15,700,000 15,116,176
GPMT LTD 6.6964% 0.02946 15,242,873 15,082,388
Serbia (Republic Of) 1% 0.02931 16,450,000 15,005,740
Imperial Brands Finance Plc 4.25% 0.02926 15,205,000 14,979,194
Greensaif Pipelines Bidco S.a r.l. 6.129% 0.02921 14,700,000 14,955,743
LEGACY MORTGAGE ASSET TRUST 4.25% 0.02920 15,576,931 14,946,498
Electricite de France SA 9.125% 0.02917 13,700,000 14,934,356
Thornburg Mortgage Securities Trust 5.86479% 0.02907 18,816,703 14,884,607
Government National Mortgage Association 6.233% 0.02899 14,793,488 14,840,118
Lloyds Banking Group PLC 4% 0.02896 22,400,000 14,823,599
Voya Clo 2012-4 Ltd/Llc 6.59017% 0.02892 14,785,543 14,806,082
Pacific Gas and Electric Company 3.3% 0.02886 20,719,000 14,772,634
Societe Generale S.A. 1.792% 0.02884 16,000,000 14,764,108
Cooperatieve Rabobank U.A. 5.447% 0.02882 14,750,000 14,756,377
ALLY AUTO RECEIVABLES TRUST 2023-1 5.76% 0.02874 14,703,055 14,711,353
Commercial Mortgage Trust 3.73168% 0.02873 15,299,000 14,707,833
Federal National Mortgage Association 4% 0.02871 15,868,137 14,698,552
Warwick Finance Residential Mortgages Number Three Plc 7.3533% 0.02864 11,648,000 14,664,214
New York State Electric & Gas Corporation 1.95% 0.02849 18,300,000 14,587,707
HERTZ VEHICLE FINANCING III LLC 3.73% 0.02849 14,900,000 14,587,914
DRYDEN 60 CLO LTD 6.64017% 0.02835 14,495,344 14,515,670
Federal Home Loan Mortgage Corp. 4.5% 0.02827 15,329,995 14,472,875
octagon investment partners 30 2017-30 6.58617% 0.02820 14,428,195 14,437,998
Volkswagen Group of America Finance LLC 6.2% 0.02813 13,950,000 14,401,482
Otc Ecal Usd/Cnh Vko Digi @ 7.3/5 Scx 0.02812 2,400,000 14,394,556
Enel Finance America LLC 7.1% 0.02812 13,700,000 14,393,753
Brandywine Operating Partnership L.P. 4.55% 0.02809 16,500,000 14,381,108
Pacific Gas and Electric Company 6.15% 0.02800 14,100,000 14,333,816
Federal National Mortgage Association 5.5% 0.02799 14,487,618 14,329,903
Southern California Edison Company 5.15% 0.02792 14,300,000 14,291,984
Harborview Mtg Loan Trust 5.71315% 0.02788 16,178,798 14,273,206
Fnma Pass-Thru I 4.5% 0.02785 15,107,612 14,258,232
Standard Chartered PLC 6.26676% 0.02776 14,200,000 14,213,909
Symphony CLO 37 LTD / Symphony CLO 37 LLC 7.12456% 0.02767 14,075,000 14,164,247
HSBC Holdings PLC 6.254% 0.02757 13,550,000 14,116,253
Motorola Solutions Inc 2.3% 0.02756 16,770,000 14,109,683
LEGACY MORTGAGE ASSET TRUST 4.5% 0.02734 15,576,931 13,997,706
OBX 2022-INV3 TRUST 3% 0.02731 16,898,252 13,980,747
Sound Point CLO XI Ltd 6.73854% 0.02718 13,890,491 13,916,310
Empower Finance 2020 LP 1.357% 0.02703 15,600,000 13,836,628
SMB PRIVATE EDUCATION LOAN TRUST 2022-B 6.78303% 0.02700 13,727,440 13,821,469
MORGAN STANLEY CAPITAL I TRUST 2.50852% 0.02700 17,000,000 13,823,966
Federal National Mortgage Association 2.34894% 0.02695 193,479,900 13,797,226
National Football League 4.5Yr 0.02691 13,800,000 13,774,521
National Football League 4.5Yr 0.02691 13,800,000 13,774,439
NXP BV/NXP Funding LLC 5.35% 0.02690 13,800,000 13,770,058
Farm Credit Bank of Texas 5.7% 0.02690 13,900,000 13,769,485
Magnetite XII Ltd./LLC 6.47856% 0.02687 13,740,750 13,754,212
Petroleos Mexicanos 10% 0.02687 13,700,000 13,758,444
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 4% 0.02684 15,403,198 13,738,447
Nomura Holdings Inc. 5.842% 0.02675 13,500,000 13,694,553
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 6.93% 0.02665 12,921,000 13,642,509
SOUND POINT CLO XXVIII LTD 6.60355% 0.02656 13,600,000 13,599,786
Fremont Home Loan Trust 5.79971% 0.02646 41,800,029 13,545,651
Government National Mortgage Association 6.18732% 0.02633 13,496,416 13,477,895
East Lane Re VII Ltd. 14.62092% 0.02627 13,400,000 13,446,900
Federal National Mortgage Association 0.80027% 0.02624 14,808,644 13,434,975
Alaska Airlines Pass Through Trust 2020-1A 4.8% 0.02619 13,654,387 13,407,430
Fnma Pass-Thru I 4.5% 0.02617 14,185,555 13,398,329
Saudi Arabia (Kingdom of) 4.75% 0.02613 13,600,000 13,379,762
Federal National Mortgage Association 3% 0.02602 14,305,460 13,319,967
Federal National Mortgage Association 5.74983% 0.02601 13,666,832 13,316,482
Federal National Mortgage Association 3.5% 0.02599 14,520,973 13,304,969
EPR Properties 3.75% 0.02596 14,900,000 13,291,522
United States Treasury Bonds 1.375% 0.02593 15,471,640 13,273,182
Peru (Republic Of) 5.94% 0.02581 50,303,000 13,215,251
Fnma Pass-Thru I 3% 0.02580 15,494,398 13,208,946
WEC Energy Group Inc. 1.8% 0.02576 16,190,000 13,188,703
UBS Group AG 6.537% 0.02564 12,500,000 13,124,203
Federal Home Loan Mortgage Corp. 2.875% 0.02562 13,600,000 13,117,084
DROP MORTGAGE TRUST 6.59348% 0.02553 13,700,000 13,071,319
UniCredit S.p.A. 2.569% 0.02549 13,600,000 13,048,417
Rasc Ser 06-Ks4 5.89471% 0.02543 13,409,492 13,018,569
The Toronto-Dominion Bank 5.156% 0.02537 13,000,000 12,990,364
Pacific Gas and Electric Company 3.45% 0.02535 13,300,000 12,978,560
Nomura Holdings Inc. 6.59% 0.02533 12,900,000 12,969,828
Palmer Square European Loan Funding 2021-2 Designated Activity Company 4.63 0.02527 12,135,082 12,937,518
Venture Xxvi Clo Ltd 6.68617% 0.02511 12,829,306 12,854,824
Principal Life Global Funding II 1.25% 0.02510 14,000,000 12,850,736
Federal Home Loan Mortgage Corp. 4.5% 0.02500 13,561,181 12,798,984
Omega Healthcare Investors, Inc. 3.625% 0.02495 14,300,000 12,773,321
Federal Home Loan Mortgage Corp. 4% 0.02484 13,379,299 12,716,205
Credit Agricole S.A. London Branch 1.907% 0.02482 13,200,000 12,708,934
HAT Holdings I LLC and HAT Holdings II LLC 3.75% 0.02482 14,555,000 12,708,730
Synchrony Bank 5.4% 0.02463 12,700,000 12,608,611
EPR Properties 3.6% 0.02461 15,100,000 12,596,494
Ares European CLO VII Designated Activity Company 4.566% 0.02458 11,742,271 12,585,563
BGC Group Inc 6.6% 0.02450 12,600,000 12,543,184
Fnma Pass-Thru I 4.5% 0.02444 13,247,145 12,512,021
Government National Mortgage Association 6.28732% 0.02441 12,496,777 12,499,029
GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD 6.55693% 0.02440 12,500,000 12,490,667
American Airlines, Inc. 3% 0.02436 13,534,406 12,469,825
RMAC Securities No. 1 PLC 5.47601% 0.02435 10,141,036 12,466,748
Strctrd Asset Invt 6.38971% 0.02435 12,880,065 12,467,957
Fremont Home Loan Trust 5.58971% 0.02432 36,078,066 12,449,599
Federal National Mortgage Association 6% 0.02425 12,370,170 12,413,146
GS Mortgage Securities Trust 2.85555% 0.02421 16,028,112 12,396,504
Equinix, Inc. 2.5% 0.02421 14,790,000 12,396,445
Synchrony Bank 5.625% 0.02420 12,500,000 12,387,757
Saudi Arabia (Kingdom of) 5% 0.02419 12,600,000 12,385,926
BINOM SECURITIZATION TRUST 2022-INV1 4.441% 0.02419 13,054,351 12,383,019
Deutsche Bank AG 1.75% 0.02411 12,300,000 12,340,530
AREIT 2022-CRE6 LTD 6.58303% 0.02407 12,416,297 12,323,165
Nomura Holdings Inc. 6.07% 0.02399 12,000,000 12,282,340
Government National Mortgage Association 6.133% 0.02398 12,298,842 12,274,556
ENEL Finance International N.V. 5% 0.02396 12,900,000 12,263,756
Virginia Power Fuel Securitization LLC 5.088% 0.02392 12,300,000 12,246,568
Thornburg Mortgage Securities Trust 4.07628% 0.02391 16,269,807 12,240,100
Rio Oil Finance Trust 9.75% 0.02388 11,830,803 12,227,431
WEA Finance LLC / Westfield UK & Europe Finance PLC 3.75% 0.02385 12,300,000 12,208,990
General Motors Financial Company Inc 6.68894% 0.02383 12,100,000 12,200,004
Harvest Clo XXII Designated Activity Company 4.756% 0.02381 11,400,000 12,190,525
Federal Home Loan Mortgage Corp. 5% 0.02375 12,533,550 12,157,388
Park Place Securities Inc. 7.25971% 0.02371 12,318,609 12,138,702
Capital One Financial Corp. 4.985% 0.02363 12,200,000 12,096,668
VERUS SECURITIZATION TRUST 2023-6 6.665% 0.02355 11,955,764 12,057,773
Performer Funding 1 PLC 12.7033% 0.02353 9,300,000 12,044,268
RAD CLO 4 LTD 6.5564% 0.02348 12,000,000 12,022,734
United States Treasury Notes 4.875% 0.02348 12,000,000 12,019,219
CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2 3.25% 0.02346 13,581,871 12,010,685
Hyundai Capital America 5.875% 0.02345 11,992,000 12,003,984
Long Beach Mortgage Loan Trust 2006-11 5.77971% 0.02344 17,997,402 11,997,935
Infor Inc 1.75% 0.02342 12,500,000 11,988,248
Bcap Llc Trust 5.25% 0.02338 30,230,454 11,967,369
Fnma Pass-Thru I 4% 0.02337 12,821,500 11,965,429
Liberty Utilities Finance GP1 2.05% 0.02335 14,600,000 11,952,123
Federal Home Loan Mortgage Corp. 4% 0.02335 13,040,635 11,956,220
Pacific Gas and Electric Company 3.75% 0.02330 12,700,000 11,930,217
Proteus Rmbs DAC 6.494% 0.02330 11,379,000 11,929,588
Brandywine Operating Partnership L.P. 3.95% 0.02325 13,116,000 11,900,754
Hyundai Capital America 5.95% 0.02324 11,800,000 11,898,055
Ashford Hospitality Trust Inc 6.626% 0.02322 11,965,759 11,886,034
Morgan Stanley Bank, National Association (Utah) 6.42685% 0.02322 11,800,000 11,888,011
Toro European CLO 6 DAC 4.832% 0.02321 11,100,000 11,881,642
Ready Capital Mortgage Financing 2022-FL9 LLC 7.81223% 0.02314 11,788,326 11,846,086
VMware Inc 4.65% 0.02310 12,010,000 11,823,826
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 0% 0.02309 17,395,695 11,820,053
Saudi Arabia (Kingdom of) 4.875% 0.02309 12,100,000 11,822,940
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.81303% 0.02305 11,788,424 11,798,426
Serbia (Republic Of) 2.05% 0.02303 15,500,000 11,788,511
Sound Point CLO XVII Limited / Sound Point CLO XVII LLC 6.56617% 0.02289 11,707,398 11,718,457
Goldman Sachs Bank USA 6.09353% 0.02287 11,700,000 11,710,178
Rbsgc Mtg Loan Tst 5.83971% 0.02286 13,177,857 11,700,591
Ford Motor Credit Company LLC 4% 0.02286 13,100,000 11,702,132
Aon Corp. 2.8% 0.02278 13,300,000 11,663,952
BFLD TRUST 2020-EYP 6.59348% 0.02278 14,300,000 11,659,938
Oneok Inc. 6.35% 0.02272 11,100,000 11,632,084
GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV 3.85% 0.02271 12,385,000 11,623,840
Danske Bank A/S 6.259% 0.02263 11,500,000 11,583,574
Virgin Media Sec Finance PLC 5.25% 0.02254 10,000,000 11,538,757
MADISON PARK FUNDING XXXIV LTD 6.70516% 0.02250 11,500,000 11,518,578
Federal Home Loan Mortgage Corp. 5.5% 0.02245 11,625,708 11,493,303
DnB Bank ASA 1.127% 0.02237 12,100,000 11,454,522
European Bank For Reconstruction & Development 1.625% 0.02226 11,500,000 11,395,481
Las Vegas Sands Corp 6% 0.02219 11,300,000 11,362,205
CSMC 2020-NET 2.2569% 0.02215 11,983,076 11,341,129
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 5.80303% 0.02213 11,325,625 11,331,959
Nomura Holdings Inc. 5.594% 0.02209 11,300,000 11,307,101
Royalty Pharma PLC 1.2% 0.02208 11,900,000 11,305,007
Federal Home Loan Mortgage Corp. 5.5% 0.02202 11,395,528 11,272,575
VMware Inc 4.5% 0.02198 11,358,000 11,251,158
Fnma Pass-Thru I 4.5% 0.02195 11,900,026 11,236,910
The Bank of New York Mellon Corp. 4.975% 0.02195 11,300,000 11,234,906
Leidos Inc 2.3% 0.02190 13,600,000 11,211,775
Volkswagen International Finance N.V. 5.374% 0.02189 10,400,000 11,205,118
LCM XV Limited Partnership 6.58617% 0.02188 11,188,455 11,199,520
Banque Federative du Credit Mutuel 5.896% 0.02186 11,100,000 11,192,449
BMW VEHICLE LEASE TRUST 2023-2 5.99% 0.02179 11,100,000 11,153,652
UBS AG New York Branch 4.75% 0.02175 11,150,000 11,136,395
Carlyle Us Clo 2018-2 Ltd / Carlyle FRN 6.47856% 0.02170 11,084,263 11,111,000
Penske Truck Leasing Co LP / PTL Finance Corp. 3.45% 0.02168 11,100,000 11,100,000
Logicor Financing S.a r.l. 3.25% 0.02167 10,900,000 11,093,625
Banco Bilbao Vizcaya Argentaria, S.A. 6.033% 0.02164 11,100,000 11,078,163
Avolon Holdings Funding Ltd. 5.75% 0.02157 11,100,000 11,041,723
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 7.4% 0.02156 10,930,000 11,038,065
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 6.95% 0.02156 10,930,000 11,037,656
Conagra Brands Inc 1.375% 0.02150 12,490,000 11,007,258
Kkr Clo 18 Ltd/Kkr Clo 18 Llc 6.52854% 0.02147 10,975,764 10,991,814
Spclty Undrw & Res 6.35971% 0.02143 11,642,006 10,969,513
SBA Tower Trust 2.328% 0.02141 12,200,000 10,960,437
Federal National Mortgage Association 5.5% 0.02141 11,104,729 10,962,057
Standard Chartered PLC 1.456% 0.02123 11,600,000 10,868,532
Option One Mortgage Loan Trust 5.59971% 0.02120 18,808,312 10,854,517
Bluemountain Fuji Eur Clo V Designated Activity Company 4.816% 0.02116 10,150,000 10,833,949
VERUS SECURITIZATION TRUST 2023-7 7.07% 0.02103 10,583,462 10,766,901
Bbcms Mortgage Trust 2018-CBM 6.62601% 0.02097 10,923,000 10,733,701
Evergy Metro Inc. 2.25% 0.02095 12,600,000 10,724,056
Southern California Edison Company 2.5% 0.02093 12,760,000 10,716,586
Government National Mortgage Association 6.09732% 0.02083 10,691,466 10,664,447
Morgan Stanley 4.361% 0.02078 9,900,000 10,640,009
Brookfield Finance Inc. 4.35% 0.02074 11,200,000 10,618,869
Sumitomo Mitsui Financial Group Inc. 2.448% 0.02073 10,700,000 10,614,829
Sumitomo Mitsui Trust Bank Ltd. 5.2% 0.02071 10,600,000 10,603,831
Southern California Edison Company 3.65% 0.02070 15,000,000 10,599,247
Ipalco Enterprises Inc. 4.25% 0.02063 11,370,000 10,560,125
Emory University 2.143% 0.02055 12,300,000 10,521,245
Option One Mortgage Loan Trust 6.14971% 0.02046 11,112,645 10,472,242
UBS Group AG 6.301% 0.02032 10,000,000 10,404,282
CWABS Asset-Backed Certificates Trust 2007-5 5.89971% 0.02029 10,732,505 10,385,226
LEGACY MORTGAGE ASSET TRUST 4.32604% 0.02028 15,576,827 10,381,295
Amdocs Limited 2.538% 0.02018 12,100,000 10,330,514
Aercap Ireland Capital Designated Activity Co 3.5% 0.02016 10,450,000 10,320,864
GSPA Monetization Trust 6.422% 0.02012 10,457,715 10,298,577
UBS Group AG 5.699% 0.02011 10,300,000 10,293,677
Comm 2016 Cor1 Mgt 3.091% 0.02006 10,964,000 10,271,318
American Airlines, Inc. 3.2% 0.02005 11,048,140 10,263,570
Citigroup Mortgage Loan Trust 5.95971% 0.02001 10,555,997 10,242,554
Banco Espirito Santo S.A. 4.75% 0.01991 32,800,000 10,194,491
Federal National Mortgage Association 3% 0.01991 10,688,023 10,195,075
Palmer Square European Loan Funding 2022-1 Designated Activity Company 4.62 0.01986 9,534,385 10,166,143
Energy Transfer LP 5.55% 0.01983 10,250,000 10,150,640
JP MORGAN MORTGAGE TRUST 5% 0.01982 10,661,525 10,146,937
LifePoint Health, Inc 11% 0.01982 9,200,000 10,147,766
Micron Technology Inc. 4.975% 0.01977 10,200,000 10,122,158
HCA Inc. 5.2% 0.01975 10,150,000 10,112,442
Mizuho Financial Group Inc. 1.979% 0.01966 12,300,000 10,067,263
FirstEnergy Corp. 2.25% 0.01964 12,000,000 10,057,211
Globe Life Inc 2.15% 0.01962 12,500,000 10,044,695
HCA Inc. 5.5% 0.01957 10,100,000 10,021,175
PFP LTD 6.44448% 0.01955 10,120,509 10,009,124
Fnma Pass-Thru I 3% 0.01952 11,728,208 9,994,553
Federation des Caisses Desjardins du Quebec 4.4% 0.01949 10,100,000 9,979,755
BNP Paribas SA 4.625% 0.01946 12,400,000 9,960,594
ENEL Finance International N.V. 1.875% 0.01944 11,300,000 9,951,211
Federal Home Loan Mortgage Corp. 3% 0.01943 11,667,378 9,946,526
Lima Metro Line 2 Finance Limited 5.875% 0.01942 10,085,341 9,939,630
JP Morgan Alt Loan 5.84288% 0.01939 13,179,132 9,927,140
Proteus Rmbs DAC 8.364% 0.01938 9,482,000 9,920,474
Great-West Lifeco U S Finance 2020 LP 0.904% 0.01932 10,400,000 9,890,346
San Diego Gas & Electric Company 1.7% 0.01931 12,037,000 9,883,343
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP 5.92534% 0.01931 10,348,563 9,886,106
Riponspvassets 3Msonia + 0Bp 0.01930 8,063,465 9,881,820
Hudson Pacific Properties LP 5.95% 0.01923 11,567,000 9,846,620
AREIT 2021-CRE5 LTD 6.52332% 0.01923 9,884,457 9,845,600
Fnma Pass-Thru I 4.5% 0.01911 10,357,569 9,782,753
Aon North America Inc. 5.15% 0.01910 9,800,000 9,776,437
U.S. Treasury Security Stripped Interest Security 0% 0.01909 22,400,000 9,772,009
Ford Motor Company 3.25% 0.01906 11,800,000 9,757,978
American Airlines, Inc. 3.35% 0.01905 10,570,623 9,752,739
Morgan Stanley Ixi 5.91971% 0.01898 24,508,060 9,716,041
BPCE SA 5.281% 0.01898 9,750,000 9,716,329
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 9.1% 0.01890 9,580,000 9,673,999
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 9.1% 0.01890 9,580,000 9,673,710
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 9.1% 0.01890 9,580,000 9,674,022
Barrow Funding PLC 7.61191% 0.01884 7,434,000 9,647,641
Bear Stearns Mortgage Funding Trust 2006-Ar5 5.61971% 0.01871 11,112,718 9,580,562
Structured Asset Securities Corp Mortgage Loan 5.68971% 0.01869 16,740,810 9,569,792
Barrow Funding PLC 0% 0.01869 11,905,000 9,569,003
UBS Cml Mtg Tr 4.3134% 0.01867 10,000,000 9,557,431
MF1 2021-FL5 Ltd / LLC 6.29332% 0.01867 9,588,662 9,559,995
Venture 33 Clo Limited & Llc 6.65017% 0.01866 9,546,826 9,554,251
Ashford Hospitality Trust Inc 6.401% 0.01858 9,581,265 9,513,309
Mitsubishi UFJ Financial Group Inc. 5.719% 0.01855 9,500,000 9,498,098
Goodman US Finance Three LLC 3.7% 0.01850 10,100,000 9,469,656
OCTAGON INVESTMENT PARTNERS 39 LTD 6.47456% 0.01849 9,452,154 9,465,894
TESLA AUTO LEASE TRUST 2023-A 5.86% 0.01848 9,454,656 9,461,084
Natwest Markets PLC 3.479% 0.01847 9,600,000 9,455,719
Alternative Loan Trust 5.97971% 0.01845 11,671,325 9,444,749
Wells Fargo Commercial Mortgage Trust 3.472% 0.01845 10,070,000 9,444,995
SG Mtg Sec 06-Opt2 5.60971% 0.01844 10,359,092 9,438,677
Guardian Life Global Funding 1.25% 0.01844 10,700,000 9,442,034
Federal National Mortgage Association 3% 0.01843 10,480,701 9,434,427
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 4.93% 0.01838 9,400,000 9,408,452
Flagship Credit Auto Trust 2022-2 4.03% 0.01833 9,428,918 9,381,564
Arizona Public Service Company 3.35% 0.01828 14,000,000 9,357,011
Deutsche Bank AG 2.625% 0.01827 7,500,000 9,352,244
Government National Mortgage Association 4.5% 0.01826 9,697,417 9,349,999
Clearway Energy Operating LLC 3.75% 0.01825 10,700,000 9,343,885
KKR Group Finance Co VIII LLC 3.5% 0.01824 13,500,000 9,339,599
Morgan Stanley ABS Capital I Inc 5.63971% 0.01822 22,119,099 9,328,841
Pacific Gas and Electric Company 3.3% 0.01822 10,000,000 9,326,636
UNITED AIRLINES PASS THROUGH CERTIFICATES 4.15% 0.01821 9,924,050 9,322,640
BROADCOM TL A2 TSFR1M 0.01817 9,350,000 9,303,250
Government National Mortgage Association 3% 0.01815 10,649,108 9,294,006
JP MORGAN MORTGAGE TRUST 5% 0.01815 9,760,404 9,289,309
Renesas Electronics Corp. 1.543% 0.01815 9,460,000 9,290,568
Keurig Dr Pepper Inc 5.05% 0.01814 9,300,000 9,289,094
Polestar Re Ltd. 13.25% 0.01808 9,100,000 9,256,975
AMMC CLO XII Ltd. 6.53718% 0.01807 9,241,984 9,252,435
JPMorgan Chase & Co. 1.578% 0.01805 9,900,000 9,242,280
American Tower Corporation 2.1% 0.01801 11,000,000 9,220,585
Government National Mortgage Association 6.72255% 0.01798 9,129,592 9,206,961
BNP Paribas SA 2.819% 0.01794 9,300,000 9,185,275
National Fuel Gas Company 2.95% 0.01789 10,900,000 9,158,496
Franklin Resources Inc. 1.6% 0.01786 11,300,000 9,144,848
Benchmark Mortgage Trust 2.7% 0.01781 9,800,000 9,118,961
Air Canada 5.25% 0.01779 9,218,928 9,108,664
Carval 6.554% 0.01779 9,100,000 9,107,746
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 6.31% 0.01763 9,003,160 9,025,593
Oracle Corp. 3.85% 0.01761 13,100,000 9,014,272
Morgan Stanley BAML Trust 3.732% 0.01760 9,229,000 9,011,582
Vibrant Clo Iv. Ltd 6.70617% 0.01759 9,000,000 9,006,184
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED 3.401% 0.01756 10,930,000 8,990,814
Ford Motor Credit Company LLC 4.542% 0.01750 9,200,000 8,957,351
GS Mortgage Securities Trust 2019-GC42 3.0005% 0.01748 10,000,000 8,947,061
OBX 2023-NQM8 TRUST 7.045% 0.01746 8,779,960 8,936,077
Federal National Mortgage Association 6.22806% 0.01744 8,674,966 8,926,344
Pacific Gas and Electric Company 3.3% 0.01740 9,400,000 8,908,794
Constellation Energy Generation LLC 3.25% 0.01738 9,100,000 8,899,613
Venture XXVIII CLO Ltd 6.57617% 0.01731 8,850,533 8,864,044
Catamaran CLO Ltd. 2014-1 Ltd. 6.68617% 0.01725 8,818,453 8,831,932
Federal Home Loan Mortgage Corp. 5.79254% 0.01722 8,814,988 8,817,821
Huntington Ingalls Industries, Inc. 2.043% 0.01720 10,000,000 8,805,160
Bank of America Corp. 0.981% 0.01719 8,900,000 8,800,898
Hyundai Capital America 6.5% 0.01714 8,400,000 8,775,158
Volkswagen Group of America Finance LLC 6.2542% 0.01710 8,700,000 8,755,223
Danske Bank A/S 1.621% 0.01708 9,200,000 8,746,632
AES Corp. 2.45% 0.01706 10,600,000 8,731,817
PFP 2022-9 LTD 7.60476% 0.01702 8,700,000 8,713,127
Aadvantage Loyalty Ip Tl 1l Tsfr3m 0.01697 8,400,000 8,688,750
Walgreens Boots Alliance, Inc. 3.45% 0.01692 9,200,000 8,660,823
Ally Financial Inc. 6.848% 0.01687 8,400,000 8,634,581
CWABS Asset-Backed Certificates Trust 2007-2 5.59971% 0.01686 9,619,136 8,631,951
Spirit AeroSystems Inc 9.375% 0.01684 8,000,000 8,623,096
Penske Truck Leasing Co LP / PTL Finance Corp. 5.35% 0.01680 8,600,000 8,598,738
Federal Home Loan Mortgage Corp. 5% 0.01675 8,864,176 8,574,997
Federal Home Loan Mortgage Corp. 4.5% 0.01671 9,058,625 8,555,542
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.01668 8,620,000 8,539,639
VERUS SECURITIZATION TRUST 2023-1 5.85% 0.01666 8,579,725 8,527,710
Pacific Gas and Electric Company 4.5% 0.01658 10,400,000 8,486,996
CONSUMER LOAN FINANCE 2023-1 ISSUER TRUST 9.35% 0.01651 8,900,000 8,451,800
AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR 6.426% 0.01651 8,465,000 8,452,739
CONSUMER LOAN FINANCE 2023-3 ISSUER TRUST 9.35% 0.01651 8,900,000 8,451,885
CONSUMER LOAN FINANCE 2023-2 ISSUER TRUST 9.35% 0.01651 8,900,000 8,452,422
Fnma Pass-Thru I 2% 0.01649 10,752,296 8,440,651
Tennessee Gas Pipeline Company 2.9% 0.01645 9,635,000 8,423,555
Government National Mortgage Association 6.213% 0.01640 8,381,834 8,398,082
Global Payments Inc 1.2% 0.01637 9,000,000 8,381,070
Columbia Pipelines Operating Co. LLC 5.927% 0.01637 8,200,000 8,379,166
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG 6.67074% 0.01636 8,483,420 8,376,690
Warwick Finance Residential Mortgages Number Three Plc 7.8533% 0.01632 6,656,000 8,353,493
Sfr Tl B14 Tl 1l Tsfr1m 0.01625 11,280,307 8,319,227
Eastern Energy Gas Holdings Llc 2.5% 0.01622 8,400,000 8,302,308
Ford Motor Credit Company LLC 3.25% 0.01620 7,800,000 8,292,733
Brixmor Operating Partnership LP 4.125% 0.01617 8,500,000 8,280,417
Berry Global Inc 1.57% 0.01617 8,809,000 8,280,063
Warwick Finance Residential Mortgages Number Three Plc 8.3533% 0.01617 6,656,000 8,277,601
Jubilee CLO 2016-XVII Designated Activity Company 4.556% 0.01615 7,750,000 8,267,516
The Boeing Company 6.388% 0.01611 8,100,000 8,249,612
United States Treasury Bonds 1% 0.01610 10,840,548 8,243,416
Bank of America Corp. 3.974% 0.01610 8,700,000 8,241,335
International Flavors & Fragrances Inc. 1.23% 0.01608 8,700,000 8,231,690
Wells Fargo Commercial Mortgage Trust 2020-C55 2.725% 0.01608 9,400,000 8,230,434
Spclty Undrw & Res 6.0725% 0.01603 24,039,819 8,206,370
Adani Energy Solutions Ltd. 4% 0.01598 8,624,000 8,178,888
Bank of America, N.A. 6.35717% 0.01598 8,100,000 8,181,993
Crown Castle Inc. 5.6% 0.01596 8,100,000 8,171,659
Amgen Inc. 5.25% 0.01594 8,100,000 8,161,891
Jpmcc 2016-Jp4 3.6483% 0.01589 8,606,000 8,136,664
Costar Group Inc 2.8% 0.01587 9,600,000 8,122,425
Government National Mortgage Association 4.5% 0.01587 8,433,237 8,125,876
Performer Funding 1 PLC 0% 0.01586 20,600,000 8,118,605
Nomura Holdings Inc. 2.679% 0.01580 9,500,000 8,087,719
United States Treasury Bills 0% 0.01579 8,129,000 8,084,081
CROSS 2023-H1 MORTGAGE TRUST 6.615% 0.01577 8,013,953 8,073,563
Federal National Mortgage Association 5.94983% 0.01576 8,208,637 8,069,831
NatWest Group PLC 0.75% 0.01575 7,609,000 8,062,574
National Rural Utilities Cooperative Finance Corp. 1.35% 0.01575 10,290,000 8,060,906
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED 3.501% 0.01574 9,935,000 8,059,116
Government National Mortgage Association 4.5% 0.01574 8,364,610 8,060,616
Performer Funding 1 PLC 10.7033% 0.01569 6,200,000 8,032,545
Federal National Mortgage Association 5.89983% 0.01568 8,188,167 8,029,432
Fells Point Funding Trust 3.046% 0.01564 8,500,000 8,007,085
Bayer US Finance LLC 6.5% 0.01559 7,800,000 7,982,376
Fnma Pass-Thru I 3% 0.01557 9,350,445 7,969,140
Merrill Lynch Mtg Inv Trust 6.35971% 0.01555 13,843,423 7,961,001
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2.1798% 0.01554 10,000,000 7,955,895
Kilroy Realty L.P. 2.5% 0.01553 10,600,000 7,950,619
Goldman Sachs Group, Inc. 1.948% 0.01552 8,600,000 7,943,280
Galaxy Xxvii Clo Ltd / Galaxy Xxvii Clo Llc 6.60831% 0.01551 7,922,331 7,937,779
Wells Fargo Commercial Mortgage Trust 3.311% 0.01549 8,800,000 7,928,485
Alamo Re Ltd 11.25% 0.01545 8,000,000 7,911,600
Anchorage Capital CLO 2012-1 Ltd. 6.73017% 0.01544 7,900,000 7,906,651
Black Diamond Clo 2019-1 Designated Activity Compnay 4.808% 0.01543 7,365,178 7,898,833
CVS Health Corp 3.25% 0.01542 8,700,000 7,895,119
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC 7.23547% 0.01542 7,500,000 7,892,784
Alamo Re Ltd 7.75% 0.01541 8,000,000 7,887,200
UWM MORTGAGE TRUST 2021-INV3 2.5% 0.01541 9,164,748 7,887,073
Indymac Indx Mtg 5.81971% 0.01541 8,001,571 7,891,173
Roundstone Securities No. 2 Designated Activity Co. 7.38567% 0.01539 7,730,000 7,876,577
Fnma Pass-Thru I 3% 0.01537 9,233,920 7,868,968
Thames Water Utilities Finance PLC 0.875% 0.01532 9,100,000 7,840,690
CI Financial Corp 7.5% 0.01529 7,900,000 7,829,212
Federal Home Loan Mortgage Corp. 5% 0.01524 8,063,037 7,802,622
The Boeing Company 5.04% 0.01523 7,968,000 7,795,001
AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75% 0.01522 8,000,000 7,790,430
Verisk Analytics, Inc. 3.625% 0.01520 10,800,000 7,779,240
Dominion Energy Inc 2.25% 0.01520 9,550,000 7,783,338
Alliant Energy Finance LLC 1.4% 0.01520 8,400,000 7,779,368
American Express Company 6.338% 0.01519 7,700,000 7,778,074
Oracle Corp. 3.6% 0.01519 11,100,000 7,775,843
Purple RE Ltd. 9% 0.01516 7,800,000 7,762,365
GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1 5% 0.01515 8,358,579 7,753,766
Broadcom Inc 3.5% 0.01513 10,100,000 7,746,816
Oneok Inc. 5.85% 0.01512 7,700,000 7,742,659
OBX 2023-NQM6 TRUST 6.52% 0.01510 7,696,953 7,731,566
CBOT APUT USTN FUT 8/24 @ 109 0.01509 244 7,726,110
Bear Stearns Alternative A Trust 5.79971% 0.01509 8,672,004 7,724,030
Morgan Stanley ABS Capital I Inc 5.60971% 0.01509 13,539,103 7,722,955
GA Global Funding Trust 1.625% 0.01507 8,200,000 7,714,125
Paraguay (Republic of) 4.95% 0.01498 8,000,000 7,668,125
Kimco Realty Corporation 1.9% 0.01498 8,600,000 7,667,190
Catholic Health Services Long Island 3.368% 0.01490 11,100,000 7,629,058
Nissan Motor Acceptance Co LLC 2.75% 0.01490 8,550,000 7,626,438
Block Financial Llc 3.875% 0.01487 8,300,000 7,612,079
Rbssp Resecuritization Trust 2011-4 3.79039% 0.01480 9,300,500 7,579,318
Ontario (Province Of) 1.55% 0.01475 11,600,000 7,551,861
Hyatt Hotels Corporation 5.25% 0.01473 7,600,000 7,539,862
The Boeing Company 2.7% 0.01464 8,125,000 7,492,981
Korea Development Bank 6.04306% 0.01464 7,450,000 7,496,619
HSI Asset Securitization Corporation Trust 5.89971% 0.01463 8,299,739 7,487,513
OZLM Funding IX Ltd./LLC 6.52456% 0.01462 7,478,536 7,483,017
Sound Point CLO XXII Ltd/LLC 6.66617% 0.01461 7,467,000 7,480,039
FIRST INVESTORS AUTO OWNER TRUST 2023-1 6.44% 0.01459 7,440,591 7,471,648
EPR Properties 4.5% 0.01458 7,800,000 7,464,512
First American Financial Corporation 4% 0.01456 8,290,000 7,453,092
Federal National Mortgage Association 6% 0.01453 7,268,898 7,436,341
RMAC Securities No. 1 PLC 5.47601% 0.01453 6,019,788 7,440,297
Asian Development Bank 6% 0.01446 43,700,000 7,404,166
Federal Home Loan Mortgage Corp. 5.5% 0.01445 7,476,658 7,397,335
Ford Motor Credit Company LLC 5.113% 0.01444 7,650,000 7,393,662
ENEL Finance International N.V. 5.125% 0.01443 7,500,000 7,384,859
Duke Energy Corp 2.45% 0.01443 8,600,000 7,388,092
CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS 6.62348% 0.01435 7,400,000 7,348,626
American Airlines, Inc. 3.375% 0.01433 7,759,467 7,335,341
Argent Secs Inc 6.09971% 0.01433 8,220,832 7,335,796
ING Groep N.V. 4.017% 0.01432 7,600,000 7,332,477
Oneok Inc. 5.65% 0.01428 7,200,000 7,310,818
Pacific Gas and Electric Company 4.45% 0.01427 9,200,000 7,304,988
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2.28704% 0.01426 8,599,000 7,300,056
Federal National Mortgage Association 5.89983% 0.01422 7,427,057 7,281,613
Credit Agricole S.A. London Branch 1.247% 0.01421 7,800,000 7,275,977
Federal Home Loan Mortgage Corp. 4% 0.01421 7,771,819 7,272,884
Csmcm Trust 2.8028% 0.01420 9,691,410 7,269,766
TOWD POINT MORTGAGE TRUST 4.4884% 0.01419 7,648,000 7,262,687
Pacific Gas and Electric Company 4.25% 0.01418 9,600,000 7,257,048
TOWD POINT MORTGAGE TRUST 2.9% 0.01418 7,757,881 7,260,472
ENCINA SR SEC NOTES 144A TSFR1M 0.01414 7,423,132 7,236,482
Banco BTG Pactual S.A. Cayman Islands Branch 2.75% 0.01410 7,600,000 7,216,276
Bbcms Mortgage Trust 2.639% 0.01405 8,250,000 7,192,044
Renew Wind Energy Ap 2 Private Ltd / Ostro Jaisalmer Private Ltd / Ostro Ur 0.01402 7,900,000 7,177,944
Bear Stearns Asset Backed Securities I Trust 7.40971% 0.01402 7,306,000 7,179,879
Federal Home Loan Mortgage Corp. 5.79254% 0.01397 7,034,303 7,149,399
BSPDF 2021-FL1 ISSUER LTD 6.64332% 0.01397 7,335,211 7,152,184
Capital One Financial Corp. 2.636% 0.01396 7,300,000 7,144,976
Jubilee Clo 2014-XII Designated Activity Company 4.506% 0.01396 6,658,925 7,146,938
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6.03593% 0.01393 7,119,061 7,130,805
JPMorgan Chase & Co. 4.851% 0.01392 7,200,000 7,127,972
Citigroup Inc. 6.84317% 0.01392 7,050,000 7,125,524
Logicor Financing S.a r.l. 1.625% 0.01391 7,200,000 7,123,525
Government National Mortgage Association 5.833% 0.01389 7,365,749 7,111,661
Federal Home Loan Mortgage Corp. 5.5% 0.01388 7,190,993 7,106,216
Fremont Home Loan Trust 6.11971% 0.01388 7,507,696 7,105,138
Kimco Realty Corporation 3.3% 0.01385 7,200,000 7,092,273
United Airlines Pass Through Trust 2019-2AA 2.7% 0.01383 8,160,230 7,080,452
Dell International L.L.C. and EMC Corporation 6.02% 0.01382 6,997,000 7,072,836
Federal Home Loan Mortgage Corp. 5.5% 0.01382 7,168,359 7,073,678
Kirkby Rmbs Plc 2.25% 0.01380 9,470,000 7,062,903
Federal National Mortgage Association 5.94983% 0.01376 7,164,548 7,043,584
Citibank, N.A. 5.93268% 0.01369 7,000,000 7,009,225
Venture CDO Ltd. 6.63617% 0.01369 6,999,813 7,010,331
Cheniere Energy Inc 5.65% 0.01369 7,000,000 7,009,905
VASA TRUST 2021-VASA 6.34348% 0.01367 7,550,000 6,996,151
Wells Fargo Bank, National Association 6.39708% 0.01364 6,900,000 6,985,442
Federal Home Loan Mortgage Corp. 4% 0.01364 7,463,609 6,982,753
Madison Park Funding Xvii Ltd 6.58617% 0.01360 6,955,060 6,961,894
Morgan Stanley ABS Capital I Inc 5.68971% 0.01358 12,185,193 6,950,546
LCM 29 LTD 6.66017% 0.01358 6,950,000 6,951,738
CenterPoint Energy Resources Corp. 1.75% 0.01355 8,500,000 6,937,805
J.P. MORGAN MORTGAGE TRUST 2022-LTV2 3.5% 0.01354 8,038,077 6,932,094
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.01353 6,900,000 6,925,173
Scentre Group Trust 1 / Scentre Group Trust 2 3.625% 0.01350 7,100,000 6,912,241
VERUS SECURITIZATION TRUST 2023-INV2 6.443% 0.01349 6,897,830 6,905,528
Sumitomo Mitsui Financial Group Inc. 5.464% 0.01348 6,900,000 6,902,016
BRSP 2021-FL1 LTD 6.60315% 0.01345 6,957,280 6,883,533
Wamu Mortgage Pass-Through CTFS TR 5.09472% 0.01343 7,748,390 6,877,813
COMM 2019 MORTGAGE TRUST 2.95% 0.01341 7,700,000 6,865,623
Fnma Pass-Thru I 4% 0.01340 7,483,829 6,862,208
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2.7563% 0.01339 7,800,000 6,853,951
CF MORTGAGE TRUST 2.8744% 0.01336 7,900,000 6,841,282
Volkswagen Group of America Finance LLC 5.7% 0.01336 6,800,000 6,839,082
JetBlue Airways Corporation 2.75% 0.01335 7,899,469 6,834,328
Gs Mortgage-Backed Securities Trust 3.75% 0.01329 7,180,872 6,803,934
Federal National Mortgage Association 4.5% 0.01328 6,950,000 6,800,412
Federal National Mortgage Association 3% 0.01328 7,327,405 6,797,444
OBX 2024-HYB2 TRUST 3.60131% 0.01327 7,071,265 6,793,870
Host Hotels & Resorts, L.P. 3.375% 0.01325 7,600,000 6,785,243
Lazard Group LLC 4.5% 0.01321 7,000,000 6,764,617
Government National Mortgage Association 5.9086% 0.01321 6,774,060 6,763,335
Regeneron Pharmaceuticals, Inc. 1.75% 0.01318 8,190,000 6,747,975
Georgia Power Company 3.25% 0.01316 9,900,000 6,739,772
NELNET STUDENT LOAN TRUST 2023-A 6.64% 0.01315 6,723,006 6,730,348
BBCMS MORTGAGE TRUST 4.314% 0.01313 7,000,000 6,722,239
Expedia Group Inc 3.25% 0.01309 7,430,000 6,700,160
BPCRE 2022-FL2 Ltd / BPCRE 2022-FL2 LLC 7.73192% 0.01309 6,709,291 6,701,375
Federal Home Loan Mortgage Corp. 4% 0.01308 7,154,721 6,693,767
Morgan Stanley ABS Capital I Inc 5.95971% 0.01307 13,422,206 6,689,531
Lloyds Banking Group PLC 5.7537% 0.01307 9,990,000 6,692,587
Primerica, Inc. 2.8% 0.01306 8,000,000 6,686,713
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 3.0565% 0.01305 7,900,000 6,680,238
Bamll Coml Mtg Secs Tr 2024-Aw FRN 2.847% 0.01303 10,120,000 6,670,338
Wells Fargo & Co. 3.35% 0.01301 7,680,000 6,662,568
Centerpoint Energy Houston Electric LLC 5.2% 0.01301 6,600,000 6,658,033
Man GLG Euro CLO III Designated Activity Company 4.586% 0.01298 6,199,211 6,646,158
UBS Cml Mtg Tr 4.2411% 0.01297 7,000,000 6,639,325
JP MORGAN MORTGAGE TRUST 2.5% 0.01297 8,339,137 6,637,578
CSMC 2020-FACT 7.04348% 0.01296 6,800,000 6,636,623
Bear Stearns Arm Trust 4.39796% 0.01295 7,542,123 6,631,941
Ripon Mortgages PLC 8.46229% 0.01295 5,255,000 6,629,278
Centene Corp. 4.625% 0.01294 7,000,000 6,625,886
Federal National Mortgage Association 4% 0.01290 7,052,410 6,605,587
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 0% 0.01287 9,710,223 6,588,508
Fnma Pass-Thru I 3.5% 0.01285 6,761,741 6,577,180
HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST 5.71% 0.01285 6,577,010 6,580,118
Fnma Pass-Thru I 4.5% 0.01285 6,964,146 6,576,933
Federal National Mortgage Association 5.89983% 0.01281 6,682,910 6,560,606
Oneok Inc. 5.8% 0.01280 6,400,000 6,554,766
Realty Income Corporation 4.875% 0.01278 6,600,000 6,543,460
Pacific Gas and Electric Company 4.3% 0.01278 8,500,000 6,544,607
Realty Income Corporation 4.625% 0.01274 6,600,000 6,523,631
Bank of America Corp. 3.559% 0.01268 6,710,000 6,490,864
The Toronto-Dominion Bank 2.8% 0.01266 6,900,000 6,482,079
Hyundai Capital America 5.3% 0.01265 6,500,000 6,476,066
Realty Income Corporation 3.1% 0.01264 7,200,000 6,473,559
Federal National Mortgage Association 5.84983% 0.01264 6,612,487 6,469,488
TER Finance Ltd 0% 0.01262 6,700,000 6,460,368
Ford Motor Credit Company LLC 2.9% 0.01260 7,129,000 6,450,908
Pacific Gas and Electric Company 4.95% 0.01260 7,800,000 6,450,544
Southern California Gas Co. 2.95% 0.01257 6,830,000 6,433,047
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 9.1% 0.01256 6,370,000 6,432,388
Barrow Funding PLC 8.41191% 0.01255 4,964,000 6,426,625
Morgan Stanley Hom 5.55971% 0.01252 13,424,925 6,411,484
Wamu Mortgage Pass-Through CTFS TR 3.90638% 0.01252 7,455,300 6,410,149
Performer Funding 1 PLC 0% 0.01251 6,800,000 6,405,183
Banco Espirito Santo S.A. 4% 0.01251 20,600,000 6,402,637
American Homes 4 Rent L P 4.25% 0.01250 6,678,000 6,400,978
Southern Co. 1.75% 0.01246 7,190,000 6,379,647
Spirit AeroSystems Inc 4.6% 0.01245 6,800,000 6,375,661
Fnma Pass-Thru I 4.5% 0.01245 6,746,700 6,371,611
JPMorgan Chase & Co. 3.96% 0.01241 6,500,000 6,351,353
Fnma Pass-Thru I 3% 0.01236 7,426,044 6,328,961
Federal Home Loan Mortgage Corp. 5.5% 0.01228 6,356,263 6,286,694
Energy Transfer LP 6.05% 0.01227 6,200,000 6,283,650
S&P Global Inc 2.7% 0.01222 6,900,000 6,257,039
MASTR Asset Backed Securities Trust 6.20971% 0.01222 6,682,764 6,253,835
Morgan Stanley ABS Capital I Inc 5.60971% 0.01217 11,697,120 6,231,080
Fremont Home Loan Trust 2006-A 5.95971% 0.01215 10,146,411 6,219,989
JSW Hydro Energy Ltd. 4.125% 0.01214 6,992,000 6,216,902
Deutsche Bank AG New York Branch 6.119% 0.01212 6,200,000 6,206,960
Government National Mortgage Association 6.433% 0.01212 6,108,601 6,205,957
Federal National Mortgage Association 5.5% 0.01210 6,274,922 6,194,307
Fnma Pass-Thru I 5.5% 0.01206 6,251,871 6,171,591
Fnma Pass-Thru I 4.5% 0.01206 6,538,523 6,175,672
Credit Suisse BMSC 4.38676% 0.01200 6,504,525 6,141,439
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2.1% 0.01200 7,813,505 6,142,027
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 7.4% 0.01200 6,080,000 6,141,003
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 6.95% 0.01199 6,080,000 6,140,782
The Boeing Company 3.25% 0.01199 6,700,000 6,137,896
NELNET STUDENT LOAN TRUST 2023-A 7.533% 0.01198 6,118,691 6,130,962
Argent Sec Tr 2006 5.60971% 0.01196 20,164,459 6,125,188
Federal National Mortgage Association 4% 0.01193 6,520,956 6,107,775
Mountain View Clo Xvi Ltd / Mountain FRN 6.78856% 0.01193 6,100,000 6,105,880
Bank of America Corp. 4.376% 0.01192 6,250,000 6,101,854
Fnma Pass-Thru I 3% 0.01189 7,049,419 6,085,729
Broadcom Inc 2.6% 0.01188 7,500,000 6,081,082
Wamu Mortgage Pass-Through CTFS TR 5.78895% 0.01185 6,302,132 6,067,276
Fnma Pass-Thru I 4% 0.01185 6,490,924 6,064,566
CSWF 2021-SOP2 6.5102% 0.01183 6,495,395 6,054,331
Federal Home Loan Mortgage Corp. 4% 0.01182 6,469,339 6,051,179
Thames Water Utilities Finance PLC 1.25% 0.01181 7,800,000 6,046,335
Cwalt Incorporation 7.03471% 0.01181 6,027,969 6,044,641
Aviation Capital Group LLC 5.375% 0.01178 6,100,000 6,030,816
OCI NV 6.7% 0.01177 6,100,000 6,023,916
Fnma Pass-Thru I 5.5% 0.01175 6,085,185 6,014,831
Fnma Pass-Thru I 6% 0.01174 5,971,853 6,009,764
Option One Mortgage Loan Trust 5.99971% 0.01173 6,600,000 6,007,304
Athene Global Funding 5.62% 0.01173 6,000,000 6,007,101
Essex Portfolio Lp 3.5% 0.01172 6,100,000 5,997,788
Merrill Lynch Mortgage Trust 6.09971% 0.01172 6,651,525 6,002,116
Fairfax Financial Holdings Limited 4.85% 0.01171 6,100,000 5,992,972
Kilroy Realty L.P. 6.25% 0.01169 6,300,000 5,984,892
Federal Home Loan Mortgage Corp. 6% 0.01168 5,945,423 5,981,338
Wabtec Corp 4.95% 0.01168 6,100,000 5,982,102
Federal Home Loan Mortgage Corp. 4.5% 0.01167 6,329,733 5,973,411
Ford Motor Credit Company LLC 3.664% 0.01167 6,000,000 5,971,892
Structured Asset Securities Corp Mortgage Loan 5.72971% 0.01164 6,186,926 5,957,403
UNIVERSITY CALIF REVS 4.858% 0.01161 6,770,000 5,943,931
RAMP Series 2006 RZ4 Trust 5.80971% 0.01160 6,163,464 5,940,221
Fnma Pass-Thru I 5.5% 0.01159 6,003,767 5,933,581
Federal Home Loan Mortgage Corp. 2% 0.01158 7,556,658 5,926,909
MPLX LP 4.7% 0.01158 7,200,000 5,928,958
THOMPSON PARK CLO LTD 6.59017% 0.01155 5,905,000 5,911,242
Fnma Pass-Thru I 5.5% 0.01154 5,975,519 5,906,432
Pacific Gas and Electric Company 4.65% 0.01154 6,100,000 5,907,338
CWABS Asset-Backed Certificates Trust 2006-14 5.73971% 0.01154 6,351,624 5,908,281
GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV 3.487% 0.01153 7,235,000 5,902,102
PeaceHealth 3.218% 0.01152 8,900,000 5,898,312
Bank 2017 Bnk8 3.488% 0.01152 6,400,000 5,896,428
Fnma Pass-Thru I 5.5% 0.01151 5,965,073 5,893,191
Morgan Stanley ML 4.66208% 0.01150 8,148,555 5,887,997
Thornburg Mortgage Securities Trust 7.01678% 0.01150 6,272,811 5,886,212
Antares Holdings LP 3.95% 0.01146 6,200,000 5,865,134
Federal Home Loan Mortgage Corp. 5.5% 0.01143 5,924,639 5,851,109
Federal National Mortgage Association 5.5% 0.01142 5,920,107 5,847,700
United States Treasury Bills 0% 0.01141 5,861,000 5,840,565
Federal Home Loan Mortgage Corp. 5.5% 0.01139 5,899,767 5,832,923
Federal Home Loan Mortgage Corp. 5.5% 0.01139 5,897,089 5,831,793
Sound Point CLO XX 6.68606% 0.01138 5,812,146 5,823,728
Bank of America Corp. 3.824% 0.01136 6,035,000 5,818,195
Truist Financial Corp. 5.9% 0.01136 5,800,000 5,816,507
Morgan Stanley ABS Capital I Inc 5.59971% 0.01131 12,365,776 5,792,595
Government National Mortgage Association 5.8986% 0.01131 5,795,404 5,787,822
BPCE SA 7.003% 0.01128 5,400,000 5,776,848
Government National Mortgage Association 6.00732% 0.01127 5,787,855 5,770,772
Kinder Morgan, Inc. 7.75% 0.01125 5,100,000 5,758,238
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 8.87% 0.01124 5,450,000 5,756,627
Realty Income Corporation 2.1% 0.01121 6,400,000 5,736,649
OCTAGON LOAN FUNDING LLC 6.76735% 0.01119 5,720,332 5,726,850
Fnma Pass-Thru I 5.5% 0.01118 5,791,022 5,725,411
National Health Investors, Inc. 3% 0.01116 6,990,000 5,714,880
Towd Point Mortgage Funding 2019-Auburn 13 plc 6.57544% 0.01115 4,511,328 5,707,044
Mitsubishi UFJ Financial Group Inc. 1.64% 0.01115 6,200,000 5,710,666
Federal Home Loan Mortgage Corp. 5.5% 0.01115 5,785,068 5,709,700
Halseypoint Clo 3 Ltd / Llc 7.04111% 0.01114 5,700,000 5,704,780
CWABS Inc. 6.41971% 0.01114 5,907,302 5,704,603
Fnma Pass-Thru I 5.5% 0.01110 5,754,276 5,684,936
Adani Renewable Energy Rj Ltd/Kodangal Solar PKS Private Ltd/Wardha 4.625% 0.01110 7,072,500 5,681,070
Bear Stearns Alternative A Trust 4.98416% 0.01109 9,827,504 5,676,702
Government National Mortgage Association 6.03732% 0.01109 5,697,665 5,679,970
Cooperatieve Rabobank U.A. 1.004% 0.01108 6,000,000 5,674,784
Arizona Public Service Company 2.6% 0.01107 6,400,000 5,668,820
Fnma Pass-Thru I 4.5% 0.01107 6,002,255 5,666,056
Alberta (Province Of) 2.05% 0.01106 6,000,000 5,660,416
UBS COMMERCIAL MORTGAGE TRUST 4.2962% 0.01105 5,975,011 5,658,083
Kilroy Realty L.P. 3.05% 0.01104 6,700,000 5,654,183
Sun Communities Operating Limited Partnership 4.2% 0.01104 6,300,000 5,652,165
MF1 2021-FL6 LTD 6.5464% 0.01101 5,673,968 5,638,364
Hudson Pacific Properties LP 4.65% 0.01100 7,300,000 5,630,091
Option One Mortgage Loan Trust 5.67971% 0.01099 8,573,788 5,624,567
CONSUMER LOAN FINANCE 2023-5 ISSUER TRUST 9.35% 0.01098 5,920,000 5,622,128
HSBC Holdings PLC 5.597% 0.01098 5,600,000 5,623,344
Danske Bank A/S 5.705% 0.01097 5,600,000 5,617,839
Public Service Company of Colorado 1.9% 0.01097 6,900,000 5,616,813
T-Mobile USA, Inc. 3.5% 0.01095 5,700,000 5,605,205
Reinsurance Group of America, Incorporated 3.15% 0.01095 6,300,000 5,608,352
American Airlines, Inc. 3.575% 0.01094 5,916,982 5,598,918
Rolls-Royce PLC 5.75% 0.01090 5,548,000 5,578,436
Citigroup Mortgage Loan Trust 4.90381% 0.01090 6,521,113 5,582,143
Black Hills Corporation 2.5% 0.01089 6,600,000 5,573,458
MKS CLO LTD 6.58617% 0.01087 5,561,347 5,563,690
ABN AMRO Bank N.V. 6.575% 0.01086 5,500,000 5,557,291
Duke Energy Carolinas LLC 2.55% 0.01082 6,500,000 5,540,001
Thornburg Mortgage Securities Trust 7.01678% 0.01079 6,576,856 5,521,363
Ford Motor Credit Company LLC 4.535% 0.01078 4,400,000 5,520,114
Federal Home Loan Mortgage Corp. 3.5% 0.01077 6,080,005 5,512,767
Wamu Mortgage Pass-Through CTFS TR 4.33486% 0.01076 6,450,191 5,506,803
AEP Texas Inc 3.95% 0.01076 5,800,000 5,510,604
Raac Trust 6.15971% 0.01076 5,795,539 5,509,152
Bcap Llc Trust 5.25% 0.01076 9,819,725 5,510,902
Novastar Mortgage Funding Trust 2006-6 5.87971% 0.01074 16,018,242 5,496,053
Securitized Asset Backed Receivables Llc Trust 5.95971% 0.01068 9,072,311 5,469,105
Wabtec Corp 3.2% 0.01068 5,600,000 5,465,591
Wamu A/Bkd 07-He1 5.75971% 0.01067 11,901,856 5,461,565
United States Treasury Bills 0% 0.01066 5,478,000 5,454,855
Deutsche Alt-A Secs Inc 6.11971% 0.01065 5,637,535 5,452,219
Entergy Corporation 3.75% 0.01065 7,700,000 5,453,114
TIAA Asset Management Finance Company, LLC 4.125% 0.01063 5,475,000 5,441,448
Carbone CLO, Limited / Carbone CLO LLC 6.72617% 0.01062 5,433,923 5,438,567
JP Morgan Mortgage Trust 4.25639% 0.01062 7,116,942 5,436,375
Wells Fargo & Co. 4.808% 0.01060 5,500,000 5,425,344
UNITED AIR LINES INC PASS-THROUGH TRUSTS 3.5% 0.01059 5,860,492 5,423,604
Athene Global Funding 5.684% 0.01058 5,400,000 5,415,045
Venture Xxiv Clo Ltd/Llc 6.48617% 0.01057 5,408,593 5,412,836
Citigroup Mortgage Loan Trust 5.64971% 0.01055 8,269,232 5,401,628
Federal National Mortgage Association 4% 0.01055 5,767,393 5,403,540
Fnma Pass-Thru I 4.5% 0.01055 5,716,185 5,398,956
CSAIL COMMERCIAL MORTGAGE TRUST 3.329% 0.01054 5,955,000 5,397,816
Federal National Mortgage Association 4% 0.01053 5,756,784 5,389,694
Extra Space Storage LP 3.5% 0.01053 5,600,000 5,389,038
Government National Mortgage Association 6.58732% 0.01046 5,319,691 5,357,251
Novastar Mortgage Funding Trust 5.75971% 0.01046 13,003,162 5,353,056
Atlas Senior Secured Loan Fund VIII Ltd/Llc 6.73927% 0.01046 5,346,290 5,355,776
Federal Home Loan Mortgage Corp. 4.5% 0.01044 5,661,820 5,344,939
Goldman Sachs Group, Inc. 6.75399% 0.01043 5,300,000 5,339,033
Entergy Corporation 2.8% 0.01041 6,100,000 5,331,513
Argent Secs Inc 5.99971% 0.01041 22,117,697 5,329,741
Struct Ass 07-Ar7 6.30971% 0.01039 6,861,858 5,317,419
American Airlines, Inc. 3.6% 0.01037 5,589,093 5,307,103
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.01037 7,900,000 5,310,797
SVB Financial Group 3.125% 0.01035 8,700,000 5,299,388
Cwalt Incorporation 6% 0.01033 7,614,943 5,289,237
Federal Home Loan Mortgage Corp. 3% 0.01033 6,208,806 5,288,106
Realty Income Corporation 3.4% 0.01032 5,800,000 5,284,523
American Tower Corporation 5.2% 0.01032 5,300,000 5,283,629
ABN AMRO Bank N.V. 6.339% 0.01030 5,200,000 5,270,577
VISIO 2023-2 TRUST 6.598% 0.01030 5,257,801 5,270,830
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 4.22711% 0.01028 5,681,000 5,264,121
Centene Corp. 4.25% 0.01028 5,506,000 5,261,624
American Airlines, Inc. 3.25% 0.01026 5,764,830 5,253,149
Synchrony Financial 5.15% 0.01023 5,450,000 5,235,824
Alcon Finance Corp 2.6% 0.01021 6,000,000 5,229,202
Poland (Republic of) 5.125% 0.01020 5,300,000 5,220,036
Fnma Pass-Thru I 3% 0.01020 6,121,735 5,219,325
UBS Group AG 4.55% 0.01018 5,300,000 5,210,744
Fremont Home Loan Trust 5.60971% 0.01018 11,610,166 5,213,077
Rbsgc Mtg Loan Tst 5.75% 0.01016 6,217,093 5,203,335
ACE Secs Cp 06-Nc3 5.85971% 0.01015 20,077,129 5,196,621
FirstEnergy Corp. 1.6% 0.01012 5,500,000 5,181,008
UNIVERSITY CALIF REVS 1.316% 0.01012 5,700,000 5,179,476
Fremont Home Loan Trust 5.93971% 0.01012 15,873,504 5,183,018
GAIF Bond Issuer Pty Ltd. 3.4% 0.01010 5,400,000 5,169,824
Lcm Xxv Ltd/Lcm Xxv Llc 6.42456% 0.01010 5,168,572 5,170,066
JPMorgan Chase & Co. 6.087% 0.01009 5,000,000 5,167,475
UBS Group AG 4.923% 0.01008 4,800,000 5,162,084
Broadcom Inc 4.15% 0.01008 5,463,000 5,161,826
J.P. MORGAN MORTGAGE TRUST 2023-DSC1 4.625% 0.01007 5,397,931 5,155,891
Mitsubishi UFJ Financial Group Inc. 5.475% 0.01007 5,100,000 5,153,871
M Stanley Abs 06 5.75971% 0.01004 15,033,095 5,137,902
FLORIDA ST BRD ADMIN FIN CORP REV 5.526% 0.01003 5,100,000 5,136,714
JPMorgan Chase & Co. 2.739% 0.01003 5,800,000 5,133,543
Worldline SA 4.125% 0.00999 4,800,000 5,115,295
Wells Fargo Commercial Mortgage Trust 3.615% 0.00998 5,219,149 5,110,926
Wamu Mtg Pass-Through Ctfs Ser 2007 5.92277% 0.00997 6,438,308 5,106,423
Corporate Office Properties LP 2.25% 0.00995 5,390,000 5,091,387
Realty Income Corporation 3.2% 0.00994 5,800,000 5,088,675
Countrywide Alternative loan Trust 5.81971% 0.00993 4,305,166 5,084,373
Federal Home Loan Mortgage Corp. 5.5% 0.00991 5,129,795 5,073,946
CVC Cordatus Loan Fund VII Designated Activity Company 4.349% 0.00991 4,740,349 5,071,473
Government National Mortgage Association 3% 0.00991 5,793,245 5,073,190
Southern California Edison Company 4.875% 0.00989 5,100,000 5,064,029
BSREP COMMERCIAL MORTGAGE TRUST 6.39348% 0.00988 5,397,186 5,056,768
Equitrans Midstream Corporation 6.5% 0.00988 5,000,000 5,057,280
Electricite de France SA 5.7% 0.00987 5,000,000 5,052,386
Southwestern Public Service Company 3.15% 0.00986 7,900,000 5,048,846
Rali Ser 06-Qa4 Tr 5.81971% 0.00984 5,739,493 5,039,549
Kilroy Realty L.P. 4.25% 0.00983 5,549,000 5,031,389
Government National Mortgage Association 3% 0.00982 5,742,721 5,028,952
JPMorgan Chase & Co. 6.08559% 0.00979 5,000,000 5,010,240
Enbridge Inc. 5.25% 0.00977 5,000,000 5,001,084
Wells Fargo & Co. 3.9% 0.00974 5,200,000 4,985,318
Roche Holdings, Inc. 4.909% 0.00973 5,000,000 4,982,358
Armor Re Ltd. 15.62013% 0.00972 5,000,000 4,975,125
KKR Group Finance Co VI LLC 3.75% 0.00971 5,300,000 4,971,373
Long Beach Mortgage Loan Trust 6.50971% 0.00971 5,181,547 4,973,362
Option One Mortgage Loan Trust 5.67971% 0.00971 7,231,358 4,972,960
HCA Inc. 5.6% 0.00971 5,000,000 4,971,699
Adagio V CLO Designated Activity Company 4.626% 0.00971 4,661,043 4,971,852
Wamu Wmalt 07-0c1 5.77971% 0.00970 6,735,881 4,966,680
KIRK 1A Y WM29 WC3.5552 144A 0.00969 2,223 4,958,341
LXP Industrial Trust 2.375% 0.00968 6,200,000 4,955,544
Federal National Mortgage Association 5.94983% 0.00968 5,024,486 4,953,252
Fnma Pass-Thru I 4.5% 0.00968 5,247,017 4,955,828
Bear Stearns Arm Trust 6.22788% 0.00966 5,243,258 4,943,475
Federal Home Loan Mortgage Corp. 3% 0.00964 5,795,026 4,937,157
Securitized Asset Backed Receivables Llc Trust 5.95971% 0.00964 9,515,713 4,937,113
Expedia Group Inc 4.625% 0.00960 5,000,000 4,912,219
Federal National Mortgage Association 5.84983% 0.00960 5,027,498 4,916,623
Pacific Gas and Electric Company 4% 0.00957 6,800,000 4,899,480
CARMAX AUTO OWNER TRUST 2023-3 5.72% 0.00957 4,896,427 4,896,833
7-Eleven Inc. 1.8% 0.00955 6,100,000 4,888,279
BPCE SA 5.936% 0.00954 4,900,000 4,882,800
Residential Asset Mortgage Products, Inc. 6.05971% 0.00953 5,007,843 4,877,199
Romania (Republic Of) 3% 0.00953 5,240,000 4,879,698
Cd Mtg Tr 2017-Cd3 3.431% 0.00952 5,207,000 4,875,646
BNP Paribas SA 2.871% 0.00950 5,800,000 4,864,423
STATE STREET STIF FUND (GBP) 0.00945 3,828,632 4,839,771
Option One Mortgage Loan Trust 5.55971% 0.00942 8,355,369 4,822,016
India Green Power Holdings 4% 0.00937 5,133,150 4,797,031
OSCAR US Funding XIV LLC 2.82% 0.00937 5,000,000 4,797,536
BBCMS MORTGAGE TRUST 2022-C16 4.6% 0.00935 5,000,000 4,786,066
Ford Motor Credit Company LLC 2.386% 0.00935 4,575,000 4,788,777
GLP Capital L.P. and GLP Financing II, Inc. 3.35% 0.00935 4,800,000 4,785,669
Global Payments Inc 3.2% 0.00931 5,300,000 4,763,760
Federal Home Loan Mortgage Corp. 3.5% 0.00930 5,008,258 4,760,652
HUNDRED ACRE WOOD TRUST 5% 0.00929 5,132,087 4,757,944
Morgan Stanley 5.652% 0.00927 4,700,000 4,747,624
Piedmont Operating Partnership, L.P. 6.875% 0.00927 4,800,000 4,743,706
Edison International 5.75% 0.00927 4,700,000 4,743,229
Fnma Pass-Thru I 3.5% 0.00927 4,887,925 4,743,381
Ripon Mortgages PLC 7.51229% 0.00924 3,754,000 4,732,606
Fnma Pass-Thru I 3% 0.00924 5,550,299 4,729,491
INTEGRIS Baptist Medical Center Inc. 3.875% 0.00920 6,300,000 4,707,639
Citigroup Inc. 6.03746% 0.00919 4,700,000 4,705,098
Continental Resources, Inc. 4.375% 0.00919 4,889,000 4,702,666
Saxon Asset Securities Trust 5.79971% 0.00919 4,873,855 4,702,481
Federal National Mortgage Association 4.5% 0.00918 4,974,690 4,698,621
CALIFORNIA HEALTH FACS FING AUTH REV 2.534% 0.00917 5,100,000 4,694,692
Fnma Pass-Thru I 4.5% 0.00913 4,949,239 4,674,584
NXP B V / NXP Funding LLC & NXP USA Inc 2.7% 0.00913 4,788,000 4,675,626
Argent Secs Inc 5.75971% 0.00912 17,473,647 4,667,573
ABN AMRO Bank N.V. 2.47% 0.00911 5,300,000 4,664,637
Strctrd Asset Invt 6.35971% 0.00910 4,775,408 4,658,673
First Franklin Mortgage Loan Trust 5.76971% 0.00908 6,000,000 4,647,120
British Airways Pass Through Certificate Series 2020-1A 4.25% 0.00907 4,941,019 4,641,980
Alternative Loan Trust 4.76901% 0.00906 5,471,516 4,638,260
Bear Stearns Arm 4.40613% 0.00906 5,327,336 4,636,226
Fieldstone Mortgage Investment Trust 5.75936% 0.00904 7,890,913 4,629,286
Worldwide Plaza Tst 3.5263% 0.00904 6,280,000 4,629,988
Federal National Mortgage Association 3% 0.00901 4,792,129 4,611,796
Wells Fargo & Co. 1.741% 0.00899 4,700,000 4,601,136
Thornburg Mortgage Securities Trust 7.06678% 0.00897 6,309,921 4,592,161
American Airlines, Inc. 3.65% 0.00896 4,851,488 4,587,068
Federal Home Loan Mortgage Corp. 3% 0.00896 5,385,670 4,587,019
Government National Mortgage Association 3% 0.00896 5,219,604 4,585,420
GS MORTGAGE SECURITIES CORPORATION TRUST 6.526% 0.00895 5,525,000 4,580,225
Choice Hotels International, Inc. 3.7% 0.00893 5,090,000 4,571,647
The Boeing Company 6.298% 0.00892 4,500,000 4,564,653
WarnerMedia Holdings Inc. 3.755% 0.00890 4,800,000 4,558,355
CALIFORNIA HEALTH FACS FING AUTH REV 2.704% 0.00889 5,100,000 4,553,742
Peoples Finl Rlty 5.59971% 0.00889 17,898,200 4,553,164
Fnma Pass-Thru I 4.5% 0.00888 4,816,354 4,547,889
Federal Home Loan Mortgage Corp. 4.5% 0.00887 4,812,077 4,538,559
Nomura Home Equity 6.11971% 0.00886 20,322,334 4,534,144
BWAY 2021-1450 MORTGAGE TRUST 6.69332% 0.00885 4,740,000 4,528,711
NetApp Inc. 1.875% 0.00885 4,700,000 4,529,052
Federal National Mortgage Association 4% 0.00881 4,928,128 4,511,921
Cobank ACB 4.25% 0.00880 5,200,000 4,503,576
Fnma Pass-Thru I 4.5% 0.00880 4,771,244 4,505,463
Trinitas Euro Clo I Designated Activity Co. 4.827% 0.00880 4,200,000 4,505,593
Essex Portfolio Lp 1.65% 0.00879 5,665,000 4,501,731
Citigroup Mortgage Loan Trust 5.62971% 0.00874 6,505,123 4,472,099
Government National Mortgage Association 4% 0.00873 4,801,223 4,468,542
Beth Israel Deaconess Medical Center Inc. 3.08% 0.00872 7,000,000 4,462,619
Ontario Teachers Cadillac Fairview Properties Trust 4.125% 0.00871 4,700,000 4,459,972
Fnma Pass-Thru I 3% 0.00870 5,224,165 4,453,166
Federal National Mortgage Association 5.94983% 0.00870 4,522,051 4,452,361
British Airways PLC 3.3% 0.00870 4,942,798 4,455,108
Bamll Commercial Mortgage Securities Trust 2015-Haul 3.819% 0.00869 5,000,000 4,450,195
RBSSP Resecuritization Trust 2012-7 4% 0.00869 6,425,906 4,450,639
European Investment Bank 2.875% 0.00868 4,540,000 4,445,867
Federal National Mortgage Association 3% 0.00868 4,759,400 4,445,164
Government National Mortgage Association 4% 0.00866 4,779,946 4,434,818
Federal Home Loan Mortgage Corp. 4.5% 0.00864 4,682,161 4,421,873
Government National Mortgage Association 4% 0.00863 4,755,880 4,416,600
Principal Life Global Funding II 1.25% 0.00863 4,600,000 4,416,118
Federal Home Loan Mortgage Corp. 4% 0.00858 4,787,646 4,391,014
Boardwalk Pipelines LP 3.4% 0.00857 5,000,000 4,388,455
MMAF EQUIPMENT FINANCE LLC 2024-A 5.2% 0.00856 4,400,000 4,381,515
BGC Group Inc 4.375% 0.00856 4,500,000 4,381,533
VERUS SECURITIZATION TRUST 2023-2 6.193% 0.00855 4,377,303 4,379,179
Federal Home Loan Mortgage Corp. 4% 0.00855 4,604,988 4,375,984
Federal National Mortgage Association 2.5% 0.00855 4,999,822 4,374,818
CALIFORNIA HEALTH FACS FING AUTH REV 2.211% 0.00854 4,500,000 4,374,427
CSMC 2021-ADV 6.84348% 0.00854 4,800,000 4,370,965
Government National Mortgage Association 3% 0.00854 4,990,045 4,369,836
UBS AG New York Branch 3.7% 0.00848 4,400,000 4,343,608
Towd Point Mortgage Funding 2019-Auburn 13 plc 6.57544% 0.00848 3,430,489 4,339,732
Morgan Stanley ML 3.36962% 0.00846 6,374,676 4,331,534
Goldman Sachs Group, Inc. 3.5% 0.00846 4,400,000 4,333,618
Atmos Energy Corp. 1.5% 0.00846 5,400,000 4,329,537
Benefit Street Partners Clo Vii, Ltd 6.54017% 0.00846 4,324,438 4,330,304
Federal National Mortgage Association 4% 0.00843 4,612,513 4,315,463
Harborview Mtg Loan Trust 5.89315% 0.00842 4,636,466 4,310,287
Sun Communities Operating Limited Partnership 2.3% 0.00842 4,900,000 4,310,771
W. P. Carey Inc 4% 0.00840 4,350,000 4,298,639
Luminent Mortgage Trust 6.17971% 0.00839 5,250,188 4,294,525
VERUS SECURITIZATION TRUST 2023-INV1 5.999% 0.00838 4,312,118 4,292,211
Wamu Mortgage Pass-Through CTFS TR 3.86811% 0.00838 4,960,620 4,288,784
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST RRI 7.15244% 0.00835 4,275,154 4,273,699
Dryden 47 Senior Loan Fund/Llc 6.57017% 0.00835 4,269,555 4,273,747
CWMBS Inc 4.54502% 0.00835 4,785,009 4,277,203
Indymac MBS Inc 3.97903% 0.00834 5,389,681 4,268,259
Indymac Indx Mtg 3.65228% 0.00832 5,113,756 4,258,125
Fieldstone Mortgage Investment Trust 5.83971% 0.00831 5,936,760 4,252,267
Government National Mortgage Association 3.5% 0.00829 4,616,972 4,245,713
Bear Stearns Alternative A Trust 5.77971% 0.00826 4,931,118 4,226,906
Energy Transfer LP 4.95% 0.00826 4,290,000 4,226,481
Fnma Pass-Thru I 5.5% 0.00825 4,274,245 4,224,278
GS Mortgage Securities Corp 6.576% 0.00823 5,590,371 4,210,888
Wells Fargo Bank, National Association 5.45% 0.00823 4,200,000 4,213,419
Federal Home Loan Mortgage Corp. 5.5% 0.00823 4,268,975 4,215,017
Energy Transfer LP 6.4% 0.00822 4,000,000 4,208,576
Wamu Mortgage Pass-Through CTFS TR 4.73997% 0.00821 4,701,644 4,204,405
Monongahela Power Company 3.55% 0.00820 4,400,000 4,196,560
Bcap Llc Trust 4.31619% 0.00820 6,419,884 4,195,587
BMW VEHICLE LEASE TRUST 2023-2 5.95% 0.00820 4,190,718 4,195,466
New York Life Insurance Co. 3.75% 0.00818 5,600,000 4,185,735
Federal Home Loan Mortgage Corp. 5.5% 0.00818 4,234,555 4,186,208
Transurban Finance Company Pty Ltd. 2.45% 0.00818 5,000,000 4,188,963
Romania (Republic Of) 2% 0.00816 5,190,000 4,178,846
Intesa Sanpaolo S.p.A. 7.2% 0.00815 3,900,000 4,172,738
United States Treasury Bills 0% 0.00814 4,173,000 4,166,918
Government National Mortgage Association 4% 0.00813 4,486,868 4,160,644
Government National Mortgage Association 6.52167% 0.00812 4,131,738 4,155,398
Citigroup Mortgage Loan Trust 5.77971% 0.00811 7,707,394 4,151,228
Intercontinental Exchange Inc 3.625% 0.00811 4,400,000 4,151,550
Equinix, Inc. 3.2% 0.00810 4,600,000 4,146,284
Mattel, Inc. 3.375% 0.00808 4,300,000 4,136,673
Federal Home Loan Mortgage Corp. 4.5% 0.00807 4,375,876 4,128,968
Tennessee Gas Pipeline Company 7% 0.00807 3,900,000 4,131,003
Foresea Holding Sa C Regs 0.00804 176,073 4,115,706
Federal National Mortgage Association 5.84983% 0.00804 4,195,078 4,115,727
British Airways PLC 3.35% 0.00803 4,394,270 4,110,148
Fnma Pass-Thru I 5.5% 0.00802 4,159,008 4,105,798
Fnma Pass-Thru I 5.5% 0.00799 4,139,745 4,091,457
Harborview Mtg Loan Trust 5.048% 0.00798 9,058,877 4,085,875
Long Beach Mortgage Loan Trust 5.97971% 0.00797 4,240,558 4,078,410
Option One Mortgage Loan Trust 5.67971% 0.00797 7,072,400 4,081,529
GLP Capital L.P. and GLP Financing II, Inc. 5.25% 0.00793 4,090,000 4,058,791
Citigroup Mortgage Loan Trust 5.72971% 0.00793 4,128,304 4,057,514
Federal Home Loan Mortgage Corp. 3.5% 0.00792 4,466,371 4,052,195
Wells Fargo & Co. 3% 0.00791 4,263,000 4,050,428
Fnma Pass-Thru I 5.5% 0.00790 4,092,008 4,043,458
Federal National Mortgage Association 4% 0.00789 4,313,908 4,038,360
JP MORGAN MORTGAGE TRUST 3% 0.00789 4,869,791 4,041,169
Federal Home Loan Mortgage Corp. 5.5% 0.00787 4,083,961 4,030,755
UBS Group Funding (Switzerland) AG 4.253% 0.00785 4,200,000 4,020,665
Thames Water Utilities Finance PLC 6.5% 0.00785 3,600,000 4,018,063
7-Eleven Inc. 1.3% 0.00783 4,600,000 4,010,029
Government National Mortgage Association 4% 0.00783 4,319,444 4,009,153
Federal National Mortgage Association 5.89983% 0.00781 4,075,917 3,997,576
Fidelity National Financial, Inc. 2.45% 0.00781 4,900,000 3,997,275
Government National Mortgage Association 6.12% 0.00778 3,985,920 3,980,994
Federal Home Loan Mortgage Corp. 6.35277% 0.00778 4,177,015 3,985,293
Wamu Mortgage Pass-Through CTFS TR 5.91277% 0.00777 4,686,609 3,976,639
American Tower Corporation 3.375% 0.00777 4,165,000 3,979,298
Ferguson Finance plc 3.25% 0.00776 4,400,000 3,971,919
Octagon Investment Partners XVII Ltd. 6.58516% 0.00775 3,956,360 3,966,439
MASTR Asset Backed Securities Trust 2006-AM3 5.93971% 0.00774 4,552,156 3,961,259
EPR Properties 4.75% 0.00774 4,100,000 3,963,697
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 7% 0.00773 3,866,957 3,956,257
Banc America Funding Trust 5.83315% 0.00773 5,411,311 3,957,884
DBGS 2021-W52 MORTGAGE TRUST 6.83828% 0.00773 4,080,000 3,956,876
Manulife Financial Corporation 3.703% 0.00767 4,300,000 3,925,299
SBA Tower Trust 2.836% 0.00765 3,987,000 3,917,442
Crown Castle Inc. 4.8% 0.00765 4,000,000 3,917,749
Citigroup Inc. 2.014% 0.00765 4,000,000 3,914,658
Federal Home Loan Mortgage Corp. 4% 0.00764 4,264,550 3,910,376
Federal Home Loan Mortgage Corp. 3% 0.00763 4,583,811 3,905,248
Government National Mortgage Association 6.28732% 0.00759 3,886,008 3,886,807
Wamu Mortgage Pass-Through CTFS TR 4.06177% 0.00759 4,588,938 3,883,971
Pacific Gas and Electric Company 2.95% 0.00758 4,050,000 3,878,824
Federal Home Loan Mortgage Corp. 5.5% 0.00758 3,928,240 3,881,358
Federal Home Loan Mortgage Corp. 5.5% 0.00757 3,925,786 3,876,493
NXP B V / NXP Funding LLC & NXP USA Inc 3.15% 0.00757 4,100,000 3,877,809
Spirit Airlines Incorporation 2015-1 4.1% 0.00756 4,124,045 3,869,012
M Stanley Abs Ser 5.77971% 0.00755 9,155,638 3,864,054
Wells Fargo Commercial Mortgage Trust 2018-C47 4.442% 0.00753 4,000,000 3,857,188
Global Payments Inc 2.65% 0.00753 3,930,000 3,854,322
TRESTLES CLO 2017-1 LTD 6.57516% 0.00752 3,850,000 3,850,000
Novastar Home Equity Loan 7.33471% 0.00751 3,922,649 3,844,168
GS Mortgage Securities Corp II 5.366% 0.00749 3,900,000 3,832,434
Aercap Ireland Capital Designated Activity Co 4.45% 0.00748 3,900,000 3,830,365
Fnma Pass-Thru I 5.5% 0.00747 3,871,738 3,824,832
United Air Lines, Inc. 3.1% 0.00747 4,112,954 3,824,087
CSMC Mortgage-Backed Trust 5.8368% 0.00747 15,883,064 3,822,996
Alternative Loan Trust 5.65971% 0.00746 4,065,674 3,818,021
Federal Home Loan Mortgage Corp. 4.5% 0.00746 4,045,219 3,821,345
Federal Home Loan Mortgage Corp. 5.88254% 0.00745 3,816,708 3,811,517
Federal National Mortgage Association 4.76294% 0.00744 3,895,576 3,811,138
Citicorp Mortgage Securities Trust 6% 0.00743 4,172,277 3,801,586
Ally Financial Inc. 5.8% 0.00742 3,800,000 3,797,481
Adjustable Rate Mortgage Trust 2006-3 5.69971% 0.00740 10,861,196 3,790,832
ATRM Holdings Inc 6.576% 0.00739 3,800,000 3,782,592
Ripon Mortgages PLC 9.51229% 0.00737 3,003,000 3,772,528
UBS Group AG 0.625% 0.00736 4,600,000 3,766,341
Morgan Stanley ABS Capital I Inc 5.70971% 0.00736 7,606,566 3,769,790
Fnma Pass-Thru I 3% 0.00735 4,412,904 3,760,360
Aviation Capital Group LLC 4.875% 0.00733 3,800,000 3,751,130
Federal Home Loan Mortgage Corp. 4.5% 0.00733 3,957,404 3,752,325
Federal Home Loan Mortgage Corp. 5.5% 0.00731 3,787,087 3,742,035
Federal Home Loan Mortgage Corp. 5% 0.00730 3,847,893 3,739,452
Physicians Realty LP 3.95% 0.00729 3,900,000 3,731,373
Merrill Lynch Mortgage Investors, Inc. 5.67971% 0.00728 7,280,187 3,725,594
Fidelity National Information Services Inc 1.15% 0.00728 4,000,000 3,728,142
Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 6.19471% 0.00727 3,849,338 3,723,180
JetBlue Airways Corporation 4% 0.00727 3,970,498 3,724,247
Fnma Pass-Thru I 6% 0.00727 3,634,421 3,720,702
Syngenta Finance N.V. 4.892% 0.00726 3,751,000 3,716,375
Federal National Mortgage Association 4% 0.00726 3,969,780 3,718,237
INTOWN 2022-STAY 7.8176% 0.00725 3,700,000 3,713,061
Lehman Xs Tst 12n 5.85971% 0.00724 4,081,333 3,708,637
Danske Bank A/S 5.427% 0.00723 3,700,000 3,703,866
Southern Co. 3.7% 0.00721 4,000,000 3,689,391
Bcap Llc Trust 4.50964% 0.00720 3,809,000 3,687,326
Federal National Mortgage Association 4% 0.00720 3,936,022 3,686,637
Hudson Pacific Properties LP 3.95% 0.00720 4,400,000 3,684,756
Barclays PLC 5.851% 0.00716 2,900,000 3,666,356
Federal Home Loan Mortgage Corp. 5% 0.00714 3,765,608 3,655,947
Federal Home Loan Mortgage Corp. 5.5% 0.00713 3,689,686 3,649,211
JPMorgan Chase & Co. 2.083% 0.00712 3,753,000 3,645,214
JP Morgan Mortgage Trust 5.15551% 0.00711 5,237,179 3,639,887
Wamu Asset-Backed 5.70971% 0.00710 9,718,790 3,635,669
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 9.1% 0.00710 3,600,000 3,635,765
Wamu Mortgage Pass-Through CTFS TR 4.82355% 0.00709 4,107,571 3,632,207
Federal Home Loan Mortgage Corp. 0.80398% 0.00708 3,883,949 3,626,672
Rasc Ser 06-Emx9 5.71971% 0.00706 3,943,715 3,612,747
Federal Home Loan Mortgage Corp. 5.5% 0.00706 3,659,130 3,615,552
American Airlines, Inc. 3.5% 0.00706 4,110,741 3,616,024
Wamu Mortgage Pass-Through CTFS TR 6.65277% 0.00704 4,061,116 3,605,391
United Air Lines, Inc. 3.45% 0.00702 3,812,731 3,593,902
US Airways Group Inc. 3.95% 0.00700 3,668,849 3,585,410
Federal National Mortgage Association 4% 0.00698 3,816,860 3,575,008
Merrill Lynch Mtg Inv Trust 5.75971% 0.00698 10,417,936 3,573,920
Intercontinental Exchange Inc 3% 0.00695 5,500,000 3,560,106
Lazard Group LLC 4.375% 0.00692 3,700,000 3,542,849
Government National Mortgage Association 3% 0.00691 4,041,393 3,539,087
Ripon Mortgages PLC 0% 0.00689 3,003,000 3,529,408
Quanta Services, Inc. 2.9% 0.00689 4,000,000 3,525,620
Kilroy Realty L.P. 2.65% 0.00689 4,800,000 3,528,257
Volkswagen Group of America Finance LLC 3.2% 0.00688 3,700,000 3,524,758
Wind River Clo I Ltd/Corp 6.73017% 0.00688 3,520,168 3,523,325
Kentucky Utilities Company 3.3% 0.00688 5,200,000 3,520,315
Newark Bsl Clo 1 Ltd/Llc 6.68648% 0.00687 3,512,785 3,518,959
Israel (State Of) 5.75% 0.00687 3,900,000 3,514,875
Renesas Electronics Corp. 2.17% 0.00687 3,801,000 3,519,351
Federal Home Loan Mortgage Corp. 3% 0.00686 3,898,948 3,512,979
Barclays PLC 7.437% 0.00686 3,191,000 3,511,366
Adani Energy Solutions Ltd. 4% 0.00686 3,704,000 3,512,825
Fnma Pass-Thru I 3% 0.00684 4,092,104 3,502,530
Georgia Power Company 5.004% 0.00682 3,500,000 3,490,236
Federal National Mortgage Association 6% 0.00682 3,405,076 3,489,123
Fnma Pass-Thru I 5.5% 0.00681 3,530,620 3,488,529
Federal National Mortgage Association 3% 0.00680 3,642,701 3,483,315
Countrywide Alternative loan Trust 6% 0.00679 6,362,495 3,477,274
Alternative Loan Trust 5.83971% 0.00677 3,772,724 3,467,890
Federal Home Loan Mortgage Corp. 4% 0.00676 3,711,069 3,461,038
Bear Stearns Alternative A Trust 4.80231% 0.00674 5,814,957 3,451,113
STORE Capital Corp. 2.75% 0.00674 4,160,000 3,449,817
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III 0.00670 3,450,000 3,428,961
Mitsubishi UFJ Financial Group Inc. 2.193% 0.00669 3,500,000 3,424,238
Morgan Stanley 4.071% 0.00668 3,635,000 3,417,975
Asset Backed Secs 8.66832% 0.00668 3,635,877 3,419,116
Morgan Stanley 5.449% 0.00668 3,400,000 3,421,588
Fnma Pass-Thru I 4% 0.00667 3,722,489 3,413,093
Federal Home Loan Mortgage Corp. 5.5% 0.00667 3,455,947 3,416,347
Everglades Re II Ltd 12.75% 0.00662 3,400,000 3,390,310
Strctrd Asset Invt 7.03471% 0.00660 4,313,436 3,380,846
Option One Mortgage Loan Trust 5.73971% 0.00660 7,225,996 3,376,449
Rfmsi Series Trust 6% 0.00659 4,493,091 3,372,492
Wamu Mortgage Pass-Through CTFS TR 4.26233% 0.00659 3,963,500 3,371,750
Federal National Mortgage Association 4% 0.00659 3,616,322 3,372,020
Regeneron Pharmaceuticals, Inc. 2.8% 0.00659 5,500,000 3,373,983
CVS Health Corp 2.125% 0.00659 4,200,000 3,373,421
Federal National Mortgage Association 4% 0.00658 3,595,769 3,369,028
Federal Home Loan Mortgage Corp. 5.5% 0.00657 3,408,078 3,362,529
Government National Mortgage Association 4% 0.00657 3,627,507 3,365,762
Renew Wind Energy Ap 2 Private Ltd / Ostro Jaisalmer Private Ltd / Ostro Ur 0.00657 3,700,000 3,361,822
Federal National Mortgage Association 5.84983% 0.00656 3,403,180 3,358,858
Pacific Gas and Electric Company 4.75% 0.00656 4,100,000 3,359,449
C-Bass Mortgage Loan Asset-Backed Certificates 5.75971% 0.00655 7,565,482 3,351,253
Wamu Mortgage Pass-Through CTFS TR 4.20864% 0.00655 3,872,255 3,352,193
Morgan Stanley ABS Capital I Inc 5.67471% 0.00654 8,631,639 3,346,152
Harvest Clo Xxi DAC 1.04% 0.00653 3,276,386 3,341,234
Fnma Pass-Thru I 5.5% 0.00650 3,359,809 3,325,633
JP Morgan Mortgage Trust 4.14987% 0.00649 3,686,758 3,320,809
Government National Mortgage Association 4.5% 0.00649 3,446,772 3,324,354
Federal National Mortgage Association 4% 0.00649 3,548,274 3,323,452
Mortgageit Tr 07-2 5.95971% 0.00648 4,497,086 3,319,754
BNPP AM Euro CLO 2018 Designated Activity Company 4.506% 0.00647 3,098,746 3,314,572
Fnma Pass-Thru I 4% 0.00647 3,610,546 3,310,643
Fremont Home Loan Trust 6.52471% 0.00647 3,458,708 3,310,708
Equitrans Midstream Corporation 6% 0.00646 3,304,000 3,306,851
Entergy Louisiana, LLC 1.6% 0.00646 4,100,000 3,307,925
Federal Home Loan Mortgage Corp. 3% 0.00646 3,678,807 3,309,244
Wells Fargo & Co. 4.478% 0.00645 3,447,000 3,301,309
WEC Energy Group Inc. 1.375% 0.00645 3,725,000 3,303,132
Bear Stearns 07he6 6.50971% 0.00645 3,790,601 3,303,905
Highwoods Realty Limited Partnership 4.2% 0.00645 3,600,000 3,301,197
Strctrd Asset Invt 6.58471% 0.00643 3,957,397 3,293,508
Huntington Ingalls Industries, Inc. 4.2% 0.00643 3,500,000 3,292,833
Government National Mortgage Association 3% 0.00643 3,754,788 3,292,366
Extra Space Storage LP 2.4% 0.00642 4,000,000 3,288,322
Equitable Holdings Inc 4.35% 0.00642 3,400,000 3,288,151
American Airlines, Inc. 3.7% 0.00641 3,434,844 3,284,128
BX TRUST 3.202% 0.00640 3,681,000 3,278,123
Textron Inc. 2.45% 0.00639 3,900,000 3,269,723
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION 5.04 0.00637 3,300,000 3,260,813
Federal National Mortgage Association 3.5% 0.00637 3,316,460 3,261,660
CALIFORNIA HEALTH FACS FING AUTH REV 2.584% 0.00637 3,600,000 3,259,203
Empower Finance 2020 LP 1.776% 0.00636 4,100,000 3,255,691
Fnma Pass-Thru I 5.5% 0.00635 3,286,801 3,248,580
Federal Home Loan Mortgage Corp. 3% 0.00635 3,814,315 3,253,401
Federal Home Loan Mortgage Corp. 0.80398% 0.00634 3,412,894 3,247,752
Fnma Pass-Thru I 4.5% 0.00634 3,436,357 3,244,163
Wells Fargo & Co. 2.188% 0.00632 3,329,000 3,233,200
FRANKLIN CNTY OHIO CONVENTION FACS AUTH 6.54% 0.00630 2,980,000 3,227,376
Barrow Funding PLC 9.71191% 0.00628 2,494,000 3,215,963
Bcap Llc Trust 5.89971% 0.00628 3,306,397 3,215,115
Federal Home Loan Mortgage Corp. 4.5% 0.00627 3,388,814 3,208,669
Barrow Funding PLC 11.21191% 0.00627 2,470,000 3,209,389
Nissan Motor Co Ltd. 3.201% 0.00626 3,100,000 3,203,843
Fnma Pass-Thru I 3% 0.00625 3,740,162 3,198,094
Fnma Pass-Thru I 5.5% 0.00621 3,215,260 3,177,492
Fiserv Inc. 5.45% 0.00621 3,200,000 3,181,381
Government National Mortgage Association 5.89732% 0.00620 3,177,415 3,172,596
Morgan Stanley Ixi 5.75971% 0.00619 7,992,095 3,168,039
American Airlines, Inc. 3.65% 0.00618 3,441,256 3,165,714
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2.627% 0.00618 4,200,000 3,162,683
Morgan Stanley ML 5.73971% 0.00618 5,826,176 3,165,126
United States Treasury Bills 0% 0.00616 3,185,000 3,154,598
MASTR Asset Backed Securities Trust 5.93971% 0.00616 5,133,166 3,152,939
UBS Group AG 7.75% 0.00615 2,600,000 3,149,872
Federal Home Loan Mortgage Corp. 3% 0.00612 3,676,132 3,131,314
CONSUMER LOAN FINANCE 2023-4 ISSUER TRUST 9.35% 0.00612 3,300,000 3,133,147
Fnma Pass-Thru I 3% 0.00611 3,669,930 3,128,331
Wamu Mortgage Pass-Through CTFS TR 4.5466% 0.00610 3,597,238 3,123,914
Leidos Inc 4.375% 0.00610 3,300,000 3,121,057
Kilroy Realty L.P. 4.75% 0.00610 3,300,000 3,122,997
Government National Mortgage Association 4% 0.00610 3,368,871 3,122,698
Federal Home Loan Mortgage Corp. 4.5% 0.00609 3,300,741 3,117,562
Morgan Stanley 3.79% 0.00608 2,900,000 3,111,961
Chase Mortgage Financial Trust 4.85973% 0.00606 3,393,375 3,102,336
OCP CLO 2014-7 Ltd. 6.70617% 0.00605 3,091,621 3,095,044
Government National Mortgage Association 4% 0.00605 3,287,981 3,097,624
Government National Mortgage Association 4% 0.00601 3,307,091 3,075,283
Invitation Homes Operating Partnership Lp 2.7% 0.00600 3,900,000 3,073,978
Federal Home Loan Mortgage Corp. 3% 0.00599 3,594,945 3,064,184
Federal Home Loan Mortgage Corp. 3.5% 0.00598 3,376,987 3,061,910
GLP Capital L.P. and GLP Financing II, Inc. 5.3% 0.00597 3,100,000 3,056,644
Fnma Pass-Thru I 3.5% 0.00596 3,226,950 3,052,193
Smb Private Ed Ln Tr 2024-B 6.25% 0.00596 3,000,000 3,053,256
Bear Stearns Alternative A Trust 5.24044% 0.00596 4,524,209 3,050,228
ENTERPRISE FLEET FINANCING 2024-2 LLC 5.613% 0.00596 3,048,688 3,050,440
GS Mortgage Securities Corp 4.3752% 0.00596 3,574,679 3,052,765
BANK 2019-BNK19 3.071% 0.00591 3,200,000 3,024,849
Structured Asset Mortgage Investments II Trust 6.53792% 0.00590 3,659,498 3,019,716
Boston Properties Limited Partnership 2.45% 0.00590 4,076,000 3,021,766
GSAA Home Equity Trust 5.81971% 0.00590 13,452,784 3,018,474
Federal National Mortgage Association 4% 0.00589 3,256,727 3,016,229
Federal Home Loan Mortgage Corp. 3.5% 0.00588 3,142,190 3,011,788
Federal Home Loan Mortgage Corp. 5.5% 0.00588 3,051,413 3,010,631
Home Eqty Ln Tst 5.68971% 0.00586 3,177,390 2,999,824
Banco Santander-Chile 2.7% 0.00585 3,050,000 2,996,314
Caixabank S.A. 5.673% 0.00584 3,000,000 2,988,461
Lehman Abs 07-1 5.54971% 0.00584 4,576,538 2,989,231
Government National Mortgage Association 5.98732% 0.00583 2,996,135 2,985,689
Simon Property Group LP 2% 0.00582 3,000,000 2,977,615
Site Centers Corp 4.7% 0.00582 3,000,000 2,980,063
JP Morgan Mortgage Trust 5.18449% 0.00582 3,294,887 2,979,089
Dryden 61 Clo Ltd 6.56868% 0.00582 2,977,821 2,981,434
Banco BTG Pactual S.A. Cayman Islands Branch 4.5% 0.00581 3,000,000 2,972,564
Federal National Mortgage Association 5.35019% 0.00581 3,014,161 2,974,556
Brixmor Operating Partnership LP 3.9% 0.00580 3,090,000 2,970,030
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6.5% 0.00579 2,953,232 2,964,189
Indymac Indx Mtg 3.74989% 0.00578 3,377,462 2,960,443
Air Canada Pass Through Certificates, Series 2015-1 3.6% 0.00578 3,111,554 2,956,713
Wells Fargo & Co. 3.908% 0.00577 3,000,000 2,955,489
Morgan Stanley ABS Capital I Inc 5.75971% 0.00576 5,805,526 2,949,388
Federal National Mortgage Association 5.94983% 0.00575 2,988,038 2,944,748
Chaseflex Trust 6.13971% 0.00575 3,222,893 2,943,126
Popular Abs Mtg Pa 5.66971% 0.00574 3,063,849 2,937,264
Ventas Realty L.P./Ventas Capital Corp. 4.125% 0.00573 3,000,000 2,932,946
Federal Home Loan Mortgage Corp. 2% 0.00573 3,738,815 2,933,813
Banco Espirito Santo S.A. 2.625% 0.00571 9,400,000 2,921,592
Palmer Square CLO 2018-3 Ltd/Llc 6.57868% 0.00571 2,921,611 2,924,169
Government National Mortgage Association 4% 0.00570 3,138,651 2,915,661
GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV 4.214% 0.00570 3,900,000 2,915,837
Federal Home Loan Mortgage Corp. 3.5% 0.00569 3,144,243 2,912,117
Government National Mortgage Association 4% 0.00568 3,132,262 2,906,119
Pacific Gas and Electric Company 5.55% 0.00568 2,900,000 2,907,692
RGA Global Funding 5.448% 0.00568 2,900,000 2,908,483
Fnma Pass-Thru I 4.5% 0.00567 3,072,323 2,901,828
Fnma Pass-Thru I 5% 0.00567 2,998,684 2,904,724
Argent Secs Inc 5.83971% 0.00566 5,379,665 2,899,506
Ford Motor Credit Company LLC 4.488% 0.00566 2,700,000 2,900,098
Goldman Sachs Group, Inc. 4.223% 0.00564 3,000,000 2,888,593
Transcontinental Gas Pipe Line Company, LLC 3.25% 0.00564 3,200,000 2,888,935
Federal Home Loan Mortgage Corp. 5% 0.00564 2,971,287 2,888,661
Federal Home Loan Mortgage Corp. 5.5% 0.00563 2,919,119 2,883,942
Invitation Homes Operating Partnership Lp 2.3% 0.00563 3,250,000 2,880,229
Morgan Stanley Hom 5.77971% 0.00561 4,135,731 2,872,345
CubeSmart LP 2.5% 0.00560 3,500,000 2,865,661
Bear Stearns Asset Backed Securities I Trust 5.62971% 0.00560 2,262,779 2,867,690
Government National Mortgage Association 6.18732% 0.00557 2,854,444 2,851,078
Soundview Home Loan Trust 5.71971% 0.00556 10,062,164 2,847,496
Fnma Pass-Thru I 5.5% 0.00554 2,872,446 2,836,723
GS Mortgage Securities Corp 6.62584% 0.00554 2,850,000 2,837,319
Chaseflex Trust 5.75971% 0.00553 3,152,143 2,833,140
Extra Space Storage LP 2.2% 0.00552 3,400,000 2,823,839
Formentera Issuer PLC 6.02298% 0.00551 2,229,273 2,820,448
Virgin Money UK PLC 4% 0.00550 2,300,000 2,817,023
UBS Group AG 3.091% 0.00550 3,300,000 2,816,144
Wells Fargo Bank, National Association 5.55% 0.00548 2,800,000 2,804,554
Cox Communications, Inc. 2.95% 0.00547 4,700,000 2,799,814
Bbcms Mortgage Trust 2.595% 0.00547 3,010,000 2,799,649
Federal National Mortgage Association 4% 0.00545 2,979,250 2,790,487
Fnma Pass-Thru I 4.5% 0.00544 2,951,039 2,784,818
Ripon Mortgages PLC 8.21229% 0.00541 2,190,323 2,769,417
Realty Income Corporation 3.875% 0.00540 2,800,000 2,762,523
Federal Home Loan Mortgage Corp. 3% 0.00540 3,223,298 2,766,178
Peoples Chce Hm Ln 6.40471% 0.00539 3,017,163 2,759,481
Old Republic International Corporation 3.875% 0.00538 2,850,000 2,756,818
Washington Mut Mtg 5.5% 0.00538 3,410,304 2,753,097
Carrngtn Mtg Fre2 5.70971% 0.00538 3,514,689 2,756,423
Sumitomo Mitsui Finance & Leasing Co Ltd. 2.512% 0.00537 2,800,000 2,748,829
UBS Group AG 4.751% 0.00536 2,800,000 2,743,096
GS Mortgage Securities Corp 6% 0.00536 7,544,861 2,743,229
New Orleans Hotel Trust 6.36471% 0.00536 2,790,000 2,742,044
New York State Electric & Gas Corporation 2.15% 0.00535 3,410,000 2,738,268
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 7.54% 0.00535 2,644,000 2,740,946
Government National Mortgage Association 3% 0.00533 3,127,495 2,726,159
Wamu Mortgage Pass-Through CTFS TR 4.2255% 0.00532 3,108,263 2,723,604
Neugerger Berman CLO XIV Ltd 6.61648% 0.00531 2,714,688 2,718,746
Oneok Inc. 5.55% 0.00530 2,700,000 2,711,842
Federal National Mortgage Association 3% 0.00530 3,182,880 2,714,969
American Homes 4 Rent L P 3.625% 0.00530 3,100,000 2,712,123
Foresea Holding Sa B 144A *Proxy* 0.00530 116,110 2,714,071
Constellation Brands, Inc. 3.7% 0.00529 2,800,000 2,706,309
Massachusetts Electric Company 1.729% 0.00529 3,400,000 2,706,448
Boston Gas Company 3.15% 0.00528 2,900,000 2,702,706
Spclty Undrw & Res 5.75971% 0.00527 4,882,647 2,698,085
Federal Home Loan Mortgage Corp. 4% 0.00526 2,939,876 2,693,633
Government National Mortgage Association 6.01732% 0.00526 2,702,505 2,692,572
Alternative Loan Trust 6% 0.00525 4,474,655 2,688,237
Pacific Gas and Electric Company 4.6% 0.00524 3,300,000 2,684,058
Federal National Mortgage Association 6.567% 0.00524 2,608,498 2,683,161
Fnma Pass-Thru I 4.5% 0.00523 2,833,242 2,676,008
Carlyle Global Market Strategies CLO 2014-1 Limited 6.54868% 0.00522 2,671,726 2,673,463
Federal Home Loan Mortgage Corp. 5.5% 0.00521 2,698,675 2,666,325
Government National Mortgage Association 4% 0.00521 2,872,117 2,669,329
Federal Home Loan Mortgage Corp. 4.5% 0.00521 2,823,132 2,666,333
GE Aerospace 5.96916% 0.00518 2,640,000 2,649,982
Federal National Mortgage Association 4% 0.00516 2,822,348 2,640,584
Deutsche Alt-A Secs Mtg Ln Tr 5.93971% 0.00515 3,193,852 2,635,731
Rfmsi Series Trust 5.38169% 0.00515 3,587,430 2,636,007
Altice France S.A 5.125% 0.00515 4,000,000 2,636,664
Chase Mortgage Financial Trust 4.91782% 0.00515 2,972,622 2,637,043
Federal National Mortgage Association 3% 0.00515 2,988,664 2,637,166
SLM Student Loan Trust 5.93948% 0.00515 2,689,023 2,637,279
VMware Inc 1.8% 0.00513 3,000,000 2,628,520
Fnma Pass-Thru I 4.5% 0.00513 2,782,675 2,625,709
Legacy Mortgage Trust 2017 RPL2 0% 0.00512 374,143,539 2,619,940
Consumers 2023 Securitization Funding LLC 5.21% 0.00511 2,600,000 2,616,710
Federal National Mortgage Association 4.5% 0.00511 2,769,727 2,616,017
Government National Mortgage Association 3% 0.00510 2,983,183 2,612,410
Government National Mortgage Association 3% 0.00510 2,976,619 2,612,537
Countrywide Alternative loan Trust 6.5% 0.00508 6,467,789 2,598,389
Federal Home Loan Mortgage Corp. 6.44983% 0.00507 2,545,960 2,597,019
Bayou Re Ltd. 8.5% 0.00506 2,600,000 2,590,055
Merrill Lynch Mortgage Investors, Inc. 4.90213% 0.00506 3,323,961 2,591,211
Beth Israel Deaconess Medical Center Inc. 2.22% 0.00505 2,900,000 2,585,896
BX TRUST 2021-MFM1 6.14348% 0.00505 2,605,290 2,583,135
Longleaf Pine Re Ltd. 17.5% 0.00504 2,600,000 2,582,580
Bear Stearns Alternative A Trust 4.14951% 0.00503 3,290,967 2,572,573
Csmc 4.53517% 0.00503 2,819,800 2,576,366
VICI Properties LP 5.75% 0.00503 2,600,000 2,577,352
Ford Motor Credit Company LLC 4.687% 0.00502 2,600,000 2,570,789
Federal National Mortgage Association 6% 0.00501 2,506,064 2,563,775
Federal National Mortgage Association 4% 0.00500 2,730,359 2,557,349
Federal Home Loan Mortgage Corp. 5% 0.00499 2,626,273 2,552,430
Federal Home Loan Mortgage Corp. 4.5% 0.00499 2,705,718 2,555,302
Residential Asset Securities Corp. 6.55471% 0.00498 2,582,212 2,550,004
TRICOLOR AUTO SECURITIZATION TRUST 2023-1 6.48% 0.00498 2,547,108 2,548,069
Hospital for Special Surgery 2.667% 0.00497 4,000,000 2,546,791
Morgan Stanley ABS Capital I Inc 5.59971% 0.00496 3,411,212 2,541,576
MASTR Asset Backed Securities Trust 6.38971% 0.00496 2,491,373 2,540,605
Federal National Mortgage Association 4.5% 0.00496 2,595,349 2,537,352
Long Beach Mortgage Loan Trust 6.73471% 0.00495 2,595,699 2,532,754
Fremont Home Loan Trust 5.99971% 0.00495 2,802,201 2,532,828
Aegis Asset Backed Secs Trust 6.10471% 0.00494 2,772,574 2,527,014
State Street Overnight Rate Aud 0.00494 3,789,844 2,531,047
Indymac Indx 07-Ar 3.21461% 0.00492 4,420,969 2,516,491
GLP Capital L.P. and GLP Financing II, Inc. 4% 0.00491 2,800,000 2,512,496
Fnma Pass-Thru I 4.5% 0.00491 2,667,105 2,516,174
GSamp Trust 5.57971% 0.00491 5,318,896 2,515,131
AIG Global Funding 5.75% 0.00490 2,500,000 2,510,063
COREWEAVE DD TSFR3M 0.00488 2,500,000 2,500,000
Option One Mortgage Loan Trust 5.63971% 0.00488 5,214,464 2,500,143
Federal National Mortgage Association 6.5% 0.00488 2,439,546 2,496,013
Bangkok Bank Public Company Limited (Hong Kong Branch) 3.466% 0.00488 3,000,000 2,499,123
READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC 7.89723% 0.00487 2,482,970 2,495,188
Struct Asset Mtg 5.89971% 0.00486 7,306,286 2,489,393
Bcap Llc Trust 4.83193% 0.00485 2,638,455 2,480,397
Citigroup Mortgage Loan Trust 6.19471% 0.00483 2,506,799 2,471,760
Host Hotels & Resorts, L.P. 3.5% 0.00483 2,800,000 2,475,151
Bayou Re Ltd. 18.5% 0.00481 2,500,000 2,463,750
Healthcare Realty Holdings L.P 3.1% 0.00479 2,800,000 2,449,749
Kizuna Re III Pte Limited 5.8657% 0.00479 2,434,000 2,453,594
Realty Income Corporation 4% 0.00479 2,590,000 2,453,381
Novastar Mortgage Funding Trust 5.79971% 0.00479 8,151,702 2,450,440
Fnma Pass-Thru I 5% 0.00478 2,519,285 2,449,230
GS Mortgage Securities Corp 5.80971% 0.00478 2,908,476 2,448,544
Fnma Pass-Thru I 5% 0.00477 2,517,153 2,440,256
Government National Mortgage Association 3% 0.00477 2,787,912 2,441,406
Fnma Pass-Thru I 3% 0.00476 2,861,903 2,438,449
MortgageIT Trust 5.91971% 0.00475 2,659,610 2,432,998
GE Aerospace 7.5% 0.00474 2,100,000 2,426,187
Strctrd Asset Invt 5.60971% 0.00474 2,485,872 2,424,368
Morgan Stanley ABS Capital I Inc 5.56971% 0.00473 5,741,049 2,421,342
Fnma Pass-Thru I 5% 0.00472 2,487,479 2,418,402
Fnma Pass-Thru I 4.5% 0.00470 2,549,198 2,408,217
Federal Home Loan Mortgage Corp. 2.939% 0.00469 2,600,000 2,401,336
Neuberger Berman Loan Advisers CLO 31 Ltd./ LLC 6.62617% 0.00469 2,400,000 2,402,919
KB Kookmin Bank 4.5% 0.00469 2,500,000 2,400,001
Jpmcc 2016-Jp4 3.4743% 0.00469 2,462,616 2,401,258
Healthcare Realty Holdings L.P 2.05% 0.00469 3,100,000 2,402,195
Denali Capital Clo XII LTD/LLC 6.64017% 0.00466 2,382,137 2,383,284
Rio Oil Finance Trust 9.75% 0.00466 2,308,838 2,386,242
UBS Group AG 4.194% 0.00465 2,550,000 2,381,353
CWABS Inc. 6.04471% 0.00463 2,460,119 2,368,090
Fnma Pass-Thru I 4.5% 0.00463 2,508,134 2,368,937
Oneok Partners Lp 6.85% 0.00462 2,200,000 2,367,081
Citigroup Inc. 4.658% 0.00461 2,400,000 2,362,422
Carrngtn Mtg Fre2 5.61971% 0.00460 3,000,051 2,352,833
Citigroup Mortgage Loan Trust 7.78% 0.00459 2,449,346 2,350,854
Morgan Stanley Capital I Inc 5.50037% 0.00457 2,891,132 2,341,116
GXO Logistics Inc. 6.25% 0.00457 2,300,000 2,340,525
CVC Cordatus Loan Fund III Designated Activity Company 4.608% 0.00456 2,175,370 2,332,520
Government National Mortgage Association 3% 0.00456 2,674,874 2,333,484
Enbridge Inc. 5.9% 0.00455 2,300,000 2,326,974
Federal Home Loan Mortgage Corp. 4% 0.00454 2,484,382 2,324,114
Sumitomo Mitsui Financial Group Inc. 5.88% 0.00453 2,300,000 2,321,676
Ally Financial Inc. 4.75% 0.00452 2,372,000 2,314,219
Renaissance Hm Eqt 5.906% 0.00452 8,996,798 2,313,125
Federal Home Loan Mortgage Corp. 3% 0.00451 2,708,683 2,309,896
Federal National Mortgage Association 6% 0.00450 2,257,693 2,305,232
Government National Mortgage Association 3% 0.00449 2,626,291 2,299,837
Xylem, Inc. 3.25% 0.00448 2,400,000 2,295,307
Federal National Mortgage Association 4% 0.00445 2,434,220 2,279,978
Bcap Llc Trust 5.25% 0.00444 2,657,212 2,275,075
Government National Mortgage Association 6.85882% 0.00444 2,258,893 2,275,007
Fnma Pass-Thru I 4% 0.00443 2,427,898 2,267,523
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.28471% 0.00442 3,013,959 2,260,615
Barings Clo Limited 6.77617% 0.00441 2,254,697 2,257,736
JP Morgan Mortgage Trust 5.30142% 0.00439 2,362,054 2,248,332
Fnma Pass-Thru I 3% 0.00439 2,639,375 2,248,053
ONEMAIN FINANCIAL ISSUANCE TRUST 6.09303% 0.00439 2,249,000 2,247,064
Federal Home Loan Mortgage Corp. 4% 0.00438 2,450,885 2,243,918
CSMC Mortgage-Backed Trust 7% 0.00437 4,566,384 2,236,214
Corporate Office Properties LP 2.75% 0.00436 2,700,000 2,234,213
Government National Mortgage Association 3% 0.00436 2,550,742 2,233,836
Brixmor Operating Partnership LP 2.25% 0.00436 2,500,000 2,231,789
Banc America Funding 2007-2 Trust 6% 0.00436 2,989,915 2,232,468
Jamestown Clo Limited 6.69017% 0.00435 2,227,220 2,228,192
Lloyds Banking Group PLC 4.375% 0.00435 2,300,000 2,229,023
Morgan Stanley ABS Capital I Inc 5.54971% 0.00435 4,881,750 2,226,678
Fnma Pass-Thru I 4% 0.00435 2,381,910 2,227,020
Fnma Pass-Thru I 4.5% 0.00434 2,352,749 2,222,189
Pacific Gas and Electric Company 3.4% 0.00434 2,230,000 2,222,570
Citigroup Mortgage Loan Trust 3.24999% 0.00434 2,450,000 2,219,746
Federal Home Loan Mortgage Corp. 5% 0.00433 2,287,697 2,219,152
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5 6.55848% 0.00433 2,231,000 2,218,569
Fraport AG 1.875% 0.00433 2,200,000 2,214,180
Torrey Pines Re Limited 5.87456% 0.00432 2,200,000 2,210,010
Federal National Mortgage Association 4% 0.00432 2,361,975 2,212,324
NAVIENT PRIVATE EDUCATION LOAN TRUST 3.61% 0.00432 2,256,007 2,213,604
UBS Group AG 2.875% 0.00431 2,200,000 2,206,999
Bear Stearns Alternative A Trust 4.32381% 0.00431 3,279,402 2,205,069
Soundview Home Loan Trust 5.63971% 0.00429 7,798,177 2,195,707
Fremont Home Loan Trust 5.77971% 0.00428 7,028,997 2,191,449
Government National Mortgage Association 5.67315% 0.00428 2,250,257 2,192,224
Fnma Pass-Thru I 3% 0.00428 2,572,040 2,192,823
Federal National Mortgage Association 3.5% 0.00428 2,257,304 2,191,819
The Hanover Insurance Group, Inc. 2.5% 0.00427 2,590,000 2,186,561
Government National Mortgage Association 3% 0.00426 2,495,414 2,179,589
Citigroup Mortgage Loan Trust 5.73117% 0.00426 2,341,672 2,181,807
Ffmlt Tr 2006-Ff13 5.93971% 0.00426 3,362,383 2,181,173
DALLAS FORT WORTH TEX INTL ARPT REV 1.946% 0.00423 2,435,000 2,166,124
Morgan Stanley 3.772% 0.00423 2,276,000 2,167,308
Brown & Brown Inc 2.375% 0.00420 2,600,000 2,149,049
Cwalt Incorporation 5.95971% 0.00420 5,454,971 2,151,006
BayCare Health System Inc. 3.831% 0.00420 2,700,000 2,147,703
Federal National Mortgage Association 3.5% 0.00419 2,254,578 2,143,120
Marble Point CLO XI Ltd. 6.76854% 0.00418 2,138,400 2,140,486
Federal Home Loan Mortgage Corp. 6.5% 0.00418 2,100,004 2,141,757
UBS AG, London Branch 0.25% 0.00418 2,100,000 2,138,871
First Franklin Mortgage Loan Trust 5.93971% 0.00418 2,270,765 2,139,705
Equifax Inc. 3.1% 0.00417 2,390,000 2,132,735
Atlas Senior Loan Fund xiii Ltd/LLC 6.66617% 0.00416 2,127,507 2,128,428
Federal Home Loan Mortgage Corp. 3.5% 0.00416 2,348,387 2,131,268
JP MORGAN MORTGAGE TRUST 2.5% 0.00416 2,677,189 2,131,243
Residential Asset Mortgage Products, Inc. 6.09971% 0.00415 2,293,126 2,123,068
Government National Mortgage Association 6.03732% 0.00414 2,125,282 2,118,107
American Homes 4 Rent L P 2.375% 0.00413 2,600,000 2,113,770
CPI Property Group S.A. 1.5% 0.00412 2,786,000 2,108,984
Santander UK Group Holdings PLC 2.896% 0.00411 2,500,000 2,106,574
Citigroup Mortgage Loan Trust 5.71971% 0.00407 3,028,310 2,082,063
Federal National Mortgage Association 4% 0.00405 2,215,515 2,075,391
Federal National Mortgage Association 4% 0.00405 2,212,476 2,072,297
Federal National Mortgage Association 4% 0.00404 2,206,506 2,066,699
Wamu Mortgage Pass-Through CTFS TR 4.40391% 0.00404 2,457,983 2,070,636
CWABS Inc. 6.14971% 0.00404 2,085,318 2,068,277
Bear Stearns Arm Trust 7.67% 0.00403 2,256,302 2,065,332
Dryden 54 Sr Ln Fd / Dryden 54 Sr Ln FRN 6.47852% 0.00402 2,053,079 2,055,493
Renaissance Hm Eqt 5.893% 0.00402 8,029,538 2,059,699
Ozlm Xviii Limited 6.61017% 0.00401 2,049,496 2,052,177
The Charles Schwab Corporation 4% 0.00401 2,400,000 2,051,959
Csail Commercial Mortgage Trust 2019-C15 3.9026% 0.00400 2,101,550 2,048,323
NatWest Group PLC 6.016% 0.00400 2,000,000 2,046,468
Performer Funding 1 PLC 13.2033% 0.00398 1,609,927 2,038,989
CWABS Asset-Backed Certificates Trust 2006-18 5.73971% 0.00398 2,146,889 2,039,509
OBX 2023-NQM4 TRUST 6.113% 0.00397 2,029,312 2,030,949
Adjustable Rate Mortgage Trust 6.60971% 0.00397 2,428,972 2,031,811
Federal Home Loan Mortgage Corp. 4.5% 0.00396 2,147,927 2,028,653
US Airways Group Inc. 4.625% 0.00395 2,042,868 2,020,570
GSAA Home Equity Trust 5.99971% 0.00395 3,075,835 2,021,273
NXP B V / NXP Funding LLC & NXP USA Inc 4.3% 0.00394 2,100,000 2,015,896
Federal Home Loan Mortgage Corp. 3% 0.00394 2,366,461 2,016,897
Lloyds Banking Group PLC 4.947% 0.00393 1,900,000 2,009,664
Emory University 1.566% 0.00393 2,100,000 2,011,477
Federal Home Loan Mortgage Corp. 7.043% 0.00393 1,962,541 2,013,532
Government National Mortgage Association 4% 0.00393 2,165,268 2,011,028
Citigroup Mortgage Loan Trust 3.24999% 0.00393 2,320,000 2,010,838
Federal Home Loan Mortgage Corp. 5% 0.00392 2,069,543 2,004,694
Lehman Mortgage Trust 5.77971% 0.00389 2,935,737 1,993,247
Federal Home Loan Mortgage Corp. 3% 0.00389 2,334,741 1,989,297
Federal National Mortgage Association 5.5% 0.00389 2,014,585 1,989,210
Home Equity Mortgage Loan Asset-Backed Trust Series INDS 2006-A 5.66971% 0.00388 2,887,780 1,984,756
Federal National Mortgage Association 4.5% 0.00388 2,056,484 1,985,257
UBS Group AG 0.65% 0.00387 2,000,000 1,983,671
Ozlm Xi Ltd./Llc. 6.84111% 0.00387 1,976,526 1,980,766
Federal National Mortgage Association 4% 0.00387 2,122,039 1,978,691
Bear Stearns Alternative A Trust 5.30575% 0.00386 2,174,159 1,976,425
Government National Mortgage Association 3% 0.00386 2,249,595 1,974,450
Brandywine Operating Partnership L.P. 8.05% 0.00386 1,900,000 1,977,613
Willis North American Inc. 2.95% 0.00385 2,200,000 1,971,840
Federal Home Loan Mortgage Corp. 5.95% 0.00385 1,981,638 1,971,372
Ameriquest Mortgage Securities 8.83471% 0.00384 1,951,717 1,963,565
Elevance Health Inc. 2.375% 0.00384 2,000,000 1,965,730
Fnma Pass-Thru I 5.5% 0.00383 1,977,494 1,958,776
HSI Asset Securitization Corporation Trust 6.23971% 0.00382 2,072,687 1,955,962
Fnma Pass-Thru I 5.5% 0.00381 1,971,321 1,948,479
Goldentree Loan Management Eur Clo 3 Designated Activity Company 4.797% 0.00381 1,818,320 1,950,608
Banc America Funding Trust 6% 0.00380 2,524,979 1,947,661
Wamu Mortgage Pass-Through CTFS TR 4.56128% 0.00380 2,035,129 1,945,096
STIF FUND (NZD) 0.00378 3,177,447 1,936,177
Federal National Mortgage Association 6.5% 0.00378 1,901,299 1,936,376
Federal National Mortgage Association 6.5% 0.00378 1,898,190 1,933,588
Oak Hill European Credit Partners IV DAC 4.627% 0.00377 1,797,653 1,927,598
GSAA Home Equity Trust 5.79971% 0.00377 8,348,429 1,929,884
Avolon Holdings Funding Ltd. 6.375% 0.00377 1,900,000 1,930,332
Ford Motor Credit Company LLC 1.744% 0.00376 1,800,000 1,927,057
United Air Lines, Inc. 4% 0.00376 1,982,695 1,923,010
Government National Mortgage Association 3% 0.00376 2,194,182 1,922,631
Soundview Home Loan Trust 6.01971% 0.00375 2,000,323 1,920,315
First Franklin Mortgage Loan Trust 5.77971% 0.00375 1,995,501 1,922,069
FirstEnergy Corp. 4.15% 0.00375 2,000,000 1,920,518
Bank of America Corp. 3.97% 0.00374 2,000,000 1,912,784
Tiaa Clo III Ltd 6.73927% 0.00374 1,914,498 1,916,368
Ripon Mortgages PLC 0% 0.00373 2,375,000 1,907,020
JPMorgan Chase & Co. 3.54% 0.00373 2,000,000 1,909,284
Federal Home Loan Mortgage Corp. 3% 0.00373 2,120,731 1,912,110
Mitsubishi UFJ Financial Group Inc. 6.27597% 0.00372 1,900,000 1,906,673
Government National Mortgage Association 4% 0.00372 2,047,341 1,902,789
Starwood Property Trust, Inc. 4.375% 0.00370 2,000,000 1,895,603
Government National Mortgage Association 3% 0.00370 2,156,149 1,892,417
Gsamp 2006-Nc2 5.93971% 0.00370 3,471,623 1,893,964
Fnma Pass-Thru I 3% 0.00369 2,208,276 1,888,386
Foresea Holding SA 7.5% 0.00367 2,012,647 1,876,550
Federal National Mortgage Association 3.5% 0.00365 1,961,673 1,868,425
Csmc Trust 2017 3.43134% 0.00365 2,200,000 1,868,317
JP Morgan Alt Loan 4.88154% 0.00364 2,165,643 1,864,424
Aimco CLO Series 2018-A/LLC 6.59868% 0.00363 1,855,140 1,856,346
UWM MORTGAGE TRUST 2021-INV3 5% 0.00362 1,998,000 1,854,715
Federal Home Loan Mortgage Corp. 6% 0.00362 1,791,832 1,852,050
Entergy Corporation 1.9% 0.00362 2,100,000 1,852,044
Fnma Pass-Thru I 3% 0.00362 2,177,274 1,854,801
VMC FINANCE LLC 6.5464% 0.00361 1,849,966 1,846,753
United Air Lines, Inc. 4.375% 0.00359 1,900,000 1,837,618
Federal National Mortgage Association 4% 0.00358 1,955,458 1,831,563
Enel Finance America LLC 2.875% 0.00358 2,800,000 1,833,695
American Express Company 2.55% 0.00358 1,960,000 1,832,370
Barclays PLC 2.894% 0.00357 2,209,000 1,828,126
Wamu Mortgage Pass-Through CTFS TR 4.42224% 0.00357 2,237,060 1,827,895
Great Hall Mortgages No.1 PLC 5.71132% 0.00357 1,835,765 1,829,301
Residential Asset Mortgage Products, Inc. 6.02971% 0.00356 1,872,292 1,823,209
Federal National Mortgage Association 4.5% 0.00355 1,925,628 1,818,682
UBS Group AG 1.25% 0.00355 1,700,000 1,819,853
Federal National Mortgage Association 3.5% 0.00355 1,875,709 1,819,373
Novastar Mtg 06-3 5.95971% 0.00355 4,269,161 1,819,594
KUBOTA CREDIT OWNER TRUST 2023-2 5.61% 0.00355 1,820,076 1,819,933
KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2.55844% 0.00353 2,400,000 1,804,866
Soundview Home Loan Tr 2006-Eq2 5.56971% 0.00353 2,533,100 1,807,294
J P Morgan Mortgage Acquisition Corporation 5.97971% 0.00351 1,838,150 1,799,114
JPMorgan Chase & Co. 4.323% 0.00350 1,835,000 1,790,552
Federal National Mortgage Association 4% 0.00350 1,914,552 1,793,259
RALI Series Trust 5.83971% 0.00350 1,830,652 1,791,904
Fnma Pass-Thru I 4% 0.00350 1,956,532 1,792,804
New York Mortgage Trust, Inc. 4.96478% 0.00349 2,133,129 1,788,570
Cwmbs Mtg P/Thru 6% 0.00349 2,062,577 1,786,476
Federal National Mortgage Association 4% 0.00349 1,905,079 1,784,814
Ford Motor Credit Company LLC 2.33% 0.00348 1,700,000 1,782,207
Fnma Pass-Thru I 5.5% 0.00348 1,806,119 1,783,704
Government National Mortgage Association 6.43732% 0.00348 1,779,160 1,784,108
Federal National Mortgage Association 6.02983% 0.00348 1,790,493 1,781,434
GTCR W-2 Merger Sub LLC 7.5% 0.00346 1,700,000 1,773,784
Option One Mortgage Loan Trust 5.62971% 0.00346 3,307,251 1,773,166
CLNY TRUST 6.572% 0.00346 1,800,000 1,772,873
Leidos Inc 3.625% 0.00345 1,800,000 1,768,442
ResLoC UK 2007-1 PLC 5.54419% 0.00344 1,486,019 1,759,948
Great Hall Mortgages No.1 PLC 5.4538% 0.00344 1,399,586 1,763,059
Federal National Mortgage Association 4% 0.00343 1,874,479 1,755,728
Bear Stearns Alternative A Trust 4.60963% 0.00342 3,713,831 1,751,933
Spclty Undrw & Res 6.3501% 0.00342 5,131,685 1,750,710
Federal National Mortgage Association 4% 0.00341 1,879,034 1,748,149
Federal Home Loan Mortgage Corp. 3% 0.00341 1,940,049 1,743,412
Ownit Mtg Loan Tr 6.35971% 0.00341 1,843,664 1,743,475
Federal National Mortgage Association 4% 0.00340 1,861,752 1,742,640
Federal Home Loan Mortgage Corp. 4% 0.00339 1,890,667 1,733,263
Banc America Funding Trust 6.25971% 0.00338 2,098,213 1,729,128
HCA Inc. 5.875% 0.00338 1,700,000 1,731,270
Resimac Bastille Trust In Respect Of Resimac Bastille Series 2021-2Nc 6.093 0.00337 1,726,010 1,723,207
Soundview Home Loan Tr 2006-Eq2 5.61971% 0.00337 2,418,095 1,725,241
Chase Mortgage Financial Trust 4.85973% 0.00336 1,882,287 1,720,849
Strctrd Asset Invt 7.18471% 0.00335 3,715,301 1,714,305
Fnma Pass-Thru I 3% 0.00335 2,010,406 1,714,170
Washington Mut Mtg 6.12277% 0.00334 2,059,475 1,709,611
Government National Mortgage Association 3% 0.00333 1,946,374 1,704,448
Smb Private Ed Ln Tr 2024-B FRN 0% 0.00333 876,259 1,704,188
Aegis Asset Backed Secs Trust 6.17971% 0.00333 1,822,250 1,706,839
Structured Adj Rate Mtg Loan Trust 5.75971% 0.00333 2,180,014 1,702,448
Carlyle Global Market Strategies CLO 2012-2, Ltd. 6.66617% 0.00332 1,700,000 1,701,955
Morgan Stanley 4.679% 0.00331 1,711,000 1,694,599
CBAM 2017-1 LTD 6.83617% 0.00331 1,694,495 1,694,926
Metropolitan Edison Company 4.3% 0.00331 1,760,000 1,694,614
GSAA Home Equity Trust 4.39812% 0.00330 4,033,138 1,688,003
Korea National Oil Corp. 4.875% 0.00329 1,700,000 1,682,118
Government National Mortgage Association 4% 0.00329 1,813,346 1,684,172
Chase Mortgage Financial Trust 5.5% 0.00328 3,799,569 1,677,367
Lavender Trust 2010-RR2 6.25% 0.00327 3,661,933 1,673,207
Blue Owl Finance Llc 3.125% 0.00326 2,000,000 1,667,755
Federal National Mortgage Association 4% 0.00325 1,776,830 1,664,245
Mastr Adjustable Rate Mortgages Trust 5.66971% 0.00325 1,961,457 1,665,658
Indymac MBS Inc 3.67769% 0.00324 1,929,148 1,660,883
Harborview Mtg Loan Trust 4.63957% 0.00324 3,425,597 1,657,014
Fnma Pass-Thru I 4.5% 0.00324 1,758,134 1,660,380
W. P. Carey Inc 4.25% 0.00324 1,700,000 1,657,402
Fnma Pass-Thru I 5.5% 0.00323 1,672,889 1,652,330
Fnma Pass-Thru I 3% 0.00323 1,942,412 1,654,835
General Motors Financial Company Inc 2.4% 0.00323 1,842,000 1,652,384
JP Morgan Mtg Ac7 5.71971% 0.00321 1,678,381 1,643,302
Government National Mortgage Association 4% 0.00321 1,766,619 1,641,887
Federal National Mortgage Association 4% 0.00321 1,756,486 1,644,660
Federal Home Loan Mortgage Corp. 6.5% 0.00321 1,590,091 1,643,557
Government National Mortgage Association 4% 0.00321 1,770,024 1,643,934
Federal National Mortgage Association 4% 0.00320 1,746,198 1,638,821
Federal National Mortgage Association 5.87983% 0.00320 1,656,892 1,640,287
Alternative Loan Trust 6.53277% 0.00319 2,028,362 1,630,612
Federal Home Loan Mortgage Corp. 5% 0.00319 1,679,834 1,633,121
Dryden XXXVI Senior Loan Fund 6.61017% 0.00319 1,631,699 1,633,004
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00319 1,850,000 1,631,875
Federal National Mortgage Association 4% 0.00318 1,736,610 1,628,915
W. P. Carey Inc 2.45% 0.00318 2,000,000 1,625,846
UBS Group AG 4.375% 0.00318 2,000,000 1,627,107
Federal Home Loan Mortgage Corp. 5.79751% 0.00317 1,646,522 1,625,327
Hawaii Hotel Trust 2019-MAUI 6.77601% 0.00316 1,620,000 1,617,140
Bear Stearns Arm Trust 4.81853% 0.00316 1,834,683 1,615,606
Lehman Abs 07-1 5.65971% 0.00316 2,470,536 1,615,866
Federal Home Loan Mortgage Corp. 5.5% 0.00314 1,628,094 1,609,456
Citigroup Mortgage Loan Trust 3.24999% 0.00314 1,730,000 1,609,242
Apidos CLO XV 6.59617% 0.00314 1,606,204 1,607,233
Fidelity National Financial, Inc. 3.4% 0.00312 1,800,000 1,598,420
Delta Air Lines Inc. 2% 0.00311 1,749,896 1,591,621
Government National Mortgage Association 3% 0.00311 1,812,373 1,590,699
Mountain View Clo Ix Limited 6.62927% 0.00310 1,586,857 1,587,256
CWMBS Inc 6.11277% 0.00310 5,312,514 1,589,500
Ford Motor Credit Company LLC 6.125% 0.00309 1,600,000 1,583,686
Federal National Mortgage Association 6.402% 0.00309 1,584,453 1,582,911
Banner Health 1.897% 0.00308 1,900,000 1,575,405
APIDOS CLO XXIV 6.53617% 0.00308 1,574,193 1,576,420
Federal Home Loan Mortgage Corp. 3% 0.00307 1,842,960 1,570,001
Gsmps Mtg Ln Trust 7.5% 0.00307 1,647,537 1,570,154
Indymac MBS Inc 5.62577% 0.00307 1,718,473 1,570,862
Government National Mortgage Association 6.18732% 0.00306 1,556,802 1,564,758
Federal Home Loan Mortgage Corp. 4.5% 0.00306 1,656,737 1,564,377
Government National Mortgage Association 4% 0.00306 1,687,098 1,567,977
Essential Utilities Inc 2.4% 0.00304 1,890,000 1,557,893
Federal National Mortgage Association 4% 0.00304 1,659,588 1,554,756
American Home Mortgage Asset Trust 3.61201% 0.00304 2,104,871 1,555,133
GS Mortgage Securities Corp 7.33471% 0.00304 1,906,756 1,555,652
Government National Mortgage Association 3% 0.00303 1,767,888 1,552,738
Option One Mtg 07 5.70971% 0.00303 2,440,622 1,549,209
Marriott International, Inc. 4.625% 0.00303 1,600,000 1,553,437
Energy Transfer LP 6.1% 0.00302 1,500,000 1,546,665
Rio Oil Finance Trust 8.2% 0.00302 1,525,920 1,548,554
Argent Secs Inc 6.58471% 0.00302 1,565,720 1,543,567
NXP B V / NXP Funding LLC & NXP USA Inc 3.4% 0.00301 1,700,000 1,540,837
SLC Student Loan Trust 6.51421% 0.00300 1,549,249 1,535,453
Pacific Life Global Funding II 1.2% 0.00300 1,600,000 1,535,416
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.11971% 0.00300 1,490,046 1,535,531
Kimco Realty Corporation 3.2% 0.00299 1,780,000 1,528,580
CRH America Finance, Inc. 3.4% 0.00299 1,600,000 1,528,289
EMF-NL Prime 2008-A B.V. 4.688% 0.00298 1,457,394 1,523,829
Mastr Asset Backed Secs Trust 2006 Nc2 5.75971% 0.00298 4,086,390 1,525,718
Gsamp Tr 2007-Fm2 5.54971% 0.00298 2,580,982 1,524,398
Federal Home Loan Mortgage Corp. 3% 0.00298 1,777,557 1,525,279
Venture Global LNG Inc. 9.875% 0.00298 1,400,000 1,524,670
UBS Group AG 1% 0.00297 1,500,000 1,521,481
Citigroup Mortgage Loan Trust 5.731% 0.00297 4,380,273 1,518,947
Government National Mortgage Association 3% 0.00296 1,726,660 1,513,225
Structured Asset Securities Corp Mortgage Loan 6.35971% 0.00296 1,568,810 1,513,252
Standard Chartered PLC 6.187% 0.00296 1,500,000 1,514,911
Federal National Mortgage Association 4% 0.00295 1,613,229 1,511,010
Fnma Pass-Thru I 3.5% 0.00294 1,536,751 1,506,563
Government National Mortgage Association 6.52167% 0.00294 1,482,158 1,504,327
PacifiCorp. 5.1% 0.00293 1,500,000 1,499,520
Great Hall Mortgages No.1 PLC 5.4638% 0.00293 1,191,637 1,500,284
United Air Lines, Inc. 3.45% 0.00293 1,633,362 1,500,001
Federal National Mortgage Association 3% 0.00292 1,661,037 1,496,907
GLP Capital L.P. and GLP Financing II, Inc. 5.375% 0.00291 1,500,000 1,488,885
Citigroup Mortgage Loan Trust 5.2613% 0.00291 1,689,599 1,490,312
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION 4.27 0.00291 1,600,000 1,492,063
DALLAS FORT WORTH TEX INTL ARPT REV 2.096% 0.00291 1,750,000 1,488,644
Sun Communities Operating Limited Partnership 2.7% 0.00291 1,800,000 1,487,314
Federal Home Loan Mortgage Corp. 4.5% 0.00290 1,574,651 1,485,549
Government National Mortgage Association 5.90315% 0.00287 1,494,964 1,469,078
Oracle Corp. 4.65% 0.00287 1,500,000 1,470,410
Bear Stearns Alternative A Trust 4.7591% 0.00287 3,409,307 1,467,508
Federal Home Loan Mortgage Corp. 5.99751% 0.00287 1,488,264 1,469,007
Energy Transfer LP 2.9% 0.00286 1,500,000 1,463,683
Abu Dhabi (Emirate of) 3.125% 0.00286 1,600,000 1,465,817
GSAA Home Equity Trust 5.69971% 0.00286 2,643,471 1,464,302
Aircastle Limited 4.25% 0.00286 1,500,000 1,461,914
Federal National Mortgage Association 3% 0.00286 1,550,899 1,464,600
LOANCORE 2021-CRE5 ISSUER LTD 6.74332% 0.00285 1,460,786 1,458,057
Federal National Mortgage Association 4% 0.00285 1,568,084 1,460,843
Venture 32 Clo 6.68854% 0.00284 1,452,418 1,453,569
Commonbond St Ln Tr 2017-A-Gs 2.55% 0.00284 1,551,065 1,454,688
Federal National Mortgage Association 3.5% 0.00284 1,472,353 1,452,100
Deutsche Alt-B Sec 5.69971% 0.00284 1,618,177 1,453,726
Fnma Pass-Thru I 4% 0.00283 1,546,950 1,448,947
Federal National Mortgage Association 4% 0.00282 1,538,618 1,441,137
Pacific Gas and Electric Company 3.75% 0.00282 2,000,000 1,444,004
Fnma Pass-Thru I 4.5% 0.00282 1,527,560 1,441,195
CWABS Inc. 7.8838% 0.00282 1,733,982 1,443,905
Wamu Mortgage Pass-Through CTFS TR 5.95077% 0.00281 1,803,354 1,438,369
JP Morgan Mtg Acw 5.77971% 0.00279 5,106,798 1,426,699
Structured Asset Securities Corp Mortgage Loan 7.45971% 0.00279 1,437,917 1,426,083
Chase Mortgage Financial Trust 4.80775% 0.00278 1,527,946 1,420,698
UBS Group AG 2.125% 0.00278 1,360,000 1,424,547
Federal Home Loan Mortgage Corp. 4% 0.00277 1,515,601 1,420,420
Cwalt Incorporation 6.55971% 0.00277 1,822,951 1,419,107
Federal National Mortgage Association 4% 0.00276 1,509,842 1,414,193
Option One Mortgage Loan Trust 5.69971% 0.00276 2,500,447 1,410,972
ICON Investments Six DAC 5.809% 0.00276 1,400,000 1,414,415
Rasc Ser 06-Emx9 5.79971% 0.00275 1,532,561 1,405,315
Strctrd Asset Invt 6.05971% 0.00274 1,443,372 1,400,582
Fnma Pass-Thru I 5.5% 0.00274 1,418,707 1,403,399
Fish Pond Re Ltd. 9.38659% 0.00274 1,400,000 1,402,835
Option One Mortgage Loan Trust 6.31471% 0.00273 1,352,661 1,398,305
TOBACCO SETTLEMENT FIN AUTH WEST VA ASSET BACKED 2.951% 0.00273 1,630,000 1,397,064
Citigroup Mortgage Loan Trust 5.75% 0.00271 1,478,975 1,385,563
Government National Mortgage Association 4% 0.00269 1,487,425 1,378,375
Bear Stearns Asset Backed Securities I Trust 6.58471% 0.00269 1,384,405 1,379,203
The Cigna Group 4.375% 0.00269 1,420,000 1,379,237
Fnma Pass-Thru I 3% 0.00268 1,609,892 1,371,430
Fnma Pass-Thru I 6% 0.00268 1,366,489 1,374,463
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.89971% 0.00268 5,882,319 1,370,257
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00268 1,500,000 1,371,428
Federal Home Loan Mortgage Corp. 6.5% 0.00267 1,359,048 1,367,474
BSPRT ISSUER LTD 6.76332% 0.00267 1,374,835 1,368,820
Warwick Finance Residential Mortgages Number Two plc 0% 0.00267 1,812 1,366,591
Federal National Mortgage Association 3% 0.00266 1,451,681 1,360,724
J P Morgan Mortgage Acquisition Corporation 6.07471% 0.00266 1,399,218 1,359,441
Citigroup Mortgage Loan Trust 6.07264% 0.00266 1,550,332 1,363,338
Banco Santander, S.A. 2.746% 0.00266 1,400,000 1,363,960
Federal Home Loan Mortgage Corp. 6.5% 0.00266 1,338,120 1,362,598
Fnma Pass-Thru I 4.5% 0.00266 1,445,962 1,364,114
GS Mortgage Securities Corp 3.65862% 0.00266 1,550,000 1,363,596
Barclays PLC 6.375% 0.00265 1,100,000 1,355,138
Peru (Republic Of) 5.35% 0.00265 6,400,000 1,355,204
Federal National Mortgage Association 4% 0.00264 1,444,498 1,352,988
Federal Home Loan Mortgage Corp. 5.975% 0.00264 1,312,160 1,349,209
Credit Suisse First Boston Mortgage Securities Corp. 5.5% 0.00264 1,963,532 1,350,156
Merrill Lynch Mortgage Investors, Inc. 5.78258% 0.00264 1,439,434 1,350,445
ACE Secs Cp 06-Nc3 5.67971% 0.00263 5,207,432 1,347,543
The Bank of New York Mellon Corp. 4.543% 0.00262 1,368,000 1,341,620
RALI Series 2006-QA6 Trust 5.83971% 0.00262 1,507,710 1,343,399
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00262 2,200,000 1,339,086
Fnma Pass-Thru I 5.5% 0.00262 1,360,861 1,342,887
The Toronto-Dominion Bank 4.994% 0.00262 1,350,000 1,338,912
Bear Stearns Arm Trust 5.06422% 0.00261 1,499,571 1,337,518
Oracle Corp. 2.95% 0.00261 1,500,000 1,334,475
Fnma Pass-Thru I 4.5% 0.00261 1,415,634 1,335,311
Indymac Indx R1 3.85166% 0.00260 1,615,609 1,330,920
Nomura Holdings Inc. 2.172% 0.00259 1,500,000 1,324,767
British Airways PLC 3.8% 0.00259 1,410,468 1,327,850
Government National Mortgage Association 3% 0.00258 1,512,928 1,318,782
Federal Home Loan Mortgage Corp. 6.11751% 0.00258 1,324,763 1,322,266
Bear Stearns Alternative A Trust 5.77971% 0.00258 1,673,239 1,322,444
Federal National Mortgage Association 4% 0.00258 1,408,697 1,319,456
Bear Stearns Alternative A Trust 4.26606% 0.00257 2,921,939 1,317,250
Government National Mortgage Association 3% 0.00257 1,501,026 1,317,413
Federal Home Loan Mortgage Corp. 3.5% 0.00257 1,378,334 1,317,085
Structured Asset Securities Corp Mortgage Loan 5.63971% 0.00257 2,301,289 1,313,611
Federal National Mortgage Association 6.353% 0.00256 1,312,432 1,310,730
Torrey Pines Re Limited 0.5% 0.00255 1,300,000 1,304,485
Government National Mortgage Association 3% 0.00255 1,492,139 1,306,677
Government National Mortgage Association 5.90732% 0.00255 1,312,870 1,305,338
Bonds 2022-FL12 LLC 7.47517% 0.00255 1,299,988 1,307,249
Federal National Mortgage Association 4.5% 0.00255 1,383,039 1,304,568
Otc Ecal Usd/Cnh Vko Digi @ 7.35/5.5 Bps 0.00254 156,000 1,301,913
Federal National Mortgage Association 4.5% 0.00254 1,327,747 1,302,694
Federal National Mortgage Association 4.5% 0.00254 1,375,380 1,297,828
Truist Financial Corp. 5.122% 0.00253 1,350,000 1,293,574
Fnma Pass-Thru I 5.5% 0.00251 1,299,390 1,285,916
Structured Adj Rate Mtg Loan Trust 5.52747% 0.00251 1,606,398 1,284,358
CHL Mortgage Pass-Through Trust 6% 0.00250 2,588,908 1,278,312
Indymac MBS Inc 3.86855% 0.00250 1,562,728 1,281,996
Structured Asset Securities Corp Mortgage Loan 7.5% 0.00249 2,238,146 1,275,992
Federal National Mortgage Association 3% 0.00249 1,495,926 1,275,039
Long Beach Mortgage Loan Trust 5.81971% 0.00249 1,628,894 1,274,788
Voya CLO 2013-1 Ltd / Voya CLO 2013-1 LLC 6.80017% 0.00248 1,266,079 1,267,988
Fnma Pass-Thru I 6% 0.00248 1,259,826 1,267,436
UBS Group AG 2.25% 0.00248 1,100,000 1,268,512
CWABS Inc. 6.19971% 0.00247 1,286,303 1,264,309
Morgan Stanley ML 2.89373% 0.00247 2,445,845 1,263,678
First Franklin Mortgage Loan Trust 2005-FF4 6.65971% 0.00247 1,279,641 1,262,088
Federal National Mortgage Association 3% 0.00247 1,432,796 1,264,270
Morgan Stanley ABS Capital I Inc 5.51971% 0.00246 2,536,788 1,257,259
Fnma Pass-Thru I 4.5% 0.00246 1,334,199 1,258,497
Morgan Stanley ABS Capital I Inc 5.70971% 0.00246 1,432,765 1,257,288
Madison Park Funding XXX Ltd 6.34017% 0.00244 1,250,551 1,251,624
CWABS Asset-Backed Certificates Trust 2007-BC3 5.81971% 0.00244 1,313,861 1,247,946
JP Morgan Mortgage Trust 5.26627% 0.00244 1,343,782 1,248,339
CSMC TRUST 2.75% 0.00243 1,305,553 1,246,261
Federal National Mortgage Association 3% 0.00243 1,317,418 1,245,286
CHL Mortgage Pass-Through Trust 4.33977% 0.00242 1,410,274 1,239,731
Citigroup Mortgage Loan Trust 3.24999% 0.00242 1,760,000 1,238,724
Morgan Stanley ML 5.69971% 0.00241 4,658,852 1,234,953
Government National Mortgage Association 3% 0.00241 1,420,309 1,232,567
J P MORGAN MORTGAGE TRUST 2.5% 0.00241 1,544,602 1,231,362
United Airlines Pass Through Trust 2019-2AA 2.9% 0.00240 1,363,542 1,230,651
CWABS Inc. 5.95971% 0.00240 1,266,677 1,226,580
OTC EPUT GBP VS USD @ 1.1 GLM 0.00239 279,000,000 1,225,211
Novastar Mortgage Funding Trust 2006-6 5.65971% 0.00239 3,560,940 1,221,818
Smb Private Ed Ln Tr 2024-B 8.29% 0.00239 1,194,518 1,224,773
Credit Suisse First Boston Mortgage Securities Corp. 6.19971% 0.00239 1,297,541 1,221,179
Government National Mortgage Association 3% 0.00238 1,386,077 1,216,538
Federal National Mortgage Association 4% 0.00238 1,303,282 1,220,703
Wamu Mortgage Pass-Through CTFS TR 4.69404% 0.00238 1,288,177 1,218,124
DALLAS FORT WORTH TEX INTL ARPT REV 2.046% 0.00238 1,400,000 1,219,971
Novastar Mortgage Funding Trust 5.75971% 0.00237 3,675,182 1,214,303
Spclty Undrw & Res 6.05971% 0.00237 1,278,241 1,213,473
Essential Utilities Inc 3.351% 0.00237 1,800,000 1,211,573
Nomura Asset Acceptance Corp Alt Ln tr 6.45971% 0.00237 1,593,899 1,215,580
RMAC Securities No. 1 PLC 3.893% 0.00236 1,157,652 1,209,075
NatWest Group PLC 8% 0.00236 1,200,000 1,209,012
First Nlc Trust 5.73971% 0.00236 2,446,491 1,210,373
Fnma Pass-Thru I 4.5% 0.00235 1,273,017 1,202,237
Dbcg Mtg Tr 2017-Bbg 8.5% 0.00235 1,203,575 1,203,504
Lehman Mortgage Trust 6% 0.00235 2,462,449 1,201,181
Morgan Stanley ABS Capital I Inc 5.79971% 0.00235 2,853,294 1,203,357
Morgan Stanley ABS Capital I Inc 5.81971% 0.00234 3,717,860 1,198,054
Invitation Homes Operating Partnership Lp 2% 0.00233 1,500,000 1,191,652
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00233 2,040,000 1,192,454
Strctrd Asset Invt 6.65971% 0.00233 1,209,965 1,194,330
GSR Mtg Loan Trust 4.26578% 0.00232 2,275,455 1,188,198
Harborview Mtg Loan Trust 5.85315% 0.00232 1,392,034 1,189,225
Argent Sec Tr 2006 5.56971% 0.00232 3,905,484 1,186,349
Government National Mortgage Association 3% 0.00232 1,355,286 1,186,825
Federal National Mortgage Association 5.623% 0.00231 1,162,752 1,182,096
Federal National Mortgage Association 4% 0.00231 1,262,605 1,182,620
Indymac Indx Mtg 5.81971% 0.00230 1,321,738 1,175,228
Federal National Mortgage Association 3% 0.00230 1,308,615 1,178,592
Federal Home Loan Mortgage Corp. 5.1719% 0.00230 1,237,789 1,179,847
Federal Home Loan Mortgage Corp. 4.5% 0.00230 1,249,112 1,179,734
Government National Mortgage Association 4% 0.00230 10,122,039 1,179,351
Government National Mortgage Association 4% 0.00230 1,263,786 1,175,222
NVR Inc 3% 0.00229 1,323,000 1,173,110
UBS Group AG 7% 0.00229 900,000 1,170,866
CWABS Inc. 6.13471% 0.00228 1,195,145 1,165,331
Rbssp Resecuritization Trust 2011-4 5.76936% 0.00228 1,272,459 1,167,763
Bear Stearns Alternative A Trust 5.09446% 0.00228 1,444,398 1,166,716
First Nlc Trust 5.59971% 0.00228 2,357,528 1,166,387
Banc America Funding 2006-5 Trust 6% 0.00228 1,222,607 1,164,827
Bear Stearns Alternative A Trust 4.08268% 0.00227 2,154,178 1,164,431
Mad Mortgage Trust 2017-330m 3.29437% 0.00227 1,250,000 1,161,719
Micron Technology Inc. 2.703% 0.00227 1,400,000 1,159,760
Bear Stearns Alternative A Trust 4.42701% 0.00227 1,481,543 1,164,384
Federal National Mortgage Association 4% 0.00226 1,265,394 1,159,098
Merrill Lynch Mortgage Investors, Inc. 5.97971% 0.00226 2,319,083 1,158,843
RALI Series Trust 5.75971% 0.00225 1,305,932 1,154,396
Southwest Gas Corp 4.05% 0.00225 1,270,000 1,150,034
Novastar Mtg 06-2 5.75971% 0.00225 1,618,680 1,153,851
Federal National Mortgage Association 3% 0.00225 1,322,605 1,152,713
Government National Mortgage Association 4% 0.00225 1,242,653 1,151,851
Structured Adj Rate Mtg Loan Trust 4.90014% 0.00225 1,356,381 1,152,779
Securitized Asset Backed Receivables Llc Trust 6.41971% 0.00224 1,253,508 1,144,452
Fnma Pass-Thru I 3% 0.00224 1,345,619 1,147,619
American Home Mortgage Investment Trust 7.50391% 0.00223 2,845,331 1,141,412
RASC Series 2006 KS2 Trust 6.07471% 0.00223 1,200,000 1,142,767
Sofi Professional Loan Program 2016-F 3.02% 0.00223 1,186,261 1,143,868
Federal Home Loan Mortgage Corp. 3% 0.00223 1,338,473 1,141,642
Government National Mortgage Association 3% 0.00223 1,302,860 1,143,507
Asset Backed Funding Corp 6.50971% 0.00222 1,187,885 1,138,765
JpMorgan MrtgAcq 5.64971% 0.00220 1,132,135 1,126,742
AIB Group PLC 7.583% 0.00220 1,100,000 1,124,076
The Boeing Company 7.008% 0.00220 1,100,000 1,127,097
Smb Private Ed Ln Tr 2024-B 6.5% 0.00220 1,100,000 1,128,790
1ST Horizon Mtg 4.92644% 0.00218 1,235,989 1,114,115
Government National Mortgage Association 4% 0.00217 1,194,556 1,110,223
Federal National Mortgage Association 4% 0.00217 1,187,422 1,112,201
HSI Asset Sec Corp Trust 2006-He2 5.79971% 0.00216 4,389,298 1,105,745
Lloyds Banking Group PLC 5.985% 0.00216 1,100,000 1,106,854
Air Canada Pass Through Trust 2017-1 3.3% 0.00216 1,210,504 1,108,293
AMERICAN AIRLINES PASS THROUGH TRUST 2.875% 0.00216 1,287,391 1,106,581
UBS Group AG 0.65% 0.00216 1,200,000 1,107,837
Gsamp 2006-He6 5.93971% 0.00215 1,401,022 1,099,313
Wamu Mortgage Pass-Through CTFS TR 3.84738% 0.00215 1,295,485 1,102,773
Citigroup Mortgage Loan Trust 3.24999% 0.00214 1,400,000 1,098,094
GS Mortgage Securities Corp 6% 0.00213 2,482,563 1,090,641
Citigroup Mortgage Loan Trust 3.24999% 0.00212 1,760,000 1,084,680
Federal National Mortgage Association 6.08102% 0.00212 1,064,938 1,084,045
Federal National Mortgage Association 6.353% 0.00212 1,087,876 1,086,453
Energy Transfer LP 4.95% 0.00212 1,100,000 1,085,861
Quanta Services, Inc. 0.95% 0.00212 1,100,000 1,085,938
Federal Home Loan Mortgage Corp. 3.5% 0.00211 1,128,984 1,078,809
Banc America Funding Trust 4.33312% 0.00211 1,330,744 1,077,896
Bcap Llc Trust 5.5% 0.00211 1,308,750 1,081,916
Fnma Pass-Thru I 4.5% 0.00210 1,140,606 1,077,307
Government National Mortgage Association 4% 0.00210 1,156,067 1,073,714
Government National Mortgage Association 4% 0.00210 1,158,446 1,073,805
Fnma Pass-Thru I 5.5% 0.00210 1,087,701 1,076,364
Government National Mortgage Association 6.03732% 0.00210 1,078,385 1,075,324
Gmacm Mortgage Loan Trust 5.22478% 0.00210 1,178,884 1,073,056
Mexico (United Mexican States) 6% 0.00210 1,100,000 1,073,691
READY CAPITAL MORTGAGE FINANCING LLC 6.40971% 0.00209 1,073,880 1,068,670
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00209 1,250,000 1,068,778
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.77971% 0.00208 4,577,680 1,065,596
Federal Home Loan Mortgage Corp. 4.5% 0.00208 1,129,411 1,065,402
Fnma Pass-Thru I 3% 0.00208 1,125,149 1,062,836
Government National Mortgage Association 4% 0.00207 1,136,191 1,059,945
CWMBS Inc 4.71165% 0.00207 1,177,409 1,058,957
New South Wales Treasury Corporation 2.75% 0.00207 1,000,000 1,057,724
GSAA Home Equity Trust 5.69971% 0.00207 1,164,464 1,058,043
Realty Income Corporation 3.95% 0.00207 1,100,000 1,061,139
Federal Home Loan Mortgage Corp. 3% 0.00206 1,224,396 1,052,904
Federal Home Loan Mortgage Corp. 3.5% 0.00205 1,096,054 1,047,332
Government National Mortgage Association 4% 0.00205 1,128,381 1,051,140
New Century Home Equity Loan Trust 2005-1 8.45971% 0.00205 1,270,226 1,050,210
Federal National Mortgage Association 4% 0.00205 1,125,444 1,051,029
TBW Mortgage Backed Trust 6.5% 0.00203 4,581,702 1,037,315
Federal National Mortgage Association 4% 0.00203 1,121,285 1,040,825
Federal National Mortgage Association 4.5% 0.00203 1,104,014 1,041,408
Bcap Llc Trust 5.5343% 0.00203 1,673,263 1,036,959
Government National Mortgage Association 4% 0.00201 1,109,855 1,030,791
Federal National Mortgage Association 3.5% 0.00201 1,146,171 1,030,282
Aames Mtg Invt Tr 6.23971% 0.00201 1,043,408 1,026,582
Luminent Mortgage Trust 5.81971% 0.00200 1,130,608 1,021,703
Federal National Mortgage Association 3.5% 0.00200 1,075,005 1,023,846
ONEMAIN FINANCIAL ISSUANCE TRUST 1.75% 0.00200 1,096,000 1,024,332
United Air Lines, Inc. 3.75% 0.00199 1,052,346 1,016,478
CWABS Asset-Backed Certificates Trust 2007-6 5.67971% 0.00199 996,533 1,020,731
Federal Home Loan Mortgage Corp. 4.5% 0.00199 1,079,786 1,019,814
Citigroup Mortgage Loan Trust 6.25% 0.00199 2,329,267 1,020,827
Peoples Chce Hm Ln 6.80971% 0.00199 1,071,366 1,016,466
RASC Series 2006 KS8 Trust 5.69971% 0.00199 1,049,412 1,017,315
Federal Home Loan Mortgage Corp. 3% 0.00198 1,188,609 1,013,816
Fnma Pass-Thru I 6% 0.00197 985,654 1,008,375
Government National Mortgage Association 4% 0.00197 1,083,330 1,006,152
Federal Home Loan Mortgage Corp. 4% 0.00197 1,078,746 1,007,210
Federal National Mortgage Association 6.5% 0.00197 983,159 1,008,569
Fnma Pass-Thru I 4.5% 0.00196 1,062,121 1,003,419
Federal Home Loan Mortgage Corp. 5.5% 0.00196 1,015,377 1,004,039
Novastar Mortgage Funding Trust 5.81971% 0.00196 3,042,526 1,005,268
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.38971% 0.00196 1,097,497 1,005,389
GSR Mortgage Loan Trust 2006-8F 6.5% 0.00196 2,084,475 1,002,500
UBS Group AG 2.125% 0.00196 800,000 1,004,286
CNA Financial Corporation 2.05% 0.00195 1,200,000 1,000,512
Goldman Sachs Bank USA 6.08705% 0.00195 1,000,000 1,000,711
Aker BP ASA 4% 0.00195 1,100,000 998,938
Rfmsi Series Trust 4.96273% 0.00194 1,506,929 991,273
Spclty Undrw & Res 5.80971% 0.00194 1,832,885 993,464
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 0.00194 1,100,000 993,300
Federal Home Loan Mortgage Corp. 3.5% 0.00194 1,097,485 994,858
Government National Mortgage Association 3% 0.00194 1,135,746 994,574
Niagara Mohawk Power Corp. 3.508% 0.00194 1,000,000 993,203
RALI Series 2006 QA8 Trust 5.81971% 0.00193 1,090,561 986,411
Essex Portfolio Lp 2.55% 0.00193 1,180,000 985,531
Federal Home Loan Mortgage Corp. 6.5% 0.00193 968,971 989,944
Federal National Mortgage Association 4% 0.00193 1,060,314 990,042
Scentre Group Trust 1 / Scentre Group Trust 2 3.5% 0.00193 1,000,000 986,376
Fnma Pass-Thru I 4% 0.00193 1,079,096 989,076
Citigroup Mortgage Loan Trust 3.24999% 0.00191 1,170,000 978,955
Mastr Reperforming 5.81971% 0.00191 1,938,316 976,105
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.43471% 0.00191 1,003,827 976,304
Fnma Pass-Thru I 4.5% 0.00191 1,035,058 977,847
Federal Home Loan Mortgage Corp. 5.5% 0.00191 991,274 978,972
Federal Home Loan Mortgage Corp. 5.5% 0.00191 990,951 978,474
Bear Stearns Arm Trust 5.69631% 0.00191 1,172,514 976,159
Government National Mortgage Association 5% 0.00190 971,847 971,692
Fnma Pass-Thru I 5.5% 0.00190 983,369 971,628
Securitised Asset Backed LLC 5.93971% 0.00190 2,792,425 971,534
Government National Mortgage Association 5.86732% 0.00190 973,099 971,250
CWMBS Inc 4.41221% 0.00190 1,249,469 974,994
Federal Home Loan Mortgage Corp. 4.5% 0.00190 1,028,756 970,391
Federal National Mortgage Association 6% 0.00190 953,636 973,656
Rbssp Resecuritization Trust 2011-4 5.67971% 0.00189 1,059,564 968,582
Fnma Pass-Thru I 4.5% 0.00189 1,027,062 970,062
Government National Mortgage Association 3% 0.00189 1,103,361 968,391
Government National Mortgage Association 3.5% 0.00189 1,065,758 965,868
Option One Mortgage Loan Trust 5.78971% 0.00188 2,003,021 960,349
JP Morgan Mortgage Trust 6.5% 0.00187 2,739,799 958,384
Banc of America Funding Corporation 5.59125% 0.00187 1,004,077 957,645
Government National Mortgage Association 3% 0.00186 1,088,898 953,549
Federal Home Loan Mortgage Corp. 3% 0.00186 1,116,230 952,613
Federal Home Loan Mortgage Corp. 5.5% 0.00186 936,689 953,536
Indymac MBS Inc 5.14871% 0.00185 1,008,055 945,847
Merrill Lynch Mortgage Investors, Inc. 5.22613% 0.00185 1,016,659 945,445
Federal Home Loan Mortgage Corp. 4.5% 0.00185 1,003,657 947,603
Alternative Loan Trust 6% 0.00185 2,364,309 945,509
DALLAS FORT WORTH TEX INTL ARPT REV 1.329% 0.00185 1,000,000 948,440
Deutsche Alt-A Secs Mtg Ln Tr 5.65971% 0.00184 1,168,223 943,237
Structured Asset Mortgage Investments II Trust 6.07971% 0.00184 1,203,012 940,237
Banc America Mortgage Securitites Inc 5.14401% 0.00184 1,018,856 943,067
Government National Mortgage Association 6.35732% 0.00184 940,661 941,651
American Tower Corporation 3.95% 0.00184 1,000,000 944,086
Fnma Pass-Thru I 3.5% 0.00184 984,457 942,451
Aviation Capital Group LLC 3.5% 0.00183 1,000,000 936,573
Government National Mortgage Association 3% 0.00183 1,074,963 937,784
Federal National Mortgage Association 4% 0.00183 1,005,848 937,895
MASTR Specialized Loan Trust 7% 0.00182 1,341,438 929,648
Fnma Pass-Thru I 5.5% 0.00182 940,337 929,204
Philip Morris International Inc. 5.125% 0.00182 932,000 932,160
Government National Mortgage Association 3% 0.00182 1,060,721 930,980
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 6.82601% 0.00181 1,029,091 928,788
Fnma Pass-Thru I 3% 0.00181 1,089,172 928,994
Federal Home Loan Mortgage Corp. 3.5% 0.00181 1,034,454 927,653
Fnma Pass-Thru I 3% 0.00181 1,079,545 924,496
CIFC Funding 2014-II-R LTD / LLC 6.63455% 0.00181 923,400 924,403
Federal National Mortgage Association 3% 0.00181 1,027,238 925,842
Federal National Mortgage Association 6% 0.00180 900,607 921,354
J P Morgan Mortgage Acquisition Corporation 6.337% 0.00180 1,565,186 920,579
Sequoia Mtg Trust 3.91441% 0.00180 1,379,419 920,792
Jubilee CLO 2014-XI Designated Activity Company 4.516% 0.00180 860,642 923,442
Federal National Mortgage Association 6.352% 0.00180 921,958 920,560
Federal National Mortgage Association 4% 0.00180 983,190 919,984
Fnma Pass-Thru I 3.5% 0.00179 964,155 916,482
Exelon Corporation 3.95% 0.00179 933,000 918,456
Fnma Pass-Thru I 3.5% 0.00179 938,646 918,170
Volkswagen Group of America Finance LLC 5.25% 0.00178 915,000 909,463
Fnma Pass-Thru I 6% 0.00178 909,304 913,546
Federal National Mortgage Association 4.5% 0.00178 963,991 910,015
Morgan Stanley ML 5.77971% 0.00178 993,600 909,700
JP Morgan Mortgage Trust 5.11153% 0.00177 1,056,849 906,311
Federal National Mortgage Association 3.5% 0.00177 948,946 906,760
Mastr Seasoned Sec 6.5% 0.00177 955,534 907,396
Federal National Mortgage Association 3.5% 0.00176 913,444 898,625
Government National Mortgage Association 5.93732% 0.00176 900,393 899,592
TOWD POINT MORTGAGE TRUST 2.71% 0.00176 964,903 903,383
Fnma Pass-Thru I 4.5% 0.00176 953,424 900,512
Federal Home Loan Mortgage Corp. 5.5% 0.00176 910,886 900,962
Morgan Stanley ML 5.61971% 0.00175 3,250,377 898,449
Structured Adj Rate Mtg Loan Trust 4.13293% 0.00175 1,733,959 895,703
Residential Asset Securities Corp. 6.01971% 0.00175 904,085 895,138
T-Mobile USA, Inc. 2.05% 0.00175 1,000,000 898,438
F&G Annuities & Life Inc. 6.5% 0.00175 900,000 897,441
Federal Home Loan Mortgage Corp. 4.5% 0.00175 949,655 896,910
J.P. MORGAN MORTGAGE TRUST 2023-DSC2 5.25% 0.00174 905,885 889,218
Fnma Pass-Thru I 5.5% 0.00174 901,102 890,035
HSBC Holdings PLC 5.402% 0.00174 900,000 890,817
CWABS Asset-Backed Certificates Trust 2007-7 5.68971% 0.00174 907,197 892,565
San Diego Gas & Electric Company 3.32% 0.00173 1,300,000 885,729
Mather Foundation 2.675% 0.00173 1,050,000 884,193
UBS Group AG 2.125% 0.00173 800,000 887,895
Federal Home Loan Mortgage Corp. 6.397% 0.00173 863,187 886,538
Federal National Mortgage Association 3% 0.00173 945,693 884,521
Federal National Mortgage Association 4% 0.00172 937,517 878,120
Kilroy Realty L.P. 4.375% 0.00172 900,000 881,246
Federal National Mortgage Association 4% 0.00172 938,189 878,852
Bcap Llc Trust 5.79238% 0.00172 1,284,323 879,691
Government National Mortgage Association 3% 0.00172 1,003,607 880,839
Federal National Mortgage Association 4% 0.00171 945,549 875,792
Federal Home Loan Mortgage Corp. 4% 0.00171 955,148 875,448
Morgan Stanley ABS Capital I Inc 5.60971% 0.00170 1,753,412 869,000
Merrill Lynch Firs 5.79971% 0.00170 2,161,582 870,859
Morgan Stanley ABS Capital I Inc 5.65971% 0.00170 1,849,589 872,206
CWABS Inc. 6.80971% 0.00170 889,254 869,301
Indymac MBS Inc 3.946% 0.00169 1,272,800 863,665
Bear Stearns Arm Trust 4.74284% 0.00168 914,087 860,536
Fnma Pass-Thru I 4.5% 0.00168 909,300 858,836
Citigroup Mortgage Loan Trust 4.28372% 0.00167 1,013,545 855,412
Federal Home Loan Mortgage Corp. 4.5% 0.00167 903,496 853,318
Fnma Pass-Thru I 4% 0.00167 912,173 854,389
ICG US CLO Ltd. 6.66617% 0.00167 855,677 857,024
Washington Mut Mtg 6% 0.00166 1,038,684 851,530
Merrill Lynch Mortgage Investors, Inc. 5.53114% 0.00166 898,291 851,896
Suntrust Alt Loan 5.75% 0.00166 1,017,617 847,395
Essex Portfolio Lp 3.375% 0.00166 880,000 850,239
Fnma Pass-Thru I 3% 0.00166 995,168 848,299
Federal National Mortgage Association 4% 0.00165 922,052 845,052
Roundstone Securities No. 2 Designated Activity Co. 0% 0.00165 789,000 845,333
The Cigna Group 5% 0.00165 850,000 846,706
Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd 6.5% 0.00165 840,000 842,344
Fnma Pass-Thru I 3% 0.00165 993,222 845,947
Indymac Indx Mtg 3.28465% 0.00165 1,098,018 842,668
Fnma Pass-Thru I 3% 0.00164 972,683 840,232
Federal National Mortgage Association 3.5% 0.00164 851,366 838,438
Shackleton 2014-V-R Clo Ltd / Llc 6.68916% 0.00163 832,106 832,485
Greensaif Pipelines Bidco S.a r.l. 6.51% 0.00163 800,000 833,010
Federal National Mortgage Association 4% 0.00163 889,149 832,816
First Nlc Trust 5.91971% 0.00162 966,472 831,545
Bcap Llc Tr 07-Aa1 4.56435% 0.00162 1,060,238 827,677
Federal National Mortgage Association 4% 0.00162 888,624 829,283
Federal National Mortgage Association 4% 0.00162 888,355 831,427
Verus Securitization Tr 2022-2 4.26% 0.00161 881,310 824,788
Federal Home Loan Mortgage Corp. 5.5% 0.00161 835,517 824,632
Fnma Pass-Thru I 3% 0.00161 967,389 824,550
Fnma Pass-Thru I 3.5% 0.00160 848,345 818,116
Federal National Mortgage Association 6.5% 0.00160 818,943 821,495
Federal National Mortgage Association 4% 0.00160 867,759 818,271
Federal Home Loan Mortgage Corp. 3% 0.00159 956,420 815,811
Morgan Stanley 5.656% 0.00159 800,000 813,741
Cwalt Incorporation 5.80971% 0.00159 2,041,648 813,716
JP Morgan Mortgage Trust 4.52224% 0.00159 1,028,493 811,699
Cwalt Incorporation 6.5% 0.00158 1,704,064 810,762
Banc of America Funding Corporation 4.92335% 0.00158 937,755 806,332
Government National Mortgage Association 6.03732% 0.00158 811,231 809,038
Federal Home Loan Mortgage Corp. 3% 0.00158 948,083 808,211
Federal Home Loan Mortgage Corp. 6% 0.00157 799,336 803,238
Fnma Pass-Thru I 5.5% 0.00157 812,057 801,963
Alternative Loan Trust 6% 0.00157 1,430,893 804,622
Federal National Mortgage Association 4% 0.00156 852,947 798,731
Federal National Mortgage Association 4% 0.00156 852,560 798,547
Government National Mortgage Association 3% 0.00156 911,382 798,099
Federal National Mortgage Association 4% 0.00156 853,361 799,289
Black Diamond CLO 2017-2 Designated Activity Company 4.757% 0.00156 743,254 796,600
Federal National Mortgage Association 3% 0.00155 848,625 793,738
TOWD POINT HE TRUST 0.918% 0.00155 828,210 795,665
Federal National Mortgage Association 4% 0.00155 842,619 791,525
AT&T Inc 3.85% 0.00155 1,140,000 795,771
Residential Fdg I 5.10667% 0.00155 910,642 793,174
Fnma Pass-Thru I 4.5% 0.00154 834,825 788,554
Federal National Mortgage Association 6.084% 0.00154 772,716 787,026
Harborview Mtg Loan Trust 4.23128% 0.00154 1,902,341 786,562
JP Morgan Mortgage Trust 5.11153% 0.00154 926,813 787,789
Peru (Republic Of) 5.94% 0.00154 3,000,000 788,139
Ripon Ppn *Proxy* 0.00153 618,308 781,603
Fnma Pass-Thru I 5.5% 0.00153 793,090 784,252
Ford Motor Credit Company LLC 4.134% 0.00153 800,000 785,314
Merrill Lynch Mortgage Investors, Inc. 5.93971% 0.00153 1,524,411 784,366
Welltower OP LLC 4.25% 0.00153 800,000 784,070
Alternative Loan Trust 6.25% 0.00153 1,694,649 783,279
Banc America Funding Trust 5.87971% 0.00152 1,002,091 780,531
Government National Mortgage Association 3.5% 0.00152 847,388 779,241
GS Mortgage Securities Corp 4.968% 0.00152 1,507,846 777,435
Federal Home Loan Mortgage Corp. 5% 0.00152 804,531 778,180
United Air Lines, Inc. 4.3% 0.00152 792,482 780,422
Federal Home Loan Mortgage Corp. 3% 0.00152 912,558 778,357
Ally Financial Inc. 2.2% 0.00151 890,000 771,018
Fnma Pass-Thru I 3.5% 0.00151 808,152 772,246
Fnma Pass-Thru I 5.5% 0.00151 783,982 775,486
Federal National Mortgage Association 6% 0.00151 753,454 770,812
Fnma Pass-Thru I 3% 0.00151 908,992 774,629
Resident Asset Sec 6.25% 0.00151 1,931,714 772,764
Federal National Mortgage Association 6% 0.00151 756,387 773,810
VERUS SECURITIZATION TRUST 2023-4 5.811% 0.00150 773,499 769,645
Government National Mortgage Association 5.63% 0.00150 770,267 766,969
New Century Home Equity Loan Trust 2005-1 6.17971% 0.00150 794,484 765,376
GS Mortgage Securities Corp 5.5% 0.00150 780,232 766,019
GS Mortgage Securities Corp 6.77971% 0.00150 896,257 769,717
Federal Home Loan Mortgage Corp. 3.5% 0.00150 845,544 766,651
Cwalt Incorporation 6.03971% 0.00150 836,128 768,754
Structured Adj Rate Mtg Loan Trust 5.2688% 0.00150 1,490,960 769,678
Federal Home Loan Mortgage Corp. 0.55249% 0.00149 9,899,482 764,794
Citigroup Mortgage Loan Trust 6.851% 0.00149 2,070,437 760,883
LXP Industrial Trust 2.7% 0.00148 900,000 759,864
Starm Mtg Ln Tr 6.60314% 0.00148 1,133,125 757,528
Wamu Mortgage Pass-Through CTFS TR 6.581% 0.00148 2,830,751 756,618
Cwalt Incorporation 5.5% 0.00148 1,297,675 756,244
Bear Stearns Alternative A Trust 4.65184% 0.00148 1,479,383 759,911
Cwalt Incorporation 6.03971% 0.00148 884,302 756,609
Santander Holdings USA Inc. 3.244% 0.00148 800,000 758,452
U.S. Bancorp. 4.839% 0.00148 800,000 758,791
Securitised Asset Backed LLC 5.77971% 0.00148 2,171,886 755,675
Mastr Adjustable Rate Mortgages Trust 4.57019% 0.00147 809,530 753,508
Morgan Stanley ABS Capital I Inc 5.68971% 0.00146 1,399,177 745,646
Federal Home Loan Mortgage Corp. 3% 0.00146 878,025 748,111
Federal National Mortgage Association 3.5% 0.00146 760,840 749,282
Federal National Mortgage Association 3% 0.00146 847,727 747,998
Federal National Mortgage Association 4% 0.00145 793,015 742,834
Government National Mortgage Association 3% 0.00145 848,082 744,349
Federal Home Loan Mortgage Corp. 6% 0.00145 725,558 741,963
Federal Home Loan Mortgage Corp. 5.995% 0.00145 737,400 743,936
Peoples Chce Hm Ln 6.13971% 0.00145 772,441 744,160
Merrill Lynch Mortgage Investors, Inc. 7.28817% 0.00144 794,506 738,641
Federal National Mortgage Association 3.5% 0.00144 746,824 736,185
Structured Adj Rate Mtg Loan Trust 5.31218% 0.00144 1,032,856 737,027
Federal Home Loan Mortgage Corp. 6.02751% 0.00144 738,609 738,439
Lehman Mortgage Trust 5.09607% 0.00144 809,982 736,758
Federal National Mortgage Association 4% 0.00143 782,507 732,930
Oak Hill European Credit Partners IV DAC 4.627% 0.00143 685,081 734,603
Federal National Mortgage Association 4% 0.00143 783,372 733,868
Alternative Loan Trust 6% 0.00143 1,589,416 730,408
Federal National Mortgage Association 4% 0.00143 782,914 733,364
Bcap Llc Trust 5.25% 0.00143 820,712 731,145
Federal Home Loan Mortgage Corp. 7.645% 0.00143 730,061 731,424
JP Morgan Alt 6 A7 4.59966% 0.00143 677,844 733,472
Federal National Mortgage Association 4% 0.00142 782,589 729,067
Federal Home Loan Mortgage Corp. 3.5% 0.00142 758,538 724,828
Federal National Mortgage Association 3% 0.00142 822,671 727,968
JP Morgan Alt Loan 5.73971% 0.00142 694,875 727,988
Federal National Mortgage Association 4% 0.00141 781,780 724,346
Bear Stearns Structured Prods Inc 4.2004% 0.00141 947,494 721,139
Exelon Corporation 2.75% 0.00141 770,000 721,967
Fnma Pass-Thru I 5.5% 0.00141 730,773 721,927
Fnma Pass-Thru I 5.5% 0.00141 731,938 723,800
Federal National Mortgage Association 7.318% 0.00141 707,817 722,936
Government National Mortgage Association 6.03732% 0.00140 718,474 716,252
Structured Asset Mortgage Investments II Trust 6.55277% 0.00140 916,158 715,318
Prudential Funding Asia PLC 3.125% 0.00140 800,000 717,217
Harborview Mtg Loan Trust 6.15315% 0.00139 791,140 711,407
STIF FUND (NOK) 0.00139 7,583,215 712,206
Structured Asset Securities Corp. 5.75% 0.00139 1,309,792 712,089
Sequoia Mtg Trust 5.29079% 0.00139 972,014 714,025
Fnma Pass-Thru I 3% 0.00139 835,005 711,321
Fnma Pass-Thru I 4% 0.00139 761,645 712,356
Federal Home Loan Mortgage Corp. 5.5% 0.00139 718,385 710,565
Federal National Mortgage Association 3.5% 0.00139 785,621 710,733
Fnma Pass-Thru I 3% 0.00139 837,136 713,380
MASTR Alternative Loan Trust 5.85971% 0.00139 6,806,337 711,319
Federal National Mortgage Association 6% 0.00139 693,478 712,285
RALI Series Trust 6.5% 0.00138 894,939 705,601
Government National Mortgage Association 4% 0.00138 762,523 707,166
Morgan Stanley ABS Capital I Inc 5.51971% 0.00137 799,596 701,390
CITIGROUP MORTGAGE LOAN TRUST 2024-RP3 0% 0.00137 698,140 702,039
Qorvo Inc 1.75% 0.00137 716,000 702,055
Federal Home Loan Mortgage Corp. 5.5% 0.00137 709,826 700,901
Torrey Pines Re Limited 0.5% 0.00137 700,000 703,885
Morgan Stanley 5.123% 0.00136 700,000 697,429
Government National Mortgage Association 3% 0.00136 799,836 696,678
Federal National Mortgage Association 5% 0.00136 749,164 698,242
Federal National Mortgage Association 4% 0.00136 741,210 695,460
NEW YORK ST URBAN DEV CORP REV 1.827% 0.00136 800,000 697,222
FS KKR Capital Corp 6.875% 0.00136 700,000 694,340
Federal National Mortgage Association 3.5% 0.00136 708,739 698,706
Morgan Stanley ABS Capital I Inc 5.55971% 0.00136 1,223,945 698,149
Fnma Pass-Thru I 5% 0.00136 721,332 697,783
Federal National Mortgage Association 3% 0.00136 744,355 696,198
TTAN 2021-MHC 6.29348% 0.00135 697,505 692,444
Federal National Mortgage Association 3% 0.00135 810,261 693,374
Morgan Stanley ML 6% 0.00135 1,332,964 689,875
Adjustable Rate Mortgage Trust 3.79229% 0.00135 842,578 688,733
Rali Ser 07-Qa2 Tr 5.87971% 0.00135 792,268 689,086
Federal Home Loan Mortgage Corp. 3.5% 0.00135 739,419 689,548
Fnma Pass-Thru I 6% 0.00135 686,623 690,770
Merrill Lynch Mortgage Investors, Inc. 5.63685% 0.00135 728,208 691,513
Structured Asset Mortgage Investments II Trust 5.95315% 0.00135 754,041 693,414
Federal Home Loan Mortgage Corp. 3.5% 0.00135 699,595 688,745
Structured Adj Rate Mtg Loan Trust 5.75971% 0.00134 787,398 687,772
GSAA Home Equity Trust 6.05971% 0.00134 1,801,283 685,257
Government National Mortgage Association 4% 0.00134 739,752 685,836
Federal Home Loan Mortgage Corp. 6.218% 0.00134 677,215 685,109
LENDMARK FUNDING TRUST 1.9% 0.00134 750,000 688,291
Residential Asset Mortgage Products, Inc. 6.05971% 0.00134 824,030 688,098
Government National Mortgage Association 3.5% 0.00134 747,982 687,827
Fnma Pass-Thru I 3.5% 0.00134 698,200 686,900
Federal Home Loan Mortgage Corp. 3.5% 0.00134 757,758 687,064
Fnma Pass-Thru I 3% 0.00133 798,640 680,420
American Tower Corporation 2.4% 0.00133 700,000 683,431
Federal Home Loan Mortgage Corp. 6.5% 0.00133 658,118 679,586
Federal Home Loan Mortgage Corp. 3.5% 0.00133 715,045 679,693
1ST Horizon Mtg 5.96756% 0.00133 731,837 681,736
Banc America Funding Trust 4.45065% 0.00133 848,412 682,751
Federal National Mortgage Association 4% 0.00133 727,552 681,461
Alternative Loan Trust 5.95971% 0.00132 910,089 674,981
Federal Home Loan Mortgage Corp. 5.84751% 0.00132 684,384 674,611
Deutsche Bank AG New York Branch 3.729% 0.00132 800,000 674,829
Banc Amer Fdg 06-C 5.41647% 0.00132 822,073 677,510
CWMBS Inc 4.73058% 0.00131 733,552 672,913
1ST Horizon Mtg 5.5% 0.00131 1,066,250 671,166
Adjustable Rate Mortgage Trust 5.91214% 0.00131 935,951 670,936
Jp Morg Mtg Tr16-4 3.5% 0.00131 758,953 672,389
Structured Asset Securities Corp. 8.00971% 0.00131 685,815 670,004
Federal National Mortgage Association 4% 0.00130 711,974 666,143
Rali Ser 06-Qs16 6% 0.00130 878,892 665,836
Federal National Mortgage Association 0.85017% 0.00130 5,546,477 667,570
Banc America Funding Trust 5.5% 0.00130 727,510 663,639
Government National Mortgage Association 6.03732% 0.00129 661,730 662,005
Winston RE Ltd. 15.62353% 0.00129 670,000 660,637
Federal National Mortgage Association 4% 0.00129 706,500 661,738
Government National Mortgage Association 4% 0.00128 705,957 655,665
Federal National Mortgage Association 3.5% 0.00128 684,984 656,733
Government National Mortgage Association 3.875% 0.00128 650,792 654,936
RALI Series Trust 6% 0.00128 818,073 655,740
ENEL Finance International N.V. 2.25% 0.00128 800,000 652,849
Banc America Funding Trust 3.38711% 0.00128 813,718 657,320
Fnma Pass-Thru I 3% 0.00128 697,982 652,834
Federal National Mortgage Association 4% 0.00127 696,772 652,629
Residential Asset Securities Corp. 6.03971% 0.00127 691,325 648,739
Washington Mut Mtg 4.99434% 0.00127 702,773 649,589
Federal Home Loan Mortgage Corp. 3.5% 0.00127 725,723 650,817
BSST 2021-1818 MORTGAGE TRUST 6.49348% 0.00127 700,000 647,725
Government National Mortgage Association 5.78732% 0.00126 645,236 643,330
Structured Adj Rate Mtg Loan Trust 4.88966% 0.00126 895,824 645,935
Alternative Loan Trust 6% 0.00126 1,458,351 647,189
Resident Asset Sec 6.25% 0.00125 1,773,683 637,946
Federal National Mortgage Association 4% 0.00125 682,324 639,097
Ameriquest Mortgage Securities 5.707% 0.00125 686,290 638,004
Fnma Pass-Thru I 3.5% 0.00125 663,605 641,625
Federal National Mortgage Association 4% 0.00125 685,571 642,141
Federal National Mortgage Association 6.353% 0.00125 639,520 638,505
Cwalt Incorporation 5.5% 0.00125 1,094,508 640,084
Deutsche Mtg & Asset 2014-RS1 4.58699% 0.00124 640,040 635,790
Home Equity Asset Trust 6.55471% 0.00124 645,041 635,676
Federal National Mortgage Association 3.5% 0.00124 681,262 634,179
Carlyle Euro Clo 2017-2 Designated Activity Co. 4.458% 0.00124 593,549 636,755
Chase Mortgage Financial Trust 5.63379% 0.00123 670,881 632,058
American Transmission Systems, Incorporated 5% 0.00123 700,000 628,047
Fnma Pass-Thru I 3% 0.00123 739,285 630,300
Soundview Home Loan Trust 5.63971% 0.00122 648,057 623,333
Federal Home Loan Mortgage Corp. 3% 0.00122 732,069 623,432
CBL & Associates Properties Inc New 0.00122 26,809 626,794
Federal National Mortgage Association 4% 0.00122 666,113 623,496
Cwalt Incorporation 5.5% 0.00122 1,105,049 624,343
Fnma Pass-Thru I 4% 0.00122 681,293 624,703
Fnma Pass-Thru I 4% 0.00121 675,998 619,883
Federal National Mortgage Association 3.5% 0.00121 628,805 617,482
Alternative Loan Trust 6% 0.00121 1,170,249 620,681
Home Equity Mortgage Loan Asset-Backed Trust Series INDS 2006-A 5.57971% 0.00121 898,073 617,248
C-Bass Trust 6.78% 0.00121 700,096 620,365
Federal National Mortgage Association 3.5% 0.00121 628,687 618,146
British Airways PLC 2.9% 0.00121 715,444 619,389
Indymac MBS Inc 5.93971% 0.00120 685,364 616,455
Bear Stearns Alternative A Trust 5.77971% 0.00120 671,852 613,695
United States Treasury Bonds 0.625% 0.00120 818,268 615,098
Bear Stearns Arm Trust 4.80944% 0.00120 693,767 613,136
JP Morgan Mortgage Trust 4.98731% 0.00120 776,445 616,737
UBS AG, London Branch 5.65% 0.00119 600,000 611,337
Federal Home Loan Mortgage Corp. 1.06249% 0.00119 5,240,583 611,331
Government National Mortgage Association 4% 0.00119 656,574 609,800
Citigroup Mortgage Loan Trust 4.56435% 0.00118 725,271 604,084
Cwalt Incorporation 5.5% 0.00118 720,167 602,480
Rali Ser 06-Qs13 6% 0.00118 787,057 602,826
Federal National Mortgage Association 6.153% 0.00117 583,401 596,524
Merrill Lynch Mortgage Investors, Inc. 5.22613% 0.00117 644,529 598,145
Morgan Stanley ML 6.17971% 0.00117 2,257,300 598,390
Fnma Pass-Thru I 3% 0.00116 688,755 595,484
First Franklin Mortgage Loan Trust 2005-FF4 6.88471% 0.00116 596,689 592,043
Federal National Mortgage Association 6% 0.00116 581,419 591,619
Fnma Pass-Thru I 3% 0.00116 698,446 595,037
Lehman Mortgage Trust 6% 0.00116 1,204,806 594,512
Chase Mortgage Financial Trust 4.64885% 0.00116 697,386 591,433
Fnma Pass-Thru I 4.5% 0.00116 629,032 594,490
Federal National Mortgage Association 4% 0.00116 633,068 591,946
New Century Home Equity Loan Trust 2005-1 6.13471% 0.00116 587,878 596,138
Federal Home Loan Mortgage Corp. 6.55277% 0.00116 643,026 595,623
Fnma Pass-Thru I 3% 0.00115 681,044 586,569
Federal National Mortgage Association 3.5% 0.00114 603,299 581,743
Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 6.38971% 0.00114 613,871 586,005
Federal National Mortgage Association 4% 0.00114 623,675 584,090
Federal Home Loan Mortgage Corp. 6% 0.00114 581,883 585,099
Federal Home Loan Mortgage Corp. 3.5% 0.00114 645,488 585,405
Federal National Mortgage Association 4% 0.00114 627,495 585,103
Federal National Mortgage Association 3% 0.00114 659,943 582,316
Qatar (State of) 5.103% 0.00114 600,000 585,063
CWABS Asset-Backed Certificates Trust 2007-4 5.714% 0.00114 580,725 584,100
Government National Mortgage Association 3.5% 0.00113 641,127 580,442
Federal National Mortgage Association 0% 0.00113 652,690 579,411
Bear Stearns Arm Trust 7.66% 0.00113 630,290 580,076
Sands China Ltd. 4.05% 0.00113 600,000 581,005
RALI Series Trust 6.25% 0.00113 774,417 578,823
Crown Castle Inc. 3.7% 0.00113 600,000 580,137
Banc of America Funding Corporation 5.75% 0.00113 756,015 579,160
Cwalt Alt 2006-J8 5.64315% 0.00112 562,215 574,268
Alexandria Real Estate Equities, Inc. 3.95% 0.00112 600,000 574,770
Federal Home Loan Mortgage Corp. 0.55249% 0.00112 5,072,990 572,306
Morgan Stanley ML 6.07709% 0.00112 2,406,016 573,040
Federal National Mortgage Association 3% 0.00112 645,533 572,951
Fnma Pass-Thru I 4% 0.00112 614,954 574,743
New Century Home Equity Loan Trust 2005-1 6.34471% 0.00112 575,928 575,469
Federal National Mortgage Association 3.5% 0.00111 579,855 570,821
Federal National Mortgage Association 5.5% 0.00111 573,559 566,720
Lehman Mortgage Trust 4.50527% 0.00111 3,322,663 566,019
Suntrust Alt Loan 5.75% 0.00111 668,957 570,149
Banc America Funding Trust 5.83315% 0.00111 702,462 570,022
Federal Home Loan Mortgage Corp. 3% 0.00111 581,341 566,525
Federal National Mortgage Association 4% 0.00111 607,268 568,800
CWMBS Inc 5.79971% 0.00111 603,157 567,506
Fnma Pass-Thru I 3.5% 0.00110 590,400 562,301
Banc America Funding Trust 4.78877% 0.00110 653,435 561,563
Nomura Home Equity 6.532% 0.00110 2,627,911 562,492
Indymac MBS Inc 3.55254% 0.00110 919,461 562,897
Adjustable Rate Mortgage Trust 5.60377% 0.00110 606,424 561,642
Pennsylvania Electric Company 3.25% 0.00110 600,000 561,990
Fnma Pass-Thru I 3% 0.00110 660,373 563,346
Sound Point CLO XVIII Limited/LLC 6.70617% 0.00110 560,622 560,986
Federal National Mortgage Association 3.5% 0.00109 599,883 560,444
Federal National Mortgage Association 4% 0.00109 596,371 556,609
Federal Home Loan Mortgage Corp. 6% 0.00109 547,300 555,630
Chaseflex Trust 5.95971% 0.00109 1,332,399 558,294
Residential Accredit Loans Inc 0% 0.00109 673,104 555,753
Dsla Mortgage Loan Trust 5.63315% 0.00109 546,651 559,012
Midocean Credit CLO II / LLC 6.61648% 0.00109 559,484 560,353
CWMBS Inc 3.95862% 0.00109 607,989 557,983
Option One Mortgage Loan Trust 5.70971% 0.00109 1,133,335 556,419
Bear Stearns Structured Prods Inc 5.15885% 0.00109 757,654 557,558
CSMC Mortgage-Backed Trust Series 2007-1 5.8631% 0.00109 2,601,889 559,849
Federal Home Loan Mortgage Corp. 3.5% 0.00109 582,893 556,997
Federal Home Loan Mortgage Corp. 5.5% 0.00108 561,221 555,072
Federal National Mortgage Association 4% 0.00108 593,714 550,846
Bear Stearns Asset Backed Securities I Trust 5.85971% 0.00108 665,021 554,975
Banc America Funding Trust 6.388% 0.00108 695,001 554,122
Federal National Mortgage Association 5.5% 0.00108 559,018 551,805
Federal National Mortgage Association 5% 0.00108 563,047 551,146
Federal National Mortgage Association 3.5% 0.00108 618,613 554,786
Federal Home Loan Mortgage Corp. 3.5% 0.00107 607,224 547,068
Asset Backed Secs Corp Home Equity Loan 6.79332% 0.00107 552,925 545,941
Federal Home Loan Mortgage Corp. 3% 0.00107 645,271 549,798
CHL Mortgage Pass-Through Trust 4.4251% 0.00107 640,681 550,093
Federal National Mortgage Association 4% 0.00106 582,385 542,507
Fnma Pass-Thru I 6% 0.00106 539,362 544,129
Federal Home Loan Mortgage Corp. 6.12% 0.00106 539,518 545,217
Morgan Stanley ML 7.00391% 0.00106 1,616,864 541,472
Government National Mortgage Association 3.5% 0.00105 586,103 539,389
Federal National Mortgage Association 3.5% 0.00105 555,727 537,889
Fnma Pass-Thru I 3% 0.00105 623,887 537,953
Federal National Mortgage Association 3% 0.00105 572,141 535,122
CWMBS Inc 6% 0.00105 1,201,896 539,460
Federal National Mortgage Association 4% 0.00105 576,798 539,955
Alternative Loan Trust 2006-Oa8 5.83971% 0.00105 543,386 539,259
Option One Mortgage Loan Trust 5.63971% 0.00105 956,298 539,632
Harborview Mtg Loan Trust 6.09315% 0.00104 665,453 530,163
Fnma Pass-Thru I 5.5% 0.00104 536,789 531,097
Government National Mortgage Association 3% 0.00104 603,368 529,980
Federal National Mortgage Association 5.5% 0.00104 541,297 534,621
Fnma Pass-Thru I 3.5% 0.00104 556,220 531,498
Citigroup Mortgage Loan Trust 4.18604% 0.00104 876,387 533,588
Federal National Mortgage Association 3.5% 0.00104 540,939 532,513
Spclty Undrw & Res 6.43471% 0.00103 534,130 525,220
Alternative Loan Trust 6.5% 0.00103 1,402,295 527,581
Federal Home Loan Mortgage Corp. 5% 0.00103 529,351 529,245
Citigroup Mortgage Loan Trust 4.71531% 0.00103 621,422 526,102
Federal National Mortgage Association 3.5% 0.00103 546,099 526,976
Federal National Mortgage Association 5.602% 0.00103 528,761 528,278
Rali Ser 06-Qs13 6% 0.00103 688,674 527,473
Banc Amer Alternative Loan Trust 6% 0.00102 627,986 520,074
Nomura Home Equity 6.25971% 0.00102 1,805,676 523,500
Government National Mortgage Association 4% 0.00102 564,266 524,070
Harborview Mtg Loan Trust 7.45971% 0.00102 589,810 523,008
Federal National Mortgage Association 6% 0.00102 510,282 522,042
Federal Home Loan Mortgage Corp. 3% 0.00102 611,813 521,394
Federal Home Loan Mortgage Corp. 6.15751% 0.00102 523,830 523,621
Government National Mortgage Association 5.79366% 0.00102 550,238 521,624
Homebanc Mtg Trust 6.19971% 0.00102 561,577 520,716
Occidental Petroleum Corporation 6.95% 0.00101 519,000 519,000
Federal National Mortgage Association 3.5% 0.00101 538,039 518,520
Federal National Mortgage Association 4% 0.00101 558,130 519,402
Us Renal Superpriority Tl Tsfr1m 0.00100 582,990 511,865
Federal National Mortgage Association 6% 0.00100 502,062 513,202
Federal Home Loan Mortgage Corp. 4% 0.00100 557,056 510,615
Cwalt Incorporation 5.5% 0.00100 1,038,062 512,880
The Boeing Company 6.858% 0.00100 500,000 513,499
1ST Horizon Mtg 4.78291% 0.00100 611,595 512,875
Federal National Mortgage Association 4% 0.00100 547,004 512,008
Federal National Mortgage Association 3% 0.00100 577,816 509,853
Federal National Mortgage Association 5.5% 0.00100 507,388 509,449
Federal National Mortgage Association 4% 0.00099 541,819 505,441
IndyMac INDA Mortgage Loan Trust 3.6963% 0.00099 663,282 505,779
Cwalt Incorporation 5.5% 0.00099 826,291 505,508
Federal Home Loan Mortgage Corp. 0.54489% 0.00099 7,466,456 504,568
Structured Asset Mortgage Investments II Trust 5.95315% 0.00099 547,025 509,192
Highwoods Realty Limited Partnership 3.05% 0.00099 600,000 509,153
Cent CLO 21 Limited 6.55648% 0.00099 507,043 507,381
Federal Home Loan Mortgage Corp. 6.04751% 0.00099 506,600 507,275
Bluemountain Fuji Eur Clo III DAC 1.05% 0.00099 496,205 505,970
Wamu Mtg Pass-Through Ctfs Ser 2007 4.09354% 0.00099 614,942 508,242
Banc America Mortgage Securitites Inc 5.22903% 0.00099 629,065 505,731
JP Morgan Mortgage Trust 5.54944% 0.00098 600,559 501,610
Federal Home Loan Mortgage Corp. 4% 0.00098 545,806 500,589
1345 Avenue of The Americas & Park Avenue Plaza 5.278% 0.00098 511,372 501,598
Federal National Mortgage Association 6.353% 0.00098 501,184 500,531
Merrill Lynch Mtg Inv Trust 5.57971% 0.00097 1,462,549 498,659
Fnma Pass-Thru I 4% 0.00097 533,699 497,640
Government National Mortgage Association 5.93732% 0.00097 498,080 497,654
Wells Fargo Mortgage Backed Secs 6.16989% 0.00097 533,986 495,693
New Century Home Equity Loan Trust 2005-1 6.23971% 0.00096 508,556 491,634
Ford Motor Credit Company LLC 4.389% 0.00096 500,000 489,643
Realty Income Corporation 2.2% 0.00096 550,000 492,375
Government National Mortgage Association 4% 0.00096 527,148 489,595
CWMBS Inc 5.5% 0.00096 889,686 493,510
Sequoia Mtg Trust 4.8981% 0.00096 710,430 490,589
Federal National Mortgage Association 3% 0.00096 558,353 492,672
Federal National Mortgage Association 4% 0.00096 524,385 491,103
Greenpoint Mtg Fdg 6.13971% 0.00096 677,431 491,639
Banc America Mortgage Securitites Inc 5.41776% 0.00096 563,479 489,516
Bear Stearns Arm Trust 5.69979% 0.00096 519,949 489,129
Trans-Allegheny Interstate Line Company 3.85% 0.00096 500,000 490,864
Mastr Adjustable Rate Mortgages Trust 5.91484% 0.00096 518,948 491,748
GSAA Home Equity Trust 6.35971% 0.00096 514,527 492,113
Fnma Pass-Thru I 4% 0.00096 531,444 493,264
CWABS Asset-Backed Certificates Trust 2007-1 5.59971% 0.00095 494,917 486,606
CWMBS Inc 5.75% 0.00095 1,011,600 484,116
Federal National Mortgage Association 3% 0.00095 516,069 487,564
Federal National Mortgage Association 3% 0.00095 552,600 487,670
Federal National Mortgage Association 4% 0.00095 520,729 487,983
Federal National Mortgage Association 5.717% 0.00095 488,815 487,504
Federal National Mortgage Association 3.5% 0.00095 503,852 484,848
Chaseflex Tr 07-1 6% 0.00095 1,290,208 485,129
Federal Home Loan Mortgage Corp. 6.5% 0.00095 478,542 484,183
Rochester Gas and Electric Corporation 1.85% 0.00094 600,000 481,052
UBS Group AG 4.282% 0.00094 500,000 479,704
Federal National Mortgage Association 4% 0.00094 515,813 483,146
Banco do Brasil S.A. (Grand Cayman Branch) 4.875% 0.00094 500,000 479,596
Federal Home Loan Mortgage Corp. 3.5% 0.00094 500,418 481,195
STORE Capital Corp. 2.7% 0.00094 600,000 481,737
Federal National Mortgage Association 3% 0.00093 540,205 476,047
Federal National Mortgage Association 6.49% 0.00093 470,653 475,533
Residential Accredit Loans Inc 4.23263% 0.00093 1,255,021 475,635
Federal Home Loan Mortgage Corp. 4.5% 0.00092 498,209 470,537
Csab Mtg Bkd 06-2 6.22% 0.00092 1,663,765 469,442
Altern Ln 07-Hy5r 6% 0.00092 996,137 471,782
JP Morgan Mortgage Trust 5.24009% 0.00092 611,808 470,384
Cwalt Incorporation 5.5% 0.00092 801,498 468,559
Crown Castle Inc. 2.9% 0.00092 500,000 469,463
Federal Home Loan Mortgage Corp. 5.96751% 0.00092 473,598 470,865
Thornburg Mortgage Securities Trust 4.04573% 0.00092 480,688 471,669
Fnma Pass-Thru I 5.5% 0.00092 475,265 470,094
Bear Stearns Alternative A Trust 5.93971% 0.00092 543,731 471,952
Extra Space Storage LP 4% 0.00092 500,000 469,113
Federal National Mortgage Association 6% 0.00092 459,187 469,765
Federal National Mortgage Association 4% 0.00091 495,734 464,326
Federal Home Loan Mortgage Corp. 4.5% 0.00091 493,588 466,174
Federal Home Loan Mortgage Corp. 3.5% 0.00091 470,718 463,384
Federal Home Loan Mortgage Corp. 4.5% 0.00091 494,308 466,853
Federal National Mortgage Association 4% 0.00091 499,377 467,739
Federal Home Loan Mortgage Corp. 4.5% 0.00091 491,494 463,762
Federal National Mortgage Association 4% 0.00091 499,480 467,680
Federal Home Loan Mortgage Corp. 6% 0.00091 457,924 468,008
Credit Suisse First Boston Mortgage Securities Corp. 6.60971% 0.00091 309,051 466,693
Citigroup Mortgage Loan Trust 5.5% 0.00091 482,595 468,381
Federal National Mortgage Association 4% 0.00091 495,832 464,416
Federal National Mortgage Association 3% 0.00090 500,000 462,583
Federal National Mortgage Association 3% 0.00090 520,600 459,368
Federal Home Loan Mortgage Corp. 6.12% 0.00090 458,909 462,786
Altern Ln 07-Hy5r 5.01014% 0.00090 1,000,290 460,367
Federal Home Loan Mortgage Corp. 6.5% 0.00090 445,504 459,084
Rbssp Resecuritization Trust 2011-4 5.67936% 0.00090 473,947 461,317
Florida Power & Light Co. 3.7% 0.00089 600,000 456,796
Foresea Holding Sa B Regs *Proxy* 0.00089 19,563 457,285
Fnma Pass-Thru I 3.5% 0.00089 475,791 457,033
Rali Ser 06-Qs16 5.85971% 0.00089 659,624 457,095
Federal National Mortgage Association 4% 0.00089 486,320 455,852
Federal National Mortgage Association 3% 0.00089 482,825 454,897
Fnma Pass-Thru I 3.5% 0.00089 506,472 455,979
Lehman Xs Tst 12n 5.85971% 0.00089 460,302 454,460
Fnma Pass-Thru I 6% 0.00089 452,527 454,833
ML Alt Nt Asset Tr 6.05971% 0.00089 1,887,192 456,277
Federal National Mortgage Association 3% 0.00088 474,515 447,978
Wash Mutual A/Bkd 5.57971% 0.00088 1,313,014 449,854
Federal National Mortgage Association 3.5% 0.00088 465,432 448,439
SMB PRIVATE EDUCATION LOAN TRUST 2023-D 0% 0.00088 852 447,988
Federal National Mortgage Association 4% 0.00088 485,503 451,363
Federal National Mortgage Association 3.5% 0.00088 459,143 449,084
Federal National Mortgage Association 6% 0.00088 439,067 448,809
Federal Home Loan Mortgage Corp. 3% 0.00088 523,891 449,545
Indymac MBS Inc 6.27971% 0.00088 530,932 449,389
Structured Asset Securities Corp. 5.82877% 0.00087 465,445 444,743
Residential Accredit Loans Inc 5.99971% 0.00087 835,829 443,776
Government National Mortgage Association 4% 0.00087 478,313 445,170
Wamu Mortgage Pass-Through CTFS TR 4.24636% 0.00087 509,615 444,210
Federal Home Loan Mortgage Corp. 5% 0.00087 447,509 447,722
NXP B V / NXP Funding LLC & NXP USA Inc 5% 0.00087 455,000 443,903
Harborview Mtg Loan Trust 5.93315% 0.00087 472,122 445,282
Asset Backed Funding Corp 6.31971% 0.00087 464,325 444,432
Federal National Mortgage Association 3% 0.00087 502,545 443,188
Federal National Mortgage Association 3.5% 0.00087 452,449 445,275
Fnma Pass-Thru I 4.5% 0.00086 468,022 442,048
Newgate Funding plc 5.48899% 0.00086 358,265 442,239
Federal National Mortgage Association 3.5% 0.00086 457,749 438,863
JP Morgan Mortgage Trust 4.96174% 0.00086 452,447 438,113
Washington Mut Pas 6.949% 0.00086 1,928,514 440,687
Cwalt Incorporation 6% 0.00086 908,342 442,234
GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 4.59% 0.00086 439,106 438,837
WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.87366% 0.00086 500,000 438,538
Federal National Mortgage Association 4% 0.00086 469,870 440,193
GS Mortgage Securities Corp 6.50971% 0.00085 453,191 433,363
Nomura Asset Acceptance Corp Alt Ln tr 6.32% 0.00085 464,544 437,026
Nissan Motor Acceptance Co LLC 2.45% 0.00085 500,000 434,082
Washington Mut Mtg 5.15828% 0.00085 449,575 434,004
Alternative Loan Trust 5.80971% 0.00085 964,148 434,426
PALMER SQUARE LOAN FUNDING LTD 6.38735% 0.00085 437,533 437,710
Alternative Loan Trust 6% 0.00085 773,556 437,517
CIFC Funding 2017-II, Ltd. 6.53617% 0.00085 436,127 436,744
Federal National Mortgage Association 3.5% 0.00085 441,912 434,742
Federal National Mortgage Association 3.5% 0.00085 455,171 433,527
Federal Home Loan Mortgage Corp. 4% 0.00085 473,389 434,048
Wamu Wmalt 07-0c1 5.5% 0.00084 479,585 431,924
JP Morgan Mortgage Trust 5.18449% 0.00084 476,637 430,954
Alternative Loan Trust 6% 0.00084 1,049,773 428,043
Fnma Pass-Thru I 5.5% 0.00084 433,836 429,137
Wamu Mortgage Pass-Through CTFS TR 4.7089% 0.00084 488,358 430,483
Fnma Pass-Thru I 3% 0.00084 502,205 427,763
Federal Home Loan Mortgage Corp. 3.5% 0.00084 447,394 427,503
Government National Mortgage Association 3.5% 0.00083 460,216 423,198
JetBlue Airways Corporation 2.95% 0.00083 475,633 425,428
Federal National Mortgage Association 3% 0.00083 449,374 423,902
Federal National Mortgage Association 4% 0.00083 455,836 426,952
Federal National Mortgage Association 3.5% 0.00083 435,152 422,432
Government National Mortgage Association 4% 0.00083 458,731 426,690
Morgan Stanley ML 4.80131% 0.00083 1,358,353 424,569
Federal Home Loan Mortgage Corp. 3% 0.00083 499,463 425,807
Federal National Mortgage Association 4% 0.00083 451,042 425,818
Altern Ln 07-Hy5r 6% 0.00083 780,572 427,013
Federal National Mortgage Association 6% 0.00082 411,125 420,597
Federal National Mortgage Association 6.066% 0.00082 419,728 421,041
Lanebrook Mortgage Transaction 2020-1 Plc 6.30671% 0.00082 332,668 421,452
Federal National Mortgage Association 3.5% 0.00082 427,600 419,011
Deutsche Alt-A Secs Inc 5.5% 0.00082 513,228 417,913
Chase Mortgage Financial Trust 6% 0.00082 1,054,199 418,102
Federal National Mortgage Association 5.74983% 0.00082 430,161 422,292
JP Morgan Mortgage Trust 4.29599% 0.00081 584,977 416,290
Federal Home Loan Mortgage Corp. 4% 0.00081 450,450 412,900
Federal National Mortgage Association 4% 0.00081 449,821 416,931
Federal Home Loan Mortgage Corp. 3.5% 0.00081 432,720 413,493
Government National Mortgage Association 3.5% 0.00081 458,089 415,575
Fnma Pass-Thru I 4.5% 0.00081 439,980 415,562
MASSACHUSETTS EDL FING AUTH 6.55948% 0.00081 415,021 414,091
JP Morgan Mortgage Trust 5.54944% 0.00081 497,418 415,463
Federal National Mortgage Association 5.94983% 0.00081 423,393 416,458
Federal National Mortgage Association 3% 0.00080 439,455 411,023
Government National Mortgage Association 4% 0.00080 439,717 409,616
Federal National Mortgage Association 6.5% 0.00080 391,313 408,651
Government National Mortgage Association 5.5% 0.00080 409,135 407,795
Morgan Stanley ML 6.20097% 0.00080 1,179,726 408,276
Morgan Stanley ABS Capital I Inc 6.45971% 0.00080 436,411 411,149
Federal National Mortgage Association 3% 0.00080 461,324 407,215
Standard Chartered PLC 6.75% 0.00080 400,000 410,926
Fnma Pass-Thru I 3% 0.00080 432,344 408,143
CHL Mortgage Pass-Through Trust 5.75% 0.00080 880,662 410,795
Cwalt Alt 2007-1t1 6% 0.00080 1,140,769 407,558
C Bass 07 Cb5 Tr 5.70971% 0.00080 662,553 411,507
Federal National Mortgage Association 3.5% 0.00080 415,958 408,587
Government National Mortgage Association 3.5% 0.00079 440,232 403,006
Fnma Pass-Thru I 4% 0.00079 433,303 405,221
Bear Stearns Alternative A Trust 5.13961% 0.00079 454,408 403,898
Citigroup Mortgage Loan Trust 6.25971% 0.00079 430,297 404,378
Chaseflex Trust 6.85% 0.00079 534,943 404,665
Fnma Pass-Thru I 3% 0.00079 477,485 406,866
Federal National Mortgage Association 6% 0.00079 403,294 406,283
Resident Asset Sec 6% 0.00079 1,086,717 401,998
Chase Fdg Mtg Ln 6.09971% 0.00079 415,509 402,552
Federal National Mortgage Association 3% 0.00079 429,810 401,998
Federal Home Loan Mortgage Corp. 4.5% 0.00079 426,279 402,603
Cwalt Incorporation 5.5% 0.00079 752,367 406,293
Federal National Mortgage Association 3% 0.00079 460,969 403,617
Federal Home Loan Mortgage Corp. 6.02751% 0.00079 407,883 405,381
Federal National Mortgage Association 4.5% 0.00079 411,641 403,167
Federal National Mortgage Association 4% 0.00078 427,955 400,922
Federal Home Loan Mortgage Corp. 6.5% 0.00078 396,698 398,517
Federal National Mortgage Association 5.89983% 0.00078 401,510 398,327
Federal National Mortgage Association 5.79983% 0.00078 398,498 397,116
Government National Mortgage Association 4% 0.00078 428,102 396,818
Federal National Mortgage Association 5.84983% 0.00078 404,452 399,005
Federal National Mortgage Association 6.5% 0.00078 398,876 401,393
Government National Mortgage Association 3.5% 0.00078 439,716 399,726
Rfmsi Series Trust 6% 0.00078 480,030 397,134
Federal Home Loan Mortgage Corp. 6% 0.00078 398,836 400,517
Federal Home Loan Mortgage Corp. 6% 0.00078 397,090 398,943
Federal National Mortgage Association 3.5% 0.00078 410,257 399,577
Federal Home Loan Mortgage Corp. 6.16751% 0.00077 393,005 393,052
Fnma Pass-Thru I 3% 0.00077 458,583 394,273
Federal Home Loan Mortgage Corp. 5.985% 0.00077 393,144 395,667
Federal National Mortgage Association 3.5% 0.00077 406,627 394,076
BAYVIEW OPPURTUNITY MASTER FUND VI TRUST 2021-INV6 5% 0.00077 425,209 393,995
Federal National Mortgage Association 6% 0.00077 390,072 391,860
1ST Horizon Mtg 4.84392% 0.00077 938,569 393,031
Federal National Mortgage Association 3% 0.00077 415,519 392,140
GSAA Home Equity Trust 5.81971% 0.00076 422,243 387,739
Federal National Mortgage Association 4% 0.00076 418,772 387,513
American Home Mortgage Investment Trust 7.50391% 0.00076 1,194,145 391,186
Federal National Mortgage Association 3.5% 0.00076 394,621 388,221
Federal National Mortgage Association 3.5% 0.00076 408,730 389,278
GE Capital UK Funding Unlimited Company 5.875% 0.00076 300,000 390,719
Cwalt Incorporation 6% 0.00076 827,097 388,039
CHL Mortgage Pass-Through Trust 6.25% 0.00076 840,686 390,583
Cwalt Incorporation 5.5% 0.00076 588,890 390,437
Government National Mortgage Association 4.75% 0.00075 392,274 384,793
Federal National Mortgage Association 4% 0.00075 410,575 381,945
Federal National Mortgage Association 4% 0.00075 412,337 386,215
Federal National Mortgage Association 3.5% 0.00075 411,570 381,634
Federal National Mortgage Association 3% 0.00075 437,261 385,821
Fnma Pass-Thru I 3.5% 0.00075 401,839 383,985
Indymac Imja Mtg 6.25% 0.00075 885,878 385,757
Cwalt Incorporation 4.7858% 0.00075 444,405 381,466
Federal National Mortgage Association 6.09983% 0.00075 386,354 386,045
JP Morgan Mortgage Trust 5.60094% 0.00075 410,812 386,230
Federal National Mortgage Association 5.90983% 0.00074 379,414 377,286
Federal National Mortgage Association 3% 0.00074 400,899 378,336
Mellon Residential 6.0094% 0.00074 376,105 376,721
Federal National Mortgage Association 3.5% 0.00074 394,433 381,133
Csab Tr 2006-1 6.672% 0.00074 1,389,605 381,269
Federal Home Loan Mortgage Corp. 6% 0.00074 373,439 376,824
Wells Fargo Alt Ln 6.8631% 0.00074 427,337 379,845
Resident Asset Sec 6.5% 0.00074 1,095,359 380,570
Resident Asset Sec 6.5% 0.00074 1,313,225 377,886
Federal Home Loan Mortgage Corp. 6% 0.00073 371,271 373,707
Federal National Mortgage Association 4% 0.00073 398,270 373,040
Government National Mortgage Association 3.5% 0.00073 408,560 375,703
Federal National Mortgage Association 3% 0.00073 425,759 375,711
Banc of America Funding Corporation 6.24501% 0.00072 415,615 370,920
Csmc Trust 2017 6.194% 0.00072 378,556 370,122
CWABS Asset-Backed Certificates Trust 2006-13 5.75971% 0.00072 371,730 369,330
Federal National Mortgage Association 6.5% 0.00072 360,994 369,924
Morgan Stanley ABS Capital I Inc 5.71971% 0.00072 783,380 369,415
Wachovia Mortgage Loan Trust LLC 3.89223% 0.00072 411,678 369,725
Government National Mortgage Association 3.5% 0.00072 399,817 367,659
Federal National Mortgage Association 4.5% 0.00071 383,648 362,358
JP Morgan Mortgage Trust 5.02089% 0.00071 456,198 363,328
CSMC Mortgage-Backed Trust 6% 0.00071 784,349 364,395
Structured Asset M 5.71971% 0.00071 954,009 362,186
Bear Stearns Arm Trust 5.03562% 0.00071 385,607 361,597
Fnma Pass-Thru I 3% 0.00071 386,690 361,679
Mellon Residential 6.14332% 0.00071 386,747 363,371
Fnma Pass-Thru I 3.5% 0.00071 390,873 362,440
Federal Home Loan Mortgage Corp. 6.5% 0.00071 358,711 362,198
Gmacm Mortgage Loan Trust 3.87365% 0.00071 455,111 365,006
Federal National Mortgage Association 3% 0.00071 383,897 363,289
Fnma Pass-Thru I 4.5% 0.00071 385,093 363,402
J P Morgan Mortgage Acquisition Corporation 5.69971% 0.00071 368,190 363,716
Federal National Mortgage Association 8% 0.00070 345,617 357,606
Bear Stearns Arm Trust 6.00833% 0.00070 366,408 357,007
Federal Home Loan Mortgage Corp. 6.07751% 0.00070 356,547 356,228
Federal National Mortgage Association 4% 0.00070 380,754 355,828
CIT Home Equity Loan Trust 6.50971% 0.00070 370,499 358,841
Deutsche Alt-B Sec 6.8% 0.00070 437,928 359,987
CDC Mortgage Capital Trust 6.25471% 0.00070 333,736 356,960
Fnma Pass-Thru I 3.5% 0.00069 373,949 354,910
Lehman Abs Corp 6.73471% 0.00069 370,845 354,540
Morgan Stanley ML 5.71971% 0.00069 536,163 353,415
Federal National Mortgage Association 6.286% 0.00069 352,243 354,096
Nomura Asset Acceptance Corp Alt Ln tr 7% 0.00069 364,674 352,309
American Hm Mtg In 5.81971% 0.00069 444,377 352,897
Skyworks Solutions, Inc. 1.8% 0.00069 380,000 353,561
CWMBS Inc 6.1136% 0.00069 621,909 353,734
Fnma Pass-Thru I 3.5% 0.00069 368,737 351,191
Federal National Mortgage Association 5.845% 0.00068 346,181 348,032
Federal National Mortgage Association 3.5% 0.00068 379,419 346,998
Federal Home Loan Mortgage Corp. 4% 0.00068 370,472 345,638
President & Fellows of Harvard College 2.517% 0.00068 550,000 349,356
JP Morgan Mortgage Trust 5.09321% 0.00068 459,464 345,829
Federal Home Loan Mortgage Corp. 4% 0.00068 368,836 348,667
Federal National Mortgage Association 5.497% 0.00068 344,853 345,796
Accredited Mortgage Loan Trust 6.32971% 0.00068 366,755 347,965
Federal National Mortgage Association 6% 0.00068 338,667 346,391
Federal National Mortgage Association 3.5% 0.00068 359,237 346,771
Federal National Mortgage Association 3.5% 0.00068 364,024 346,722
Federal National Mortgage Association 3% 0.00068 396,710 350,095
Wamu Mortgage Pass-Through CTFS TR 4.40847% 0.00068 393,632 347,129
Federal Home Loan Mortgage Corp. 6.309% 0.00067 337,096 342,468
Federal National Mortgage Association 4% 0.00067 366,500 342,295
Cwalt Alt 2006-J8 6.5% 0.00067 639,600 343,960
Federal National Mortgage Association 6% 0.00067 334,882 342,594
Rfmsi Series Trust 6% 0.00067 484,771 341,125
CWABS Inc. 5.85971% 0.00066 355,992 340,045
Deutsche Bank AG New York Branch 3.035% 0.00066 400,000 336,072
Federal National Mortgage Association 3.5% 0.00066 344,353 336,584
Federal Home Loan Mortgage Corp. 6.5% 0.00066 333,318 339,438
Sequoia Mtg Trust 5.87315% 0.00066 369,768 339,155
Fnma Pass-Thru I 4.5% 0.00066 356,933 337,132
Federal Home Loan Mortgage Corp. 6% 0.00066 336,807 338,377
Government National Mortgage Association 3.5% 0.00066 373,471 340,198
GLP Capital L.P. and GLP Financing II, Inc. 3.25% 0.00066 400,000 336,545
Credit Suisse First Boston Mortgage Securities Corp. 5.49183% 0.00066 349,710 339,955
JP Morgan Mortgage Trust 4.9457% 0.00066 415,689 335,554
Federal National Mortgage Association 6.5% 0.00066 336,534 338,312
Fnma Pass-Thru I 4.5% 0.00066 357,394 337,149
Banc America Funding 2006-5 Trust 5.75% 0.00066 396,329 336,990
Fnma Pass-Thru I 3% 0.00066 377,242 338,888
CitiMortgage Alternative Loan Trust 6% 0.00066 408,944 337,853
Federal National Mortgage Association 3% 0.00065 377,937 333,476
Federal National Mortgage Association 4% 0.00065 354,906 332,237
SLM Student Loan Trust 7.30948% 0.00065 333,416 334,221
Federal National Mortgage Association 4% 0.00065 353,954 331,581
Federal National Mortgage Association 4% 0.00065 356,250 333,570
Federal National Mortgage Association 3% 0.00065 353,855 334,067
Federal National Mortgage Association 3% 0.00065 352,782 330,676
Structured Adj Rate Mtg Loan Trust 7.25391% 0.00065 378,657 334,754
Federal National Mortgage Association 5.99983% 0.00064 330,519 328,070
Fnma Pass-Thru I 3% 0.00064 349,197 326,611
Federal National Mortgage Association 4% 0.00064 354,874 329,252
Chaseflex Trust 5% 0.00064 1,040,360 326,411
Merrill Lynch Alternative Note Asset Trust Series 2007-AF1 4.77761% 0.00064 680,036 329,064
Federal National Mortgage Association 4% 0.00064 351,724 330,193
Federal National Mortgage Association 5.5% 0.00064 324,220 325,536
Naac Reperforming 7.5% 0.00064 367,826 326,501
Federal National Mortgage Association 3% 0.00063 366,527 323,406
Fnma Pass-Thru I 3.5% 0.00063 340,452 324,252
Federal Home Loan Mortgage Corp. 5% 0.00063 324,240 324,494
CWMBS Inc 6.24697% 0.00063 357,100 321,483
Federal National Mortgage Association 4% 0.00063 330,768 323,324
Structured Adj Rate Mtg Loan Trust 5.25949% 0.00063 560,421 320,939
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.386% 0.00063 389,916 321,216
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.369% 0.00063 389,916 321,221
Federal National Mortgage Association 3% 0.00063 367,682 324,310
Federal National Mortgage Association 5.881% 0.00063 324,488 324,915
Federal Home Loan Mortgage Corp. 6.5% 0.00063 315,060 323,111
Fnma Pass-Thru I 3.5% 0.00063 329,427 323,694
Federal National Mortgage Association 3.5% 0.00063 328,447 323,237
Cwalt Incorporation 5.97971% 0.00063 370,214 321,289
Federal National Mortgage Association 6% 0.00063 318,713 322,493
Structured Asset Mortgage Investments Inc 5.83971% 0.00062 329,822 317,537
Federal National Mortgage Association 4% 0.00062 339,952 318,379
Lehman Mortgage Trust 5.77187% 0.00062 507,973 316,609
Federal Home Loan Mortgage Corp. 5.79751% 0.00062 326,734 318,785
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.50971% 0.00062 318,892 318,590
Federal National Mortgage Association 6% 0.00062 310,183 315,310
Federal National Mortgage Association 3.5% 0.00062 333,161 317,324
Citigroup Mortgage Loan Trust 5.764% 0.00062 801,718 319,296
Chevy Chase Funding Llc 5.63971% 0.00062 358,332 318,849
Federal National Mortgage Association 5.5% 0.00062 313,552 315,112
Federal National Mortgage Association 6% 0.00062 310,025 317,077
Government National Mortgage Association 3.5% 0.00062 352,977 318,830
Strctrd Asset Invt 5.75971% 0.00061 332,517 310,327
Federal National Mortgage Association 5.549% 0.00061 311,949 310,694
Federal Home Loan Mortgage Corp. 6% 0.00061 308,069 309,835
Federal Home Loan Mortgage Corp. 6% 0.00061 310,174 312,382
Bear Stearns Arm Trust 5.19907% 0.00061 367,180 310,608
Fnma Pass-Thru I 5% 0.00061 321,238 310,761
CHL Mortgage Pass-Through Trust 6.25% 0.00061 727,711 312,520
Federal Home Loan Mortgage Corp. 4.5% 0.00061 316,304 311,550
Federal Home Loan Mortgage Corp. 4% 0.00060 335,929 308,903
Federal National Mortgage Association 3% 0.00060 348,449 307,457
Alternative Loan Trust 6% 0.00060 810,248 308,305
Federal National Mortgage Association 6.04983% 0.00060 304,159 304,867
Cwalt Incorporation 4.62493% 0.00060 349,512 307,566
Federal National Mortgage Association 3% 0.00059 340,598 300,536
Federal Home Loan Mortgage Corp. 6.5% 0.00059 301,570 302,492
Federal National Mortgage Association 4% 0.00059 328,588 304,418
Federal National Mortgage Association 4% 0.00059 325,198 303,114
Federal National Mortgage Association 6% 0.00059 292,534 300,273
Bcap Llc Tr 07-Aa1 3.96355% 0.00059 354,097 302,738
Federal National Mortgage Association 7.228% 0.00059 302,183 303,716
Federal Home Loan Mortgage Corp. 5% 0.00059 303,390 304,143
1ST Horizon Mtg 5.30399% 0.00059 365,677 301,409
Lehman Abs Corp 6.80971% 0.00059 295,569 301,160
Federal National Mortgage Association 6% 0.00059 295,823 302,633
Federal National Mortgage Association 5.79983% 0.00059 302,309 300,530
Fnma Pass-Thru I 4.5% 0.00059 317,913 300,083
Federal Home Loan Mortgage Corp. 4.5% 0.00059 320,524 302,624
Citigroup Mortgage Loan Trust 3.24999% 0.00059 1,625,866 303,038
Federal National Mortgage Association 5.5% 0.00059 298,543 299,753
Fnma Pass-Thru I 3.5% 0.00058 307,636 298,116
AbbVie Inc. 3.6% 0.00058 300,000 295,210
Sands China Ltd. 5.125% 0.00058 300,000 297,598
Federal National Mortgage Association 3.5% 0.00058 304,541 297,737
Federal National Mortgage Association 5.5% 0.00058 298,825 294,942
Federal National Mortgage Association 4% 0.00058 318,460 298,286
WPP Finance 2010 3.75% 0.00058 300,000 298,322
Federal National Mortgage Association 3.5% 0.00057 308,464 293,803
Federal National Mortgage Association 3.5% 0.00057 297,505 292,791
Federal National Mortgage Association 3% 0.00057 340,168 289,856
JP Morgan Mortgage Trust 4.29599% 0.00057 433,241 293,699
Securitized 07-Br5 5.58971% 0.00057 395,057 291,861
Prime Mtg Trust 5.85971% 0.00057 314,560 292,710
Federal National Mortgage Association 0% 0.00057 354,170 294,328
Federal National Mortgage Association 4% 0.00057 312,880 293,108
Federal National Mortgage Association 6.848% 0.00057 293,104 289,922
Federal National Mortgage Association 3.5% 0.00057 304,048 292,077
Bear Stearns Alternative A Trust 4.53099% 0.00057 436,746 293,094
Federal National Mortgage Association 3% 0.00057 321,034 289,274
Melco Resorts Finance Limited 4.875% 0.00057 300,000 294,057
Federal National Mortgage Association 3% 0.00056 326,320 287,951
Government National Mortgage Association 5% 0.00056 289,876 286,944
Federal National Mortgage Association 6% 0.00056 279,923 285,458
Alternative Loan Trust 2006-Oa8 5.97971% 0.00056 439,989 288,047
Cwalt Incorporation 5.5% 0.00056 533,237 288,018
Starm Mtg Ln Tr 4.92969% 0.00056 381,865 285,315
Structured Asset Mortgage Investments Inc 6.11315% 0.00056 300,856 286,261
Morgan Stanley ML 6.22629% 0.00056 1,014,995 285,575
Fnma Pass-Thru I 5% 0.00056 296,473 286,967
GS Mortgage Securities Corp 4.78597% 0.00056 333,203 284,483
Federal National Mortgage Association 3.5% 0.00056 300,617 287,257
Federal National Mortgage Association 6.34983% 0.00056 282,575 285,841
Federal National Mortgage Association 3.5% 0.00056 291,606 286,694
Federal National Mortgage Association 6% 0.00056 283,900 285,097
Federal National Mortgage Association 3% 0.00056 326,672 288,261
Federal National Mortgage Association 4% 0.00056 306,905 287,174
Fnma Pass-Thru I 6% 0.00056 282,836 284,257
Structured Asset M 5.83971% 0.00056 383,116 289,073
Countrywide Alternative loan Trust 6% 0.00056 521,868 285,216
Bear Stearns Alternative A Trust 4.38557% 0.00056 530,790 286,875
GSR Mtg Loan Trust 6% 0.00056 483,559 285,457
Government National Mortgage Association 3.5% 0.00055 307,763 283,012
Federal National Mortgage Association 5.69983% 0.00055 287,403 282,931
Federal National Mortgage Association 3% 0.00055 301,699 282,181
Oracle Corp. 2.8% 0.00055 300,000 281,734
1ST Horizon Mtg 6.23116% 0.00055 411,448 283,188
Government National Mortgage Association 3.5% 0.00055 306,615 281,958
Federal National Mortgage Association 4% 0.00055 302,243 281,835
Washington Mut Mtg 5.5% 0.00055 329,799 283,009
Fnma Pass-Thru I 5.5% 0.00054 281,733 278,525
TBW Mortgage Backed Trust 6.5145% 0.00054 742,880 275,270
Federal National Mortgage Association 3.5% 0.00054 289,086 278,491
CSMC Mortgage-Backed Trust 6% 0.00054 831,897 276,907
Federal National Mortgage Association 4% 0.00054 294,105 275,558
Citigroup Mortgage Loan Trust 0.45% 0.00054 16,961,424 276,321
Federal Home Loan Mortgage Corp. 5% 0.00054 297,944 278,312
Federal National Mortgage Association 5.75% 0.00054 274,347 277,437
Fnma Pass-Thru I 5% 0.00054 286,238 278,184
Federal National Mortgage Association 5.913% 0.00054 276,963 276,388
Federal National Mortgage Association 3.5% 0.00054 289,758 275,433
Federal National Mortgage Association 3.5% 0.00054 284,285 275,366
Fnma Pass-Thru I 5.5% 0.00054 279,099 275,563
Federal National Mortgage Association 5.5% 0.00054 274,917 276,036
Federal National Mortgage Association 3.5% 0.00054 284,422 274,883
JP Morgan Mortgage Trust 5.85615% 0.00054 297,185 274,873
Federal National Mortgage Association 3.5% 0.00054 288,577 278,499
Federal Home Loan Mortgage Corp. 6.5% 0.00054 269,084 275,328
Wamu Mortgage Pass-Through CTFS TR 6.19971% 0.00054 295,680 275,937
Bear Stearns Arm Trust 3.91813% 0.00053 307,778 271,213
Federal National Mortgage Association 3.5% 0.00053 273,400 268,882
CWMBS Inc 5.51629% 0.00053 300,507 269,554
JAB Holdings B.V. 2.2% 0.00053 335,000 270,054
Federal Home Loan Mortgage Corp. 6.5% 0.00053 270,737 272,786
Chase Mortgage Financial Trust 6% 0.00053 508,335 272,289
Fnma Pass-Thru I 3.5% 0.00053 283,592 270,116
Federal Home Loan Mortgage Corp. 6.347% 0.00053 265,725 269,211
Federal National Mortgage Association 6% 0.00053 270,195 273,305
Federal Home Loan Mortgage Corp. 5.95494% 0.00053 230,797 269,896
Fnma Pass-Thru I 5.5% 0.00053 272,388 269,369
Federal Home Loan Mortgage Corp. 5.5% 0.00053 277,365 273,804
Homebanc Mtg Trust 6.31971% 0.00053 282,308 269,383
Federal National Mortgage Association 6.04983% 0.00053 269,007 269,114
Federal Home Loan Mortgage Corp. 4% 0.00052 293,208 268,704
Windmill III Re Designated Activity Co. 8.967% 0.00052 250,000 268,259
Bear Stearns Alternative A Trust 5.99002% 0.00052 283,629 266,164
Federal Home Loan Mortgage Corp. 1.20249% 0.00052 2,973,562 266,196
Federal National Mortgage Association 3.5% 0.00052 270,516 265,873
Federal National Mortgage Association 6% 0.00052 257,990 264,451
RALI Series Trust 5.73971% 0.00052 212,586 266,133
Homebanc Mtg Trust 5.97971% 0.00052 281,360 263,930
Federal Home Loan Mortgage Corp. 6% 0.00052 259,471 264,316
Morgan Stanley ML 5.75% 0.00052 560,746 265,918
Federal National Mortgage Association 5.5% 0.00052 267,070 268,153
Government National Mortgage Association 6.12226% 0.00052 264,279 263,794
United States Department of Veterans Affairs 5.90236% 0.00052 266,257 267,065
Federal National Mortgage Association 6.16481% 0.00052 269,799 264,623
CWMBS Inc 4.5% 0.00052 319,506 265,931
JP Morgan Mortgage Trust 6.06996% 0.00051 267,218 259,663
Fnma Pass-Thru I 3% 0.00051 307,016 261,647
Fnma Pass-Thru I 3.5% 0.00051 269,044 261,141
Bear Stearns Asset Backed Securities Trust 4.99186% 0.00051 575,680 258,844
SALT 2021-1 TRUST 2.301% 0.00051 280,660 260,642
Fnma Pass-Thru I 4.5% 0.00051 276,210 260,883
Federal National Mortgage Association 3% 0.00051 298,683 263,263
Impac Secured Assets Corp 5.67095% 0.00051 300,398 259,337
Federal National Mortgage Association 3% 0.00051 293,019 258,597
Adjustable Rate Mortgage Trust 6.16841% 0.00050 277,880 253,500
Federal Home Loan Mortgage Corp. 6.5% 0.00050 250,376 253,515
Federal National Mortgage Association 3% 0.00050 289,263 255,237
Federal National Mortgage Association 3% 0.00050 291,950 256,884
Federal Home Loan Mortgage Corp. 3.5% 0.00050 264,618 254,155
Federal Home Loan Mortgage Corp. 6.03751% 0.00050 256,731 256,018
Federal National Mortgage Association 3.5% 0.00050 259,479 256,059
Federal National Mortgage Association 4% 0.00050 273,780 256,910
Federal National Mortgage Association 4% 0.00050 272,430 255,202
Federal National Mortgage Association 3% 0.00050 291,374 257,098
Banc Amer Mtg Tst 6% 0.00050 314,362 255,662
Legacy Mortgage Asset Trust 0% 0.00050 269,951 257,571
Federal Home Loan Mortgage Corp. 6.5% 0.00050 256,038 258,307
Government National Mortgage Association 6.00732% 0.00050 255,179 255,179
MASTR Asset Backed Securities Trust 5.93971% 0.00050 632,634 256,333
Alternative Loan Trust 6.44366% 0.00050 488,933 256,300
Government National Mortgage Association 3% 0.00050 291,198 254,143
Washington Mut Pas 6.768% 0.00050 1,128,892 258,118
Federal Home Loan Mortgage Corp. 6% 0.00050 253,726 255,129
Structured Adj Rate Mtg Loan Trust 5.16027% 0.00049 287,698 249,487
Federal National Mortgage Association 3% 0.00049 287,161 253,382
Federal Home Loan Mortgage Corp. 3% 0.00049 279,954 252,987
Government National Mortgage Association 3.5% 0.00049 272,228 250,340
Federal National Mortgage Association 6.5% 0.00049 241,619 250,271
Federal Home Loan Mortgage Corp. 6% 0.00049 250,856 251,930
Government National Mortgage Association 5.63% 0.00049 254,041 252,967
Federal National Mortgage Association 6.5% 0.00049 249,772 252,683
Federal National Mortgage Association 5.74983% 0.00049 253,255 248,780
Banc Amer Fdg 06-D 5.40778% 0.00049 302,363 252,549
Federal National Mortgage Association 3.5% 0.00049 257,842 248,554
Government National Mortgage Association 4% 0.00049 267,960 248,872
UBS Group AG 6.373% 0.00049 250,000 251,268
Lehman Mortgage Trust 5.5% 0.00049 533,265 248,309
Federal National Mortgage Association 3% 0.00049 268,838 252,226
Federal National Mortgage Association 6% 0.00049 245,065 250,098
Federal National Mortgage Association 5.84983% 0.00049 252,555 251,638
JP Morgan Mortgage Trust 3.5% 0.00049 286,149 249,642
Federal National Mortgage Association 3% 0.00049 287,037 253,274
Federal National Mortgage Association 3.5% 0.00048 251,784 247,201
Federal National Mortgage Association 4% 0.00048 266,464 247,723
Federal National Mortgage Association 3% 0.00048 278,053 245,343
CSMC Mortgage-Backed Trust 6.0789% 0.00048 906,258 243,844
Fnma Pass-Thru I 3.5% 0.00048 254,353 245,750
Federal Home Loan Mortgage Corp. 3% 0.00048 251,852 245,257
Indymac Indx Mtg 5.75971% 0.00048 699,128 243,977
Structured Asset Securities Corp. 7.69871% 0.00048 265,740 247,978
Federal National Mortgage Association 3.5% 0.00048 262,796 246,003
Fnma Pass-Thru I 5.5% 0.00048 248,933 245,799
Federal Home Loan Mortgage Corp. 6% 0.00048 246,502 246,586
Southwestern Electric Power Company 4.1% 0.00048 257,000 245,328
Federal Home Loan Mortgage Corp. 7.327% 0.00048 247,648 248,097
Federal Home Loan Mortgage Corp. 3.5% 0.00048 253,035 244,380
ML Mtg Inv Mtg LA 5.69971% 0.00048 868,357 248,236
Federal National Mortgage Association 0.4316% 0.00048 4,755,475 247,645
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 6.005% 0.00048 299,087 246,827
Federal Home Loan Mortgage Corp. 4.5% 0.00048 257,361 247,876
Merrill Lynch Mtg Inv Trust 5.49485% 0.00047 270,634 242,323
CHL Mortgage Pass-Through Trust 6% 0.00047 539,550 239,751
Bear Stearns Asset Backed Securities I Trust 2007-HE5 5.69971% 0.00047 242,869 242,083
Federal National Mortgage Association 4% 0.00047 255,156 240,984
Federal National Mortgage Association 3% 0.00047 273,825 238,352
Federal National Mortgage Association 6% 0.00047 237,251 241,035
SLM Student Loan Trust 2008-7 6.50948% 0.00047 241,669 239,712
Federal National Mortgage Association 3% 0.00047 254,388 239,983
Federal National Mortgage Association 3.5% 0.00047 246,557 239,852
Federal National Mortgage Association 3.5% 0.00047 258,775 240,239
Federal Home Loan Mortgage Corp. 3.5% 0.00047 247,840 238,738
CWMBS Inc 6.11971% 0.00047 263,145 239,781
1ST Horizon 06-Ar3 3.5145% 0.00047 336,824 241,027
Fnma Pass-Thru I 5.5% 0.00047 245,431 242,277
Federal National Mortgage Association 6.34983% 0.00047 237,707 240,220
Fnma Pass-Thru I 3% 0.00047 284,508 242,429
Indymac Indx Mtg 5.85971% 0.00047 271,417 242,592
Greenpoint 06-Ar5 5.85971% 0.00047 265,529 238,961
Federal National Mortgage Association 3.5% 0.00046 243,885 235,515
Government National Mortgage Association 6.03732% 0.00046 238,610 237,968
Federal Home Loan Mortgage Corp. 3% 0.00046 256,069 233,817
Mastr Reperforming 7% 0.00046 352,715 237,178
Federal National Mortgage Association 3% 0.00046 252,596 236,706
CWABS Asset Backed Trust 2006-SD4 6.13971% 0.00046 312,963 237,377
Federal National Mortgage Association 4% 0.00046 250,690 234,755
Federal National Mortgage Association 3% 0.00046 267,638 236,159
Federal Home Loan Mortgage Corp. 5.5% 0.00046 237,700 235,270
Federal National Mortgage Association 3% 0.00046 268,195 236,615
Federal National Mortgage Association 3% 0.00046 278,633 237,429
Federal National Mortgage Association 5% 0.00046 236,596 233,474
Federal Home Loan Mortgage Corp. 4% 0.00046 258,531 237,000
Mastr Adjustable Rate Mortgages Trust 3.27212% 0.00045 273,383 231,223
Federal National Mortgage Association 4% 0.00045 247,366 230,651
Federal National Mortgage Association 5.5% 0.00045 227,891 228,817
Fnma Pass-Thru I 5.5% 0.00045 232,505 229,572
Federal Home Loan Mortgage Corp. 4.5% 0.00045 235,791 228,258
Federal National Mortgage Association 3.5% 0.00045 249,720 232,648
Federal National Mortgage Association 4% 0.00045 247,504 231,822
Federal National Mortgage Association 3.5% 0.00045 233,946 227,900
Federal National Mortgage Association 7.162% 0.00045 225,018 229,077
Federal National Mortgage Association 2.5% 0.00045 261,095 228,457
Federal National Mortgage Association 3% 0.00045 263,352 232,385
Alternative Loan Trust 6.25% 0.00045 310,062 228,320
Government National Mortgage Association 5% 0.00045 226,773 227,898
Csab Mtg Bkd 06-4 6.1837% 0.00044 1,295,260 226,946
Federal Home Loan Mortgage Corp. 3% 0.00044 249,707 224,398
Federal Home Loan Mortgage Corp. 6.35% 0.00044 224,484 227,502
Federal National Mortgage Association 6% 0.00044 222,220 227,337
Federal National Mortgage Association 0.4953% 0.00044 5,282,543 226,535
Federal National Mortgage Association 3% 0.00044 262,702 225,453
Federal National Mortgage Association 6.5% 0.00044 215,261 223,706
GS Mortgage Securities Corp 6% 0.00044 591,255 225,567
Hply Trust 6.44248% 0.00044 227,173 226,504
Federal National Mortgage Association 4% 0.00044 240,605 225,329
Federal National Mortgage Association 4% 0.00044 242,809 227,426
Federal National Mortgage Association 4% 0.00044 239,591 224,410
Federal Home Loan Mortgage Corp. 6.5% 0.00044 227,308 225,642
Federal National Mortgage Association 6% 0.00044 224,154 227,240
Federal Home Loan Mortgage Corp. 6.5% 0.00044 223,249 225,682
Federal National Mortgage Association 4% 0.00043 232,934 218,173
Residential Asset Mortgage Products, Inc. 8.00971% 0.00043 229,322 222,554
Federal National Mortgage Association 4% 0.00043 234,440 219,563
Federal Home Loan Mortgage Corp. 3.5% 0.00043 227,753 219,211
Federal National Mortgage Association 3.5% 0.00043 243,294 219,904
Federal Home Loan Mortgage Corp. 5.69751% 0.00043 223,171 220,348
Federal National Mortgage Association 6% 0.00043 215,058 219,472
Federal National Mortgage Association 5.89983% 0.00043 223,015 221,954
Federal National Mortgage Association 6% 0.00043 210,886 218,939
NAPA VALLEY CALIF UNI SCH DIST 6.507% 0.00043 200,000 220,469
Federal National Mortgage Association 3% 0.00043 248,586 219,341
Federal Home Loan Mortgage Corp. 4% 0.00043 242,706 222,511
CHL Mortgage Pass-Through Trust 6% 0.00043 452,912 219,697
Fnma Pass-Thru I 3.5% 0.00042 224,448 214,471
Fnma Pass-Thru I 5% 0.00042 223,341 216,207
Fnma Pass-Thru I 3.5% 0.00042 228,404 217,110
Federal National Mortgage Association 3.5% 0.00042 216,916 213,626
CHL Mortgage Pass-Through Trust 4.37138% 0.00042 257,907 216,940
Federal National Mortgage Association 3.5% 0.00042 223,343 215,656
Federal National Mortgage Association 3.5% 0.00042 224,360 215,946
Fnma Pass-Thru I 5% 0.00042 222,736 215,429
Federal National Mortgage Association 5.5% 0.00042 215,414 216,287
Federal National Mortgage Association 5.5% 0.00042 219,994 217,232
RALI Series Trust 5.78971% 0.00041 975,238 208,078
Federal National Mortgage Association 6% 0.00041 207,497 210,895
Wamu Mortgage Pass-Through CTFS TR 4.17142% 0.00041 252,375 207,442
Federal Home Loan Mortgage Corp. 6.5% 0.00041 205,846 211,864
Federal Home Loan Mortgage Corp. 5.85751% 0.00041 210,039 208,639
Federal National Mortgage Association 0.6661% 0.00041 4,603,265 211,071
Federal Home Loan Mortgage Corp. 6% 0.00041 206,421 207,903
Federal National Mortgage Association 6% 0.00041 203,054 207,643
Federal National Mortgage Association 3% 0.00041 239,059 210,938
Federal National Mortgage Association 3.5% 0.00041 213,854 209,792
Federal National Mortgage Association 3.5% 0.00041 227,514 212,314
Federal National Mortgage Association 0.42195% 0.00041 4,719,290 207,628
Federal National Mortgage Association 4% 0.00041 222,711 207,585
GS Mortgage Securities Corp 6.30362% 0.00041 221,429 209,190
Federal National Mortgage Association 4% 0.00041 224,809 210,599
Fnma Pass-Thru I 4% 0.00041 222,302 208,218
Spclty Undrw & Res 5.65971% 0.00040 374,924 206,609
Chase Mtg 2007-S1 6% 0.00040 547,042 204,220
Federal National Mortgage Association 6% 0.00040 199,192 205,072
Federal Home Loan Mortgage Corp. 3% 0.00040 241,286 205,778
Structured Adj Rate Mtg Loan Trust 5.20617% 0.00040 269,704 205,182
JP Morgan Mortgage Trust 5.33828% 0.00040 229,388 206,879
Federal National Mortgage Association 4% 0.00040 216,242 203,821
Federal National Mortgage Association 4% 0.00040 216,465 202,818
Bear Stearns Asset Backed Securities Trust 6.25971% 0.00040 212,985 205,427
CWMBS Inc 7.5% 0.00040 206,961 205,345
Federal National Mortgage Association 6% 0.00040 203,003 205,761
Federal National Mortgage Association 6% 0.00040 204,200 206,797
Fnma Pass-Thru I 3.5% 0.00040 210,077 202,540
Government National Mortgage Association 5% 0.00040 202,971 203,895
Federal Home Loan Mortgage Corp. 3.5% 0.00040 222,144 207,120
Banc of America Funding Corporation 6.03315% 0.00040 233,895 202,525
SREIT TRUST 2021-IND 6.14348% 0.00039 200,000 197,219
Federal National Mortgage Association 3% 0.00039 226,939 200,121
Federal National Mortgage Association 3.5% 0.00039 206,816 199,088
Cwalt Alt 2006-J8 6% 0.00039 470,763 198,642
Federal Home Loan Mortgage Corp. 5% 0.00039 198,924 199,500
STIF FUND (MXN) 0.00039 3,626,921 198,350
Citicorp Mortgage Securities Trust 6% 0.00039 227,828 201,524
Federal National Mortgage Association 4% 0.00039 212,881 199,393
Federal National Mortgage Association 6.505% 0.00039 192,764 199,047
Rali Ser 07-Qs9 Tr 6.5% 0.00039 255,693 201,020
Structured Asset Securities Corp. 7.28229% 0.00039 210,385 198,789
Cwalt Incorporation 5.99971% 0.00039 231,378 201,109
Federal National Mortgage Association 6% 0.00039 193,556 198,014
Federal National Mortgage Association 7.335% 0.00039 200,470 201,233
Merrill Lynch Mortgage Investors, Inc. 5.92454% 0.00039 225,074 200,419
Federal National Mortgage Association 4% 0.00039 217,948 202,212
Government National Mortgage Association 3.5% 0.00038 211,179 194,194
Adjustable Rate Mortgage Trust 4.09422% 0.00038 219,659 194,778
Government National Mortgage Association 5% 0.00038 199,584 194,947
Credit Suisse First Boston Mortgage Securities Corp. 5.5% 0.00038 446,738 195,221
Federal National Mortgage Association 6% 0.00038 191,566 195,978
Federal National Mortgage Association 6.553% 0.00038 194,724 192,730
Federal National Mortgage Association 5.81983% 0.00038 194,911 192,209
Federal National Mortgage Association 5.69983% 0.00038 196,551 195,755
Fnma Pass-Thru I 3% 0.00038 206,853 194,545
Cwalt Incorporation 6.15277% 0.00038 216,900 192,621
Federal National Mortgage Association 5.84983% 0.00038 196,001 193,274
Banc America Funding Trust 6.3368% 0.00038 217,858 193,729
Federal National Mortgage Association 3.5% 0.00038 209,332 195,815
Federal Home Loan Mortgage Corp. 5.5% 0.00038 195,757 193,504
Federal National Mortgage Association 5.74983% 0.00038 197,346 196,095
Federal National Mortgage Association 6% 0.00038 190,295 192,492
GSR Mortgage Loan Trust 2006-8F 6.25% 0.00038 212,561 196,014
Federal National Mortgage Association 4% 0.00038 208,263 194,501
Fnma Pass-Thru I 4% 0.00038 207,645 193,883
Impac CMB Trust 6.19971% 0.00038 204,239 194,301
Wamu Mortgage Pass-Through CTFS TR 4.5975% 0.00038 223,434 196,040
CWABS Inc. 6.35971% 0.00037 197,162 188,668
Federal National Mortgage Association 6% 0.00037 186,336 190,262
Federal National Mortgage Association 3.5% 0.00037 196,515 191,746
Indymac MBS Inc 3.70469% 0.00037 245,478 191,909
Federal National Mortgage Association 3.5% 0.00037 194,669 191,066
Federal National Mortgage Association 4% 0.00037 203,108 190,306
Citigroup Mortgage Loan Trust 4.79038% 0.00037 199,050 188,672
Government National Mortgage Association 6.28732% 0.00037 188,398 188,434
Federal Home Loan Mortgage Corp. 3.5% 0.00037 196,325 188,632
National Rural Utilities Cooperative Finance Corp. 8% 0.00037 165,000 190,199
Federal Home Loan Mortgage Corp. 5.5% 0.00037 190,202 188,115
Wamu Mortgage Pass-Through CTFS TR 5.67888% 0.00037 204,570 188,557
Federal National Mortgage Association 3% 0.00037 214,421 189,135
Cwalt Incorporation 6.11971% 0.00037 247,450 187,693
Federal National Mortgage Association 4.5% 0.00037 196,627 191,489
Structured Asset Mortgage Investments Inc 6.29315% 0.00037 211,522 189,576
Federal Home Loan Mortgage Corp. 5.5% 0.00037 185,579 189,380
Morgan Stanley ML 6% 0.00037 344,469 187,860
Federal Home Loan Mortgage Corp. 7.5% 0.00036 176,498 182,602
Federal National Mortgage Association 6% 0.00036 178,545 182,648
Federal National Mortgage Association 4% 0.00036 199,458 186,759
Indymac MBS Inc 5.75% 0.00036 519,527 183,803
Government National Mortgage Association 4% 0.00036 199,980 185,177
Indymac MBS Inc 3.25811% 0.00036 225,985 186,683
Novastar Mortgage Funding Trust 6.16971% 0.00036 190,719 183,303
Federal National Mortgage Association 6% 0.00036 184,474 185,432
Federal National Mortgage Association 5% 0.00036 184,790 183,071
Federal National Mortgage Association 3.5% 0.00036 191,141 184,345
Federal National Mortgage Association 6.5% 0.00036 180,798 186,533
Federal National Mortgage Association 6% 0.00036 183,360 184,329
Federal Home Loan Mortgage Corp. 5.975% 0.00036 182,746 183,898
Federal National Mortgage Association 3% 0.00036 195,153 183,507
Federal National Mortgage Association 6% 0.00036 182,894 185,642
Federal National Mortgage Association 4% 0.00035 193,452 181,335
Federal National Mortgage Association 3.5% 0.00035 187,326 178,064
Federal National Mortgage Association 4% 0.00035 191,468 177,075
Federal Home Loan Mortgage Corp. 0.32286% 0.00035 2,900,132 177,684
Federal National Mortgage Association 3.5% 0.00035 185,853 177,013
JP Morgan Mortgage Trust 5.09321% 0.00035 234,920 177,320
Federal Home Loan Mortgage Corp. 3.5% 0.00035 182,729 177,435
Banc America Funding Trust 6.2527% 0.00035 210,544 176,790
Indymac MBS Inc 3.80416% 0.00035 249,011 179,887
Government National Mortgage Association 5% 0.00035 185,045 181,025
Federal National Mortgage Association 4% 0.00035 192,608 181,216
Federal Home Loan Mortgage Corp. 3.5% 0.00035 194,503 181,287
Federal National Mortgage Association 3% 0.00035 205,362 181,166
Renaissance Hm Eqt 6.17971% 0.00035 200,491 179,295
NAUGATUCK CONN 5.91% 0.00035 165,000 176,746
Federal Home Loan Mortgage Corp. 4% 0.00035 192,316 181,682
JP Morgan Mortgage Trust 4.78186% 0.00035 242,183 178,875
Banc Amer Alternative Loan Trust 6% 0.00035 221,241 180,455
Federal National Mortgage Association 3.5% 0.00035 184,112 179,095
Federal National Mortgage Association 5.5% 0.00035 177,933 178,042
Federal National Mortgage Association 3.5% 0.00035 184,326 177,977
Federal National Mortgage Association 5.907% 0.00035 175,099 176,890
Federal Home Loan Mortgage Corp. 6.5% 0.00035 179,594 181,226
Federal National Mortgage Association 4% 0.00035 193,219 181,348
Federal National Mortgage Association 4% 0.00035 192,542 180,052
Federal National Mortgage Association 3.5% 0.00034 179,925 173,448
Federal National Mortgage Association 3.5% 0.00034 181,406 175,431
Federal National Mortgage Association 6.3% 0.00034 171,736 174,461
Chevy Chase Funding Llc 5.60971% 0.00034 194,734 176,352
ML Alt Nt Asset Tr 5.67971% 0.00034 713,106 173,179
Cwmbs Chl Mtg Tr 2 4.48292% 0.00034 212,347 175,693
Federal Home Loan Mortgage Corp. 3.5% 0.00034 180,506 175,337
Federal National Mortgage Association 3.5% 0.00034 185,487 172,816
Federal Home Loan Mortgage Corp. 4.5% 0.00034 179,614 174,771
Harborview Mtg Loan Trust 6.57496% 0.00034 186,519 174,515
Federal National Mortgage Association 3.5% 0.00034 177,089 171,809
Government National Mortgage Association 4% 0.00034 174,329 172,029
CHL Mortgage Pass-Through Trust 5.75% 0.00034 352,541 174,565
Federal Home Loan Mortgage Corp. 5.79751% 0.00034 176,913 172,777
Federal National Mortgage Association 4% 0.00034 184,321 172,645
CWMBS Inc 6% 0.00034 177,761 173,416
Federal National Mortgage Association 5.84983% 0.00034 178,384 176,534
Federal Home Loan Mortgage Corp. 6.04751% 0.00034 171,272 171,670
Federal Home Loan Mortgage Corp. 5.5% 0.00034 176,372 174,069
CONVENTION CTR AUTH R I REV 6.06% 0.00034 165,000 175,303
Federal Home Loan Mortgage Corp. 3.5% 0.00034 188,470 172,416
ING Groep N.V. 3.875% 0.00033 200,000 169,938
Government National Mortgage Association 4% 0.00033 183,224 169,772
JP Morgan Mortgage Trust 5.5% 0.00033 377,805 170,673
Federal National Mortgage Association 4% 0.00033 183,073 171,475
Asset Backed Funding Corp 6.55471% 0.00033 168,391 167,526
Federal National Mortgage Association 5% 0.00033 170,658 170,497
Federal Home Loan Mortgage Corp. 4.5% 0.00033 174,851 167,213
Government National Mortgage Association 6% 0.00033 160,115 166,724
JP Morgan Alt 6 A7 4.59966% 0.00033 182,762 167,798
Bear Stearns Asset Backed Securities Trust 6.22867% 0.00033 183,903 168,459
Federal National Mortgage Association 3% 0.00033 191,939 169,327
Fnma Pass-Thru I 3% 0.00033 194,251 167,011
CWMBS Inc 5.5% 0.00033 175,239 167,888
Federal National Mortgage Association 5.5% 0.00033 169,928 170,618
Peru (Republic Of) 5.94% 0.00033 638,000 167,611
Energy Transfer LP 5% 0.00033 200,000 169,911
Indymac MBS Inc 6.05971% 0.00033 294,345 169,577
Bear Stearns Arm Trust 5.50275% 0.00033 188,138 169,737
Federal National Mortgage Association 3.5% 0.00033 175,997 170,129
Cwalt Incorporation 5.25% 0.00033 229,891 170,327
Merrill Lynch Mortgage Investors, Inc. 5.50054% 0.00033 187,538 168,566
Federal Home Loan Mortgage Corp. 4.5% 0.00033 173,185 169,835
Federal Home Loan Mortgage Corp. 5% 0.00032 166,166 163,876
Federal National Mortgage Association 4% 0.00032 175,466 164,520
CitiMortgage Alternative Loan Trust 6% 0.00032 188,863 166,252
Chevy Chase Funding Llc 5.63971% 0.00032 181,844 163,069
Federal Home Loan Mortgage Corp. 4.5% 0.00032 167,389 162,871
Federal Home Loan Mortgage Corp. 6.5% 0.00032 161,981 161,663
Federal National Mortgage Association 4% 0.00032 171,064 161,355
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 6.43471% 0.00032 187,465 166,215
CWMBS Inc 4.72945% 0.00032 194,638 164,659
Federal Home Loan Mortgage Corp. 3% 0.00032 182,684 165,435
Federal National Mortgage Association 4% 0.00032 176,983 165,770
Federal National Mortgage Association 3% 0.00032 185,296 163,498
Lehman Mortgage Trust 5.75% 0.00032 194,821 163,563
Federal National Mortgage Association 3% 0.00032 182,943 161,432
Bear Stearns Alternative A Trust 5.3102% 0.00032 177,919 164,421
Fnma Pass-Thru I 3% 0.00032 193,933 165,266
Finance America Mortgage Loan Trust 6.35971% 0.00032 183,683 161,290
Chase Mtg Fin Corp 4.33309% 0.00031 182,293 156,499
Federal National Mortgage Association 4% 0.00031 170,233 159,744
Banc America Mortgage Securitites Inc 6.33036% 0.00031 174,938 158,875
Federal National Mortgage Association 5.82983% 0.00031 160,595 158,669
Government National Mortgage Association 3.5% 0.00031 170,199 156,510
Federal National Mortgage Association 6% 0.00031 158,625 160,552
Federal Home Loan Mortgage Corp. 6% 0.00031 156,432 159,623
First Horizon Alt 6.25% 0.00031 402,570 158,377
Wamu Mortgage Pass-Through CTFS TR 5.99971% 0.00031 162,858 158,475
Federal National Mortgage Association 6% 0.00031 155,672 157,539
Federal National Mortgage Association 3% 0.00031 170,026 160,518
Federal Home Loan Mortgage Corp. 3.5% 0.00031 161,027 156,252
Federal National Mortgage Association 3.5% 0.00031 162,231 158,248
Harborview Mtg Loan Trust 6.01315% 0.00031 187,296 159,770
Federal Home Loan Mortgage Corp. 6% 0.00031 158,744 159,213
Federal National Mortgage Association 6% 0.00031 155,789 159,190
Federal National Mortgage Association 3% 0.00031 179,563 158,611
Federal Home Loan Mortgage Corp. 3.5% 0.00031 173,137 156,906
ING Groep N.V. 4.25% 0.00031 200,000 156,183
Federal National Mortgage Association 6% 0.00031 154,489 157,412
Rfmsi Series 2007-S6 Trust 6% 0.00031 222,284 159,120
Federal Home Loan Mortgage Corp. 3.5% 0.00030 160,346 153,221
Federal National Mortgage Association 5% 0.00030 157,086 155,201
Fnma Pass-Thru I 3.5% 0.00030 161,232 153,664
Strctrd Asset Invt 6.45971% 0.00030 161,666 156,102
CWMBS Inc 5.99971% 0.00030 172,145 154,887
Federal National Mortgage Association 6% 0.00030 152,745 155,213
Government National Mortgage Association 5% 0.00030 156,256 154,093
United States Department of Veterans Affairs 6.5% 0.00030 152,742 152,407
Federal National Mortgage Association 4% 0.00030 163,978 153,588
Federal National Mortgage Association 6% 0.00030 150,964 154,220
Fnma Pass-Thru I 3% 0.00030 181,455 154,638
CVS Lease Backed Pass Thru Ctf 8.353% 0.00030 143,394 154,660
TBW Mortgage-Bkd 6.47% 0.00030 5,583,478 152,020
Federal National Mortgage Association 3% 0.00030 176,711 155,929
Federal National Mortgage Association 5.79983% 0.00030 156,475 154,386
Structured Asset M 5.87971% 0.00030 177,084 152,632
Federal National Mortgage Association 6% 0.00030 150,730 152,676
Indymac MBS Inc 3.80416% 0.00030 213,826 152,102
MASTR Asset Backed Securities Trust 6.219% 0.00030 193,786 154,589
Federal National Mortgage Association 7.652% 0.00029 148,409 148,901
Banc America Mortgage Securitites Inc 4.98193% 0.00029 159,504 146,756
Federal Home Loan Mortgage Corp. 6.5% 0.00029 148,064 148,264
Citigroup Mortgage Loan Trust 5.52971% 0.00029 177,910 149,117
Federal Home Loan Mortgage Corp. 4.5% 0.00029 153,487 147,580
Federal Home Loan Mortgage Corp. 5.69751% 0.00029 153,168 147,532
Federal Home Loan Mortgage Corp. 5.5% 0.00029 144,400 147,739
Banc America Mortgage Securitites Inc 6.43709% 0.00029 164,844 149,966
Federal National Mortgage Association 4% 0.00029 160,794 149,833
CWMBS Inc 6.5% 0.00029 159,180 148,716
Federal National Mortgage Association 3% 0.00029 159,998 150,992
Federal National Mortgage Association 4% 0.00029 160,600 150,474
Federal Home Loan Mortgage Corp. 6% 0.00029 145,677 146,183
Federal National Mortgage Association 6.5% 0.00029 144,488 146,961
Federal National Mortgage Association 3.5% 0.00029 149,320 147,209
Federal National Mortgage Association 6.524% 0.00029 148,130 150,736
Federal Home Loan Mortgage Corp. 5.79751% 0.00029 151,483 150,101
Federal National Mortgage Association 4% 0.00028 152,626 141,693
Federal National Mortgage Association 3.5% 0.00028 147,377 143,408
Federal National Mortgage Association 7.276% 0.00028 142,132 144,761
Government National Mortgage Association 4% 0.00028 151,766 141,377
Federal National Mortgage Association 6% 0.00028 140,707 142,195
Federal National Mortgage Association 3% 0.00028 159,991 141,802
Federal National Mortgage Association 4% 0.00028 153,422 143,670
JP Morgan Mortgage Trust 5.09321% 0.00028 189,633 145,804
Federal Home Loan Mortgage Corp. 4% 0.00028 153,158 142,151
Government National Mortgage Association 3.5% 0.00028 155,616 143,101
Bear Stearns Arm Trust 6.63994% 0.00028 159,886 143,207
CWMBS Inc 4.86396% 0.00028 182,396 141,380
Federal National Mortgage Association 4% 0.00028 155,130 144,671
Federal National Mortgage Association 5.5% 0.00028 145,243 145,833
CWMBS Inc 5.5% 0.00028 242,619 143,724
C-BASS Mortgage Loan Asset Backed Certificates Series 2007- CB6 5.55936% 0.00028 221,653 142,240
Federal National Mortgage Association 4% 0.00028 151,445 141,222
Fnma Pass-Thru I 4% 0.00028 153,376 142,781
CWMBS Inc 5.5% 0.00028 261,480 141,663
Federal National Mortgage Association 4% 0.00028 152,614 143,153
Federal Home Loan Mortgage Corp. 7.5% 0.00027 136,835 138,742
Federal National Mortgage Association 6% 0.00027 139,040 140,572
Federal National Mortgage Association 3% 0.00027 159,346 140,600
Federal National Mortgage Association 6% 0.00027 136,783 140,398
Federal National Mortgage Association 3% 0.00027 154,742 136,540
CWMBS Inc 5.5% 0.00027 147,083 138,190
GSAA Home Equity Trust 5.65971% 0.00027 508,113 140,322
Government National Mortgage Association 6% 0.00027 136,109 136,576
Federal National Mortgage Association 3% 0.00027 156,914 136,719
Federal National Mortgage Association 3.5% 0.00027 142,506 138,228
Federal Home Loan Mortgage Corp. 5.69751% 0.00027 140,488 138,150
Federal National Mortgage Association 4% 0.00027 146,239 137,189
Alternative Loan Trust 6% 0.00027 256,147 137,921
Federal Home Loan Mortgage Corp. 6% 0.00027 139,431 140,190
Adjustable Rate Mortgage Trust 6.83622% 0.00027 156,498 140,118
Federal National Mortgage Association 6% 0.00027 139,458 140,769
Federal National Mortgage Association 3.5% 0.00027 145,051 139,706
Federal National Mortgage Association 5.894% 0.00027 139,584 140,188
Federal National Mortgage Association 7.085% 0.00027 135,944 135,965
Fnma Pass-Thru I 4% 0.00027 152,885 140,178
Federal Home Loan Mortgage Corp. 6.5% 0.00027 138,587 139,800
Wamu Mortgage Pass-Through CTFS TR 6.43971% 0.00026 143,621 131,487
Federal National Mortgage Association 5.88983% 0.00026 132,223 131,396
Federal Home Loan Mortgage Corp. 3.5% 0.00026 136,506 134,291
CHL Mortgage Pass-Through Trust 6% 0.00026 257,846 132,736
Federal National Mortgage Association 3% 0.00026 153,107 135,098
Credit Suisse First Boston Mortgage Securities Corp. 6.05971% 0.00026 154,214 134,708
Federal National Mortgage Association 6% 0.00026 131,514 134,051
Fnma Pass-Thru I 4% 0.00026 144,820 135,035
Washington Mut Mtg 4.92258% 0.00026 161,301 133,006
Federal Home Loan Mortgage Corp. 6.5% 0.00026 129,299 130,842
Wamu Mortgage Pass-Through CTFS TR 4.73997% 0.00026 151,809 133,000
Federal National Mortgage Association 4% 0.00026 141,337 132,382
Federal National Mortgage Association 3.5% 0.00026 136,533 134,308
Federal National Mortgage Association 4% 0.00026 142,478 133,479
Federal Home Loan Mortgage Corp. 3.5% 0.00026 138,369 135,628
Federal National Mortgage Association 4% 0.00026 144,474 134,712
Federal National Mortgage Association 4% 0.00026 144,638 135,654
Federal Home Loan Mortgage Corp. 4.5% 0.00026 139,763 131,825
Residential Accredit Loans Inc 5.75971% 0.00026 185,914 135,588
Federal National Mortgage Association 6% 0.00026 129,876 131,702
Merrill Lynch Mortgage Investors, Inc. 6.11971% 0.00026 146,361 132,233
Csmc 3.5% 0.00026 137,853 133,176
Federal National Mortgage Association 3.5% 0.00026 145,713 131,704
Federal National Mortgage Association 4% 0.00026 140,287 132,121
Federal National Mortgage Association 3.5% 0.00025 133,529 127,181
Federal National Mortgage Association 3% 0.00025 142,343 128,328
Federal National Mortgage Association 3.5% 0.00025 131,985 127,266
Federal National Mortgage Association 5.898% 0.00025 130,093 129,809
Federal National Mortgage Association 4% 0.00025 136,074 127,454
Fnma Pass-Thru I 3.5% 0.00025 128,556 125,461
Federal Home Loan Mortgage Corp. 3.5% 0.00025 143,833 130,402
Federal National Mortgage Association 4% 0.00025 135,863 127,111
Federal Home Loan Mortgage Corp. 6.097% 0.00025 129,890 129,017
Banc Amer Mtg Tst 5.5% 0.00025 185,600 130,277
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6.04751% 0.00025 126,216 125,933
Federal National Mortgage Association 4% 0.00025 134,573 126,056
Federal Home Loan Mortgage Corp. 3.5% 0.00025 131,246 126,844
Banc America Mortgage Securitites Inc 5.54624% 0.00025 139,029 126,466
Federal National Mortgage Association 3% 0.00025 147,503 126,134
Federal Home Loan Mortgage Corp. 3.5% 0.00025 132,913 127,869
Federal Home Loan Mortgage Corp. 3.5% 0.00025 139,592 126,139
Federal National Mortgage Association 6.274% 0.00025 128,418 129,950
Federal National Mortgage Association 3.5% 0.00024 125,258 122,077
Triaxx Prime CDO 2006-2 Ltd / LLC 5.70366% 0.00024 13,597,686 124,936
Greenpoint Mta Tr 5.89971% 0.00024 138,204 123,282
HSI Asset Sec Corp Trust 2006-He2 5.67971% 0.00024 481,799 123,663
Federal Home Loan Mortgage Corp. 4% 0.00024 136,400 125,190
Federal National Mortgage Association 4% 0.00024 131,256 122,912
Sofi Professional Loan Program 2016-F 6.75971% 0.00024 123,472 123,774
Federal National Mortgage Association 6.19983% 0.00024 123,814 124,177
Federal National Mortgage Association 6% 0.00024 120,013 122,651
Federal Home Loan Mortgage Corp. 5.99751% 0.00024 123,245 123,273
Federal National Mortgage Association 3.5% 0.00024 127,660 122,785
Federal National Mortgage Association 6% 0.00024 118,940 120,715
Federal National Mortgage Association 3.5% 0.00024 125,780 122,211
Federal Home Loan Mortgage Corp. 6.5% 0.00024 121,101 121,333
Adjustable Rate Mortgage Trust 6.65782% 0.00024 131,307 123,835
Federal Home Loan Mortgage Corp. 6.5% 0.00024 121,101 121,203
Federal Home Loan Mortgage Corp. 3.5% 0.00024 123,868 121,108
Federal National Mortgage Association 6% 0.00024 120,955 123,319
Government National Mortgage Association 3.5% 0.00024 134,197 123,503
Federal Home Loan Mortgage Corp. 6.5% 0.00024 126,680 124,671
Suntrust Alt Loan 6% 0.00024 347,018 123,574
Credit Suisse First Boston Mortgage Securities Corp. 6.05623% 0.00024 130,202 120,689
Federal Home Loan Mortgage Corp. 6.5% 0.00024 121,322 122,593
Federal National Mortgage Association 4% 0.00024 131,966 123,604
Federal National Mortgage Association 4% 0.00024 130,452 123,199
Federal National Mortgage Association 6% 0.00024 122,077 124,885
Strctrd Asset Invt 6.83971% 0.00024 128,940 123,573
Fnma Pass-Thru I 6% 0.00024 118,341 121,060
Federal National Mortgage Association 6.438% 0.00024 118,512 120,562
Federal Home Loan Mortgage Corp. 4% 0.00024 134,460 123,265
Cwalt Incorporation 6.15277% 0.00024 149,959 121,878
Federal National Mortgage Association 8% 0.00024 122,396 123,824
Thornburg Mortgage Securities Trust 6.15971% 0.00024 129,264 122,274
Wamu Mortgage Pass-Through CTFS TR 4.66911% 0.00024 145,559 124,679
Wamu Mortgage Pass-Through CTFS TR 6.55277% 0.00023 129,819 118,183
Banc America Mortgage Securitites Inc 5.14401% 0.00023 127,942 118,425
Lehman XS Trust Series 2006-16N 5.83971% 0.00023 138,635 117,414
Government National Mortgage Association 3% 0.00023 133,363 116,648
Federal Home Loan Mortgage Corp. 3.5% 0.00023 122,778 116,939
Barings Clo Limited 6.53617% 0.00023 117,479 117,530
Federal National Mortgage Association 3.5% 0.00023 117,176 115,615
Harborview Mtg Loan Trust 5.11097% 0.00023 160,538 117,266
Federal Home Loan Mortgage Corp. 6.35751% 0.00023 118,475 119,878
Thornburg Mortgage Securities Trust 5.79719% 0.00023 135,814 119,222
Merrill Lynch Mtg Inv Trust 5.80117% 0.00023 125,635 116,794
Fnma Pass-Thru I 3% 0.00023 136,776 117,296
CWMBS Inc 4.7893% 0.00023 135,541 120,010
Federal National Mortgage Association 6% 0.00023 114,726 117,368
Federal Home Loan Mortgage Corp. 6% 0.00023 116,178 116,860
Residential Fdg I 5.5% 0.00023 129,610 118,138
Federal National Mortgage Association 5.5% 0.00023 116,333 116,805
Mastr Adjustable Rate Mortgages Trust 4.34277% 0.00023 138,352 119,960
Federal National Mortgage Association 6.015% 0.00023 118,682 119,217
Federal National Mortgage Association 4% 0.00023 123,650 115,854
JP Morgan Mortgage Trust 6.5% 0.00023 374,851 119,267
Federal National Mortgage Association 6% 0.00023 115,357 118,014
Federal National Mortgage Association 3% 0.00023 132,038 116,345
Federal National Mortgage Association 6% 0.00023 117,147 119,834
Federal Home Loan Mortgage Corp. 6.5% 0.00023 117,325 117,593
Federal National Mortgage Association 4% 0.00023 124,203 115,909
GS Mortgage Securities Corp 7.10971% 0.00023 119,545 116,605
Federal National Mortgage Association 3.5% 0.00023 118,906 116,910
Sequoia Mtg Trust 6.24804% 0.00023 124,863 116,278
Federal National Mortgage Association 3.5% 0.00022 119,679 114,362
TBW Mortgage Backed Trust 6.13% 0.00022 466,738 113,333
Federal Home Loan Mortgage Corp. 7% 0.00022 112,292 114,076
Federal National Mortgage Association 6.353% 0.00022 113,248 113,099
Cwalt Incorporation 5.5% 0.00022 203,263 110,411
Alternative Loan Trust 6% 0.00022 239,918 115,101
Fnma Pass-Thru I 3.5% 0.00022 119,204 113,906
Government National Mortgage Association 5.85315% 0.00022 114,412 110,144
Federal National Mortgage Association 4% 0.00022 119,324 111,765
Federal National Mortgage Association 6% 0.00022 112,101 113,552
STIF FUND (CHF) 0.00022 100,218 111,527
Csmc 0% 0.00022 117,486 114,168
Wamu Mortgage Pass-Through CTFS TR 6.27971% 0.00022 130,465 113,983
Government National Mortgage Association 3.5% 0.00022 121,141 111,397
Community Program 4.5% 0.00022 111,758 110,316
Federal National Mortgage Association 6.3% 0.00022 123,905 115,093
Federal National Mortgage Association 3.5% 0.00022 118,786 113,507
Federal Home Loan Mortgage Corp. 3.5% 0.00022 116,596 112,112
Government National Mortgage Association 5% 0.00022 116,070 113,570
Federal Home Loan Mortgage Corp. 3% 0.00022 132,039 112,622
Federal National Mortgage Association 5.959% 0.00022 110,565 111,293
Residential Accredit Loans Inc 6.51277% 0.00022 136,474 113,808
Federal National Mortgage Association 4% 0.00022 118,411 110,156
Federal National Mortgage Association 3.5% 0.00022 113,502 110,546
Federal National Mortgage Association 4% 0.00022 120,809 113,130
Federal National Mortgage Association 4% 0.00022 118,280 110,787
Government National Mortgage Association 5% 0.00022 114,737 113,361
Morgan Stanley Capital I Inc 3.58252% 0.00022 131,526 112,511
Federal National Mortgage Association 3% 0.00022 126,540 113,396
Federal Home Loan Mortgage Corp. 5.5% 0.00022 116,382 114,845
Government National Mortgage Association 4% 0.00022 118,805 110,335
Federal National Mortgage Association 3.5% 0.00022 126,858 114,425
Starm Mtg Ln Tr 5.60688% 0.00022 138,173 114,475
Federal Home Loan Mortgage Corp. 3.5% 0.00022 113,425 112,050
Federal National Mortgage Association 6% 0.00022 111,787 112,805
Merrill Lynch Mortgage Investors, Inc. 5.87401% 0.00021 122,176 107,001
Federal Home Loan Mortgage Corp. 4% 0.00021 114,471 108,214
Federal National Mortgage Association 7% 0.00021 106,288 107,405
Federal National Mortgage Association 6% 0.00021 104,011 106,201
Federal National Mortgage Association 6% 0.00021 105,201 107,044
Greenpoint Mtg Fdg 5.99971% 0.00021 123,807 107,955
Federal National Mortgage Association 3% 0.00021 111,955 107,220
Federal Home Loan Mortgage Corp. 6.5% 0.00021 105,520 105,762
Fremont Home Loan Trust 5.65971% 0.00021 343,092 106,970
Federal Home Loan Mortgage Corp. 6% 0.00021 107,727 108,173
Federal National Mortgage Association 5.5% 0.00021 108,286 108,724
Ameriquest Mortgage Securities 6.23971% 0.00021 108,518 107,982
Federal National Mortgage Association 4% 0.00021 116,168 108,826
Federal National Mortgage Association 6% 0.00021 106,954 109,417
Federal National Mortgage Association 4% 0.00021 114,055 107,676
Federal National Mortgage Association 5.5% 0.00021 107,300 107,736
Cwalt Incorporation 6.99971% 0.00021 136,997 109,134
JP Morgan Mortgage Trust 4.53605% 0.00021 142,231 108,787
Banc America Funding Trust 5.5% 0.00021 114,935 104,963
Federal National Mortgage Association 3.5% 0.00021 110,711 107,115
Federal National Mortgage Association 6% 0.00021 107,130 108,400
Federal Home Loan Mortgage Corp. 3.5% 0.00021 108,325 106,036
Federal National Mortgage Association 3% 0.00021 121,695 107,395
Federal National Mortgage Association 5.5% 0.00021 108,569 109,010
Government National Mortgage Association 2.5% 0.00021 126,752 106,892
Wamu Mortgage Pass-Through CTFS TR 6.03971% 0.00021 115,325 108,657
Fnma Pass-Thru I 5% 0.00021 111,387 107,763
ABS CorpHELT 5.53971% 0.00020 146,447 100,998
Federal National Mortgage Association 6% 0.00020 99,659 100,758
Luminent Mortgage Trust 5.77971% 0.00020 121,443 101,166
Federal National Mortgage Association 5.5% 0.00020 100,658 101,066
Federal National Mortgage Association 5% 0.00020 104,153 104,196
Government National Mortgage Association 3.625% 0.00020 102,028 101,314
CWMBS Inc 5.5% 0.00020 114,487 104,877
Federal National Mortgage Association 6% 0.00020 102,021 103,252
Federal National Mortgage Association 3% 0.00020 116,402 101,947
Adjustable Rate Mortgage Trust 4.72745% 0.00020 143,666 100,929
Fnma Pass-Thru I 3.5% 0.00020 103,786 101,779
Federal National Mortgage Association 5.5% 0.00020 99,700 100,105
Federal Home Loan Mortgage Corp. 7% 0.00020 99,055 102,360
Federal National Mortgage Association 6.5% 0.00020 99,304 101,170
Federal National Mortgage Association 4% 0.00020 110,389 103,774
Federal National Mortgage Association 3.5% 0.00020 104,236 101,189
Pimco Total Return Collective Trust 0.00020 15,480 103,200
Chase Mortgage Financial Trust 5.67267% 0.00020 108,126 100,973
Federal Home Loan Mortgage Corp. 6.04751% 0.00020 99,941 100,172
Federal Home Loan Mortgage Corp. 3.5% 0.00020 105,318 102,521
Merrill Lynch Mortgage Investors, Inc. 6.17404% 0.00020 112,755 103,285
Banc America Mortgage Securitites Inc 5.07287% 0.00020 116,753 100,490
Federal National Mortgage Association 3.5% 0.00020 105,008 103,313
Federal National Mortgage Association 6% 0.00020 99,909 102,207
Federal National Mortgage Association 4% 0.00020 107,532 100,719
CWABS Asset Backed Certificates Trust 2006-9 5.859% 0.00020 69,551 104,562
Federal National Mortgage Association 3% 0.00020 105,720 100,101
Government National Mortgage Association 3.875% 0.00020 103,559 103,521
Federal National Mortgage Association 6% 0.00020 99,208 101,493
Federal National Mortgage Association 5.5% 0.00020 103,605 104,026
CSMC Trust 0% 0.00020 106,454 103,115
Bear Stearns Alternative A Trust 4.96009% 0.00020 158,983 104,365
Resident Asset Sec 6% 0.00020 196,317 101,934
Federal National Mortgage Association 4% 0.00020 106,711 99,862
Government National Mortgage Association 4.625% 0.00020 106,241 104,874
Federal National Mortgage Association 6% 0.00020 101,539 103,662
Fnma Pass-Thru I 5.5% 0.00020 105,408 104,139
JP Morgan Mortgage Trust 5.96264% 0.00020 130,225 100,198
Federal National Mortgage Association 3.5% 0.00020 106,589 102,952
Federal Home Loan Mortgage Corp. 6.5% 0.00020 103,343 103,295
Fnma Pass-Thru I 5.5% 0.00020 101,030 99,941
Fnma Pass-Thru I 4% 0.00020 111,649 103,706
Federal National Mortgage Association 6% 0.00020 99,343 100,604
Federal Home Loan Mortgage Corp. 3% 0.00020 118,931 101,963
Federal Home Loan Mortgage Corp. 3% 0.00019 99,574 97,181
Government National Mortgage Association 3.5% 0.00019 106,172 97,633
Conseco Financial Secs Corp 7.49% 0.00019 96,471 96,712
Federal National Mortgage Association 6% 0.00019 94,820 96,944
CWMBS Inc 5.5% 0.00019 213,716 98,392
Federal Home Loan Mortgage Corp. 5% 0.00019 98,523 95,290
Fnma Pass-Thru I 3% 0.00019 107,202 99,698
Federal Home Loan Mortgage Corp. 6% 0.00019 99,084 99,546
Federal National Mortgage Association 6% 0.00019 93,918 95,978
Federal National Mortgage Association 4% 0.00019 104,474 97,634
Government National Mortgage Association 3.5% 0.00019 107,869 99,399
Federal Home Loan Mortgage Corp. 3% 0.00019 111,654 98,935
Federal National Mortgage Association 3.5% 0.00019 103,105 96,581
Federal National Mortgage Association 5.76983% 0.00019 97,929 96,932
Federal National Mortgage Association 3.5% 0.00019 99,943 98,260
Federal National Mortgage Association 6% 0.00019 95,699 96,531
Federal National Mortgage Association 6% 0.00019 97,052 97,902
Federal National Mortgage Association 4% 0.00019 105,999 99,229
GREYSTONE CRE NOTES 2019-FL2 LTD 6.62332% 0.00019 95,163 94,925
Federal Home Loan Mortgage Corp. 6.5% 0.00019 98,003 98,182
Federal National Mortgage Association 4% 0.00019 105,596 98,277
Federal National Mortgage Association 6% 0.00019 95,092 96,393
Master Asset Securitization Trust 6% 0.00019 174,765 95,887
Federal National Mortgage Association 7% 0.00019 95,281 97,075
Federal National Mortgage Association 6% 0.00019 97,505 99,751
Federal National Mortgage Association 5.5% 0.00019 96,147 96,537
Federal National Mortgage Association 3.5% 0.00019 97,002 95,555
Federal National Mortgage Association 6% 0.00019 96,561 97,247
Federal National Mortgage Association 3.5% 0.00019 102,350 97,801
Federal Home Loan Mortgage Corp. 3.5% 0.00019 99,998 95,552
MortgageIT Trust 6.23971% 0.00019 100,118 94,866
Federal National Mortgage Association 3.5% 0.00019 99,765 97,681
Federal National Mortgage Association 4% 0.00019 101,893 95,199
Federal Home Loan Mortgage Corp. 3.5% 0.00019 103,109 98,526
Bear Stearns Arm Trust 5.125% 0.00019 120,150 95,111
Federal National Mortgage Association 6.01% 0.00019 94,903 95,158
Government National Mortgage Association 5% 0.00019 99,758 97,763
Federal National Mortgage Association 5.996% 0.00019 95,311 95,648
Federal National Mortgage Association 5.793% 0.00019 95,036 95,639
Federal National Mortgage Association 5.79983% 0.00019 101,776 99,507
Fnma Pass-Thru I 5.5% 0.00019 98,682 97,520
Chevy Chase Funding Llc 5.70971% 0.00019 105,928 96,031
Federal Home Loan Mortgage Corp. 4% 0.00019 107,102 98,195
Federal National Mortgage Association 4% 0.00019 104,968 97,920
Federal National Mortgage Association 5.5% 0.00019 97,631 98,028
Government National Mortgage Association 4.625% 0.00019 98,648 98,078
Federal National Mortgage Association 3.5% 0.00019 99,993 95,551
Woodside Finance Ltd. 3.65% 0.00019 100,000 98,605
Bear Stearns Arm Trust 6.62499% 0.00018 97,508 93,870
Cwalt Incorporation 5.87971% 0.00018 104,331 91,414
Federal Home Loan Mortgage Corp. 6.5% 0.00018 92,572 92,355
Federal National Mortgage Association 7% 0.00018 91,242 92,840
Federal National Mortgage Association 6% 0.00018 91,393 92,684
Small Business Administration 5.82% 0.00018 93,570 92,420
Federal National Mortgage Association 4% 0.00018 99,990 93,152
Strctrd Asset Invt 6.38971% 0.00018 105,516 94,279
Federal National Mortgage Association 6% 0.00018 91,061 91,850
Federal National Mortgage Association 7% 0.00018 92,925 93,292
ML Alt Nt Asset Tr 6% 0.00018 1,040,481 90,772
Federal National Mortgage Association 6% 0.00018 89,777 91,089
Federal National Mortgage Association 4% 0.00018 100,955 94,565
Federal National Mortgage Association 3.5% 0.00018 93,985 91,932
Federal Home Loan Mortgage Corp. 7% 0.00018 90,864 92,994
Starm Mtg Ln Tr 5.9401% 0.00018 164,288 92,528
Federal National Mortgage Association 6% 0.00018 91,564 92,358
Wamu Mortgage Pass-Through CTFS TR 6.27971% 0.00018 108,484 94,353
Federal National Mortgage Association 4% 0.00018 96,282 90,207
Bear Stearns Arm Trust 6.87503% 0.00018 97,230 91,990
Federal National Mortgage Association 6% 0.00018 91,588 92,925
Federal National Mortgage Association 5.79983% 0.00018 95,408 93,358
Impac CMB Trust 5.749% 0.00018 85,901 90,694
Renaissance Hm Eqt 6.15971% 0.00018 103,750 94,327
Federal National Mortgage Association 4% 0.00018 100,117 93,121
Federal Home Loan Mortgage Corp. 4.5% 0.00018 98,405 93,276
Federal National Mortgage Association 4% 0.00018 97,892 91,107
Government National Mortgage Association 6% 0.00018 88,325 91,583
Federal Home Loan Mortgage Corp. 3% 0.00018 108,778 92,734
Wells Fargo National Bank West (Nevada) 6.47617% 0.00018 90,510 90,510
Federal Home Loan Mortgage Corp. 5.5% 0.00018 92,076 91,170
Government National Mortgage Association 3.5% 0.00018 102,402 94,166
Federal National Mortgage Association 0.70017% 0.00018 848,945 93,647
Federal National Mortgage Association 6% 0.00018 89,759 92,214
Government National Mortgage Association 3.625% 0.00018 92,596 90,430
Wachovia Mortgage Loan Trust LLC 6.322% 0.00018 97,072 91,468
Morgan Stanley ML 6% 0.00018 101,580 91,624
Federal Home Loan Mortgage Corp. 4.5% 0.00018 93,084 91,206
Harborview Mtg Loan Trust 6.05315% 0.00018 106,605 93,635
Federal National Mortgage Association 4.5% 0.00018 94,806 90,100
Federal National Mortgage Association 6% 0.00018 91,531 92,630
Federal Home Loan Mortgage Corp. 6% 0.00018 89,814 90,053
Federal National Mortgage Association 4% 0.00018 100,486 93,558
Federal National Mortgage Association 3.5% 0.00018 94,546 93,269
Federal Home Loan Mortgage Corp. 4.5% 0.00018 97,426 92,083
Federal National Mortgage Association 3.5% 0.00018 103,370 93,410
Banc America Funding Trust 5.55971% 0.00018 117,175 91,788
Federal National Mortgage Association 4% 0.00018 98,887 92,640
Federal Home Loan Mortgage Corp. 4.5% 0.00018 97,508 92,001
Federal National Mortgage Association 3% 0.00018 105,601 93,192
Federal National Mortgage Association 4% 0.00018 96,723 90,825
Fnma Pass-Thru I 3% 0.00018 107,850 92,558
Federal Home Loan Mortgage Corp. 4.5% 0.00018 102,494 94,170
Government National Mortgage Association 3.5% 0.00017 95,043 87,398
Federal National Mortgage Association 4% 0.00017 91,221 86,028
Federal Home Loan Mortgage Corp. 6.5% 0.00017 85,637 85,826
Federal National Mortgage Association 4% 0.00017 90,311 85,262
Federal National Mortgage Association 5.5% 0.00017 86,174 86,524
Nomura Asset Acceptance Corp Alt Ln tr 7.32369% 0.00017 108,925 84,777
Federal National Mortgage Association 6% 0.00017 85,882 87,888
GSAA Home Equity Trust 6.05971% 0.00017 148,267 86,909
Federal National Mortgage Association 6% 0.00017 84,363 84,911
Federal Home Loan Mortgage Corp. 4.5% 0.00017 87,710 86,139
Federal National Mortgage Association 6% 0.00017 83,396 84,476
Federal National Mortgage Association 6% 0.00017 84,112 85,381
Federal National Mortgage Association 5% 0.00017 90,235 87,932
Government National Mortgage Association 3.5% 0.00017 94,767 87,351
Federal National Mortgage Association 3% 0.00017 96,987 87,380
Chase Mortgage Financial Trust 4.85973% 0.00017 98,672 87,954
Federal National Mortgage Association 3% 0.00017 91,393 85,300
Morgan Stanley ML 5.91971% 0.00017 419,748 87,217
Federal National Mortgage Association 6% 0.00017 83,199 84,606
Government National Mortgage Association 4.625% 0.00017 87,143 85,328
Federal National Mortgage Association 4% 0.00017 91,824 85,901
Federal National Mortgage Association 6.066% 0.00017 85,029 85,703
Federal National Mortgage Association 6% 0.00017 88,143 88,906
Federal National Mortgage Association 6% 0.00017 83,912 85,067
Federal National Mortgage Association 6% 0.00017 85,443 86,119
Fnma Pass-Thru I 4% 0.00017 92,516 84,798
Federal National Mortgage Association 6.162% 0.00017 87,154 87,585
Federal Home Loan Mortgage Corp. 3.5% 0.00017 88,798 85,636
Federal Home Loan Mortgage Corp. 5.5% 0.00017 89,497 88,346
Federal National Mortgage Association 4% 0.00017 95,482 89,383
Federal National Mortgage Association 4% 0.00017 92,899 86,974
Federal National Mortgage Association 4% 0.00017 90,703 84,862
Fnma Pass-Thru I 4% 0.00017 93,021 85,294
Federal National Mortgage Association 5% 0.00017 88,571 88,286
Federal National Mortgage Association 5.5% 0.00017 87,696 88,052
PacifiCorp. 2.7% 0.00017 100,000 86,812
Federal National Mortgage Association 6% 0.00017 85,590 87,560
Federal National Mortgage Association 4% 0.00017 94,914 89,149
Federal National Mortgage Association 4% 0.00017 90,486 84,575
Citigroup Mortgage Loan Trust 0.11% 0.00016 16,961,424 81,400
Citigroup Mortgage Loan Trust 6.83% 0.00016 84,722 79,840
Alternative Loan Trust 6% 0.00016 153,069 83,646
Federal National Mortgage Association 3.5% 0.00016 82,970 80,961
Federal National Mortgage Association 5.84983% 0.00016 81,326 80,610
Federal National Mortgage Association 3.5% 0.00016 86,324 83,846
Bamll 2023-Htl 0% 0.00016 658,642 83,995
Federal National Mortgage Association 3% 0.00016 96,231 84,098
Fnma Pass-Thru I 3.5% 0.00016 87,358 84,315
Federal National Mortgage Association 5.5% 0.00016 82,592 82,927
Federal National Mortgage Association 3.5% 0.00016 81,879 80,119
Government National Mortgage Association 4% 0.00016 86,007 80,113
Federal Home Loan Mortgage Corp. 4% 0.00016 90,576 83,049
Federal National Mortgage Association 6.353% 0.00016 84,540 84,427
Federal National Mortgage Association 3.5% 0.00016 83,765 82,247
Fnma Pass-Thru I 4.5% 0.00016 88,276 83,276
Delta Funding Series 2000-2 6.26332% 0.00016 88,222 82,063
Federal National Mortgage Association 5.79983% 0.00016 84,583 83,584
Federal Home Loan Mortgage Corp. 3.5% 0.00016 88,592 84,376
Federal Home Loan Mortgage Corp. 5.76751% 0.00016 81,147 80,169
Federal National Mortgage Association 4% 0.00016 85,235 79,835
Government National Mortgage Association 4.625% 0.00016 82,852 81,239
Federal National Mortgage Association 5% 0.00016 84,730 84,257
Federal National Mortgage Association 4% 0.00016 89,607 83,366
Federal National Mortgage Association 6% 0.00016 77,480 79,528
Sequoia Mtg Trust 6.25315% 0.00016 88,874 83,468
Greenpoint Mtg Fdg 5.99971% 0.00016 87,064 83,146
Federal National Mortgage Association 3.5% 0.00016 81,389 79,549
Federal National Mortgage Association 5.5% 0.00016 80,937 81,266
Federal National Mortgage Association 3.5% 0.00016 86,560 83,452
Fnma Pass-Thru I 5% 0.00016 83,365 80,630
GSR Mtg Ln 6% 0.00016 133,476 82,968
Federal National Mortgage Association 5.5% 0.00016 79,559 79,883
Federal National Mortgage Association 6.287% 0.00016 80,421 80,844
Federal Home Loan Mortgage Corp. 3% 0.00016 98,546 84,302
Wamu Mortgage Pass-Through CTFS TR 5.40618% 0.00016 84,055 80,194
Federal Home Loan Mortgage Corp. 5.74751% 0.00016 84,983 83,977
Federal National Mortgage Association 4% 0.00016 88,590 82,968
JP Morgan Mortgage Trust 5.56167% 0.00016 90,194 81,949
Federal Home Loan Mortgage Corp. 3% 0.00016 88,659 79,899
Washington Mut Mtg 5.068% 0.00016 84,238 79,771
STIF FUND (HKD) 0.00015 582,233 74,574
Fnma Pass-Thru I 4.5% 0.00015 83,547 78,911
Federal National Mortgage Association 6.19983% 0.00015 77,819 78,014
Federal National Mortgage Association 6.206% 0.00015 78,794 79,023
Federal National Mortgage Association 5.84983% 0.00015 75,755 75,158
Federal Home Loan Mortgage Corp. 3% 0.00015 89,642 77,990
MASTR Asset Backed Securities Trust 5.971% 0.00015 106,876 75,525
Federal National Mortgage Association 6.032% 0.00015 77,701 77,743
Federal National Mortgage Association 4% 0.00015 80,286 75,824
Federal National Mortgage Association 5.5% 0.00015 78,402 78,721
Federal Home Loan Mortgage Corp. 3.5% 0.00015 77,529 75,034
Federal Home Loan Mortgage Corp. 6.5% 0.00015 74,654 74,614
Federal Home Loan Mortgage Corp. 3% 0.00015 81,214 78,982
Banc America Mortgage Securitites Inc 4.98193% 0.00015 84,418 77,579
Federal Home Loan Mortgage Corp. 6.5% 0.00015 78,424 78,855
Federal Home Loan Mortgage Corp. 0.47309% 0.00015 1,357,738 75,077
GS Mortgage Securities Corp 5.10981% 0.00015 86,691 79,348
Federal National Mortgage Association 6% 0.00015 74,428 75,390
STIF FUND (CAD) 0.00015 107,869 78,832
Federal Home Loan Mortgage Corp. 5% 0.00015 79,643 77,044
Federal National Mortgage Association 4% 0.00015 82,811 77,430
Federal Home Loan Mortgage Corp. 5.978% 0.00015 73,448 74,779
Federal National Mortgage Association 8% 0.00015 74,595 76,457
Government National Mortgage Association 3.75% 0.00015 76,975 75,032
Federal National Mortgage Association 5% 0.00015 77,155 76,324
Federal Home Loan Mortgage Corp. 4% 0.00015 83,139 78,199
Federal Home Loan Mortgage Corp. 3.5% 0.00015 80,170 77,501
Federal Home Loan Mortgage Corp. 3.5% 0.00015 77,576 76,367
Federal National Mortgage Association 4% 0.00015 85,137 78,062
Federal National Mortgage Association 6% 0.00015 75,500 77,238
Federal National Mortgage Association 5% 0.00015 75,201 74,391
Federal National Mortgage Association 4% 0.00015 82,564 77,333
Federal Home Loan Mortgage Corp. 6% 0.00015 78,220 76,646
Government National Mortgage Association 3.875% 0.00015 76,434 75,443
Federal Home Loan Mortgage Corp. 3.5% 0.00015 80,487 79,082
Federal Home Loan Mortgage Corp. 6.5% 0.00015 77,330 77,351
Federal National Mortgage Association 6% 0.00015 75,995 77,553
Federal National Mortgage Association 6% 0.00015 77,420 78,034
Federal National Mortgage Association 5.84983% 0.00015 76,141 74,843
Structured Asset Mortgage Investments II Trust 6.15315% 0.00015 84,877 77,058
Federal National Mortgage Association 4.5% 0.00015 75,482 74,974
Government National Mortgage Association 5% 0.00015 79,276 79,036
Structured Adj Rate Mtg Loan Trust 6.55277% 0.00015 88,027 78,390
Federal National Mortgage Association 4% 0.00015 82,456 76,772
Federal National Mortgage Association 6.133% 0.00015 78,578 79,339
Federal National Mortgage Association 5.5% 0.00015 78,830 79,150
Federal National Mortgage Association 6% 0.00015 74,396 75,954
Federal National Mortgage Association 5.5% 0.00015 77,818 78,134
Federal Home Loan Mortgage Corp. 3.5% 0.00015 75,521 74,383
J P Morgan Mtg Acquisition Tr 5.61971% 0.00015 187,938 79,287
Federal Home Loan Mortgage Corp. 7.5% 0.00015 73,603 76,003
Strctrd Asset Invt 6.15971% 0.00015 74,838 74,736
Federal National Mortgage Association 6% 0.00015 72,959 74,454
Federal National Mortgage Association 3% 0.00015 88,549 78,133
Federal National Mortgage Association 4% 0.00015 82,044 76,759
Federal National Mortgage Association 3.5% 0.00014 72,059 70,497
Federal National Mortgage Association 3% 0.00014 83,601 73,768
Ripon Mortgages PLC 0.07% 0.00014 714,286 70,790
Federal National Mortgage Association 5.84983% 0.00014 70,372 69,843
Structured Adj Rate Mtg Loan Trust 4.27108% 0.00014 72,665 70,932
Federal National Mortgage Association 6% 0.00014 72,908 73,633
Mellon Residential 6.18332% 0.00014 74,346 70,850
Federal National Mortgage Association 5% 0.00014 73,104 72,317
Federal National Mortgage Association 5.79983% 0.00014 73,886 73,655
Residential Asset Mortgage Products, Inc. 8.5% 0.00014 75,433 73,558
Federal National Mortgage Association 6.19983% 0.00014 73,403 73,730
CWMBS Inc 5.34729% 0.00014 82,640 74,115
Federal National Mortgage Association 4.5% 0.00014 73,021 71,506
CWMBS Inc 6.11971% 0.00014 84,084 73,629
Federal Home Loan Mortgage Corp. 6% 0.00014 70,644 70,459
Federal National Mortgage Association 3.5% 0.00014 75,275 74,082
Federal Home Loan Mortgage Corp. 3.5% 0.00014 70,975 69,548
Chase Mortgage Financial Trust 6.24871% 0.00014 76,653 72,608
Federal National Mortgage Association 3% 0.00014 85,172 72,863
Government National Mortgage Association 3.5% 0.00014 76,545 70,389
Government National Mortgage Association 3.5% 0.00014 75,942 69,980
Federal National Mortgage Association 3.5% 0.00014 78,991 71,545
Fnma Pass-Thru I 3.5% 0.00014 80,149 72,493
Bear Stearns Alternative A Trust 4.40058% 0.00014 84,450 73,029
Federal National Mortgage Association 6% 0.00014 71,178 71,774
Federal National Mortgage Association 6% 0.00014 68,445 69,253
Federal National Mortgage Association 4% 0.00014 77,831 73,043
Federal National Mortgage Association 7.203% 0.00014 69,546 70,538
Government National Mortgage Association 5% 0.00014 70,636 69,813
Federal National Mortgage Association 6% 0.00014 69,261 70,855
Federal Home Loan Mortgage Corp. 6.67% 0.00014 70,055 70,021
Federal National Mortgage Association 4% 0.00014 75,132 70,373
Indymac ABS, Inc. 6.31971% 0.00014 75,143 72,751
Federal National Mortgage Association 5.575% 0.00014 71,905 72,069
Federal Home Loan Mortgage Corp. 3.5% 0.00014 72,897 71,828
Federal Home Loan Mortgage Corp. 3.5% 0.00014 73,252 71,827
Federal National Mortgage Association 6% 0.00014 71,951 72,600
Structured Adj Rate Mtg Loan Trust 4.17195% 0.00014 81,977 70,397
Federal National Mortgage Association 6% 0.00014 70,279 71,759
Indymac MBS Inc 3.24742% 0.00014 88,200 74,209
GSC Capital Corp 5.81971% 0.00014 78,025 72,735
Government National Mortgage Association 5% 0.00014 70,642 69,172
Federal National Mortgage Association 5.585% 0.00014 73,511 73,509
Federal Home Loan Mortgage Corp. 5.5% 0.00014 70,131 69,370
Federal National Mortgage Association 3% 0.00014 79,150 71,518
Federal National Mortgage Association 6% 0.00013 62,641 64,554
Federal National Mortgage Association 6.04983% 0.00013 66,641 66,626
Federal National Mortgage Association 5.785% 0.00013 64,648 64,785
Federal National Mortgage Association 6.323% 0.00013 65,792 66,114
Federal Home Loan Mortgage Corp. 7.5% 0.00013 64,084 66,188
Bear Stearns Arm Trust 5.48704% 0.00013 78,228 67,741
Federal National Mortgage Association 3.5% 0.00013 69,710 67,986
Federal Home Loan Mortgage Corp. 3.5% 0.00013 68,602 67,446
Federal National Mortgage Association 6% 0.00013 64,737 65,231
Government National Mortgage Association 3.75% 0.00013 65,718 64,046
Federal National Mortgage Association 5.5% 0.00013 67,116 67,157
Government National Mortgage Association 4% 0.00013 74,292 68,877
PacifiCorp. 3.3% 0.00013 100,000 64,737
Federal National Mortgage Association 3.5% 0.00013 68,172 66,422
Federal National Mortgage Association 6% 0.00013 65,377 66,868
Federal National Mortgage Association 4% 0.00013 72,051 67,441
Federal National Mortgage Association 3% 0.00013 72,678 64,082
Federal National Mortgage Association 6% 0.00013 63,365 64,824
Banc Amer Fdg 06-B 2.3715% 0.00013 77,138 67,880
Federal National Mortgage Association 3.5% 0.00013 68,625 67,556
Federal National Mortgage Association 5.5% 0.00013 67,935 68,210
Government National Mortgage Association 5% 0.00013 64,657 64,659
Federal National Mortgage Association 7.013% 0.00013 65,108 66,324
Federal National Mortgage Association 3.5% 0.00013 71,020 68,246
Federal National Mortgage Association 5% 0.00013 69,794 69,072
Federal National Mortgage Association 6.26983% 0.00013 67,228 67,679
Federal Home Loan Mortgage Corp. 5.71971% 0.00013 66,199 67,876
Federal National Mortgage Association 6.02% 0.00013 66,533 66,885
Federal Home Loan Mortgage Corp. 0.1991% 0.00013 68,647 66,163
Federal National Mortgage Association 6% 0.00013 66,794 68,334
Federal National Mortgage Association 5.74983% 0.00013 66,345 66,185
Federal National Mortgage Association 3% 0.00013 75,689 66,798
Federal National Mortgage Association 3% 0.00013 71,160 67,291
Federal National Mortgage Association 6% 0.00013 64,310 65,359
Federal National Mortgage Association 5% 0.00013 64,924 64,467
Federal Home Loan Mortgage Corp. 3.5% 0.00013 69,287 67,883
Federal National Mortgage Association 6% 0.00013 66,594 68,128
Federal National Mortgage Association 5.665% 0.00013 65,716 65,868
Federal National Mortgage Association 6.25% 0.00013 65,186 64,993
Federal National Mortgage Association 6.5% 0.00013 64,076 66,590
Federal National Mortgage Association 6% 0.00013 65,779 66,504
Impac CMB Trust 6.23971% 0.00013 70,233 68,508
Federal National Mortgage Association 4% 0.00013 70,178 65,437
Government National Mortgage Association 6% 0.00012 60,829 61,349
Federal National Mortgage Association 5.5% 0.00012 62,508 62,761
CWMBS Inc 5.31145% 0.00012 66,985 60,928
Indymac Arm Trust 5.54508% 0.00012 65,707 60,120
Federal Home Loan Mortgage Corp. 4.5% 0.00012 60,692 59,040
Federal National Mortgage Association 4% 0.00012 68,052 63,403
Federal National Mortgage Association 6% 0.00012 61,119 61,961
CWMBS Inc 7.5% 0.00012 60,090 59,689
GS Mortgage Securities Corp 4.3335% 0.00012 67,451 59,186
Federal National Mortgage Association 3.5% 0.00012 60,109 59,172
Federal National Mortgage Association 3% 0.00012 69,603 61,419
Federal National Mortgage Association 6% 0.00012 62,337 63,626
Federal National Mortgage Association 4% 0.00012 64,081 59,779
Federal National Mortgage Association 6% 0.00012 58,590 59,518
Wamu Mortgage Pass-Through CTFS TR 4.4831% 0.00012 67,758 60,178
Federal National Mortgage Association 6% 0.00012 58,073 59,265
Federal National Mortgage Association 6% 0.00012 60,864 61,345
Federal National Mortgage Association 4% 0.00012 62,849 59,161
Federal National Mortgage Association 5% 0.00012 62,569 61,340
Federal Home Loan Mortgage Corp. 3.5% 0.00012 65,816 61,220
Federal National Mortgage Association 4% 0.00012 64,351 60,284
CWMBS Inc 6.24102% 0.00012 65,345 60,041
CWMBS Inc 6.13971% 0.00012 74,702 62,150
Federal National Mortgage Association 3.5% 0.00012 63,763 62,350
Federal National Mortgage Association 3.5% 0.00012 65,257 58,956
Federal National Mortgage Association 6% 0.00012 58,204 58,875
Mastr Adjustable Rate Mortgages Trust 6.75% 0.00012 67,626 62,677
Federal National Mortgage Association 3.5% 0.00012 61,024 60,034
Federal National Mortgage Association 5.978% 0.00012 62,575 62,949
Sequoia Mtg Trust 6.33181% 0.00012 65,234 61,511
Federal National Mortgage Association 3.5% 0.00012 62,737 61,412
Federal Home Loan Mortgage Corp. 4.5% 0.00012 61,597 60,403
Federal National Mortgage Association 4% 0.00012 68,558 63,732
Csmc Trust 2017 0% 0.00012 63,635 62,549
Federal National Mortgage Association 3% 0.00012 66,768 58,915
Cwalt Incorporation 6% 0.00012 130,793 58,991
Federal National Mortgage Association 3% 0.00012 69,243 60,734
Fnma Pass-Thru I 4% 0.00012 66,834 62,721
Small Business Administration 5.6% 0.00012 63,177 61,967
Federal Home Loan Mortgage Corp. 6.5% 0.00012 59,802 60,020
Federal National Mortgage Association 3.5% 0.00012 65,452 63,641
Bear Stearns Asset Backed Securities Trust 6.45971% 0.00012 61,272 60,409
Federal National Mortgage Association 3% 0.00012 67,280 59,370
Federal National Mortgage Association 6.16983% 0.00012 61,961 61,972
Federal Home Loan Mortgage Corp. 3.5% 0.00012 60,994 59,761
Federal National Mortgage Association 4% 0.00012 65,600 61,430
Federal National Mortgage Association 6% 0.00012 59,429 59,620
Federal National Mortgage Association 3% 0.00012 68,801 60,909
Citigroup Mortgage Loan Trust 6.17527% 0.00012 61,399 59,871
Federal Home Loan Mortgage Corp. 3.5% 0.00011 57,921 56,499
Federal National Mortgage Association 6% 0.00011 54,046 54,781
Government National Mortgage Association 3.5% 0.00011 62,493 57,467
Government National Mortgage Association 5% 0.00011 56,773 56,961
Federal Home Loan Mortgage Corp. 3.5% 0.00011 56,833 55,031
Federal National Mortgage Association 6% 0.00011 55,564 56,007
Government National Mortgage Association 6% 0.00011 52,322 54,759
Fnma Pass-Thru I 3.5% 0.00011 59,975 57,653
Federal National Mortgage Association 3.5% 0.00011 59,247 57,105
Federal National Mortgage Association 5.89751% 0.00011 58,902 58,749
Federal National Mortgage Association 8% 0.00011 55,332 56,916
Chase Mortgage Financial Trust 4.52047% 0.00011 60,639 54,886
Federal National Mortgage Association 6.91% 0.00011 58,973 58,864
Federal National Mortgage Association 5.5% 0.00011 54,720 54,941
Federal National Mortgage Association 6% 0.00011 56,105 57,257
Government National Mortgage Association 4.625% 0.00011 58,572 57,717
Federal National Mortgage Association 5% 0.00011 55,384 55,472
Federal National Mortgage Association 4% 0.00011 60,592 56,770
Federal Home Loan Mortgage Corp. 4.5% 0.00011 58,465 56,323
Government National Mortgage Association 4.625% 0.00011 58,335 57,482
Federal National Mortgage Association 4% 0.00011 59,810 55,730
Government National Mortgage Association 3.5% 0.00011 62,822 57,771
Harborview Mtg Loan Trust 6.25315% 0.00011 73,951 54,561
Government National Mortgage Association 4.625% 0.00011 59,366 58,522
Federal National Mortgage Association 3.5% 0.00011 57,418 56,416
Federal National Mortgage Association 6% 0.00011 55,994 57,283
Federal National Mortgage Association 6% 0.00011 55,973 56,464
Federal National Mortgage Association 3.5% 0.00011 56,830 55,908
Federal National Mortgage Association 3.5% 0.00011 56,776 54,883
Federal National Mortgage Association 6.3% 0.00011 54,229 54,979
Banc America Funding Trust 6.05971% 0.00011 70,806 56,663
Bear Stearns Arm Trust 5.01071% 0.00011 77,846 55,870
Federal National Mortgage Association 4.5% 0.00011 56,512 56,263
Federal National Mortgage Association 5.5% 0.00011 54,568 54,790
Government National Mortgage Association 4.625% 0.00011 59,838 58,403
Banc America Mortgage Securitites Inc 6.46952% 0.00011 59,933 55,110
Federal National Mortgage Association 4% 0.00011 62,207 58,266
Government National Mortgage Association 5% 0.00011 55,460 54,658
Federal National Mortgage Association 5.5% 0.00011 53,794 54,012
Federal National Mortgage Association 6% 0.00011 56,287 56,933
Federal Home Loan Mortgage Corp. 4.5% 0.00011 54,697 53,892
Federal National Mortgage Association 6% 0.00011 57,625 58,128
Federal National Mortgage Association 4.5% 0.00011 58,977 57,860
Federal National Mortgage Association 4% 0.00011 58,809 54,972
Federal National Mortgage Association 6% 0.00011 57,549 57,991
Federal Home Loan Mortgage Corp. 3.5% 0.00011 55,047 53,813
Federal Home Loan Mortgage Corp. 3.5% 0.00011 57,977 57,000
Resident Asset Sec 6% 0.00011 111,930 57,912
Federal National Mortgage Association 6% 0.00011 55,502 56,159
Federal National Mortgage Association 6% 0.00011 54,204 55,293
Federal National Mortgage Association 3% 0.00011 61,281 54,073
Federal National Mortgage Association 5.5% 0.00011 53,733 53,765
Federal National Mortgage Association 4% 0.00011 61,450 57,559
Federal National Mortgage Association 5.5% 0.00011 53,853 54,072
Federal Home Loan Mortgage Corp. 5.5% 0.00011 59,410 58,698
Morgan Stanley ML 6.96521% 0.00011 63,221 58,742
Federal Home Loan Mortgage Corp. 4% 0.00011 58,442 55,525
Federal National Mortgage Association 7.26% 0.00011 53,274 54,325
CSMC Mortgage-Backed Trust Series 2006-1 5.49579% 0.00011 113,105 57,193
Federal National Mortgage Association 6% 0.00011 54,882 55,304
Federal National Mortgage Association 6% 0.00011 53,752 54,990
Federal National Mortgage Association 6% 0.00011 54,174 55,421
Federal National Mortgage Association 6% 0.00011 54,056 54,413
Federal Home Loan Mortgage Corp. 6.733% 0.00010 52,110 52,451
Alternative Loan Trust 5.75% 0.00010 95,503 52,975
Federal National Mortgage Association 4% 0.00010 57,038 53,246
Federal Home Loan Mortgage Corp. 4.5% 0.00010 51,994 50,743
Government National Mortgage Association 3.5% 0.00010 57,737 53,094
Federal National Mortgage Association 6% 0.00010 51,555 52,678
Federal National Mortgage Association 3.5% 0.00010 52,731 51,872
Fnma Pass-Thru I 3.5% 0.00010 55,967 53,199
Federal National Mortgage Association 5% 0.00010 52,191 51,502
Federal National Mortgage Association 6% 0.00010 47,705 48,684
Federal National Mortgage Association 6% 0.00010 50,243 51,031
Federal National Mortgage Association 3.5% 0.00010 52,480 50,700
Structured Asset Mortgage Investments II Trust 5.91971% 0.00010 58,165 48,875
Federal National Mortgage Association 5% 0.00010 53,958 53,310
Federal National Mortgage Association 6% 0.00010 49,009 50,238
Federal National Mortgage Association 4% 0.00010 56,388 53,257
Federal National Mortgage Association 3% 0.00010 55,816 49,251
Government National Mortgage Association 4% 0.00010 53,164 49,377
Government National Mortgage Association 3.75% 0.00010 54,560 53,182
Federal National Mortgage Association 6% 0.00010 50,105 50,661
CWALT Alternative Loan Trust 2006-OA16 5.95971% 0.00010 72,106 50,778
Federal National Mortgage Association 8.5% 0.00010 48,870 49,146
Federal National Mortgage Association 4% 0.00010 56,461 52,890
Federal National Mortgage Association 5% 0.00010 51,012 50,079
Federal National Mortgage Association 4% 0.00010 52,641 49,256
STIF FUND (SEK) 0.00010 533,097 50,339
Securitized Asset Backed Receivables Llc Trust 5.57971% 0.00010 228,732 50,882
Federal National Mortgage Association 4% 0.00010 54,751 52,435
Federal Home Loan Mortgage Corp. 6% 0.00010 48,781 48,987
Federal National Mortgage Association 6% 0.00010 50,470 51,397
Federal National Mortgage Association 4% 0.00010 52,230 48,941
Harborview Mtg Loan Trust 6.03461% 0.00010 54,961 52,154
Government National Mortgage Association 3.625% 0.00010 53,982 53,648
Federal National Mortgage Association 6% 0.00010 51,956 52,474
Federal National Mortgage Association 3.5% 0.00010 51,419 50,152
Federal National Mortgage Association 5.94983% 0.00010 52,940 52,724
Federal National Mortgage Association 3.5% 0.00010 49,607 48,741
Federal National Mortgage Association 6% 0.00010 53,214 53,675
Federal National Mortgage Association 6% 0.00010 51,611 52,046
Federal National Mortgage Association 6% 0.00010 48,668 49,475
Merrill Lynch Mortgage Investors, Inc. 6.11971% 0.00010 58,380 51,809
Federal Home Loan Mortgage Corp. 3.5% 0.00010 53,489 51,870
Federal National Mortgage Association 5.5% 0.00010 52,739 52,953
Federal Home Loan Mortgage Corp. 3.5% 0.00010 53,368 51,101
Federal National Mortgage Association 3.5% 0.00010 51,689 50,490
Federal National Mortgage Association 6% 0.00010 48,386 49,583
Federal National Mortgage Association 6% 0.00010 52,209 52,883
Federal Home Loan Mortgage Corp. 4.5% 0.00010 50,642 49,024
Banc Amer Fdg 06-B 4.31388% 0.00010 66,683 53,415
Federal National Mortgage Association 6% 0.00010 50,883 52,033
Government National Mortgage Association 4.625% 0.00010 53,095 52,263
Federal National Mortgage Association 8% 0.00010 50,030 51,448
Federal National Mortgage Association 3.5% 0.00010 52,619 51,105
Wamu Mortgage Pass-Through CTFS TR 6.15277% 0.00010 53,717 48,967
Federal Home Loan Mortgage Corp. 3% 0.00010 58,739 50,043
Federal National Mortgage Association 4.5% 0.00010 52,466 51,404
Federal Home Loan Mortgage Corp. 3.5% 0.00010 50,059 48,997
Federal National Mortgage Association 6.5% 0.00010 50,071 51,268
Federal National Mortgage Association 6% 0.00010 52,428 52,886
Federal National Mortgage Association 6% 0.00010 48,497 49,493
Sequoia Mtg Trust 6.22804% 0.00010 54,129 52,895
Federal National Mortgage Association 8% 0.00010 48,295 50,805
Great Hall Mortgages No.1 PLC 3.845% 0.00010 48,037 51,371
Merrill Lynch Mortgage Investors, Inc. 7.25391% 0.00010 57,791 53,743
HSI Asset Securitization Corporation Trust 5.55971% 0.00010 135,617 53,607
Government National Mortgage Association 5% 0.00010 49,419 49,664
Federal National Mortgage Association 6% 0.00010 49,698 50,304
Government National Mortgage Association 4% 0.00010 51,592 50,839
Federal National Mortgage Association 4% 0.00010 53,170 49,578
Federal Home Loan Mortgage Corp. 3.5% 0.00010 50,625 49,522
Federal National Mortgage Association 6% 0.00010 51,412 51,876
Federal National Mortgage Association 3.5% 0.00010 53,202 51,922
Federal National Mortgage Association 3% 0.00010 55,497 48,969
Federal National Mortgage Association 5.944% 0.00010 48,492 48,720
Cwalt Incorporation 5.87812% 0.00010 58,315 51,884
Federal National Mortgage Association 6.553% 0.00010 54,395 53,658
Federal National Mortgage Association 5% 0.00010 52,414 51,719
Federal National Mortgage Association 4% 0.00010 52,749 49,024
Federal National Mortgage Association 6% 0.00009 47,337 48,428
Federal Home Loan Mortgage Corp. 6.5% 0.00009 43,857 45,090
Federal National Mortgage Association 4% 0.00009 48,233 45,308
Federal National Mortgage Association 3.5% 0.00009 46,246 45,288
Federal National Mortgage Association 3% 0.00009 54,563 48,145
Federal National Mortgage Association 3.5% 0.00009 49,084 48,397
Federal National Mortgage Association 8% 0.00009 45,445 46,007
Federal National Mortgage Association 6.5% 0.00009 47,114 47,228
Federal National Mortgage Association 6% 0.00009 45,541 45,375
Federal National Mortgage Association 3.5% 0.00009 47,204 45,630
1ST Horizon Mtg 6.01982% 0.00009 49,373 47,991
Federal National Mortgage Association 3% 0.00009 53,132 46,888
Fnma Pass-Thru I 4% 0.00009 50,323 46,133
Federal National Mortgage Association 3.5% 0.00009 49,682 48,198
Federal National Mortgage Association 6% 0.00009 43,579 44,260
Federal National Mortgage Association 5.5% 0.00009 46,066 46,252
Federal Home Loan Mortgage Corp. 4.5% 0.00009 44,387 43,725
Federal National Mortgage Association 3.5% 0.00009 47,022 46,157
Federal National Mortgage Association 6% 0.00009 46,715 47,846
Federal National Mortgage Association 6% 0.00009 45,137 46,177
Banc America Funding Trust 6% 0.00009 59,455 47,378
Federal National Mortgage Association 6% 0.00009 46,963 47,520
Federal Home Loan Mortgage Corp. 3.5% 0.00009 52,448 47,007
Federal National Mortgage Association 5.5% 0.00009 43,822 43,999
Government National Mortgage Association 4.625% 0.00009 45,938 45,016
Government National Mortgage Association 6% 0.00009 43,727 45,341
Federal National Mortgage Association 3.5% 0.00009 44,567 43,648
Federal Home Loan Mortgage Corp. 3.5% 0.00009 49,204 45,642
Federal National Mortgage Association 6% 0.00009 44,466 45,779
Federal National Mortgage Association 4% 0.00009 46,609 43,738
Federal National Mortgage Association 4% 0.00009 50,734 47,525
Federal National Mortgage Association 3.5% 0.00009 48,333 47,328
Federal National Mortgage Association 5.554% 0.00009 49,073 48,577
Federal National Mortgage Association 3.5% 0.00009 46,442 45,078
Federal National Mortgage Association 7.293% 0.00009 48,234 48,185
Federal National Mortgage Association 6.646% 0.00009 45,265 46,662
Cwalt Incorporation 4.38632% 0.00009 61,752 45,568
Federal National Mortgage Association 3.5% 0.00009 44,548 43,789
Ameriquest Mortgage Securities 6.32971% 0.00009 50,094 48,202
Government National Mortgage Association 4% 0.00009 49,064 45,569
Federal Home Loan Mortgage Corp. 3.5% 0.00009 50,177 48,604
Federal National Mortgage Association 4.5% 0.00009 46,355 43,725
Federal Home Loan Mortgage Corp. 3.5% 0.00009 49,438 48,408
Residential Fdg I 6.5% 0.00009 51,590 48,621
Federal National Mortgage Association 4% 0.00009 50,500 48,604
Morgan Stanley ABS Capital I Inc Trust 2006-WMC2 5.55971% 0.00009 128,757 47,097
Federal National Mortgage Association 6.035% 0.00009 46,986 47,130
Federal Home Loan Mortgage Corp. 5.5% 0.00009 44,897 44,372
Federal Home Loan Mortgage Corp. 3% 0.00009 45,066 43,660
Federal National Mortgage Association 7% 0.00009 46,534 46,609
Fnma Pass-Thru I 3% 0.00009 47,191 44,624
Federal National Mortgage Association 4% 0.00009 51,071 48,218
Federal National Mortgage Association 4% 0.00009 48,745 46,020
CWMBS Inc 6.03971% 0.00009 52,750 46,515
Adjustable Rate Mortgage Trust 4.09422% 0.00009 50,414 44,127
Federal National Mortgage Association 5% 0.00009 48,495 48,291
Federal Home Loan Mortgage Corp. 5.5% 0.00009 44,185 43,647
Federal National Mortgage Association 3.5% 0.00009 49,153 47,668
Federal National Mortgage Association 3.5% 0.00009 44,822 43,786
Federal National Mortgage Association 4% 0.00009 50,154 46,976
Federal National Mortgage Association 5.76983% 0.00009 44,645 43,957
Federal National Mortgage Association 6% 0.00009 45,423 45,767
Federal National Mortgage Association 6% 0.00009 48,195 48,343
Federal Home Loan Mortgage Corp. 5.5% 0.00009 49,047 48,439
Federal National Mortgage Association 3.5% 0.00009 49,336 48,351
Federal National Mortgage Association 6% 0.00009 43,544 44,050
Federal National Mortgage Association 3.5% 0.00008 40,391 39,400
Indymac MBS Inc 5.87971% 0.00008 47,839 41,262
Federal National Mortgage Association 4% 0.00008 44,374 41,347
Federal Home Loan Mortgage Corp. 4.5% 0.00008 41,624 40,500
Government National Mortgage Association 3.75% 0.00008 42,792 41,706
Federal National Mortgage Association 3.5% 0.00008 43,228 42,357
Bear Stearns Alternative A Trust 6.01619% 0.00008 41,748 38,758
Adjustable Rate Mortgage Trust 7.62498% 0.00008 46,452 41,023
Federal National Mortgage Association 3% 0.00008 46,841 41,027
Federal Home Loan Mortgage Corp. 3.5% 0.00008 44,618 42,275
Federal National Mortgage Association 6% 0.00008 42,302 43,276
Federal National Mortgage Association 6.628% 0.00008 38,730 38,697
Structured Asset Securities Corp. 6.75% 0.00008 43,840 40,707
Federal National Mortgage Association 3% 0.00008 44,034 38,854
Banc America Mortgage Securitites Inc 4.9442% 0.00008 45,117 39,141
Federal National Mortgage Association 4% 0.00008 42,902 40,184
Indymac MBS Inc 5.91971% 0.00008 43,688 38,846
Braemar Hotels & Resorts Inc 6.321% 0.00008 39,606 39,568
JP Morgan Mortgage Trust 5.26627% 0.00008 42,839 39,528
Federal National Mortgage Association 3% 0.00008 47,450 41,353
Federal National Mortgage Association 6% 0.00008 39,569 40,035
Federal National Mortgage Association 5% 0.00008 40,342 39,809
Federal National Mortgage Association 4% 0.00008 46,342 43,405
Federal National Mortgage Association 6% 0.00008 41,353 41,957
Federal National Mortgage Association 6% 0.00008 40,404 41,240
Federal National Mortgage Association 6% 0.00008 41,515 41,874
Federal National Mortgage Association 3% 0.00008 45,551 40,193
Fnma Pass-Thru I 4% 0.00008 45,295 42,425
Federal National Mortgage Association 6% 0.00008 40,903 41,389
Government National Mortgage Association 4% 0.00008 41,826 41,087
Indymac MBS Inc 5.5% 0.00008 42,658 40,869
Federal National Mortgage Association 6% 0.00008 38,018 39,141
Federal Home Loan Mortgage Corp. 3% 0.00008 1,275,387 38,897
Federal National Mortgage Association 6% 0.00008 42,071 42,583
Government National Mortgage Association 3.75% 0.00008 41,082 40,481
Fnma Pass-Thru I 5.5% 0.00008 40,548 40,013
Credit Suisse First Boston Mortgage Securities Corp. 6.75% 0.00008 41,582 38,660
Federal National Mortgage Association 6% 0.00008 39,502 39,622
Federal National Mortgage Association 3.5% 0.00008 39,117 38,508
Federal National Mortgage Association 5% 0.00008 40,564 40,109
Federal Home Loan Mortgage Corp. 6.06% 0.00008 42,602 43,019
Federal Home Loan Mortgage Corp. 4.704% 0.00008 44,220 42,888
CWMBS Inc 6.09971% 0.00008 43,957 40,553
Federal National Mortgage Association 5.5% 0.00008 42,423 41,899
Federal National Mortgage Association 6.553% 0.00008 42,758 42,320
Federal National Mortgage Association 3% 0.00008 48,304 42,622
Federal National Mortgage Association 4% 0.00008 41,736 39,460
Federal National Mortgage Association 3.5% 0.00008 40,974 39,484
Federal National Mortgage Association 4% 0.00008 44,960 41,925
Federal National Mortgage Association 5% 0.00008 39,592 39,001
Federal National Mortgage Association 6% 0.00008 41,803 42,765
Federal National Mortgage Association 5% 0.00008 40,004 39,795
Federal National Mortgage Association 3.5% 0.00008 42,452 41,737
Federal National Mortgage Association 6% 0.00008 41,164 42,030
Federal National Mortgage Association 3.5% 0.00008 42,017 41,363
Federal National Mortgage Association 5% 0.00008 42,341 41,919
Federal Home Loan Mortgage Corp. 3.5% 0.00008 42,890 42,263
Federal National Mortgage Association 4% 0.00008 42,834 40,018
Federal National Mortgage Association 6.383% 0.00008 41,895 42,673
Fnma Pass-Thru I 4.5% 0.00008 42,405 40,130
Federal National Mortgage Association 3.5% 0.00008 41,732 41,003
Federal Home Loan Mortgage Corp. 5.99751% 0.00008 39,700 39,292
Federal National Mortgage Association 6% 0.00008 38,810 39,256
Fnma Pass-Thru I 5.5% 0.00008 40,660 40,242
Federal National Mortgage Association 5.75% 0.00008 38,593 38,433
Federal National Mortgage Association 6% 0.00008 40,119 40,672
Wamu Mortgage Pass-Through CTFS TR 6.28314% 0.00008 41,701 40,130
Federal National Mortgage Association 6% 0.00008 42,430 43,372
Federal National Mortgage Association 6% 0.00008 39,224 39,944
Federal National Mortgage Association 3.5% 0.00008 42,058 41,324
JP Morgan Mortgage Trust 5.0063% 0.00008 45,123 40,199
Federal Home Loan Mortgage Corp. 3.5% 0.00008 43,669 42,832
Federal National Mortgage Association 6.552% 0.00008 41,870 41,447
Federal Home Loan Mortgage Corp. 5% 0.00008 43,926 42,522
Federal Home Loan Mortgage Corp. 4% 0.00008 42,046 39,746
Federal National Mortgage Association 6.08732% 0.00008 41,038 40,000
Federal National Mortgage Association 4% 0.00008 41,380 39,043
Federal Home Loan Mortgage Corp. 3.5% 0.00008 43,158 42,173
Federal National Mortgage Association 6% 0.00008 41,342 42,294
Federal National Mortgage Association 5% 0.00008 44,117 43,250
Federal National Mortgage Association 4% 0.00008 45,143 42,283
Government National Mortgage Association 3.75% 0.00008 42,396 41,314
Citicorp Mortgage Securities Trust 5.5% 0.00007 41,694 37,893
Structured Asset M 5.79971% 0.00007 159,047 34,685
Renaissance Hm Eqt 6.33971% 0.00007 37,155 33,441
C-Bass Mortgage Loan Asset-Backed Certificates 5.57971% 0.00007 78,482 34,766
Federal Home Loan Mortgage Corp. 5.845% 0.00007 38,240 38,156
Federal Home Loan Mortgage Corp. 6.352% 0.00007 35,150 35,033
Federal National Mortgage Association 3.5% 0.00007 35,854 35,319
Federal National Mortgage Association 6% 0.00007 34,331 35,055
Fnma Pass-Thru I 4% 0.00007 37,328 35,000
Government National Mortgage Association 6% 0.00007 33,241 34,465
Federal National Mortgage Association 5% 0.00007 38,101 37,873
Federal National Mortgage Association 3.5% 0.00007 35,050 34,537
Federal National Mortgage Association 4% 0.00007 38,559 36,104
Government National Mortgage Association 3.5% 0.00007 36,954 34,110
Federal National Mortgage Association 4.5% 0.00007 37,531 35,939
Mastr Adjustable Rate Mortgages Trust 5.73009% 0.00007 38,436 35,219
Government National Mortgage Association 3.875% 0.00007 34,027 33,835
Fnma Pass-Thru I 3.5% 0.00007 37,418 36,058
Federal National Mortgage Association 3% 0.00007 42,888 37,843
Federal Home Loan Mortgage Corp. 3.5% 0.00007 33,863 33,314
Federal National Mortgage Association 4% 0.00007 37,522 35,215
Federal National Mortgage Association 6% 0.00007 37,774 38,115
Government National Mortgage Association 3.875% 0.00007 37,877 37,419
Federal National Mortgage Association 5.5% 0.00007 36,017 36,163
JP Morgan Mortgage Trust 5.09517% 0.00007 49,397 35,482
Government National Mortgage Association 7.5% 0.00007 32,062 33,577
Federal National Mortgage Association 3.5% 0.00007 35,042 34,356
Federal National Mortgage Association 6% 0.00007 37,436 37,849
Fnma Pass-Thru I 4% 0.00007 40,306 37,582
Alternative Loan Trust 6% 0.00007 70,742 37,825
Government National Mortgage Association 3.875% 0.00007 33,859 33,466
Government National Mortgage Association 3.5% 0.00007 40,518 36,683
Federal National Mortgage Association 6% 0.00007 33,204 33,969
Federal National Mortgage Association 6% 0.00007 33,827 34,087
Federal National Mortgage Association 5.5% 0.00007 34,208 34,229
Federal Home Loan Mortgage Corp. 3.5% 0.00007 35,645 35,045
Federal National Mortgage Association 3.5% 0.00007 37,766 37,282
Fnma Pass-Thru I 4% 0.00007 37,807 34,660
Federal National Mortgage Association 7% 0.00007 36,266 36,212
Federal National Mortgage Association 6% 0.00007 33,559 34,296
Government National Mortgage Association 4.625% 0.00007 34,037 33,462
Federal National Mortgage Association 3.5% 0.00007 35,113 34,622
Government National Mortgage Association 4.625% 0.00007 34,798 34,189
Federal National Mortgage Association 8.5% 0.00007 35,567 37,131
Federal National Mortgage Association 6% 0.00007 36,218 36,618
Federal National Mortgage Association 3.5% 0.00007 34,847 34,350
Federal National Mortgage Association 5.5% 0.00007 34,577 34,717
Federal National Mortgage Association 6% 0.00007 34,501 34,744
Fnma Pass-Thru I 3% 0.00007 40,920 35,095
Federal National Mortgage Association 3.5% 0.00007 38,191 37,631
Federal Home Loan Mortgage Corp. 6% 0.00007 37,748 38,333
Federal National Mortgage Association 6% 0.00007 34,474 34,785
Federal National Mortgage Association 5.5% 0.00007 36,893 37,043
Federal National Mortgage Association 6% 0.00007 35,394 35,832
Federal National Mortgage Association 4% 0.00007 35,882 33,609
Federal Home Loan Mortgage Corp. 6.25% 0.00007 35,488 35,451
Federal National Mortgage Association 3.5% 0.00007 33,974 33,351
Government National Mortgage Association 3.5% 0.00007 40,557 37,292
Federal National Mortgage Association 6% 0.00007 37,190 37,564
Federal National Mortgage Association 5.5% 0.00007 36,771 36,920
Government National Mortgage Association 4% 0.00007 34,369 33,768
Federal National Mortgage Association 5.5% 0.00007 34,305 34,444
Federal National Mortgage Association 4% 0.00007 40,202 37,621
Federal National Mortgage Association 6.5% 0.00007 37,252 37,939
Federal National Mortgage Association 6% 0.00007 37,456 38,035
Federal National Mortgage Association 6% 0.00007 33,162 33,926
Federal National Mortgage Association 3.5% 0.00007 34,226 33,548
Federal National Mortgage Association 6% 0.00007 34,925 35,228
Federal National Mortgage Association 3.5% 0.00007 39,135 38,246
Federal Home Loan Mortgage Corp. 4.5% 0.00007 36,152 35,546
Federal National Mortgage Association 3.5% 0.00007 36,271 35,530
Government National Mortgage Association 4.625% 0.00007 34,011 33,532
Federal National Mortgage Association 4% 0.00007 39,809 36,957
Alternative Loan Trust 5.80971% 0.00007 115,861 37,490
Federal National Mortgage Association 5% 0.00007 35,104 34,901
Federal National Mortgage Association 6.5% 0.00007 35,616 36,477
Resident Asset Sec 6.25% 0.00007 67,429 36,689
Federal National Mortgage Association 6% 0.00007 33,364 33,825
Federal National Mortgage Association 5.875% 0.00007 34,536 34,648
Federal National Mortgage Association 3% 0.00007 39,028 37,329
Federal National Mortgage Association 6% 0.00007 35,567 36,086
Federal National Mortgage Association 6% 0.00007 37,377 37,744
Sequoia Mtg Trust 6.15315% 0.00007 37,664 36,255
Federal National Mortgage Association 8% 0.00007 34,682 35,977
Fnma Pass-Thru I 5.5% 0.00007 36,310 35,844
Government National Mortgage Association 3.625% 0.00007 37,083 36,794
Federal National Mortgage Association 6% 0.00007 36,796 37,590
Adjustable Rate Mortgage Trust 5.59995% 0.00007 44,686 37,826
Fremont Home Loan Trust 6.38971% 0.00007 36,532 35,080
Federal National Mortgage Association 6% 0.00007 36,449 36,862
Federal National Mortgage Association 6% 0.00006 31,323 31,872
Federal Home Loan Mortgage Corp. 4% 0.00006 31,863 31,590
Government National Mortgage Association 3.5% 0.00006 33,141 30,476
Government National Mortgage Association 3.5% 0.00006 34,064 31,325
Federal National Mortgage Association 6% 0.00006 31,926 32,192
CWMBS Inc 3.7711% 0.00006 41,480 30,864
Federal National Mortgage Association 3% 0.00006 34,977 30,863
Federal National Mortgage Association 5.5% 0.00006 32,710 32,842
Federal National Mortgage Association 4% 0.00006 34,892 32,681
Credit Suisse First Boston Mortgage Securities Corp. 7.5% 0.00006 30,289 30,661
Federal National Mortgage Association 3% 0.00006 34,805 30,696
Federal National Mortgage Association 6% 0.00006 29,419 30,097
Federal National Mortgage Association 3.5% 0.00006 29,404 28,709
Federal National Mortgage Association 5% 0.00006 29,785 29,706
Federal National Mortgage Association 4% 0.00006 32,511 30,703
Merrill Lynch Mortgage Investors, Inc. 6.39404% 0.00006 31,707 29,036
Federal National Mortgage Association 3.5% 0.00006 33,174 32,632
Fnma Pass-Thru I 3.5% 0.00006 32,820 31,076
Federal National Mortgage Association 5.5% 0.00006 31,873 32,002
Federal National Mortgage Association 3.5% 0.00006 30,133 29,622
Federal National Mortgage Association 6% 0.00006 29,440 29,757
Federal National Mortgage Association 5.522% 0.00006 30,732 30,609
Federal National Mortgage Association 4% 0.00006 31,979 29,963
Federal National Mortgage Association 3% 0.00006 35,545 31,943
Federal National Mortgage Association 3.5% 0.00006 32,303 31,426
CHL Mortgage Pass-Through Trust 6% 0.00006 83,609 32,676
Federal National Mortgage Association 3.5% 0.00006 32,488 31,819
Federal National Mortgage Association 6% 0.00006 30,242 30,538
Federal National Mortgage Association 6.249% 0.00006 27,951 28,296
Federal National Mortgage Association 6% 0.00006 29,226 29,803
Federal National Mortgage Association 5% 0.00006 28,598 28,219
Federal National Mortgage Association 4% 0.00006 30,484 28,562
Federal National Mortgage Association 5.5% 0.00006 30,131 30,254
Federal National Mortgage Association 5.675% 0.00006 31,392 31,480
Government National Mortgage Association 3.875% 0.00006 33,406 33,247
Federal National Mortgage Association 6% 0.00006 27,958 28,209
Federal National Mortgage Association 6% 0.00006 28,730 29,026
Federal National Mortgage Association 4% 0.00006 30,038 28,174
Federal Home Loan Mortgage Corp. 5.84751% 0.00006 31,709 31,516
Government National Mortgage Association 3.625% 0.00006 31,604 31,378
Federal National Mortgage Association 6% 0.00006 28,929 29,287
Federal National Mortgage Association 6% 0.00006 31,639 31,924
Federal National Mortgage Association 3% 0.00006 32,754 28,901
Federal National Mortgage Association 6% 0.00006 27,711 28,349
Fnma Pass-Thru I 3.5% 0.00006 31,223 29,449
Federal Home Loan Mortgage Corp. 3.5% 0.00006 29,269 28,695
Federal National Mortgage Association 4% 0.00006 32,612 30,551
GS Mortgage Securities Corp 5.75971% 0.00006 34,549 29,626
Federal National Mortgage Association 4% 0.00006 32,711 30,836
Federal Home Loan Mortgage Corp. 3.5% 0.00006 32,739 31,643
Federal National Mortgage Association 4% 0.00006 31,104 29,133
Federal National Mortgage Association 6% 0.00006 32,147 33,011
GS Mortgage Securities Corp 5.63971% 0.00006 354,690 29,061
GS Mortgage Securities Corp 4.61924% 0.00006 36,388 32,796
Federal National Mortgage Association 6% 0.00006 28,397 28,765
Indymac MBS Inc 4.76712% 0.00006 35,633 32,257
Federal National Mortgage Association 4% 0.00006 34,631 32,436
Federal National Mortgage Association 5.5% 0.00006 28,053 28,167
Fnma Pass-Thru I 5% 0.00006 32,114 31,079
Federal Home Loan Mortgage Corp. 3.5% 0.00006 33,332 32,307
Federal National Mortgage Association 3.5% 0.00006 34,118 32,874
Legacy Mortgage Asset Trust 0% 0.00006 31,345 30,663
Federal National Mortgage Association 3.5% 0.00006 34,938 31,690
Bcap Llc Tr 07-Aa2 5.87971% 0.00006 31,919 29,925
Federal National Mortgage Association 4% 0.00006 31,428 29,398
Federal National Mortgage Association 4% 0.00006 31,487 29,492
Federal Home Loan Mortgage Corp. 0.72391% 0.00006 511,392 31,254
Wamu Mtg Pass-Through Ctfs Ser 2007 4.41317% 0.00006 36,929 29,090
Federal National Mortgage Association 6% 0.00006 28,965 29,532
Federal National Mortgage Association 4% 0.00006 30,974 29,220
Federal National Mortgage Association 4% 0.00006 33,629 31,583
Federal National Mortgage Association 3.5% 0.00006 32,602 31,959
Federal National Mortgage Association 4% 0.00006 31,543 29,402
Federal National Mortgage Association 6% 0.00006 32,503 33,211
Federal Home Loan Mortgage Corp. 3.5% 0.00006 35,615 32,587
Federal National Mortgage Association 4% 0.00006 33,719 31,664
Federal Home Loan Mortgage Corp. 3.5% 0.00006 28,997 28,441
Fnma Pass-Thru I 4.5% 0.00006 29,675 28,189
Federal National Mortgage Association 6% 0.00006 32,702 33,257
Federal National Mortgage Association 6.737% 0.00006 32,259 32,165
Nomura Asset Acceptance Corp Alt Ln tr 4.76853% 0.00006 33,825 28,392
Federal National Mortgage Association 6% 0.00006 32,834 33,259
Federal National Mortgage Association 3% 0.00006 33,687 29,412
Federal National Mortgage Association 6.553% 0.00006 29,943 29,634
Federal National Mortgage Association 6% 0.00006 27,993 28,192
Struct Asset Mtg 5.87971% 0.00006 44,463 29,040
Federal National Mortgage Association 6% 0.00006 32,136 32,876
Federal Home Loan Mortgage Corp. 3.5% 0.00006 30,122 29,432
Federal Home Loan Mortgage Corp. 3.5% 0.00006 33,529 31,935
Federal National Mortgage Association 6% 0.00006 32,137 32,417
Federal National Mortgage Association 4% 0.00006 32,215 30,182
Federal National Mortgage Association 3.5% 0.00006 30,117 28,685
Federal Home Loan Mortgage Corp. 4.5% 0.00006 29,293 28,876
Federal Home Loan Mortgage Corp. 6.5% 0.00006 31,672 32,021
Federal National Mortgage Association 7.5% 0.00006 29,510 29,928
Federal National Mortgage Association 4% 0.00006 34,025 31,870
Federal National Mortgage Association 6% 0.00006 29,978 30,227
Federal National Mortgage Association 6% 0.00006 29,601 29,848
Federal Home Loan Mortgage Corp. 3.5% 0.00006 30,459 29,816
Federal National Mortgage Association 6.038% 0.00006 32,558 32,439
Federal Home Loan Mortgage Corp. 7% 0.00006 30,500 31,153
Federal National Mortgage Association 5.895% 0.00006 28,969 28,828
Federal National Mortgage Association 6.029% 0.00006 31,069 31,107
Federal National Mortgage Association 5% 0.00006 31,017 30,608
Government National Mortgage Association 3.875% 0.00006 28,697 28,695
Government National Mortgage Association 3.5% 0.00006 33,142 30,477
CWMBS Inc 6.09971% 0.00006 33,526 28,678
Government National Mortgage Association 3.75% 0.00006 31,304 30,944
Federal Home Loan Mortgage Corp. 6.5% 0.00006 32,126 31,954
Federal Home Loan Mortgage Corp. 6% 0.00005 26,993 27,106
Federal National Mortgage Association 4% 0.00005 26,421 24,935
Federal National Mortgage Association 5% 0.00005 24,054 23,795
Federal National Mortgage Association 6% 0.00005 22,784 23,138
Federal Home Loan Mortgage Corp. 4.5% 0.00005 27,493 26,645
Federal National Mortgage Association 4% 0.00005 25,036 23,703
Government National Mortgage Association 3.5% 0.00005 27,606 25,294
Federal National Mortgage Association 6% 0.00005 27,873 28,150
Small Business Administration 6.02% 0.00005 23,426 23,460
Federal Home Loan Mortgage Corp. 6.781% 0.00005 25,382 25,899
Federal Home Loan Mortgage Corp. 3.5% 0.00005 26,567 26,212
Federal National Mortgage Association 7.35% 0.00005 25,771 25,754
Federal National Mortgage Association 3.5% 0.00005 26,080 25,728
Government National Mortgage Association 7% 0.00005 23,966 23,840
Federal National Mortgage Association 6% 0.00005 23,788 24,002
Federal National Mortgage Association 6% 0.00005 23,900 24,396
Federal National Mortgage Association 3% 0.00005 28,034 24,736
Government National Mortgage Association 3.875% 0.00005 26,609 26,399
Federal Home Loan Mortgage Corp. 4.5% 0.00005 27,938 27,541
Federal National Mortgage Association 5.84983% 0.00005 25,563 25,432
Government National Mortgage Association 4% 0.00005 25,118 23,377
Federal National Mortgage Association 5.5% 0.00005 26,030 26,135
Federal National Mortgage Association 6.03% 0.00005 25,466 25,613
Federal National Mortgage Association 3.5% 0.00005 25,282 24,841
Federal National Mortgage Association 6% 0.00005 22,802 23,326
Federal National Mortgage Association 6% 0.00005 23,488 23,900
Federal Home Loan Mortgage Corp. 4.5% 0.00005 25,142 24,333
Government National Mortgage Association 3.75% 0.00005 25,814 25,489
Federal National Mortgage Association 6% 0.00005 27,277 27,587
Harborview Mtg Loan Trust 6.17315% 0.00005 29,995 25,002
Federal National Mortgage Association 6% 0.00005 25,836 26,127
Federal National Mortgage Association 6% 0.00005 26,433 27,020
Federal National Mortgage Association 5.5% 0.00005 25,989 26,095
Federal National Mortgage Association 3.5% 0.00005 26,242 25,697
Federal National Mortgage Association 3.5% 0.00005 24,922 24,370
Federal National Mortgage Association 5.5% 0.00005 27,117 27,227
Federal Home Loan Mortgage Corp. 4% 0.00005 26,726 24,998
Federal National Mortgage Association 6% 0.00005 23,090 23,622
Indymac Arm Trust 5.68608% 0.00005 26,716 24,802
Fnma Pass-Thru I 3% 0.00005 27,114 23,269
Fnma Pass-Thru I 4% 0.00005 26,317 24,883
Federal National Mortgage Association 4% 0.00005 29,794 27,884
Federal National Mortgage Association 3.5% 0.00005 26,202 25,761
Federal National Mortgage Association 5.987% 0.00005 23,839 23,997
Federal National Mortgage Association 6% 0.00005 25,388 25,580
Federal Home Loan Mortgage Corp. 6.5% 0.00005 26,384 27,363
Triaxx Prime CDO 2006-2 Ltd / LLC 5.70366% 0.00005 2,659,708 24,437
Federal National Mortgage Association 6% 0.00005 23,405 23,591
Federal National Mortgage Association 4% 0.00005 28,411 26,826
Federal National Mortgage Association 5% 0.00005 26,164 25,760
Federal Home Loan Mortgage Corp. 6.98% 0.00005 23,967 24,084
Federal National Mortgage Association 8.5% 0.00005 23,795 24,489
Federal Home Loan Mortgage Corp. 3.5% 0.00005 25,159 24,041
Federal National Mortgage Association 5.5% 0.00005 26,093 26,199
Federal National Mortgage Association 3.5% 0.00005 26,647 25,649
Federal National Mortgage Association 6% 0.00005 24,720 24,977
Government National Mortgage Association 4% 0.00005 27,179 26,822
Federal National Mortgage Association 5.788% 0.00005 24,491 24,229
Government National Mortgage Association 3.625% 0.00005 26,377 25,894
Government National Mortgage Association 3.625% 0.00005 26,577 25,967
Federal National Mortgage Association 6% 0.00005 23,160 23,394
Federal National Mortgage Association 5% 0.00005 24,642 24,317
Federal National Mortgage Association 4% 0.00005 25,036 23,337
JP Morgan Mortgage Trust 6.40808% 0.00005 24,726 23,693
Federal National Mortgage Association 8% 0.00005 27,460 27,538
Federal National Mortgage Association 6.897% 0.00005 25,766 25,780
Federal National Mortgage Association 3.5% 0.00005 28,564 27,970
Bear Stearns Arm Trust 6.17245% 0.00005 26,255 24,290
Federal National Mortgage Association 6% 0.00005 25,348 25,680
Federal National Mortgage Association 4% 0.00005 25,860 24,268
Federal National Mortgage Association 6% 0.00005 25,544 25,767
Federal National Mortgage Association 6% 0.00005 25,758 26,286
Luminent Mortgage Trust 5.85971% 0.00005 37,405 27,131
JP Morgan Mortgage Trust 5.51369% 0.00005 28,366 26,069
Federal National Mortgage Association 6.11983% 0.00005 24,792 24,812
Federal National Mortgage Association 5.89983% 0.00005 23,863 23,728
Federal National Mortgage Association 3.5% 0.00005 27,338 26,794
Chase Fdg Mtg Ln 6.01971% 0.00005 25,982 24,841
Federal National Mortgage Association 5% 0.00005 24,274 24,012
Federal National Mortgage Association 6% 0.00005 23,773 24,261
Federal National Mortgage Association 6% 0.00005 22,642 23,366
Federal National Mortgage Association 6% 0.00005 24,564 24,798
Bear Stearns Arm Trust 5.27698% 0.00005 26,047 23,453
Federal National Mortgage Association 6% 0.00005 24,089 24,454
Federal Home Loan Mortgage Corp. 3.5% 0.00005 26,533 26,137
HSI Asset Loan Obligation Trust 5.57971% 0.00005 90,335 26,536
Federal National Mortgage Association 5.5% 0.00005 24,176 24,274
Federal National Mortgage Association 6% 0.00005 22,887 23,092
Wamu Mortgage Pass-Through CTFS TR 4.25579% 0.00005 31,700 27,634
Federal Home Loan Mortgage Corp. 6% 0.00005 23,231 23,330
Citigroup Mortgage Loan Trust 0% 0.00005 32,066 24,727
Federal National Mortgage Association 8% 0.00005 23,762 23,619
Residential Accredit Loans Inc 5.25% 0.00005 22,780 23,524
Federal Home Loan Mortgage Corp. 6.546% 0.00005 27,828 28,138
Government National Mortgage Association 3.5% 0.00005 30,587 28,127
Indymac MBS Inc 3.61491% 0.00005 29,002 25,493
Federal National Mortgage Association 5.5% 0.00005 23,635 23,731
Dsla Mortgage Loan Trust 6.27315% 0.00005 29,869 26,109
Federal National Mortgage Association 6% 0.00005 23,239 23,448
Federal National Mortgage Association 3% 0.00005 30,766 27,176
Federal National Mortgage Association 4% 0.00005 30,254 28,075
Federal National Mortgage Association 6% 0.00005 25,377 25,599
Federal National Mortgage Association 3.5% 0.00005 30,610 27,711
Federal National Mortgage Association 6% 0.00005 26,690 26,914
GS Mortgage Securities Corp 6.94% 0.00005 34,373 27,254
Federal National Mortgage Association 6% 0.00005 24,810 25,238
Federal National Mortgage Association 4% 0.00005 28,780 26,957
Government National Mortgage Association 4.625% 0.00005 27,091 26,726
Federal National Mortgage Association 6% 0.00005 24,155 24,468
Federal National Mortgage Association 3% 0.00005 24,375 23,525
Government National Mortgage Association 3.75% 0.00005 25,811 25,473
Structured Asset Securities Corp. 6.92252% 0.00005 26,842 25,758
Federal National Mortgage Association 6% 0.00005 27,389 27,617
MASTR Asset Backed Securities Trust 5.55971% 0.00005 83,311 23,737
Federal National Mortgage Association 6% 0.00005 22,766 23,245
Federal National Mortgage Association 6% 0.00005 26,983 27,327
Federal National Mortgage Association 6% 0.00005 24,648 24,863
Federal National Mortgage Association 5% 0.00005 26,722 26,035
Federal National Mortgage Association 4% 0.00005 26,546 24,872
Federal National Mortgage Association 6% 0.00005 26,254 26,578
Federal National Mortgage Association 6% 0.00005 26,012 26,594
Federal Home Loan Mortgage Corp. 7.5% 0.00005 23,906 23,951
Federal National Mortgage Association 5% 0.00005 25,769 25,301
Federal National Mortgage Association 6% 0.00005 25,564 26,089
Federal National Mortgage Association 6% 0.00005 25,006 25,295
Federal National Mortgage Association 6% 0.00005 22,840 23,038
Federal Home Loan Mortgage Corp. 5% 0.00005 26,481 25,636
Federal National Mortgage Association 4% 0.00005 28,601 26,805
Federal National Mortgage Association 3% 0.00005 26,656 23,489
Federal National Mortgage Association 5% 0.00005 25,833 25,701
Federal Home Loan Mortgage Corp. 3.5% 0.00005 28,224 27,802
Federal National Mortgage Association 4% 0.00005 28,808 27,062
Federal National Mortgage Association 4% 0.00005 29,587 27,713
Government National Mortgage Association 3.875% 0.00005 25,502 25,170
Credit Suisse First Boston Mortgage Securities Corp. 5.73642% 0.00005 27,502 24,635
Federal Home Loan Mortgage Corp. 3% 0.00005 26,963 23,458
Salomon Brothers Mtg Secs VII Inc 5.95971% 0.00005 24,773 24,125
Federal Home Loan Mortgage Corp. 7% 0.00005 26,194 26,916
CWABS Inc. 7.87301% 0.00005 32,687 27,912
Government National Mortgage Association 3.75% 0.00005 24,951 24,318
Government National Mortgage Association 6.5% 0.00005 23,333 23,766
Federal Home Loan Mortgage Corp. 5.5% 0.00005 26,755 26,446
Government National Mortgage Association 4.625% 0.00005 23,861 23,511
Federal National Mortgage Association 4% 0.00005 26,283 24,591
Federal National Mortgage Association 3.5% 0.00005 28,125 27,788
Federal National Mortgage Association 4% 0.00005 27,070 25,332
Federal National Mortgage Association 4% 0.00005 29,482 27,614
Federal National Mortgage Association 5% 0.00005 27,377 27,311
Government National Mortgage Association 3.625% 0.00004 18,094 17,970
Federal National Mortgage Association 3.5% 0.00004 22,703 22,245
Federal National Mortgage Association 4% 0.00004 24,309 22,769
Federal National Mortgage Association 6.5% 0.00004 19,827 20,396
Alternative Loan Trust 6% 0.00004 42,666 22,539
Bear Stearns Arm Trust 5.07455% 0.00004 23,890 21,945
Federal Home Loan Mortgage Corp. 3.5% 0.00004 21,011 20,644
Federal National Mortgage Association 6% 0.00004 18,250 18,640
Government National Mortgage Association 3.875% 0.00004 19,006 18,796
CWMBS Inc 5.5% 0.00004 63,122 19,998
Federal National Mortgage Association 6% 0.00004 20,679 21,101
Federal National Mortgage Association 3% 0.00004 24,915 21,749
Federal National Mortgage Association 6% 0.00004 21,543 21,732
Government National Mortgage Association 3.625% 0.00004 23,409 22,994
Federal National Mortgage Association 4% 0.00004 24,129 22,659
Federal Home Loan Mortgage Corp. 4.5% 0.00004 22,082 20,855
Federal National Mortgage Association 4% 0.00004 23,536 22,047
Federal National Mortgage Association 6.547% 0.00004 20,288 20,528
Federal National Mortgage Association 8.5% 0.00004 18,151 18,590
Federal National Mortgage Association 5% 0.00004 20,270 20,046
Government National Mortgage Association 3.875% 0.00004 22,896 22,799
Federal National Mortgage Association 6.5% 0.00004 19,178 19,727
Federal National Mortgage Association 5% 0.00004 18,431 18,313
Federal National Mortgage Association 3.5% 0.00004 20,174 19,623
Indymac MBS Inc 6.09971% 0.00004 25,661 19,844
Federal National Mortgage Association 6% 0.00004 19,089 19,297
Federal National Mortgage Association 5% 0.00004 19,648 19,517
Federal National Mortgage Association 6% 0.00004 17,817 18,003
Federal National Mortgage Association 6% 0.00004 17,523 17,925
Federal Home Loan Mortgage Corp. 3.5% 0.00004 22,762 22,241
Federal Home Loan Mortgage Corp. 7.245% 0.00004 18,384 18,409
Federal National Mortgage Association 6% 0.00004 20,082 20,310
Federal National Mortgage Association 6% 0.00004 19,981 20,191
Government National Mortgage Association 3.75% 0.00004 20,262 19,833
JP Morgan Mortgage Trust 4.65987% 0.00004 33,365 18,809
Federal National Mortgage Association 7.5% 0.00004 20,395 20,379
Federal National Mortgage Association 5.5% 0.00004 20,023 20,104
Federal National Mortgage Association 3% 0.00004 21,673 18,830
Federal Home Loan Mortgage Corp. 6.615% 0.00004 22,064 21,946
Federal National Mortgage Association 6% 0.00004 20,759 20,973
Federal National Mortgage Association 3.5% 0.00004 18,741 18,361
Federal National Mortgage Association 6% 0.00004 18,470 18,597
Federal Home Loan Mortgage Corp. 4.5% 0.00004 20,486 19,832
Federal National Mortgage Association 5% 0.00004 18,309 18,176
Fnma Pass-Thru I 3.5% 0.00004 23,268 22,160
Federal National Mortgage Association 6.585% 0.00004 22,614 22,550
Banc Americ 2006-J 5.01992% 0.00004 24,867 20,728
Chase Mtg Fin Corp 5.43951% 0.00004 21,484 18,229
Federal Home Loan Mortgage Corp. 3.5% 0.00004 19,635 19,337
Government National Mortgage Association 4.625% 0.00004 18,773 18,510
Government National Mortgage Association 4.625% 0.00004 20,273 19,952
Federal National Mortgage Association 5% 0.00004 22,857 22,611
Federal National Mortgage Association 6.5% 0.00004 20,156 20,742
Federal National Mortgage Association 3% 0.00004 22,896 20,202
Federal Home Loan Mortgage Corp. 6.396% 0.00004 17,934 17,946
Banc America Mortgage Securitites Inc 6.65027% 0.00004 22,031 20,081
Federal National Mortgage Association 4.5% 0.00004 19,083 18,797
Federal National Mortgage Association 6% 0.00004 21,772 21,925
Federal National Mortgage Association 7.343% 0.00004 21,181 21,411
Federal National Mortgage Association 6% 0.00004 22,483 23,001
GSR Mtg Ln 4.37251% 0.00004 30,045 19,483
Federal National Mortgage Association 6% 0.00004 20,088 20,530
Federal National Mortgage Association 6% 0.00004 21,343 21,535
Federal National Mortgage Association 3.5% 0.00004 24,674 22,908
Federal Home Loan Mortgage Corp. 4.5% 0.00004 21,088 20,784
Federal Home Loan Mortgage Corp. 3.5% 0.00004 23,317 22,774
Federal National Mortgage Association 5% 0.00004 20,267 20,024
Federal National Mortgage Association 6% 0.00004 21,057 21,279
Federal National Mortgage Association 6% 0.00004 22,264 22,516
Federal National Mortgage Association 5% 0.00004 18,401 18,192
Federal National Mortgage Association 6% 0.00004 19,278 19,508
Federal National Mortgage Association 6% 0.00004 20,134 20,371
Federal National Mortgage Association 3.5% 0.00004 22,996 22,623
JP Morgan Mortgage Trust 5.75527% 0.00004 28,768 19,199
Federal National Mortgage Association 6% 0.00004 20,790 21,006
Federal National Mortgage Association 5% 0.00004 20,396 20,177
Federal National Mortgage Association 3.5% 0.00004 19,950 19,473
Federal National Mortgage Association 6% 0.00004 17,883 18,054
Federal National Mortgage Association 3.5% 0.00004 23,431 22,858
Federal National Mortgage Association 7.787% 0.00004 22,580 22,731
Federal National Mortgage Association 5.5% 0.00004 22,315 22,252
Federal National Mortgage Association 4% 0.00004 24,388 22,850
Federal Home Loan Mortgage Corp. 3.5% 0.00004 20,784 20,421
Federal National Mortgage Association 6% 0.00004 22,058 22,479
Federal National Mortgage Association 3.5% 0.00004 18,717 18,348
Federal Home Loan Mortgage Corp. 6% 0.00004 18,767 18,845
Federal National Mortgage Association 6% 0.00004 18,535 18,677
Federal National Mortgage Association 8.5% 0.00004 22,730 22,594
Federal National Mortgage Association 6% 0.00004 22,225 22,527
Federal Home Loan Mortgage Corp. 3.5% 0.00004 20,960 20,495
Federal National Mortgage Association 3.5% 0.00004 22,445 21,804
Federal National Mortgage Association 6% 0.00004 21,793 22,069
Federal National Mortgage Association 6% 0.00004 18,964 19,308
Federal National Mortgage Association 3% 0.00004 25,932 22,674
Federal National Mortgage Association 3.5% 0.00004 21,327 21,028
Wells Fargo Mortgage Backed Secs 6.30741% 0.00004 25,812 22,812
Federal Home Loan Mortgage Corp. 3.5% 0.00004 24,485 22,180
Federal National Mortgage Association 6% 0.00004 20,540 20,809
Federal National Mortgage Association 6% 0.00004 18,434 18,689
RALI Series 2006 QA8 Trust 5.83971% 0.00004 23,268 20,995
Federal National Mortgage Association 3.5% 0.00004 20,998 20,464
Federal National Mortgage Association 6.553% 0.00004 21,030 20,804
Federal Home Loan Mortgage Corp. 6.5% 0.00004 20,977 21,669
Federal National Mortgage Association 3.5% 0.00004 20,812 20,463
Government National Mortgage Association 4% 0.00004 20,155 19,759
Government National Mortgage Association 4% 0.00004 20,344 19,980
Federal National Mortgage Association 6% 0.00004 18,186 18,501
Federal National Mortgage Association 4% 0.00004 21,937 20,531
Federal National Mortgage Association 3.5% 0.00004 19,895 19,300
CWMBS Inc 6.00914% 0.00004 19,214 18,091
Federal National Mortgage Association 6% 0.00004 19,758 19,929
Government National Mortgage Association 4.625% 0.00004 22,655 22,388
Government National Mortgage Association 8% 0.00004 20,581 20,776
Federal National Mortgage Association 6.03% 0.00004 18,745 18,852
Small Business Administration 4.95% 0.00004 18,314 18,267
Federal National Mortgage Association 6% 0.00004 19,572 19,742
Federal National Mortgage Association 6% 0.00004 18,143 18,483
Small Business Administration 5.87% 0.00004 22,031 21,712
Fnma Pass-Thru I 4.5% 0.00004 22,215 20,972
Federal National Mortgage Association 4.5% 0.00004 22,363 22,244
Federal National Mortgage Association 3% 0.00004 24,821 21,791
Government National Mortgage Association 4% 0.00004 18,691 18,568
Federal National Mortgage Association 3.5% 0.00004 22,468 21,977
Federal National Mortgage Association 4.5% 0.00004 20,327 20,090
Federal Home Loan Mortgage Corp. 3% 0.00004 25,197 22,988
Federal National Mortgage Association 5.5% 0.00004 17,806 18,142
Federal National Mortgage Association 6% 0.00004 20,924 21,240
Federal National Mortgage Association 4% 0.00004 20,207 18,923
Federal Home Loan Mortgage Corp. 6% 0.00004 17,973 18,083
Federal National Mortgage Association 4% 0.00004 20,190 18,892
Bear Stearns Arm Trust 5.27698% 0.00004 23,098 21,149
Federal National Mortgage Association 6% 0.00004 21,693 22,026
Federal National Mortgage Association 3.5% 0.00004 19,758 19,260
Federal Home Loan Mortgage Corp. 6.5% 0.00004 18,777 19,142
Government National Mortgage Association 6% 0.00004 21,006 21,619
Federal National Mortgage Association 3.5% 0.00004 22,986 22,397
Wamu Mortgage Pass-Through CTFS TR 4.5975% 0.00004 25,921 22,743
Federal National Mortgage Association 3.5% 0.00004 21,980 21,610
Federal National Mortgage Association 6% 0.00004 17,768 18,195
Government National Mortgage Association 4% 0.00004 18,725 18,445
Federal Home Loan Mortgage Corp. 4.5% 0.00004 19,892 18,788
Federal National Mortgage Association 6% 0.00004 21,166 21,442
Federal National Mortgage Association 5.89983% 0.00004 20,698 20,620
Federal National Mortgage Association 6% 0.00004 22,045 22,244
Federal National Mortgage Association 5% 0.00004 21,553 21,220
Federal National Mortgage Association 6% 0.00004 19,676 19,826
Federal National Mortgage Association 3.5% 0.00004 22,467 21,956
Federal National Mortgage Association 3.5% 0.00004 23,599 22,802
Federal National Mortgage Association 6% 0.00004 22,009 22,523
Federal National Mortgage Association 4% 0.00004 22,654 21,387
Government National Mortgage Association 5% 0.00003 14,305 14,027
Federal National Mortgage Association 3.5% 0.00003 16,592 16,334
Federal National Mortgage Association 6% 0.00003 15,019 15,281
Federal National Mortgage Association 3.5% 0.00003 15,360 15,069
Federal Home Loan Mortgage Corp. 7.5% 0.00003 12,418 12,825
Federal Home Loan Mortgage Corp. 6.5% 0.00003 14,055 14,591
Federal National Mortgage Association 3.5% 0.00003 17,294 16,866
Federal National Mortgage Association 6% 0.00003 14,943 15,091
Federal Home Loan Mortgage Corp. 6% 0.00003 15,762 15,828
Bear Stearns Alternative A Trust 6.21539% 0.00003 15,334 14,466
JP Mgn Mtg Acqstn 5.67971% 0.00003 20,137 14,447
Federal National Mortgage Association 6% 0.00003 12,998 13,223
Indymac MBS Inc 6.25971% 0.00003 19,473 17,102
Government National Mortgage Association 3.625% 0.00003 17,762 17,427
Federal Home Loan Mortgage Corp. 4.5% 0.00003 13,733 12,970
Federal National Mortgage Association 3.5% 0.00003 13,534 13,066
Federal Home Loan Mortgage Corp. 3.5% 0.00003 17,756 17,259
Federal National Mortgage Association 6% 0.00003 13,011 13,123
Federal National Mortgage Association 5.5% 0.00003 15,852 15,916
Fnma Pass-Thru I 3% 0.00003 15,142 13,174
CWMBS Inc 6.21971% 0.00003 18,476 16,836
Bank of America Corp. 6.49599% 0.00003 16,120 12,971
Federal National Mortgage Association 6% 0.00003 12,754 12,877
Federal National Mortgage Association 3.5% 0.00003 13,308 13,100
Government National Mortgage Association 3.625% 0.00003 13,356 13,251
Federal National Mortgage Association 4% 0.00003 14,048 13,170
Federal National Mortgage Association 6% 0.00003 15,095 15,194
JP Morgan Mortgage Trust 5.30142% 0.00003 17,587 16,294
Federal National Mortgage Association 6% 0.00003 14,889 15,229
Government National Mortgage Association 4.625% 0.00003 14,128 13,971
Federal National Mortgage Association 4% 0.00003 17,342 16,244
Federal Home Loan Mortgage Corp. 6% 0.00003 12,800 12,855
Federal National Mortgage Association 6% 0.00003 15,742 15,912
Federal National Mortgage Association 5% 0.00003 13,744 13,708
Federal National Mortgage Association 4% 0.00003 16,903 15,855
Federal National Mortgage Association 4.5% 0.00003 15,958 15,724
Government National Mortgage Association 6% 0.00003 15,254 15,404
Mellon Residential 6.30332% 0.00003 16,911 15,829
Federal National Mortgage Association 8.5% 0.00003 15,784 15,684
Government National Mortgage Association 4.625% 0.00003 13,385 13,234
Federal National Mortgage Association 6% 0.00003 17,098 17,231
Federal National Mortgage Association 4% 0.00003 16,012 14,971
Federal National Mortgage Association 6% 0.00003 15,968 16,133
Federal National Mortgage Association 4% 0.00003 15,818 14,767
Federal National Mortgage Association 4% 0.00003 16,694 15,784
Federal National Mortgage Association 6% 0.00003 17,005 17,198
Federal National Mortgage Association 4% 0.00003 14,963 14,127
Federal National Mortgage Association 6% 0.00003 13,833 13,989
Federal National Mortgage Association 6% 0.00003 12,862 13,142
Structured Adj Rate Mtg Loan Trust 4.82475% 0.00003 18,350 15,407
Federal Home Loan Mortgage Corp. 7.5% 0.00003 15,021 14,903
Federal National Mortgage Association 8.5% 0.00003 16,157 16,294
Federal National Mortgage Association 3% 0.00003 16,352 14,429
Federal National Mortgage Association 3.5% 0.00003 17,305 16,804
Federal National Mortgage Association 3.5% 0.00003 18,150 17,846
Federal National Mortgage Association 3.5% 0.00003 14,098 13,805
Federal National Mortgage Association 6% 0.00003 12,824 12,990
Government National Mortgage Association 6% 0.00003 16,776 17,328
Federal National Mortgage Association 8.5% 0.00003 12,936 13,211
Federal National Mortgage Association 3.5% 0.00003 16,235 16,055
Federal National Mortgage Association 7% 0.00003 13,740 14,040
Government National Mortgage Association 8% 0.00003 14,655 15,220
Government National Mortgage Association 3.75% 0.00003 15,877 15,614
Federal National Mortgage Association 8% 0.00003 15,649 15,913
Federal National Mortgage Association 6% 0.00003 14,527 14,677
Government National Mortgage Association 3.75% 0.00003 16,308 15,961
Residential Accredit Loans Inc 4.57529% 0.00003 13,544 13,104
Federal National Mortgage Association 6% 0.00003 13,598 13,911
Government National Mortgage Association 3.625% 0.00003 15,750 15,665
Federal National Mortgage Association 6% 0.00003 17,533 17,826
Federal National Mortgage Association 3.5% 0.00003 15,513 15,167
Federal National Mortgage Association 6% 0.00003 12,679 12,804
Federal National Mortgage Association 7.5% 0.00003 14,016 14,074
Federal National Mortgage Association 4.5% 0.00003 13,573 13,513
Federal National Mortgage Association 4% 0.00003 17,952 16,885
Federal National Mortgage Association 6% 0.00003 17,434 17,865
Federal National Mortgage Association 5% 0.00003 13,064 12,920
Cwalt Incorporation 6.63277% 0.00003 18,826 17,105
Fnma Pass-Thru I 3% 0.00003 15,383 13,381
Federal National Mortgage Association 5% 0.00003 13,206 13,032
Bear Stearns Alternative A Trust 4.49995% 0.00003 36,395 16,867
Federal Home Loan Mortgage Corp. 4.5% 0.00003 13,690 13,454
Federal National Mortgage Association 3.5% 0.00003 14,236 14,013
Federal National Mortgage Association 4% 0.00003 14,817 13,948
Federal National Mortgage Association 4% 0.00003 18,277 17,178
Federal National Mortgage Association 4% 0.00003 18,487 17,292
Federal Home Loan Mortgage Corp. 3.5% 0.00003 14,794 14,536
Federal National Mortgage Association 6% 0.00003 15,228 15,391
Federal National Mortgage Association 6% 0.00003 14,349 14,582
Federal National Mortgage Association 3.5% 0.00003 14,857 14,335
Government National Mortgage Association 3.5% 0.00003 18,729 17,223
Small Business Administration 5.51% 0.00003 16,893 16,654
Federal National Mortgage Association 6% 0.00003 16,977 17,160
Federal Home Loan Mortgage Corp. 4.5% 0.00003 16,942 16,699
Cwalt Incorporation 5.91673% 0.00003 15,481 14,306
Federal National Mortgage Association 5% 0.00003 14,356 14,141
Federal Home Loan Mortgage Corp. 4.5% 0.00003 17,058 16,807
Federal National Mortgage Association 3.5% 0.00003 13,069 12,877
Federal National Mortgage Association 6% 0.00003 13,374 13,518
Federal National Mortgage Association 6.53% 0.00003 13,271 13,316
Federal National Mortgage Association 6% 0.00003 13,480 13,681
Federal National Mortgage Association 5.5% 0.00003 13,288 13,342
Government National Mortgage Association 3.625% 0.00003 17,841 17,431
Federal National Mortgage Association 6% 0.00003 17,229 17,607
Federal National Mortgage Association 6% 0.00003 17,129 17,171
Federal National Mortgage Association 4% 0.00003 16,446 15,495
Federal National Mortgage Association 3% 0.00003 17,441 15,389
Small Business Administration 4.625% 0.00003 13,241 13,148
Federal National Mortgage Association 6% 0.00003 16,070 16,278
Federal Home Loan Mortgage Corp. 3.5% 0.00003 17,935 17,726
Federal National Mortgage Association 6% 0.00003 14,538 14,685
Federal National Mortgage Association 4% 0.00003 16,818 16,569
Federal National Mortgage Association 6% 0.00003 16,913 17,183
Federal Home Loan Mortgage Corp. 7% 0.00003 16,256 16,743
Federal National Mortgage Association 4% 0.00003 16,537 15,409
Government National Mortgage Association 3.75% 0.00003 15,429 15,256
Federal Home Loan Mortgage Corp. 4.5% 0.00003 13,315 12,829
Federal National Mortgage Association 6% 0.00003 13,364 13,470
Bear Stearns Arm Trust 6.33017% 0.00003 15,219 13,716
Federal Home Loan Mortgage Corp. 3.5% 0.00003 15,130 13,563
Federal National Mortgage Association 6% 0.00003 16,590 16,815
Federal National Mortgage Association 4.5% 0.00003 13,154 12,965
Federal National Mortgage Association 4% 0.00003 15,460 14,506
Federal National Mortgage Association 1.10017% 0.00003 232,051 17,837
Government National Mortgage Association 4.625% 0.00003 13,511 13,227
Government National Mortgage Association 3.875% 0.00003 14,029 13,820
Government National Mortgage Association 3.75% 0.00003 18,000 17,860
CWMBS Inc 3.68137% 0.00003 14,986 13,721
Federal National Mortgage Association 7% 0.00003 16,270 16,478
Government National Mortgage Association 4% 0.00003 14,540 14,335
Government National Mortgage Association 3.5% 0.00003 18,123 16,678
Federal Home Loan Mortgage Corp. 6% 0.00003 14,712 14,775
Government National Mortgage Association 4% 0.00003 16,708 16,498
Federal National Mortgage Association 4% 0.00003 18,748 17,474
Federal National Mortgage Association 5% 0.00003 16,586 16,417
Federal National Mortgage Association 6% 0.00003 12,703 12,842
Federal Home Loan Mortgage Corp. 5.875% 0.00003 16,614 16,958
Government National Mortgage Association 3.5% 0.00003 16,517 15,260
Indymac MBS Inc 4.63868% 0.00003 15,634 13,723
Federal National Mortgage Association 6.5% 0.00003 15,444 15,303
Federal National Mortgage Association 7% 0.00003 16,341 16,700
Federal National Mortgage Association 6% 0.00003 12,808 12,924
Federal National Mortgage Association 6% 0.00003 13,758 14,041
Small Business Administration 6.07% 0.00003 15,687 15,549
Federal National Mortgage Association 5.96983% 0.00003 14,539 14,383
Federal Home Loan Mortgage Corp. 4.5% 0.00003 15,207 14,952
Federal National Mortgage Association 4% 0.00003 18,679 17,497
Federal National Mortgage Association 6% 0.00003 16,986 17,126
Federal Home Loan Mortgage Corp. 6% 0.00003 14,041 14,100
Federal Home Loan Mortgage Corp. 3.5% 0.00003 16,650 16,329
Federal National Mortgage Association 3.5% 0.00003 14,410 14,076
Federal National Mortgage Association 6% 0.00003 14,590 14,736
Federal National Mortgage Association 5% 0.00003 16,836 16,517
Federal National Mortgage Association 5% 0.00003 13,071 12,995
Federal National Mortgage Association 4% 0.00003 14,739 13,915
Federal National Mortgage Association 6% 0.00003 14,343 14,552
Government National Mortgage Association 3.625% 0.00003 16,857 16,744
Federal National Mortgage Association 4% 0.00003 16,771 15,480
Federal National Mortgage Association 3.5% 0.00003 16,377 16,022
Government National Mortgage Association 3.875% 0.00003 13,855 13,660
Federal National Mortgage Association 3.5% 0.00003 19,355 17,427
Federal National Mortgage Association 5% 0.00003 13,861 13,784
Federal National Mortgage Association 5% 0.00003 13,077 12,968
Government National Mortgage Association 8.5% 0.00003 13,623 13,574
Federal National Mortgage Association 5.5% 0.00003 14,054 14,063
Federal Home Loan Mortgage Corp. 7.5% 0.00003 14,366 14,917
Federal National Mortgage Association 6% 0.00003 15,368 15,696
Federal Home Loan Mortgage Corp. 6% 0.00003 15,497 15,561
Federal National Mortgage Association 6% 0.00003 14,207 14,381
Federal National Mortgage Association 6% 0.00003 17,283 17,475
Federal National Mortgage Association 6.65635% 0.00003 16,891 16,606
Federal National Mortgage Association 6% 0.00003 12,750 12,912
Federal National Mortgage Association 4% 0.00003 14,310 13,389
Federal National Mortgage Association 3% 0.00003 16,708 14,742
Federal National Mortgage Association 6% 0.00003 12,898 13,200
Federal National Mortgage Association 3.5% 0.00003 15,047 14,331
Federal National Mortgage Association 5.736% 0.00002 9,581 9,537
Federal National Mortgage Association 3.5% 0.00002 12,296 12,096
Federal Home Loan Mortgage Corp. 4.5% 0.00002 9,727 9,592
GS Mortgage Securities Corp 5.54589% 0.00002 9,576 8,248
Citigroup Mortgage Loan Trust 0% 0.00002 13,031 12,625
Federal National Mortgage Association 6% 0.00002 10,179 10,260
Federal Home Loan Mortgage Corp. 3.5% 0.00002 9,276 9,126
Federal Home Loan Mortgage Corp. 6.5% 0.00002 10,768 11,089
Federal National Mortgage Association 6.325% 0.00002 9,678 9,711
Federal National Mortgage Association 6% 0.00002 8,846 9,080
Structured Adj Rate Mtg Loan Trust 6.85998% 0.00002 8,457 8,270
Federal National Mortgage Association 4% 0.00002 9,692 9,089
Federal National Mortgage Association 6% 0.00002 9,950 10,101
Federal Home Loan Mortgage Corp. 4.5% 0.00002 10,988 10,788
CWMBS Inc 6.125% 0.00002 9,704 9,154
Federal National Mortgage Association 4% 0.00002 10,121 9,463
Government National Mortgage Association 3.75% 0.00002 10,757 10,643
Government National Mortgage Association 4.625% 0.00002 11,563 11,290
Federal National Mortgage Association 6% 0.00002 11,665 11,770
Government National Mortgage Association 5.8886% 0.00002 9,122 9,096
Federal National Mortgage Association 3.5% 0.00002 12,196 11,954
Fnma Pass-Thru I 4.5% 0.00002 10,914 10,466
Federal National Mortgage Association 3% 0.00002 11,807 10,419
Federal Home Loan Mortgage Corp. 3.5% 0.00002 12,985 12,740
Federal National Mortgage Association 6% 0.00002 11,431 11,526
Fnma Pass-Thru I 3.5% 0.00002 9,845 9,174
Federal National Mortgage Association 5% 0.00002 8,152 8,088
Federal National Mortgage Association 6% 0.00002 8,662 8,774
Federal National Mortgage Association 6% 0.00002 9,617 9,701
Federal National Mortgage Association 6% 0.00002 7,721 7,775
Federal National Mortgage Association 6% 0.00002 8,587 8,703
Bear Stearns Asset Backed Securities Trust 5.5% 0.00002 15,301 12,554
Wamu Mortgage Pass-Through CTFS TR 4.00307% 0.00002 11,028 9,003
Federal National Mortgage Association 6% 0.00002 11,122 11,244
Federal Home Loan Mortgage Corp. 4.5% 0.00002 8,559 8,434
Federal National Mortgage Association 3% 0.00002 8,873 7,829
Federal Home Loan Mortgage Corp. 5.79751% 0.00002 8,790 8,754
Federal National Mortgage Association 3.5% 0.00002 9,229 9,177
Federal National Mortgage Association 5% 0.00002 8,986 8,889
Federal National Mortgage Association 5.608% 0.00002 10,386 10,334
Federal National Mortgage Association 6% 0.00002 9,089 9,170
Federal National Mortgage Association 4.5% 0.00002 12,465 12,389
Government National Mortgage Association 3.5% 0.00002 13,225 12,161
Federal National Mortgage Association 4.5% 0.00002 12,492 12,442
Federal National Mortgage Association 6.224% 0.00002 12,350 12,537
GSAA Home Equity Trust 5.59971% 0.00002 38,932 12,567
Federal Home Loan Mortgage Corp. 6% 0.00002 9,283 9,322
Federal National Mortgage Association 3% 0.00002 9,312 8,216
Federal National Mortgage Association 3.5% 0.00002 8,359 8,151
Federal National Mortgage Association 6% 0.00002 10,656 10,897
Government National Mortgage Association 3.625% 0.00002 11,171 10,914
Federal National Mortgage Association 6% 0.00002 9,177 9,338
Federal Home Loan Mortgage Corp. 6.5% 0.00002 11,560 11,581
Federal Home Loan Mortgage Corp. 6% 0.00002 8,762 8,749
Federal National Mortgage Association 6% 0.00002 9,538 9,643
Federal National Mortgage Association 6% 0.00002 9,342 9,463
Federal National Mortgage Association 5% 0.00002 9,402 9,289
Federal National Mortgage Association 5% 0.00002 8,791 8,706
Government National Mortgage Association 4.625% 0.00002 9,537 9,334
Federal National Mortgage Association 4% 0.00002 11,454 10,722
Federal National Mortgage Association 3% 0.00002 12,234 10,795
Small Business Administration 5.32% 0.00002 8,334 8,168
Citicorp Mortgage Securities Inc. 5.5% 0.00002 8,320 7,929
Federal National Mortgage Association 6% 0.00002 9,150 9,376
Federal Home Loan Mortgage Corp. 6.19751% 0.00002 9,101 9,138
Federal National Mortgage Association 6% 0.00002 9,442 9,559
Sequoia Mtg Trust 5.85315% 0.00002 12,871 11,001
Federal National Mortgage Association 4% 0.00002 10,438 9,710
Federal Home Loan Mortgage Corp. 5.5% 0.00002 9,939 10,096
Federal National Mortgage Association 6% 0.00002 9,029 9,216
Federal National Mortgage Association 4% 0.00002 11,203 11,018
CWMBS Inc 5% 0.00002 15,113 8,779
Wamu Mortgage Pass-Through CTFS TR 5.84982% 0.00002 11,911 10,989
Federal National Mortgage Association 6% 0.00002 12,073 12,429
Federal National Mortgage Association 6% 0.00002 9,341 9,652
Federal National Mortgage Association 6% 0.00002 11,134 11,253
Fnma Pass-Thru I 4.5% 0.00002 10,663 10,190
Federal National Mortgage Association 5% 0.00002 9,490 9,365
Federal National Mortgage Association 3.5% 0.00002 11,872 11,611
Government National Mortgage Association 4.625% 0.00002 9,373 9,247
Federal National Mortgage Association 3% 0.00002 13,479 11,852
Federal National Mortgage Association 6% 0.00002 9,057 9,133
Government National Mortgage Association 4.625% 0.00002 12,404 12,243
Federal National Mortgage Association 6.353% 0.00002 7,838 7,736
Federal National Mortgage Association 3.5% 0.00002 11,094 10,801
Banc America Mortgage Securitites Inc 5.75002% 0.00002 10,062 9,187
Long Beach Mortgage Loan Trust 6.01971% 0.00002 10,635 10,202
Barclays Mtg Ln Tr 2024-Nqm2 FRN 0% 0.00002 8,181 8,048
Federal National Mortgage Association 4% 0.00002 10,942 10,230
Federal National Mortgage Association 3.5% 0.00002 12,277 11,928
1ST Horizon Mtg 5.26097% 0.00002 17,390 10,031
Rali Series 2006-Qa10 Trust 5.82971% 0.00002 13,987 11,521
Federal National Mortgage Association 6% 0.00002 12,183 12,439
Federal National Mortgage Association 6% 0.00002 8,873 8,948
Banc America Mortgage Securitites Inc 5.07287% 0.00002 10,073 8,670
Federal Home Loan Mortgage Corp. 7.5% 0.00002 10,792 10,701
Government National Mortgage Association 4% 0.00002 9,162 9,120
Federal Home Loan Mortgage Corp. 4.5% 0.00002 9,105 8,834
Government National Mortgage Association 3.625% 0.00002 9,441 9,320
Mastr Adjustable Rate Mortgages Trust 4.53361% 0.00002 10,049 9,570
Federal National Mortgage Association 5.99751% 0.00002 11,441 11,434
Federal Home Loan Mortgage Corp. 5.983% 0.00002 11,167 11,231
Government National Mortgage Association 3.75% 0.00002 12,388 12,241
Federal National Mortgage Association 3.5% 0.00002 12,716 12,372
Federal National Mortgage Association 3% 0.00002 8,702 7,713
CWABS Asset-Backed Certificates Trust 2007-2 5.59971% 0.00002 11,351 11,325
Federal National Mortgage Association 7.5% 0.00002 7,783 8,193
Government National Mortgage Association 4.625% 0.00002 8,966 8,823
Federal National Mortgage Association 4% 0.00002 12,508 11,765
Federal National Mortgage Association 6% 0.00002 11,435 11,674
Federal National Mortgage Association 5% 0.00002 12,189 12,053
Morgan Stanley ML 5.74971% 0.00002 14,827 10,421
Government National Mortgage Association 2.5% 0.00002 10,753 9,058
Federal National Mortgage Association 7.5% 0.00002 11,022 11,182
Federal Home Loan Mortgage Corp. 7% 0.00002 9,348 9,617
Federal National Mortgage Association 6.134% 0.00002 9,884 9,954
Federal National Mortgage Association 6% 0.00002 11,959 12,155
Federal National Mortgage Association 3.5% 0.00002 9,772 9,568
Federal National Mortgage Association 6% 0.00002 8,360 8,482
Government National Mortgage Association 4% 0.00002 9,946 9,738
Federal National Mortgage Association 5% 0.00002 7,820 7,741
Federal Home Loan Mortgage Corp. 3.5% 0.00002 10,057 9,769
Federal National Mortgage Association 3.5% 0.00002 9,669 9,584
Federal National Mortgage Association 4% 0.00002 10,524 9,847
Federal Home Loan Mortgage Corp. 2% 0.00002 8,379 8,145
Federal National Mortgage Association 5.758% 0.00002 11,266 11,255
Federal National Mortgage Association 4% 0.00002 10,859 10,171
Federal National Mortgage Association 6% 0.00002 11,944 12,099
Fnma Pass-Thru I 4% 0.00002 12,715 11,904
Government National Mortgage Association 5% 0.00002 8,433 8,337
Federal Home Loan Mortgage Corp. 6.5% 0.00002 9,172 9,634
Federal National Mortgage Association 4% 0.00002 10,504 10,355
Federal National Mortgage Association 5.5% 0.00002 9,907 9,913
Virginia Electric and Power Company 4.45% 0.00002 10,000 8,457
Federal National Mortgage Association 3.5% 0.00002 8,215 8,093
Federal National Mortgage Association 6% 0.00002 9,251 9,371
Federal Home Loan Mortgage Corp. 6% 0.00002 8,482 8,518
Federal National Mortgage Association 6% 0.00002 7,822 7,923
Federal Home Loan Mortgage Corp. 4.5% 0.00002 8,732 8,608
Federal National Mortgage Association 3% 0.00002 12,799 11,292
Federal National Mortgage Association 6% 0.00002 9,255 9,283
Federal National Mortgage Association 6% 0.00002 11,256 11,350
Federal Home Loan Mortgage Corp. 0.85249% 0.00002 133,512 10,081
Government National Mortgage Association 3.75% 0.00002 12,954 12,696
Federal National Mortgage Association 5% 0.00002 8,620 8,507
CWMBS Inc 6.25% 0.00002 9,058 8,972
Government National Mortgage Association 9% 0.00002 11,496 11,541
Federal National Mortgage Association 3% 0.00002 13,909 12,274
Federal National Mortgage Association 6.047% 0.00002 9,314 9,371
Federal National Mortgage Association 5% 0.00002 11,629 11,515
Federal National Mortgage Association 6% 0.00002 11,997 12,145
Federal National Mortgage Association 3% 0.00002 13,668 12,060
Federal National Mortgage Association 4% 0.00002 10,858 10,114
Federal National Mortgage Association 3.5% 0.00002 12,213 12,015
Federal National Mortgage Association 4% 0.00002 10,853 10,186
Federal National Mortgage Association 6% 0.00002 7,548 7,722
Fnma Pass-Thru I 3.5% 0.00002 9,314 9,008
Federal National Mortgage Association 6% 0.00002 10,166 10,263
Federal National Mortgage Association 4% 0.00002 13,458 12,606
Federal National Mortgage Association 4% 0.00002 13,610 12,734
Fremont Home Loan Trust 5.51971% 0.00002 26,136 11,735
Novastar Mortgage Funding Trust 6.28471% 0.00002 12,228 11,867
Federal National Mortgage Association 6% 0.00002 12,617 12,749
Federal National Mortgage Association 3.5% 0.00002 10,438 10,209
CSMC Mortgage-Backed Trust Series 2006-1 6% 0.00002 11,732 8,562
Federal National Mortgage Association 6% 0.00002 8,113 8,278
Federal National Mortgage Association 4.5% 0.00002 8,108 7,968
Government National Mortgage Association 4% 0.00002 10,038 9,395
Federal National Mortgage Association 3.5% 0.00002 12,405 12,154
Government National Mortgage Association 4% 0.00002 10,336 10,063
Federal National Mortgage Association 3.5% 0.00002 7,899 7,764
Federal National Mortgage Association 6% 0.00002 12,680 12,781
Federal National Mortgage Association 4% 0.00002 8,613 8,067
Federal National Mortgage Association 6% 0.00002 12,041 12,295
Federal Home Loan Mortgage Corp. 6% 0.00002 9,549 9,594
Federal National Mortgage Association 8% 0.00002 10,514 10,803
Federal National Mortgage Association 6% 0.00002 7,955 8,024
Federal National Mortgage Association 6% 0.00002 9,152 9,319
Federal National Mortgage Association 4.5% 0.00002 8,093 8,061
Federal National Mortgage Association 3.5% 0.00002 8,861 8,678
Federal National Mortgage Association 0.80017% 0.00002 173,436 8,082
Government National Mortgage Association 3.875% 0.00002 11,722 11,630
Government National Mortgage Association 3.875% 0.00002 9,384 9,364
Federal Home Loan Mortgage Corp. 6% 0.00002 9,126 9,194
Federal National Mortgage Association 5% 0.00002 11,538 11,433
Federal National Mortgage Association 5% 0.00002 12,548 12,429
Federal Home Loan Mortgage Corp. 4.5% 0.00002 10,630 10,343
Government National Mortgage Association 4.625% 0.00002 11,902 11,859
Federal National Mortgage Association 3% 0.00002 10,857 9,580
Federal National Mortgage Association 3.5% 0.00002 10,599 10,353
Federal National Mortgage Association 6% 0.00002 7,668 7,784
Merrill Lynch Mortgage Investors, Inc. 6.07971% 0.00002 10,138 9,289
Government National Mortgage Association 4% 0.00002 10,688 10,575
Government National Mortgage Association 3.875% 0.00002 10,540 10,463
Federal National Mortgage Association 4% 0.00002 12,559 11,743
Federal National Mortgage Association 6.412% 0.00002 12,051 12,343
Federal National Mortgage Association 3.5% 0.00002 9,980 9,053
Federal National Mortgage Association 4.5% 0.00002 9,099 8,842
Federal National Mortgage Association 6% 0.00002 12,307 12,400
Federal Home Loan Mortgage Corp. 1.00249% 0.00002 105,826 8,012
Federal National Mortgage Association 6% 0.00002 10,875 10,958
Federal National Mortgage Association 6.353% 0.00002 9,165 9,154
Federal National Mortgage Association 6% 0.00002 9,050 9,129
Federal National Mortgage Association 3% 0.00002 10,313 8,999
Federal National Mortgage Association 6% 0.00002 11,426 11,600
Federal National Mortgage Association 5.732% 0.00002 10,141 10,114
Federal National Mortgage Association 6% 0.00002 8,929 9,015
Federal National Mortgage Association 5% 0.00002 11,351 11,204
Federal National Mortgage Association 4% 0.00002 13,541 12,783
Federal National Mortgage Association 5.5% 0.00002 9,148 9,185
Federal National Mortgage Association 8.5% 0.00002 8,105 8,155
Federal National Mortgage Association 4% 0.00002 13,557 12,700
Government National Mortgage Association 4% 0.00002 12,493 12,200
Federal National Mortgage Association 5% 0.00002 11,568 11,443
Federal National Mortgage Association 3% 0.00002 9,265 8,176
Government National Mortgage Association 3.5% 0.00002 10,527 9,680
Bank of America Corp. 5.55767% 0.00002 11,119 10,097
Federal National Mortgage Association 6% 0.00002 10,251 10,357
Federal National Mortgage Association 5.5% 0.00002 8,345 8,379
JP Morgan Mortgage Trust 5.23375% 0.00002 13,044 9,933
EMC Mortgage Loan Trust 6.19971% 0.00002 10,821 10,738
Federal National Mortgage Association 4% 0.00002 12,412 11,588
Federal National Mortgage Association 3.5% 0.00002 8,158 8,024
Federal Home Loan Mortgage Corp. 5.5% 0.00002 9,317 9,526
Federal National Mortgage Association 6% 0.00002 8,869 9,044
Federal National Mortgage Association 5.85983% 0.00002 12,885 12,755
Federal Home Loan Mortgage Corp. 6% 0.00002 9,140 9,294
Federal National Mortgage Association 3% 0.00002 8,983 7,926
Government National Mortgage Association 3.75% 0.00002 9,552 9,446
Federal National Mortgage Association 6% 0.00002 10,119 10,387
Federal National Mortgage Association 6% 0.00002 7,697 7,777
Federal National Mortgage Association 6.25% 0.00002 7,885 7,857
Federal National Mortgage Association 5.5% 0.00002 7,866 7,906
Federal National Mortgage Association 6% 0.00002 8,944 9,019
Federal National Mortgage Association 5% 0.00002 9,310 9,255
Bear Stearns Alternative A Trust 5.85971% 0.00002 9,331 8,308
Federal National Mortgage Association 5.185% 0.00002 8,849 8,750
Federal National Mortgage Association 3% 0.00002 9,846 8,689
STIF FUND (CNY) 0.00002 73,529 10,120
Government National Mortgage Association 7% 0.00002 10,975 11,182
Federal National Mortgage Association 6% 0.00002 8,712 8,791
Federal National Mortgage Association 4% 0.00002 8,328 7,800
Federal National Mortgage Association 6% 0.00002 12,453 12,492
Federal National Mortgage Association 6% 0.00002 11,287 11,385
JP Morgan Alt Loan 6.55% 0.00002 12,669 12,364
Federal National Mortgage Association 4% 0.00002 12,879 12,541
Federal National Mortgage Association 6% 0.00002 8,363 8,551
Bear Stearns Alternative A Trust 3.24997% 0.00002 10,289 9,080
Merrill Lynch Mortgage Investors, Inc. 6.34099% 0.00002 12,256 11,694
Federal National Mortgage Association 6% 0.00002 11,679 11,798
Federal National Mortgage Association 5.5% 0.00002 11,019 11,064
Government National Mortgage Association 3.75% 0.00002 8,317 8,198
Federal National Mortgage Association 6% 0.00002 10,765 10,905
Federal National Mortgage Association 5.802% 0.00002 11,242 11,152
Federal Home Loan Mortgage Corp. 7% 0.00002 7,811 7,728
Cwalt Incorporation 6.01971% 0.00002 14,354 12,460
Federal National Mortgage Association 3.5% 0.00002 11,962 11,658
Federal National Mortgage Association 4% 0.00002 8,716 8,102
Government National Mortgage Association 7% 0.00002 11,902 12,125
Sequoia Mtg Trust 6.21315% 0.00002 10,047 9,444
Equifirst Mtg Ln T 6.20971% 0.00002 9,071 8,676
Government National Mortgage Association 3.5% 0.00002 10,805 9,936
Federal Home Loan Mortgage Corp. 3.5% 0.00002 10,708 10,541
Federal National Mortgage Association 6% 0.00002 7,809 7,905
Federal National Mortgage Association 6% 0.00002 10,531 10,600
Federal National Mortgage Association 4% 0.00002 12,448 11,661
Federal National Mortgage Association 5% 0.00002 9,537 9,414
Federal National Mortgage Association 3.5% 0.00002 12,996 12,794
Government National Mortgage Association 3.625% 0.00002 11,650 11,572
Federal National Mortgage Association 6% 0.00002 9,678 9,809
Federal National Mortgage Association 6% 0.00002 9,321 9,410
Government National Mortgage Association 6% 0.00001 4,527 4,673
Federal Home Loan Mortgage Corp. 6.5% 0.00001 5,460 5,681
Federal National Mortgage Association 8% 0.00001 6,786 6,952
Federal National Mortgage Association 3.5% 0.00001 3,936 3,852
Bear Stearns Arm Trust 3.24999% 0.00001 7,106 5,033
Federal National Mortgage Association 6.2% 0.00001 5,853 5,803
Federal National Mortgage Association 8% 0.00001 6,640 6,635
Federal National Mortgage Association 6% 0.00001 3,271 3,368
Federal National Mortgage Association 4% 0.00001 5,542 5,200
Federal National Mortgage Association 3% 0.00001 8,041 7,013
Federal National Mortgage Association 5% 0.00001 5,703 5,649
Federal Home Loan Mortgage Corp. 5.94751% 0.00001 4,784 4,783
Government National Mortgage Association 5% 0.00001 3,782 3,791
Government National Mortgage Association 4.5% 0.00001 4,371 4,168
Government National Mortgage Association 6.5% 0.00001 5,644 5,730
Federal National Mortgage Association 6.26% 0.00001 5,117 5,161
Federal National Mortgage Association 6% 0.00001 4,327 4,322
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.57971% 0.00001 8,484 3,170
Federal National Mortgage Association 6.5% 0.00001 5,131 5,223
Federal National Mortgage Association 5% 0.00001 3,318 3,324
Federal National Mortgage Association 3.5% 0.00001 3,934 3,793
Federal National Mortgage Association 3.5% 0.00001 3,183 3,075
Merrill Lynch Mortgage Investors, Inc. 6.20842% 0.00001 4,973 4,491
Federal National Mortgage Association 6% 0.00001 2,628 2,743
Federal National Mortgage Association 6.5% 0.00001 4,744 4,856
Government National Mortgage Association 4.5% 0.00001 6,443 6,256
Federal National Mortgage Association 3.5% 0.00001 7,597 7,442
Federal National Mortgage Association 3.5% 0.00001 2,749 2,685
Structured Asset Securities Corp. 7.77705% 0.00001 7,377 6,744
Government National Mortgage Association 3.875% 0.00001 3,403 3,372
Federal National Mortgage Association 3% 0.00001 7,028 6,121
Federal Home Loan Mortgage Corp. 6.5% 0.00001 6,872 7,139
Federal National Mortgage Association 7.315% 0.00001 4,076 4,074
Federal National Mortgage Association 4% 0.00001 6,103 5,718
Federal National Mortgage Association 6% 0.00001 3,957 4,046
Federal National Mortgage Association 5.5% 0.00001 3,058 3,060
Federal National Mortgage Association 6.5% 0.00001 3,084 3,164
GS Mortgage Securities Corp 6% 0.00001 2,982 2,886
Federal National Mortgage Association 6% 0.00001 5,920 5,974
Federal National Mortgage Association 5% 0.00001 4,781 4,718
Federal National Mortgage Association 3% 0.00001 8,192 7,238
Structured Asset Mortgage Investments Inc 3.90503% 0.00001 6,482 5,893
Federal National Mortgage Association 3.5% 0.00001 3,163 3,073
Merrill Lynch Mortgage Investors, Inc. 6.11971% 0.00001 3,296 3,203
Government National Mortgage Association 3.875% 0.00001 5,454 5,427
Government National Mortgage Association 6.5% 0.00001 4,635 4,717
Federal National Mortgage Association 6% 0.00001 6,301 6,410
Government National Mortgage Association 3.75% 0.00001 5,960 5,878
Federal National Mortgage Association 5.5% 0.00001 4,180 4,183
Federal National Mortgage Association 4% 0.00001 4,154 4,048
Federal National Mortgage Association 6% 0.00001 3,272 3,358
CWABS Inc. 7.93997% 0.00001 8,407 7,459
Federal National Mortgage Association 6% 0.00001 3,997 4,040
IMC Hm Eqty Ln Tst 5.68991% 0.00001 3,081 2,992
Federal National Mortgage Association 6% 0.00001 6,254 6,317
Federal National Mortgage Association 5.5% 0.00001 3,419 3,432
Government National Mortgage Association 7% 0.00001 4,570 4,732
Federal Home Loan Mortgage Corp. 5.5% 0.00001 4,710 4,695
Federal National Mortgage Association 3.5% 0.00001 5,056 4,924
Federal Home Loan Mortgage Corp. 3% 0.00001 6,842 6,663
Federal National Mortgage Association 4% 0.00001 3,063 2,868
Federal National Mortgage Association 6% 0.00001 3,082 3,122
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,845 2,926
Federal Home Loan Mortgage Corp. 5.626% 0.00001 6,046 6,142
Federal National Mortgage Association 6% 0.00001 2,925 2,952
Small Business Administration 5.11% 0.00001 5,609 5,563
Federal Home Loan Mortgage Corp. 4% 0.00001 3,626 3,401
Federal National Mortgage Association 6% 0.00001 3,448 3,481
Federal National Mortgage Association 6% 0.00001 4,855 4,897
Federal Home Loan Mortgage Corp. 3% 0.00001 2,955 2,882
Federal National Mortgage Association 6% 0.00001 3,552 3,634
Fnma Pass-Thru I 4% 0.00001 4,137 3,909
Government National Mortgage Association 7% 0.00001 4,254 4,333
Mellon Residential 6.32332% 0.00001 7,742 6,914
Federal National Mortgage Association 6.057% 0.00001 3,789 3,821
Federal National Mortgage Association 6% 0.00001 3,105 3,127
Federal National Mortgage Association 6% 0.00001 5,424 5,549
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,943 2,960
Federal National Mortgage Association 8% 0.00001 2,885 2,998
Federal Home Loan Mortgage Corp. 6.5% 0.00001 5,038 5,267
Federal Home Loan Mortgage Corp. 6.5% 0.00001 4,219 4,372
Federal National Mortgage Association 6% 0.00001 6,130 6,183
Federal National Mortgage Association 6% 0.00001 3,714 3,790
Federal National Mortgage Association 3.5% 0.00001 2,981 2,894
Federal National Mortgage Association 6% 0.00001 7,541 7,607
Federal National Mortgage Association 4% 0.00001 7,602 7,057
Federal National Mortgage Association 3.5% 0.00001 6,100 5,910
Small Business Administration 5.31% 0.00001 6,783 6,661
Government National Mortgage Association 9% 0.00001 3,165 3,178
Federal National Mortgage Association 5.95% 0.00001 3,052 3,060
Federal National Mortgage Association 6% 0.00001 3,079 3,150
Government National Mortgage Association 8% 0.00001 7,632 7,605
Federal National Mortgage Association 6% 0.00001 4,253 4,306
Federal National Mortgage Association 5.5% 0.00001 3,048 3,060
Federal National Mortgage Association 6% 0.00001 3,129 3,140
Government National Mortgage Association 5% 0.00001 4,504 4,509
Government National Mortgage Association 4.625% 0.00001 3,483 3,425
Federal National Mortgage Association 6% 0.00001 4,854 4,925
Federal National Mortgage Association 6% 0.00001 6,638 6,705
Federal National Mortgage Association 5.739% 0.00001 2,716 2,725
Federal National Mortgage Association 6% 0.00001 6,968 7,088
Federal National Mortgage Association 6% 0.00001 4,714 4,805
Federal National Mortgage Association 3.5% 0.00001 5,151 5,044
Federal National Mortgage Association 5% 0.00001 6,513 6,439
Federal National Mortgage Association 5% 0.00001 4,078 4,044
JP Morgan Mortgage Trust 5.15551% 0.00001 5,056 3,514
Federal National Mortgage Association 5% 0.00001 6,982 6,907
Federal National Mortgage Association 4% 0.00001 4,853 4,796
Federal Home Loan Mortgage Corp. 6.5% 0.00001 5,962 6,149
First Horizon Alternative Mortgage Securities Trust 5.82971% 0.00001 15,645 4,388
Federal National Mortgage Association 5% 0.00001 6,291 6,208
Federal National Mortgage Association 3.5% 0.00001 6,494 6,339
Federal National Mortgage Association 8.5% 0.00001 7,337 7,638
Government National Mortgage Association 8% 0.00001 7,516 7,521
Federal National Mortgage Association 3.5% 0.00001 5,018 4,917
Federal National Mortgage Association 1.20017% 0.00001 55,927 5,216
Federal National Mortgage Association 5% 0.00001 7,554 7,439
Federal National Mortgage Association 6% 0.00001 4,945 5,058
Government National Mortgage Association 3.625% 0.00001 6,333 6,297
Bella Vista Mortgage Trust 5.95315% 0.00001 7,543 4,901
Federal National Mortgage Association 3% 0.00001 5,130 4,526
Federal National Mortgage Association 6% 0.00001 5,415 5,531
Federal National Mortgage Association 6.175% 0.00001 3,837 3,864
Federal Home Loan Mortgage Corp. 7.5% 0.00001 2,973 2,975
Federal Home Loan Mortgage Corp. 4.5% 0.00001 6,540 6,447
Federal National Mortgage Association 6% 0.00001 3,677 3,756
Federal National Mortgage Association 6% 0.00001 4,447 4,549
1ST Horizon Mtg 5.14141% 0.00001 14,175 7,517
Federal National Mortgage Association 6% 0.00001 7,165 7,324
Federal National Mortgage Association 6% 0.00001 5,850 5,908
Government National Mortgage Association 3.625% 0.00001 7,336 7,258
Federal National Mortgage Association 3.5% 0.00001 4,126 4,032
Federal National Mortgage Association 4% 0.00001 2,901 2,739
Federal National Mortgage Association 5% 0.00001 5,495 5,468
Federal National Mortgage Association 5% 0.00001 2,883 2,845
Federal National Mortgage Association 6% 0.00001 4,152 4,248
Government National Mortgage Association 3.75% 0.00001 5,072 4,944
Government National Mortgage Association 6% 0.00001 5,684 5,766
Federal National Mortgage Association 3% 0.00001 8,591 7,511
Federal National Mortgage Association 5.809% 0.00001 6,899 6,938
Federal National Mortgage Association 3% 0.00001 8,487 7,501
Federal National Mortgage Association 3% 0.00001 7,512 6,555
Federal National Mortgage Association 3.5% 0.00001 2,863 2,808
Government National Mortgage Association 8% 0.00001 2,826 2,977
Federal Home Loan Mortgage Corp. 5.5% 0.00001 2,707 2,684
Federal Home Loan Mortgage Corp. 1.13249% 0.00001 78,704 6,756
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,712 2,751
Government National Mortgage Association 7.5% 0.00001 5,170 5,183
Bear Stearns Arm Trust 0% 0.00001 6,960 5,043
Federal National Mortgage Association 6.866% 0.00001 3,707 3,687
Federal National Mortgage Association 4% 0.00001 5,871 5,471
Federal National Mortgage Association 6% 0.00001 6,018 6,089
Federal National Mortgage Association 5.5% 0.00001 6,480 6,507
Federal Home Loan Mortgage Corp. 5.69751% 0.00001 5,812 5,777
Federal National Mortgage Association 6% 0.00001 3,530 3,556
Government National Mortgage Association 4.625% 0.00001 5,376 5,299
Federal National Mortgage Association 7.524% 0.00001 5,817 5,953
Federal National Mortgage Association 4.5% 0.00001 3,149 3,121
Merrill Lynch Mortgage Investors, Inc. 5.84662% 0.00001 6,756 6,342
Federal Home Loan Mortgage Corp. 6% 0.00001 2,962 2,974
Federal Home Loan Mortgage Corp. 6% 0.00001 3,444 3,458
Mastr Adjustable Rate Mortgages Trust 5.29437% 0.00001 5,129 4,461
Federal National Mortgage Association 5% 0.00001 5,845 5,768
Federal Home Loan Mortgage Corp. 7% 0.00001 2,957 3,002
Federal National Mortgage Association 4% 0.00001 7,084 6,638
Federal National Mortgage Association 6% 0.00001 7,364 7,441
Government National Mortgage Association 8.5% 0.00001 4,567 4,550
Federal National Mortgage Association 6% 0.00001 4,776 4,831
Federal National Mortgage Association 0.80017% 0.00001 67,292 4,041
Government National Mortgage Association 3.875% 0.00001 7,188 7,149
Federal National Mortgage Association 6% 0.00001 6,309 6,434
Federal National Mortgage Association 3% 0.00001 6,040 5,330
Federal National Mortgage Association 6% 0.00001 3,772 3,859
Federal National Mortgage Association 6.5% 0.00001 6,305 6,453
Government National Mortgage Association 3.875% 0.00001 3,347 3,329
Federal National Mortgage Association 6% 0.00001 3,345 3,381
Federal National Mortgage Association 5.5% 0.00001 6,386 6,412
Federal National Mortgage Association 8% 0.00001 6,167 6,132
Federal National Mortgage Association 4.5% 0.00001 6,800 6,724
Federal National Mortgage Association 6% 0.00001 2,741 2,796
Federal National Mortgage Association 4% 0.00001 6,592 6,118
CWMBS Inc 5.24773% 0.00001 7,711 6,975
GSR Mtg Loan Trust 5.80971% 0.00001 4,481 4,288
Federal National Mortgage Association 6% 0.00001 6,085 6,225
Federal National Mortgage Association 5.5% 0.00001 6,837 6,900
Federal Home Loan Mortgage Corp. 4% 0.00001 4,965 4,786
Federal Home Loan Mortgage Corp. 7% 0.00001 4,473 4,726
Federal National Mortgage Association 5.5% 0.00001 7,498 7,587
Federal National Mortgage Association 5.585% 0.00001 7,698 7,674
Government National Mortgage Association 3.75% 0.00001 2,857 2,818
Federal Home Loan Mortgage Corp. 0.80249% 0.00001 114,212 6,187
Federal National Mortgage Association 4% 0.00001 5,843 5,771
Federal National Mortgage Association 4% 0.00001 5,100 5,005
Federal National Mortgage Association 4% 0.00001 2,652 2,620
Government National Mortgage Association 4% 0.00001 5,773 5,743
Federal National Mortgage Association 6% 0.00001 6,482 6,631
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,189 7,470
Government National Mortgage Association 8% 0.00001 5,105 5,085
Merrill Lynch Mortgage Investors, Inc. 5.95971% 0.00001 5,221 4,829
Federal National Mortgage Association 6% 0.00001 5,112 5,168
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,671 2,741
Federal National Mortgage Association 4% 0.00001 5,583 5,229
Federal National Mortgage Association 5.69983% 0.00001 6,706 6,562
Federal Home Loan Mortgage Corp. 7.5% 0.00001 3,724 3,855
Federal National Mortgage Association 6% 0.00001 4,950 5,002
Federal National Mortgage Association 5% 0.00001 5,119 5,120
Rali Ser 2007-Qs1 6% 0.00001 4,924 3,820
Government National Mortgage Association 6.5% 0.00001 3,969 4,062
Government National Mortgage Association 7% 0.00001 3,612 3,660
Federal National Mortgage Association 6% 0.00001 2,558 2,611
Federal National Mortgage Association 6% 0.00001 2,753 2,810
Government National Mortgage Association 5% 0.00001 3,024 3,028
Federal National Mortgage Association 5.5% 0.00001 5,007 5,027
Federal National Mortgage Association 6% 0.00001 7,375 7,439
Government National Mortgage Association 3.75% 0.00001 2,762 2,686
Federal National Mortgage Association 6% 0.00001 4,209 4,247
Federal National Mortgage Association 5% 0.00001 2,626 2,597
Government National Mortgage Association 3.625% 0.00001 7,703 7,632
Federal Home Loan Mortgage Corp. 3.5% 0.00001 7,292 7,136
Federal National Mortgage Association 0.80017% 0.00001 154,874 7,441
Federal National Mortgage Association 7% 0.00001 3,655 3,739
Federal National Mortgage Association 6% 0.00001 4,141 4,182
Federal National Mortgage Association 4.645% 0.00001 3,075 3,029
Federal National Mortgage Association 3% 0.00001 7,997 7,058
Federal National Mortgage Association 5% 0.00001 5,517 5,444
Federal National Mortgage Association 1.15017% 0.00001 124,975 4,299
CWMBS Inc 5.5% 0.00001 13,086 6,869
Federal National Mortgage Association 6% 0.00001 6,027 6,103
Federal National Mortgage Association 3.5% 0.00001 3,395 3,291
Federal Home Loan Mortgage Corp. 6% 0.00001 3,284 3,297
Federal Home Loan Mortgage Corp. 3.5% 0.00001 7,226 7,118
Federal National Mortgage Association 6% 0.00001 2,970 3,019
Government National Mortgage Association 3.5% 0.00001 7,591 6,981
Federal National Mortgage Association 7.46% 0.00001 4,937 4,958
Bear Stearns Arm Trust 5.45474% 0.00001 3,465 3,175
Federal National Mortgage Association 5% 0.00001 6,250 6,168
Government National Mortgage Association 3.625% 0.00001 2,943 2,900
Government National Mortgage Association 3.875% 0.00001 4,202 4,191
Federal National Mortgage Association 5.5% 0.00001 3,869 3,887
Federal National Mortgage Association 3.5% 0.00001 2,675 2,624
Federal National Mortgage Association 5.872% 0.00001 5,326 5,370
Federal National Mortgage Association 3% 0.00001 4,762 4,559
Federal National Mortgage Association 5% 0.00001 5,152 5,084
Federal National Mortgage Association 4% 0.00001 2,795 2,603
Federal National Mortgage Association 6% 0.00001 5,263 5,311
GS Mortgage Securities Corp 4.51398% 0.00001 8,496 6,758
Federal National Mortgage Association 6% 0.00001 4,830 4,901
Federal National Mortgage Association 5.5% 0.00001 2,654 2,652
Federal National Mortgage Association 4% 0.00001 7,839 7,343
Federal National Mortgage Association 4% 0.00001 3,373 3,185
Government National Mortgage Association 8.5% 0.00001 2,818 2,983
Federal National Mortgage Association 5.891% 0.00001 4,383 4,400
Mastr Adjustable Rate Mortgages Trust 6.05971% 0.00001 2,731 2,630
Federal National Mortgage Association 3.5% 0.00001 6,516 6,377
Federal National Mortgage Association 3.5% 0.00001 7,670 7,530
Government National Mortgage Association 4.625% 0.00001 4,053 3,990
Federal National Mortgage Association 6% 0.00001 3,396 3,436
Federal National Mortgage Association 6% 0.00001 5,326 5,418
Gmacm Heq Ln Tr 7% 0.00001 6,438 5,980
Federal National Mortgage Association 6% 0.00001 4,773 4,874
Government National Mortgage Association 8.5% 0.00001 6,348 6,580
Federal National Mortgage Association 6% 0.00001 2,713 2,742
Federal National Mortgage Association 5.5% 0.00001 6,324 6,350
Federal National Mortgage Association 6% 0.00001 7,296 7,403
Federal National Mortgage Association 3% 0.00001 4,076 3,994
Federal Home Loan Mortgage Corp. 5.84751% 0.00001 6,135 6,069
Federal National Mortgage Association 4% 0.00001 4,542 4,255
Federal National Mortgage Association 3% 0.00001 4,964 4,380
Government National Mortgage Association 3.875% 0.00001 4,512 4,469
Federal National Mortgage Association 1.19017% 0.00001 84,809 7,452
Federal National Mortgage Association 6% 0.00001 4,765 4,835
Federal National Mortgage Association 7.095% 0.00001 2,882 2,891
Federal National Mortgage Association 5% 0.00001 6,777 6,721
Federal National Mortgage Association 3% 0.00001 3,694 3,255
Federal National Mortgage Association 7.538% 0.00001 4,011 4,103
Federal National Mortgage Association 5.152% 0.00001 5,545 5,540
Federal Home Loan Mortgage Corp. 3% 0.00001 3,588 3,499
Government National Mortgage Association 3.625% 0.00001 5,079 5,045
Federal National Mortgage Association 4% 0.00001 7,663 7,121
Federal National Mortgage Association 3.5% 0.00001 2,952 2,886
Federal National Mortgage Association 6% 0.00001 3,570 3,552
Bear Stearns Asset Backed Securities Trust 5.02107% 0.00001 3,609 3,437
Federal National Mortgage Association 6% 0.00001 4,134 4,183
Government National Mortgage Association 5% 0.00001 6,810 6,724
Federal National Mortgage Association 0.80017% 0.00001 52,165 3,818
Federal National Mortgage Association 8.5% 0.00001 3,205 3,204
Federal National Mortgage Association 6% 0.00001 6,128 6,276
Federal National Mortgage Association 5% 0.00001 5,235 5,183
Federal National Mortgage Association 4% 0.00001 4,801 4,477
Federal National Mortgage Association 4% 0.00001 3,713 3,476
Federal National Mortgage Association 6% 0.00001 4,874 4,976
Federal National Mortgage Association 6% 0.00001 4,891 5,035
Federal National Mortgage Association 6% 0.00001 3,898 3,925
Federal Home Loan Mortgage Corp. 6.378% 0.00001 3,322 3,337
Federal National Mortgage Association 4% 0.00001 6,297 6,215
Federal National Mortgage Association 5.5% 0.00001 2,937 2,944
Government National Mortgage Association 5% 0.00001 5,325 5,302
Federal Home Loan Mortgage Corp. 5.78751% 0.00001 6,712 6,615
Government National Mortgage Association 4.5% 0.00001 7,374 7,159
Structured Asset Securities Corp. 6.49471% 0.00001 2,584 2,661
Chase Mortgage Financial Trust 6.62265% 0.00001 4,063 3,785
Government National Mortgage Association 8.5% 0.00001 4,255 4,240
Federal National Mortgage Association 6% 0.00001 5,746 5,809
Federal National Mortgage Association 6.5% 0.00001 4,078 4,184
Federal Home Loan Mortgage Corp. 6.021% 0.00001 5,576 5,627
Federal National Mortgage Association 6% 0.00001 2,901 2,930
Federal National Mortgage Association 3% 0.00001 5,490 4,844
Federal National Mortgage Association 6% 0.00001 2,962 2,989
GSR Mtg Loan Trust 6% 0.00001 13,773 7,146
Federal National Mortgage Association 5.5% 0.00001 2,673 2,684
Government National Mortgage Association 4.625% 0.00001 5,447 5,404
Federal National Mortgage Association 5% 0.00001 4,644 4,634
Federal National Mortgage Association 4.5% 0.00001 5,574 5,389
Federal National Mortgage Association 4.5% 0.00001 2,699 2,685
Federal National Mortgage Association 6% 0.00001 4,617 4,728
Merrill Lynch Mortgage Investors, Inc. 6.97008% 0.00001 3,669 3,341
Government National Mortgage Association 5% 0.00001 4,742 4,685
Federal National Mortgage Association 5.5% 0.00001 4,024 4,041
Federal Home Loan Mortgage Corp. 6.18% 0.00001 4,034 4,075
Federal National Mortgage Association 3.5% 0.00001 3,568 3,483
Federal National Mortgage Association 5.5% 0.00001 5,423 5,445
Federal Home Loan Mortgage Corp. 0% 0.00001 8,956 5,163
Federal National Mortgage Association 4% 0.00001 3,588 3,361
CWMBS Inc 5.5% 0.00001 10,915 6,670
Federal Home Loan Mortgage Corp. 5.94751% 0.00001 3,401 3,384
Government National Mortgage Association 8.5% 0.00001 6,082 6,319
Federal National Mortgage Association 6% 0.00001 4,678 4,739
Federal National Mortgage Association 5.75% 0.00001 4,569 4,549
Federal National Mortgage Association 4% 0.00001 4,683 4,386
Federal National Mortgage Association 5.5% 0.00001 3,502 3,516
Government National Mortgage Association 7% 0.00001 3,769 3,817
JP Morgan Mortgage Trust 5.48021% 0.00001 2,813 2,757
Federal National Mortgage Association 5% 0.00001 2,587 2,563
Federal Home Loan Mortgage Corp. 6.29751% 0.00001 7,212 7,250
Federal National Mortgage Association 5% 0.00001 7,823 7,631
Government National Mortgage Association 7% 0.00001 5,145 5,241
Federal National Mortgage Association 4.5% 0.00001 3,782 3,757
Federal National Mortgage Association 6% 0.00001 3,078 3,149
Small Business Administration 4.87% 0.00001 5,406 5,377
Deutsche Alt-B Sec Mtg Ln 2006-Ab4 5.55971% 0.00001 4,925 3,828
Federal National Mortgage Association 5.915% 0.00001 4,683 4,713
Federal Home Loan Mortgage Corp. 6% 0.00001 5,829 5,857
Federal National Mortgage Association 3% 0.00001 5,678 5,506
Government National Mortgage Association 3.75% 0.00001 5,630 5,487
Government National Mortgage Association 4.5% 0.00001 5,538 5,376
Federal National Mortgage Association 3.5% 0.00001 6,772 6,530
Government National Mortgage Association 7% 0.00001 2,605 2,613
Federal National Mortgage Association 5.5% 0.00001 6,467 6,493
Government National Mortgage Association 5% 0.00001 3,216 3,204
Fnma Pass-Thru I 4% 0.00001 4,242 3,993
Federal National Mortgage Association 5.931% 0.00001 2,822 2,831
Federal National Mortgage Association 6% 0.00001 3,313 3,377
Federal National Mortgage Association 6% 0.00001 3,153 3,204
1ST Horizon Mtg 5.72971% 0.00001 4,601 3,864
Federal National Mortgage Association 6% 0.00001 3,680 3,764
Federal National Mortgage Association 4.5% 0.00001 3,052 3,016
Federal National Mortgage Association 5% 0.00001 5,297 5,207
Federal National Mortgage Association 5.80983% 0.00001 3,326 3,264
Federal National Mortgage Association 4.5% 0.00001 6,314 6,239
Government National Mortgage Association 8% 0.00001 3,740 3,725
Federal Home Loan Mortgage Corp. 5.94751% 0.00001 6,245 6,226
Federal Home Loan Mortgage Corp. 6.5% 0.00001 2,631 2,700
Federal National Mortgage Association 5.55822% 0.00001 5,234 5,223
Government National Mortgage Association 3.75% 0.00001 5,436 5,377
Federal National Mortgage Association 8% 0.00001 6,508 6,498
Federal National Mortgage Association 4.5% 0.00001 5,797 5,730
Federal National Mortgage Association 6% 0.00001 6,246 6,301
Federal National Mortgage Association 7.135% 0.00001 5,017 5,005
Federal National Mortgage Association 5% 0.00001 2,643 2,602
Federal National Mortgage Association 4% 0.00001 5,459 5,370
Adjustable Rate Mortgage Trust 5.99971% 0.00001 7,960 6,423
Bear Stearns Arm Trust 6.25002% 0.00001 5,647 5,103
Federal National Mortgage Association 6% 0.00001 3,453 3,521
Federal National Mortgage Association 6% 0.00001 6,830 6,972
Federal National Mortgage Association 6% 0.00001 7,520 7,580
Federal National Mortgage Association 6% 0.00001 7,296 7,362
Federal National Mortgage Association 4% 0.00001 5,681 5,589
Federal National Mortgage Association 6% 0.00001 7,324 7,492
Federal National Mortgage Association 4% 0.00001 6,270 5,873
Government National Mortgage Association 4% 0.00001 5,727 5,342
Federal Home Loan Mortgage Corp. 7% 0.00001 7,030 7,240
Federal National Mortgage Association 5.89983% 0.00001 4,628 4,532
Federal National Mortgage Association 6% 0.00001 6,381 6,549
Federal Home Loan Mortgage Corp. 7.118% 0.00001 6,226 6,210
Federal National Mortgage Association 6% 0.00001 2,549 2,578
Merrill Lynch Mortgage Investors, Inc. 6.19971% 0.00001 4,676 4,290
Bear Stearns Arm Trust 6.50002% 0.00001 7,706 7,368
Federal National Mortgage Association 2% 0.00001 3,409 3,374
Harborview Mtg Loan Trust 6.00167% 0.00001 7,164 6,342
Federal Home Loan Mortgage Corp. 6% 0.00001 2,970 2,989
Government National Mortgage Association 3.5% 0.00001 4,208 3,870
Federal National Mortgage Association 4% 0.00001 3,005 2,838
Government National Mortgage Association 3.5% 0.00001 3,650 3,357
Government National Mortgage Association 4% 0.00001 3,617 3,594
JP Morgan Mortgage Trust 5.75% 0.00001 15,723 6,972
Federal National Mortgage Association 3% 0.00001 6,101 5,312
Federal National Mortgage Association 4.5% 0.00001 3,944 3,863
Federal National Mortgage Association 6% 0.00001 5,612 5,741
1ST Horizon Mtg 5.25% 0.00001 84,901 4,160
Federal National Mortgage Association 6.19983% 0.00001 3,790 3,794
Federal Home Loan Mortgage Corp. 7.5% 0.00001 3,398 3,441
Government National Mortgage Association 4.625% 0.00001 6,412 6,317
Federal National Mortgage Association 4% 0.00001 4,541 4,262
Federal Home Loan Mortgage Corp. 6% 0.00001 3,683 3,699
Federal National Mortgage Association 6% 0.00001 5,890 6,010
Federal National Mortgage Association 7.5% 0.00001 6,274 6,325
Structured Asset Securities Corp. 3.89714% 0.00001 5,714 5,560
Federal National Mortgage Association 3% 0.00001 5,278 5,180
Federal National Mortgage Association 4.432% 0.00001 7,877 7,661
Federal National Mortgage Association 8% 0.00001 7,113 7,110
JP Morgan Mortgage Trust 5.77047% 0.00001 3,724 3,514
Cwalt Incorporation 6.05673% 0.00001 6,098 5,479
Federal National Mortgage Association 6.5% 0.00001 5,869 6,072
Federal National Mortgage Association 3.5% 0.00001 5,854 5,721
Federal National Mortgage Association 6% 0.00001 3,901 3,932
Federal National Mortgage Association 7.5% 0.00001 4,385 4,494
Federal National Mortgage Association 6% 0.00001 3,708 3,737
Federal National Mortgage Association 4.5% 0.00001 7,032 6,990
Government National Mortgage Association 4% 0.00001 4,427 4,412
Federal National Mortgage Association 6.5% 0.00001 5,897 6,063
Federal National Mortgage Association 3% 0.00001 4,825 4,253
Cwalt Incorporation 6.00971% 0.00001 7,984 7,434
Government National Mortgage Association 6.5% 0.00001 4,594 4,664
Federal National Mortgage Association 5% 0.00001 3,059 3,021
Federal National Mortgage Association 6% 0.00001 2,927 2,956
Federal National Mortgage Association 3.5% 0.00001 5,511 5,368
Federal National Mortgage Association 5.5% 0.00001 6,025 6,063
Federal National Mortgage Association 6.998% 0.00001 5,432 5,419
Federal National Mortgage Association 5% 0.00001 4,727 4,676
Federal National Mortgage Association 6% 0.00001 3,956 4,039
Federal National Mortgage Association 6.69% 0.00001 2,973 2,963
Federal National Mortgage Association 6% 0.00001 4,285 4,365
Federal Home Loan Mortgage Corp. 1.05249% 0.00001 56,421 5,213
Federal National Mortgage Association 4% 0.00001 7,665 7,535
Government National Mortgage Association 7% 0.00001 4,874 4,965
Federal National Mortgage Association 6.286% 0.00001 4,281 4,326
Federal National Mortgage Association 5% 0.00001 7,367 7,291
Federal National Mortgage Association 3.5% 0.00001 7,617 7,456
Government National Mortgage Association 6.5% 0.00001 6,242 6,438
Federal Home Loan Mortgage Corp. 6.17751% 0.00001 7,527 7,435
Federal National Mortgage Association 6% 0.00001 4,920 4,959
Government National Mortgage Association 4.625% 0.00001 3,295 3,270
Federal National Mortgage Association 6% 0.00001 6,986 7,072
Federal National Mortgage Association 4.5% 0.00001 4,327 4,282
Federal National Mortgage Association 6% 0.00001 6,492 6,631
Federal National Mortgage Association 3% 0.00001 5,113 4,511
Federal National Mortgage Association 4% 0.00001 3,669 3,442
Federal National Mortgage Association 7.563% 0.00001 3,676 3,789
Federal Home Loan Mortgage Corp. 7% 0.00001 2,693 2,773
Federal National Mortgage Association 4.5% 0.00001 3,403 3,356
Federal National Mortgage Association 4.5% 0.00001 3,292 3,263
Federal National Mortgage Association 4% 0.00001 4,497 4,174
Federal National Mortgage Association 6% 0.00001 6,619 6,639
Federal National Mortgage Association 6% 0.00001 3,927 4,018
Regal Trust IV 1.723% 0.00001 7,496 6,829
Federal National Mortgage Association 6% 0.00001 3,396 3,447
CWMBS Inc 6.13971% 0.00001 11,216 2,968
Federal National Mortgage Association 6% 0.00001 5,478 5,604
Government National Mortgage Association 3.875% 0.00001 6,489 6,400
Federal National Mortgage Association 6% 0.00001 3,987 4,094
Federal National Mortgage Association 4% 0.00001 7,285 6,817
Federal Home Loan Mortgage Corp. 4% 0.00001 4,275 4,041
Federal National Mortgage Association 4% 0.00001 8,084 7,527
Federal National Mortgage Association 8.5% 0.00001 5,250 5,217
Government National Mortgage Association 4% 0.00001 6,337 6,262
Federal Home Loan Mortgage Corp. 6.5% 0.00001 5,760 5,805
Federal National Mortgage Association 4% 0.00001 7,540 7,062
Federal National Mortgage Association 3.5% 0.00001 5,267 5,099
Federal National Mortgage Association 4.5% 0.00001 3,126 3,107
Government National Mortgage Association 5% 0.00001 3,298 3,302
Federal Home Loan Mortgage Corp. 7.5% 0.00001 4,122 4,121
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,133 7,446
Federal National Mortgage Association 3% 0.00001 2,731 2,616
CSMC TRUST 0% 0.00001 7,228 7,046
Federal Home Loan Mortgage Corp. 4% 0.00001 3,054 2,887
Federal National Mortgage Association 3.5% 0.00001 7,926 7,601
Federal National Mortgage Association 6% 0.00001 7,219 7,294
Federal National Mortgage Association 4% 0.00001 7,111 6,661
Federal National Mortgage Association 6.38% 0.00001 2,652 2,647
Federal National Mortgage Association 6% 0.00001 4,005 4,144
Dsla Mortgage Loan Trust 6.14551% 0.00001 7,947 7,220
Federal National Mortgage Association 6% 0.00001 2,816 2,857
Federal National Mortgage Association 6% 0.00001 4,771 4,881
Government National Mortgage Association 9% 0.00001 2,893 2,905
Federal National Mortgage Association 4.5% 0.00001 3,151 3,137
Government National Mortgage Association 3.5% 0.00001 7,871 7,238
Federal National Mortgage Association 3% 0.00001 6,207 5,477
Federal National Mortgage Association 6% 0.00001 7,088 7,147
Federal National Mortgage Association 6% 0.00001 5,571 5,588
Federal National Mortgage Association 3.5% 0.00001 3,033 2,971
Federal National Mortgage Association 4% 0.00001 5,897 5,494
Federal National Mortgage Association 4% 0.00001 4,335 4,224
Federal National Mortgage Association 6% 0.00001 7,461 7,615
Federal National Mortgage Association 5% 0.00001 5,681 5,648
Government National Mortgage Association 5% 0.00001 2,668 2,680
Federal National Mortgage Association 8.5% 0.00001 4,196 4,358
Federal National Mortgage Association 6% 0.00001 2,537 2,562
Federal National Mortgage Association 6% 0.00001 4,576 4,608
Government National Mortgage Association 3.75% 0.00001 2,661 2,637
Chase Mortgage Financial Trust 6.18119% 0.00001 6,805 6,438
Federal National Mortgage Association 4% 0.00001 5,717 5,354
Federal Home Loan Mortgage Corp. 6.5% 0.00001 7,066 7,204
Federal National Mortgage Association 6% 0.00001 5,684 5,743
Government National Mortgage Association 8% 0.00001 2,733 2,757
Federal National Mortgage Association 4% 0.00001 6,027 5,698
Federal National Mortgage Association 5.58822% 0.00001 3,320 3,256
Federal National Mortgage Association 3.5% 0.00001 2,766 2,721
Federal National Mortgage Association 6% 0.00001 3,030 3,031
Federal National Mortgage Association 3% 0.00001 5,652 4,987
JP Morgan Mortgage Trust 5.57095% 0.00001 3,795 3,485
Government National Mortgage Association 3.75% 0.00001 5,760 5,658
Federal National Mortgage Association 5% 0.00001 6,643 6,572
Government National Mortgage Association 3.625% 0.00001 4,801 4,773
Federal Home Loan Mortgage Corp. 5.716% 0.00001 2,513 2,570
Federal National Mortgage Association 6% 0.00001 7,379 7,549
GS Mortgage Securities Corp 5.43486% 0.00001 5,972 5,340
Federal Home Loan Mortgage Corp. 6% 0.00001 4,056 4,073
Federal National Mortgage Association 6% 0.00001 2,980 3,033
Federal National Mortgage Association 7.103% 0.00000 800 800
Federal National Mortgage Association 6% 0.00000 885 894
Government National Mortgage Association 8.5% 0.00000 1,174 1,181
Federal Home Loan Mortgage Corp. 6.5% 0.00000 15 15
Federal National Mortgage Association 7.5% 0.00000 120 121
Federal National Mortgage Association 6% 0.00000 281 286
Government National Mortgage Association 8% 0.00000 462 461
Federal National Mortgage Association 6% 0.00000 499 505
Federal National Mortgage Association 5.5% 0.00000 162 163
Government National Mortgage Association 3.75% 0.00000 520 514
Federal National Mortgage Association 4.5% 0.00000 30 30
Federal National Mortgage Association 7% 0.00000 2,334 2,326
Federal National Mortgage Association 4.5% 0.00000 48 48
Federal National Mortgage Association 4% 0.00000 443 437
STIF FUND (TRY) 0.00000 30,071 917
Government National Mortgage Association 7% 0.00000 1,055 1,081
Government National Mortgage Association 8% 0.00000 236 236
Federal National Mortgage Association 6% 0.00000 1,007 1,020
Federal National Mortgage Association 7.5% 0.00000 165 169
Federal National Mortgage Association 8% 0.00000 176 175
Federal National Mortgage Association 6% 0.00000 721 736
Federal National Mortgage Association 4.5% 0.00000 127 126
Government National Mortgage Association 6.5% 0.00000 192 198
Federal National Mortgage Association 6% 0.00000 464 473
Federal National Mortgage Association 6.34983% 0.00000 159 159
Federal Home Loan Mortgage Corp. 5.981% 0.00000 1,104 1,114
Government National Mortgage Association 3.625% 0.00000 1,291 1,287
Federal National Mortgage Association 5.84751% 0.00000 1,897 1,895
Federal National Mortgage Association 7.5% 0.00000 40 39
Federal Home Loan Mortgage Corp. 6.564% 0.00000 2,089 2,103
Federal National Mortgage Association 6% 0.00000 70 71
Federal National Mortgage Association 6% 0.00000 2,331 2,374
Federal National Mortgage Association 6% 0.00000 2,467 2,492
Federal National Mortgage Association 7.213% 0.00000 5 5
Government National Mortgage Association 8.5% 0.00000 583 585
Government National Mortgage Association 8.5% 0.00000 1,181 1,184
Merrill Lynch Mortgage Investors, Inc. 6.23971% 0.00000 1,897 1,710
Small Business Administration 6.25% 0.00000 19 19
Federal National Mortgage Association 4.5% 0.00000 1,357 1,350
Federal National Mortgage Association 8.5% 0.00000 1,832 1,880
Government National Mortgage Association 8% 0.00000 1,509 1,510
Federal Home Loan Mortgage Corp. 5.89751% 0.00000 574 572
Federal National Mortgage Association 4.5% 0.00000 1,920 1,906
Federal National Mortgage Association 4.5% 0.00000 170 169
Government National Mortgage Association 8% 0.00000 637 637
Federal Home Loan Mortgage Corp. 6.5% 0.00000 1,392 1,426
Federal National Mortgage Association 6% 0.00000 447 452
Morgan Stanley ML 5.76971% 0.00000 2,041 1,822
Government National Mortgage Association 8.5% 0.00000 1,414 1,429
Federal National Mortgage Association 6% 0.00000 537 551
Government National Mortgage Association 8% 0.00000 1,300 1,336
Federal Home Loan Mortgage Corp. 4% 0.00000 524 517
Federal Home Loan Mortgage Corp. 6% 0.00000 1,873 1,881
Federal Home Loan Mortgage Corp. 6% 0.00000 533 535
Government National Mortgage Association 7.5% 0.00000 350 350
Government National Mortgage Association 4.625% 0.00000 2,275 2,246
Federal National Mortgage Association 4.5% 0.00000 631 623
Government National Mortgage Association 4.625% 0.00000 294 292
Federal National Mortgage Association 4.5% 0.00000 18 18
Federal National Mortgage Association 8.5% 0.00000 422 434
CALIFORNIA ST 7.5% 0.00000 2,000 2,311
Government National Mortgage Association 7% 0.00000 705 719
Federal National Mortgage Association 7% 0.00000 150 151
Federal Home Loan Mortgage Corp. 8% 0.00000 1,111 1,110
Fnma Pass-Thru I 3% 0.00000 868 742
Federal National Mortgage Association 6% 0.00000 161 165
Government National Mortgage Association 7% 0.00000 146 151
Federal National Mortgage Association 6.5% 0.00000 498 507
Federal National Mortgage Association 6% 0.00000 362 366
Federal National Mortgage Association 4.5% 0.00000 138 138
Government National Mortgage Association 8.5% 0.00000 1,042 1,052
Government National Mortgage Association 3.625% 0.00000 170 167
Federal National Mortgage Association 6% 0.00000 1,489 1,503
Federal National Mortgage Association 4.5% 0.00000 99 99
Government National Mortgage Association 6.5% 0.00000 1,883 1,921
Government National Mortgage Association 8.5% 0.00000 1,703 1,704
Federal National Mortgage Association 5.5% 0.00000 1,736 1,739
Government National Mortgage Association 3.625% 0.00000 258 252
Federal National Mortgage Association 5.5% 0.00000 727 729
Government National Mortgage Association 3.75% 0.00000 2,307 2,272
Federal National Mortgage Association 6% 0.00000 157 160
Federal Home Loan Mortgage Corp. 7.5% 0.00000 228 231
Government National Mortgage Association 8% 0.00000 743 749
Federal National Mortgage Association 3.5% 0.00000 1,840 1,791
GS Mortgage Securities Corp 5.05489% 0.00000 2,093 1,937
Federal National Mortgage Association 6% 0.00000 724 737
Government National Mortgage Association 8% 0.00000 2,314 2,358
Federal National Mortgage Association 6% 0.00000 250 253
Federal Home Loan Mortgage Corp. 3.5% 0.00000 2,450 2,373
Government National Mortgage Association 3.875% 0.00000 606 601
Federal National Mortgage Association 8% 0.00000 1,268 1,289
Government National Mortgage Association 7% 0.00000 1,890 1,898
Federal National Mortgage Association 8.5% 0.00000 2,139 2,140
Federal Home Loan Mortgage Corp. 6% 0.00000 740 744
Federal Home Loan Mortgage Corp. 7.5% 0.00000 715 720
Federal National Mortgage Association 6% 0.00000 257 260
Government National Mortgage Association 7.5% 0.00000 717 717
Federal National Mortgage Association 6% 0.00000 612 619
Government National Mortgage Association 6.5% 0.00000 290 297
Federal National Mortgage Association 6% 0.00000 1,499 1,516
Government National Mortgage Association 7% 0.00000 423 423
Federal National Mortgage Association 6.5% 0.00000 251 252
Federal National Mortgage Association 5.5% 0.00000 1,256 1,261
Government National Mortgage Association 3.75% 0.00000 1,289 1,284
Government National Mortgage Association 3.625% 0.00000 1,890 1,847
Federal National Mortgage Association 4.5% 0.00000 1,715 1,704
Federal National Mortgage Association 6% 0.00000 750 760
Federal National Mortgage Association 5.5% 0.00000 784 787
Federal National Mortgage Association 7.127% 0.00000 1,476 1,503
Federal National Mortgage Association 6% 0.00000 116 118
Government National Mortgage Association 8% 0.00000 2,197 2,308
Government National Mortgage Association 8% 0.00000 996 1,042
Federal National Mortgage Association 8% 0.00000 1,570 1,617
Government National Mortgage Association 9% 0.00000 1,039 1,043
Federal National Mortgage Association 6% 0.00000 1,116 1,124
Federal National Mortgage Association 6% 0.00000 313 318
Federal Home Loan Mortgage Corp. 3.5% 0.00000 526 517
Federal Home Loan Mortgage Corp. 8.5% 0.00000 637 647
Federal National Mortgage Association 6% 0.00000 1,198 1,211
Federal National Mortgage Association 6% 0.00000 1,442 1,466
Federal National Mortgage Association 6% 0.00000 2,509 2,541
Federal National Mortgage Association 6% 0.00000 1,951 1,996
Federal National Mortgage Association 3% 0.00000 1,308 1,257
Federal National Mortgage Association 5.5% 0.00000 50 50
Federal National Mortgage Association 6.152% 0.00000 2,431 2,464
Federal National Mortgage Association 5.5% 0.00000 2,352 2,362
Federal National Mortgage Association 6.5% 0.00000 465 476
Government National Mortgage Association 3.875% 0.00000 1,277 1,262
Federal National Mortgage Association 6% 0.00000 975 1,002
Federal Home Loan Mortgage Corp. 8% 0.00000 7 7
Federal National Mortgage Association 0.65017% 0.00000 40,224 2,212
Federal National Mortgage Association 5.84983% 0.00000 1,844 1,831
Government National Mortgage Association 4.5% 0.00000 137 136
Government National Mortgage Association 3.625% 0.00000 112 111
Federal National Mortgage Association 7% 0.00000 86 86
Federal National Mortgage Association 6% 0.00000 1,342 1,346
Government National Mortgage Association 7.5% 0.00000 337 338
Federal National Mortgage Association 6% 0.00000 1,640 1,645
Government National Mortgage Association 3.625% 0.00000 1,143 1,136
Morgan Stanley Ixis Real Estate Cap 5.50971% 0.00000 4,941 1,601
Federal National Mortgage Association 7.345% 0.00000 573 572
Government National Mortgage Association 8.5% 0.00000 752 754
Federal Home Loan Mortgage Corp. 5.94751% 0.00000 1,710 1,700
Government National Mortgage Association 3.625% 0.00000 1,801 1,760
Government National Mortgage Association 3.625% 0.00000 1,153 1,150
Federal National Mortgage Association 3.5% 0.00000 432 424
Federal National Mortgage Association 3.5% 0.00000 469 459
Government National Mortgage Association 7% 0.00000 2,287 2,329
Government National Mortgage Association 8.5% 0.00000 132 135
Government National Mortgage Association 6% 0.00000 204 206
Government National Mortgage Association 4.625% 0.00000 94 93
Federal National Mortgage Association 5.69971% 0.00000 129 129
Federal National Mortgage Association 6.135% 0.00000 1,097 1,112
Indymac MBS Inc 6.23971% 0.00000 820 722
Federal National Mortgage Association 6.5% 0.00000 205 209
Federal National Mortgage Association 6% 0.00000 254 255
Federal National Mortgage Association 5.5% 0.00000 1,927 1,935
Government National Mortgage Association 7.5% 0.00000 1,910 1,921
Federal National Mortgage Association 6.5% 0.00000 102 106
Federal National Mortgage Association 6% 0.00000 2,453 2,510
Federal National Mortgage Association 8% 0.00000 943 974
Federal National Mortgage Association 6% 0.00000 1,919 1,936
Federal National Mortgage Association 8% 0.00000 20 19
Federal National Mortgage Association 4.5% 0.00000 59 59
Government National Mortgage Association 8.5% 0.00000 2,027 2,020
IMC Hm Eqty Ln Tst 7.52% 0.00000 596 580
Credit Suisse First Boston Mortgage Securities Corp 2005-11 7.5% 0.00000 813 815
Government National Mortgage Association 4% 0.00000 65 65
Federal National Mortgage Association 3.5% 0.00000 613 601
Government National Mortgage Association 7.5% 0.00000 36 36
Bear Stearns Asset Backed Securities Trust 6.09971% 0.00000 65 63
Federal National Mortgage Association 6% 0.00000 1,026 1,034
Federal National Mortgage Association 6% 0.00000 1,494 1,529
Federal National Mortgage Association 8.5% 0.00000 220 223
Federal Home Loan Mortgage Corp. 4.5% 0.00000 1,091 1,080
Desarrolladora Homex SAB de CV 0.00000 775,108 339
Federal National Mortgage Association 7.5% 0.00000 83 83
Government National Mortgage Association 3.75% 0.00000 442 436
Government National Mortgage Association 8.5% 0.00000 347 360
Federal National Mortgage Association 6% 0.00000 1,375 1,404
Federal Home Loan Mortgage Corp. 3% 0.00000 2,339 2,258
Federal National Mortgage Association 7.5% 0.00000 188 188
GSR Mtg Ln Tr 07-3 5% 0.00000 1,244 1,580
Federal Home Loan Mortgage Corp. 8.5% 0.00000 87 87
STIF FUND (SGD) 0.00000 859 634
Government National Mortgage Association 6.5% 0.00000 70 72
Government National Mortgage Association 3.625% 0.00000 2,337 2,304
Federal Home Loan Mortgage Corp. 6.362% 0.00000 401 413
Government National Mortgage Association 8% 0.00000 44 45
Federal National Mortgage Association 7.435% 0.00000 565 565
Federal National Mortgage Association 4.5% 0.00000 59 59
Federal National Mortgage Association 6% 0.00000 2,243 2,270
Federal Home Loan Mortgage Corp. 5.89751% 0.00000 191 190
Federal National Mortgage Association 6% 0.00000 8 8
Federal Home Loan Mortgage Corp. 6.369% 0.00000 82 82
Federal National Mortgage Association 4.5% 0.00000 2,511 2,500
Credit Suisse First Boston Mortgage Securities Corp. 0.098% 0.00000 1,094 834
Government National Mortgage Association 4.625% 0.00000 531 526
Federal National Mortgage Association 9.5% 0.00000 634 635
Government National Mortgage Association 3.625% 0.00000 584 583
Washington Mut Mtg 5.77% 0.00000 541 514
Government National Mortgage Association 7% 0.00000 2,158 2,205
Federal National Mortgage Association 4.244% 0.00000 30 29
Government National Mortgage Association 3.625% 0.00000 441 440
Federal National Mortgage Association 3.5% 0.00000 1,740 1,673
Government National Mortgage Association 7.5% 0.00000 1,123 1,119
Federal National Mortgage Association 6.5% 0.00000 923 932
Federal National Mortgage Association 8% 0.00000 873 899
Federal National Mortgage Association 8% 0.00000 1,121 1,120
Fnma Pass-Thru I 4% 0.00000 2,123 1,988
Government National Mortgage Association 3.875% 0.00000 271 269
Federal National Mortgage Association 6% 0.00000 1,414 1,431
Federal National Mortgage Association 7% 0.00000 457 455
Government National Mortgage Association 3.75% 0.00000 1,739 1,719
Federal National Mortgage Association 4% 0.00000 2,055 1,972
Government National Mortgage Association 8% 0.00000 100 101
Federal National Mortgage Association 6% 0.00000 829 839
Bear Stearns Arm Trust 6.50007% 0.00000 370 315
Government National Mortgage Association 5.5% 0.00000 1,628 1,618
Federal National Mortgage Association 6% 0.00000 406 416
Federal National Mortgage Association 6% 0.00000 766 784
Federal Home Loan Mortgage Corp. 4.5% 0.00000 607 603
Federal Home Loan Mortgage Corp. 8.5% 0.00000 14 14
Federal National Mortgage Association 6% 0.00000 993 1,016
Federal National Mortgage Association 7.5% 0.00000 7 7
Federal National Mortgage Association 6.185% 0.00000 1,530 1,543
Federal National Mortgage Association 6% 0.00000 223 227
Federal National Mortgage Association 4.5% 0.00000 367 366
Federal National Mortgage Association 4.5% 0.00000 490 488
Government National Mortgage Association 5% 0.00000 805 807
Federal National Mortgage Association 8.5% 0.00000 16 16
Government National Mortgage Association 3.75% 0.00000 284 283
Federal National Mortgage Association 5.5% 0.00000 499 501
Federal National Mortgage Association 3.5% 0.00000 521 519
Federal Home Loan Mortgage Corp. 7% 0.00000 190 196
Federal Home Loan Mortgage Corp. 7% 0.00000 2,156 2,221
Federal Home Loan Mortgage Corp. 7% 0.00000 1,107 1,140
Federal National Mortgage Association 7% 0.00000 499 509
Government National Mortgage Association 8% 0.00000 367 367
Government National Mortgage Association 7% 0.00000 1,162 1,161
Federal National Mortgage Association 5.805% 0.00000 1,628 1,632
Government National Mortgage Association 8.5% 0.00000 1,433 1,437
Federal National Mortgage Association 6% 0.00000 2,287 2,307
Government National Mortgage Association 4.5% 0.00000 1,477 1,459
Government National Mortgage Association 4.5% 0.00000 333 331
Federal National Mortgage Association 6.5% 0.00000 435 453
Federal National Mortgage Association 6% 0.00000 702 709
Federal National Mortgage Association 6.875% 0.00000 48 48
CWMBS Inc 6.11601% 0.00000 2,109 1,970
Federal Home Loan Mortgage Corp. 7.5% 0.00000 57 57
Federal Home Loan Mortgage Corp. 6.5% 0.00000 168 172
Federal Home Loan Mortgage Corp. 7.5% 0.00000 442 453
Federal National Mortgage Association 6.101% 0.00000 1,269 1,266
Federal National Mortgage Association 6% 0.00000 114 115
Government National Mortgage Association 7.5% 0.00000 239 250
Federal National Mortgage Association 8.5% 0.00000 2,459 2,465
Government National Mortgage Association 7.5% 0.00000 106 106
Federal National Mortgage Association 4.5% 0.00000 5 5
Federal National Mortgage Association 6% 0.00000 422 432
Federal National Mortgage Association 8.5% 0.00000 39 39
Federal National Mortgage Association 6% 0.00000 41 42
Federal National Mortgage Association 8.5% 0.00000 1 1
Government National Mortgage Association 8.5% 0.00000 155 155
Federal National Mortgage Association 6% 0.00000 1,608 1,628
Federal National Mortgage Association 0.93017% 0.00000 22,451 1,658
Federal National Mortgage Association 6% 0.00000 776 792
Federal National Mortgage Association 4.5% 0.00000 179 178
Federal National Mortgage Association 6% 0.00000 1,911 1,933
Merrill Lynch Mortgage Investors, Inc. 5.75907% 0.00000 2,356 2,126
Federal National Mortgage Association 6% 0.00000 1,076 1,084
Federal National Mortgage Association 3.5% 0.00000 2,421 2,380
Federal National Mortgage Association 6% 0.00000 1,971 1,989
Federal National Mortgage Association 5.875% 0.00000 124 125
Federal Home Loan Mortgage Corp. 8.5% 0.00000 439 440
Federal National Mortgage Association 6% 0.00000 279 285
Citigroup Mortgage Loan Trust 0% 0.00000 4,713,421 283
Federal National Mortgage Association 6% 0.00000 282 289
Federal National Mortgage Association 3.5% 0.00000 2,518 2,468
Government National Mortgage Association 6.5% 0.00000 837 844
Bear Stearns Mtg S 4.97755% 0.00000 780 760
Federal National Mortgage Association 6% 0.00000 1,631 1,652
Government National Mortgage Association 3.75% 0.00000 215 210
Federal National Mortgage Association 6% 0.00000 516 528
Federal National Mortgage Association 6% 0.00000 420 424
Federal National Mortgage Association 6% 0.00000 1,442 1,475
Government National Mortgage Association 4.5% 0.00000 2,245 2,175
Federal National Mortgage Association 8% 0.00000 558 568
Federal National Mortgage Association 4.5% 0.00000 2,270 2,257
Federal Home Loan Mortgage Corp. 7% 0.00000 531 547
Federal National Mortgage Association 6% 0.00000 1,187 1,196
Federal National Mortgage Association 4.5% 0.00000 304 302
Federal National Mortgage Association 6% 0.00000 1,313 1,322
Government National Mortgage Association 8.5% 0.00000 792 789
Federal National Mortgage Association 3.5% 0.00000 1,919 1,880
Federal National Mortgage Association 5% 0.00000 1,272 1,245
Government National Mortgage Association 4% 0.00000 1,151 1,148
Federal Home Loan Mortgage Corp. 6.5% 0.00000 427 444
Federal National Mortgage Association 3% 0.00000 1,067 945
Government National Mortgage Association 7% 0.00000 1,476 1,503
Federal National Mortgage Association 6% 0.00000 1,354 1,386
Government National Mortgage Association 3.875% 0.00000 1,647 1,629
Federal Home Loan Mortgage Corp. 6% 0.00000 446 448
Federal Home Loan Mortgage Corp. 6.186% 0.00000 585 587
Federal National Mortgage Association 3.5% 0.00000 453 444
Federal Home Loan Mortgage Corp. 6.357% 0.00000 903 899
Government National Mortgage Association 3.625% 0.00000 834 815
Federal Home Loan Mortgage Corp. 6.261% 0.00000 646 642
Federal National Mortgage Association 8.5% 0.00000 1,251 1,251
Federal National Mortgage Association 5.5% 0.00000 2,013 2,021
Federal National Mortgage Association 6% 0.00000 893 913
Federal National Mortgage Association 8.5% 0.00000 294 299
Government National Mortgage Association 3.75% 0.00000 712 699
Federal National Mortgage Association 6% 0.00000 1,260 1,270
Federal National Mortgage Association 8% 0.00000 99 99
Federal National Mortgage Association 4.53% 0.00000 772 753
Federal Home Loan Mortgage Corp. 5.946% 0.00000 357 359
Government National Mortgage Association 3.625% 0.00000 2,004 1,959
Government National Mortgage Association 6.5% 0.00000 537 545
Federal National Mortgage Association 6% 0.00000 631 640
Sequoia Mtg Trust 6.11315% 0.00000 1,262 1,196
Federal Home Loan Mortgage Corp. 6.143% 0.00000 1,426 1,432
Federal National Mortgage Association 4.5% 0.00000 20 20
Federal National Mortgage Association 7.5% 0.00000 304 309
Federal Home Loan Mortgage Corp. 7.487% 0.00000 735 739
Government National Mortgage Association 3.75% 0.00000 157 156
Government National Mortgage Association 8% 0.00000 659 659
Government National Mortgage Association 6% 0.00000 754 766
Federal National Mortgage Association 6% 0.00000 292 296
Government National Mortgage Association 3.75% 0.00000 181 180
Federal National Mortgage Association 4.5% 0.00000 2,067 2,054
Federal Home Loan Mortgage Corp. 5.84751% 0.00000 1,738 1,732
Federal National Mortgage Association 5.5% 0.00000 3 3
Government National Mortgage Association 3.75% 0.00000 633 630
Federal National Mortgage Association 6% 0.00000 1,926 1,970
Federal Home Loan Mortgage Corp. 4.5% 0.00000 276 275
Federal Home Loan Mortgage Corp. 7.5% 0.00000 223 223
Small Business Administration 5.19% 0.00000 831 830
Federal National Mortgage Association 6% 0.00000 2,253 2,300
Federal Home Loan Mortgage Corp. 6.5% 0.00000 1,427 1,477
Government National Mortgage Association 7.5% 0.00000 41 42
Federal National Mortgage Association 6% 0.00000 2,360 2,412
Federal National Mortgage Association 6% 0.00000 679 689
Government National Mortgage Association 8.5% 0.00000 568 566
Small Business Administration 6.25% 0.00000 1,548 1,539
Government National Mortgage Association 8.5% 0.00000 48 48
Government National Mortgage Association 4.5% 0.00000 46 46
Federal National Mortgage Association 6.321% 0.00000 914 923
Federal National Mortgage Association 6% 0.00000 256 262
Bear Stearns Asset Backed Securities Trust 6.11971% 0.00000 374 364
Federal National Mortgage Association 8% 0.00000 550 550
Government National Mortgage Association 4.625% 0.00000 53 52
Government National Mortgage Association 8% 0.00000 1,343 1,372
Government National Mortgage Association 4.5% 0.00000 2,275 2,220
Federal National Mortgage Association 3.5% 0.00000 2,674 2,548
Federal National Mortgage Association 6% 0.00000 584 589
Structured Adj Rate Mtg Loan Trust 5.84659% 0.00000 1,657 1,561
Federal National Mortgage Association 4.5% 0.00000 18 18
Federal National Mortgage Association 8.5% 0.00000 2 2
CWMBS Inc 6.15971% 0.00000 3,671 1,233
Federal National Mortgage Association 4.5% 0.00000 565 563
Government National Mortgage Association 8% 0.00000 1,852 1,946
Government National Mortgage Association 8% 0.00000 286 299
Federal Home Loan Mortgage Corp. 6.5% 0.00000 1,890 1,889
Federal National Mortgage Association 4% 0.00000 1,205 1,189
Federal National Mortgage Association 3.5% 0.00000 1,734 1,703
Federal Home Loan Mortgage Corp. 8.5% 0.00000 375 375
Federal National Mortgage Association 6% 0.00000 197 202
Government National Mortgage Association 8.5% 0.00000 1,044 1,057
Federal National Mortgage Association 5% 0.00000 1,624 1,592
Federal National Mortgage Association 5% 0.00000 1,799 1,775
Federal Home Loan Mortgage Corp. 4.5% 0.00000 2,010 1,946
Federal National Mortgage Association 6% 0.00000 238 244
Federal National Mortgage Association 3.5% 0.00000 1,858 1,818
Federal National Mortgage Association 3.5% 0.00000 454 445
Government National Mortgage Association 3.625% 0.00000 2,044 2,025
Federal National Mortgage Association 8.5% 0.00000 352 350
Government National Mortgage Association 4% 0.00000 1,488 1,478
Federal National Mortgage Association 3.5% 0.00000 2,012 1,970
Federal National Mortgage Association 6% 0.00000 1,441 1,459
Federal National Mortgage Association 3.5% 0.00000 2,124 2,090
Federal National Mortgage Association 4.5% 0.00000 500 497
Federal Home Loan Mortgage Corp. 3.5% 0.00000 1,755 1,726
Federal National Mortgage Association 8.5% 0.00000 667 667
Government National Mortgage Association 7% 0.00000 127 128
Chase Fdg Mtg Ln 6.11971% 0.00000 2,556 2,466
Federal National Mortgage Association 8.5% 0.00000 76 76
STIF FUND (CNH) 0.00000 1,502 206
Federal National Mortgage Association 4.805% 0.00000 1,007 986
Federal National Mortgage Association 6% 0.00000 539 546
Federal National Mortgage Association 7% 0.00000 1,494 1,497
Federal National Mortgage Association 5.5% 0.00000 2,148 2,157
Federal National Mortgage Association 6.14% 0.00000 1,339 1,345
Federal National Mortgage Association 6.38% 0.00000 903 899
Citigroup Mortgage Loan Trust 0% 0.00000 19,771,740 1,186
Government National Mortgage Association 8.5% 0.00000 722 752
Federal National Mortgage Association 6% 0.00000 1,456 1,476
Government National Mortgage Association 4.5% 0.00000 17 17
Federal National Mortgage Association 5.795% 0.00000 1,665 1,672
Government National Mortgage Association 9% 0.00000 321 322
Federal National Mortgage Association 6% 0.00000 2,457 2,496
Federal National Mortgage Association 3.5% 0.00000 195 194
Federal National Mortgage Association 8% 0.00000 53 53
Federal Home Loan Mortgage Corp. 3.5% 0.00000 103 102
Federal Home Loan Mortgage Corp. 8.5% 0.00000 68 68
Federal National Mortgage Association 6.5% 0.00000 29 29
Glitnir Banki hf 0% 0.00000 26,686 29
Federal National Mortgage Association 6% 0.00000 476 486
Government National Mortgage Association 7.5% 0.00000 229 228
Federal Home Loan Mortgage Corp. 6.5% 0.00000 37 37
Federal National Mortgage Association 4.5% 0.00000 1,762 1,750
Government National Mortgage Association 3.875% 0.00000 62 62
Federal National Mortgage Association 6% 0.00000 852 860
Federal National Mortgage Association 4.5% 0.00000 660 658
Federal Home Loan Mortgage Corp. 6.097% 0.00000 95 96
Federal Home Loan Mortgage Corp. 6.5% 0.00000 654 667
Federal National Mortgage Association 8% 0.00000 13 13
Federal National Mortgage Association 5% 0.00000 1,811 1,791
Federal National Mortgage Association 6% 0.00000 1,365 1,382
Federal National Mortgage Association 6% 0.00000 54 55
Government National Mortgage Association 7.5% 0.00000 401 401
Banc America Mortgage Securitites Inc 6.84989% 0.00000 995 921
Government National Mortgage Association 7% 0.00000 637 649
Federal National Mortgage Association 4% 0.00000 2,651 2,482
Federal Home Loan Mortgage Corp. 6.552% 0.00000 2,341 2,405
Government National Mortgage Association 8% 0.00000 1,087 1,089
Government National Mortgage Association 7% 0.00000 897 901
Federal National Mortgage Association 4.5% 0.00000 72 72
Federal Home Loan Mortgage Corp. 4.5% 0.00000 558 552
GSR Mtg Loan Trust 6.75% 0.00000 2,003 1,923
Government National Mortgage Association 5.125% 0.00000 211 210
Government National Mortgage Association 8% 0.00000 1,617 1,651
Federal National Mortgage Association 6.5% 0.00000 2,242 2,284
Federal National Mortgage Association 4.5% 0.00000 212 211
Federal National Mortgage Association 6% 0.00000 829 842
Government National Mortgage Association 7.5% 0.00000 650 652
Federal National Mortgage Association 4% 0.00000 1,156 1,130
Government National Mortgage Association 9% 0.00000 1,727 1,805
Government National Mortgage Association 4.625% 0.00000 313 311
Federal National Mortgage Association 5% 0.00000 194 193
Federal National Mortgage Association 6% 0.00000 2,059 2,085
Federal National Mortgage Association 6% 0.00000 339 342
Federal National Mortgage Association 9% 0.00000 59 59
Federal National Mortgage Association 6% 0.00000 588 601
Federal National Mortgage Association 3.5% 0.00000 167 164
Federal National Mortgage Association 6% 0.00000 374 383
Federal National Mortgage Association 4.5% 0.00000 762 757
Federal Home Loan Mortgage Corp. 5% 0.00000 1,441 1,427
Federal National Mortgage Association 4.5% 0.00000 266 264
Federal National Mortgage Association 8% 0.00000 484 490
Government National Mortgage Association 9% 0.00000 9 9
Federal Home Loan Mortgage Corp. 6.91% 0.00000 1,561 1,543
Federal National Mortgage Association 7.5% 0.00000 53 54
Federal National Mortgage Association 6% 0.00000 1,428 1,462
Federal National Mortgage Association 8.5% 0.00000 105 105
Government National Mortgage Association 4% 0.00000 385 382
Federal National Mortgage Association 6% 0.00000 1,459 1,486
Federal National Mortgage Association 6% 0.00000 386 391
Federal National Mortgage Association 6% 0.00000 953 981
Federal Home Loan Mortgage Corp. 5.74751% 0.00000 878 861
Federal National Mortgage Association 5.5% 0.00000 265 266
Federal National Mortgage Association 5.5% 0.00000 1,991 1,999
Government National Mortgage Association 5% 0.00000 135 134
Fnma Pass-Thru I 4% 0.00000 2,721 2,548
Federal National Mortgage Association 4.5% 0.00000 2,201 2,192
JP Morgan Mortgage Trust 6.40808% 0.00000 495 474
Federal National Mortgage Association 7% 0.00000 2,503 2,502
Federal National Mortgage Association 4% 0.00000 1,052 985
Federal Home Loan Mortgage Corp. 7.5% 0.00000 322 332
Federal National Mortgage Association 0% 0.00000 1,513 847
Federal National Mortgage Association 6% 0.00000 731 746
Federal National Mortgage Association 8.5% 0.00000 165 169
Federal National Mortgage Association 4.5% 0.00000 4 4
Government National Mortgage Association 3.75% 0.00000 2,252 2,240
Federal National Mortgage Association 6% 0.00000 1,338 1,311
Federal National Mortgage Association 8% 0.00000 256 255
Federal National Mortgage Association 6% 0.00000 467 478
Federal Home Loan Mortgage Corp. 8.5% 0.00000 4 4
Federal Home Loan Mortgage Corp. 8.5% 0.00000 84 84
Government National Mortgage Association 8.5% 0.00000 64 65
Federal National Mortgage Association 5% 0.00000 1,744 1,748
Federal National Mortgage Association 3.5% 0.00000 975 952
Federal National Mortgage Association 6.595% 0.00000 175 177
Federal National Mortgage Association 6.094% 0.00000 580 586
Federal National Mortgage Association 6.5% 0.00000 916 923
Federal Home Loan Mortgage Corp. 7% 0.00000 476 490
Federal National Mortgage Association 6% 0.00000 310 316
Government National Mortgage Association 4.5% 0.00000 19 19
Federal National Mortgage Association 4.5% 0.00000 679 675
Federal National Mortgage Association 6.5% 0.00000 949 966
Federal National Mortgage Association 6% 0.00000 1,399 1,429
Federal Home Loan Mortgage Corp. 6.127% 0.00000 1,564 1,579
Ge-Wmc A/Bkd Ctfs 5.53971% 0.00000 4,917 1,997
Government National Mortgage Association 7.5% 0.00000 1,589 1,589
Federal National Mortgage Association 6% 0.00000 191 191
Federal National Mortgage Association 6% 0.00000 1,106 1,121
Asset Backed Secs Corp Home Equity Loan 6.21971% 0.00000 1,066 956
Small Business Administration 5.78% 0.00000 1,598 1,577
Government National Mortgage Association 8% 0.00000 67 67
Federal National Mortgage Association 7.22% 0.00000 1,727 1,724
Federal National Mortgage Association 6% 0.00000 2,332 2,353
Federal National Mortgage Association 6% 0.00000 439 450
Government National Mortgage Association 8% 0.00000 721 719
Government National Mortgage Association 6.5% 0.00000 754 768
Federal National Mortgage Association 6% 0.00000 1,188 1,204
Federal National Mortgage Association 3.5% 0.00000 1,501 1,461
Government National Mortgage Association 7% 0.00000 1,323 1,347
Salomon Brothers Mtg Secs VII Inc 7% 0.00000 759 729
Federal National Mortgage Association 6% 0.00000 518 524
Federal National Mortgage Association 4.5% 0.00000 1,628 1,622
Federal National Mortgage Association 5.5% 0.00000 2,471 2,481
Government National Mortgage Association 8.5% 0.00000 1,224 1,283
Federal National Mortgage Association 4.5% 0.00000 20 20
Federal National Mortgage Association 6% 0.00000 743 751
Federal National Mortgage Association 8.5% 0.00000 18 18
Government National Mortgage Association 9% 0.00000 114 114
Federal National Mortgage Association 6% 0.00000 763 779
Federal National Mortgage Association 6% 0.00000 623 629
Federal National Mortgage Association 6.538% 0.00000 63 64
Federal National Mortgage Association 6.625% 0.00000 613 611
Federal National Mortgage Association 4.5% 0.00000 1,374 1,369
Government National Mortgage Association 4.625% 0.00000 141 141
Federal National Mortgage Association 6% 0.00000 718 724
Government National Mortgage Association 8.5% 0.00000 15 15
Federal National Mortgage Association 6.722% 0.00000 596 596
Federal National Mortgage Association 6.258% 0.00000 1,392 1,418
Government National Mortgage Association 6.5% 0.00000 82 83
Federal Home Loan Mortgage Corp. 7.5% 0.00000 467 467
Federal National Mortgage Association 6% 0.00000 988 997
Federal National Mortgage Association 6% 0.00000 290 292
Federal National Mortgage Association 6.633% 0.00000 1,710 1,713
Government National Mortgage Association 7.5% 0.00000 1,628 1,659
Federal National Mortgage Association 5.5% 0.00000 627 629
Federal National Mortgage Association 6% 0.00000 2,397 2,423
Government National Mortgage Association 6% 0.00000 1,883 1,952
Federal National Mortgage Association 6% 0.00000 1,346 1,377
Government National Mortgage Association 7.5% 0.00000 1,653 1,647
Federal National Mortgage Association 6% 0.00000 2,232 2,297
Federal National Mortgage Association 6% 0.00000 732 747
Government National Mortgage Association 8.5% 0.00000 16 16
Federal National Mortgage Association 1.15017% 0.00000 25,340 1,960
Federal Home Loan Mortgage Corp. 6.5% 0.00000 11 11
Federal Home Loan Mortgage Corp. 6.417% 0.00000 666 666
Federal National Mortgage Association 6% 0.00000 275 277
Federal National Mortgage Association 8% 0.00000 1 1
Federal National Mortgage Association 3.5% 0.00000 104 104
Federal Home Loan Mortgage Corp. 6.5% 0.00000 549 584
Federal Home Loan Mortgage Corp. 7.5% 0.00000 36 36
Federal National Mortgage Association 6% 0.00000 2,068 2,118
Chase Mortgage Financial Trust 5.5% 0.00000 19,796 1,514
Government National Mortgage Association 8.5% 0.00000 1,938 1,931
Federal National Mortgage Association 6% 0.00000 461 474
Federal National Mortgage Association 6.325% 0.00000 171 170
Federal National Mortgage Association 6% 0.00000 1,594 1,618
Government National Mortgage Association 7% 0.00000 128 130
Federal National Mortgage Association 6.5% 0.00000 2,080 2,112
Federal National Mortgage Association 5.5% 0.00000 45 45
Government National Mortgage Association 4.625% 0.00000 474 470
Government National Mortgage Association 6.5% 0.00000 147 149
Federal National Mortgage Association 6% 0.00000 877 892
Federal National Mortgage Association 7.5% 0.00000 307 307
Federal National Mortgage Association 6% 0.00000 911 919
Federal National Mortgage Association 3% 0.00000 2,288 2,244
Wells Fargo Mortgage Backed Secs 7.15317% 0.00000 2,502 2,450
Federal National Mortgage Association 5% 0.00000 751 742
Federal National Mortgage Association 8% 0.00000 202 14
Federal Home Loan Mortgage Corp. 4.5% 0.00000 467 463
Government National Mortgage Association 8% 0.00000 590 590
Government National Mortgage Association 4.625% 0.00000 608 599
Government National Mortgage Association 7% 0.00000 1,544 1,573
Federal National Mortgage Association 5.84983% 0.00000 115 114
Federal National Mortgage Association 8% 0.00000 1,895 1,926
Federal National Mortgage Association 6.5% 0.00000 1,023 1,052
Federal Home Loan Mortgage Corp. 7.5% 0.00000 213 213
Federal National Mortgage Association 5.5% 0.00000 1,861 1,868
Federal National Mortgage Association 6.395% 0.00000 2,461 2,452
Federal National Mortgage Association 6.215% 0.00000 222 221
Government National Mortgage Association 4.625% 0.00000 1,210 1,198
Federal National Mortgage Association 3.5% 0.00000 1,405 1,376
Government National Mortgage Association 9.5% 0.00000 164 164
Government National Mortgage Association 7% 0.00000 216 217
Government National Mortgage Association 8.5% 0.00000 221 222
Government National Mortgage Association 4.625% 0.00000 259 256
Government National Mortgage Association 4% 0.00000 197 196
Federal National Mortgage Association 5% 0.00000 439 435
Federal National Mortgage Association 4.5% 0.00000 125 124
Bear Stearns Alternative A Trust 4.57149% 0.00000 1,180 1,124
Federal National Mortgage Association 6% 0.00000 714 730
Federal National Mortgage Association 5.775% 0.00000 2,227 2,283
Federal Home Loan Mortgage Corp. 7.5% 0.00000 155 157
Federal Home Loan Mortgage Corp. 7% 0.00000 322 332
Federal Home Loan Mortgage Corp. 6% 0.00000 555 558
Federal National Mortgage Association 6% 0.00000 51 52
Government National Mortgage Association 4.625% 0.00000 892 880
Federal Home Loan Mortgage Corp. 6% 0.00000 2,183 2,245
Federal National Mortgage Association 6% 0.00000 1,602 1,637
Federal National Mortgage Association 6% 0.00000 720 728
Federal National Mortgage Association 6% 0.00000 2,475 2,500
Federal National Mortgage Association 5.5% 0.00000 241 242
Federal National Mortgage Association 7.268% 0.00000 1,749 1,761
Federal Home Loan Mortgage Corp. 6% 0.00000 2,157 2,158
Federal National Mortgage Association 9% 0.00000 2,338 2,332
Government National Mortgage Association 3.625% 0.00000 378 373
Federal National Mortgage Association 6% 0.00000 2,079 2,085
Federal National Mortgage Association 6% 0.00000 1,564 1,585
Federal National Mortgage Association 7% 0.00000 692 689
Federal National Mortgage Association 3.5% 0.00000 68 67
Federal National Mortgage Association 6% 0.00000 797 814
Federal National Mortgage Association 8% 0.00000 258 258
Government National Mortgage Association 7.5% 0.00000 219 218
Government National Mortgage Association 7% 0.00000 11 11
Federal National Mortgage Association 4.5% 0.00000 563 560
Government National Mortgage Association 3.75% 0.00000 1,778 1,761
Federal National Mortgage Association 6% 0.00000 1,388 1,417
Government National Mortgage Association 7% 0.00000 981 983
Bear Stearns Arm Trust 4.00002% 0.00000 1,463 1,204
Federal National Mortgage Association 5.957% 0.00000 1,858 1,874
Federal National Mortgage Association 4.375% 0.00000 96 96
Federal National Mortgage Association 6% 0.00000 680 686
Bear Stearns Mtg S 6.75% 0.00000 334 3
Federal Home Loan Mortgage Corp. 8.5% 0.00000 132 132
Federal National Mortgage Association 3.5% 0.00000 560 550
Federal National Mortgage Association 6% 0.00000 220 222
Thornburg Mortgage Securities Trust 7.01678% 0.00000 19 18
Federal National Mortgage Association 14.85477% 0.00000 403 446
Federal National Mortgage Association 4.5% 0.00000 105 104
Federal National Mortgage Association 3% 0.00000 217 216
Federal National Mortgage Association 3.5% 0.00000 1,032 1,012
Federal National Mortgage Association 4% 0.00000 2,327 2,134
Federal National Mortgage Association 4.5% 0.00000 2,353 2,345
Government National Mortgage Association 5% 0.00000 2,369 2,343
Government National Mortgage Association 3.625% 0.00000 1,821 1,778
Federal National Mortgage Association 8.5% 0.00000 96 96
Government National Mortgage Association 8% 0.00000 66 69
Federal National Mortgage Association 9% 0.00000 32 32
Federal National Mortgage Association 3.5% 0.00000 465 456
Federal National Mortgage Association 4.5% 0.00000 641 638
Federal National Mortgage Association 6.35% 0.00000 140 140
Federal National Mortgage Association 3.5% 0.00000 2,122 2,049
Federal National Mortgage Association 6% 0.00000 405 411
Federal National Mortgage Association 5% 0.00000 1,258 1,241
Federal National Mortgage Association 6% 0.00000 1,175 1,188
Government National Mortgage Association 4% 0.00000 453 449
Federal National Mortgage Association 5.5% 0.00000 195 195
Government National Mortgage Association 8% 0.00000 74 74
Federal Home Loan Mortgage Corp. 8.5% 0.00000 85 85
Federal National Mortgage Association 7.36125% 0.00000 113 112
Federal Home Loan Mortgage Corp. 6.5% 0.00000 385 396
Federal National Mortgage Association 4.5% 0.00000 2,436 2,424
Government National Mortgage Association 7.5% 0.00000 168 167
Federal National Mortgage Association 4.5% 0.00000 1,243 1,238
Federal National Mortgage Association 6.55% 0.00000 1,553 1,573
Federal National Mortgage Association 3.5% 0.00000 2,546 2,330
Federal National Mortgage Association 4.5% 0.00000 600 597
Federal National Mortgage Association 5.5% 0.00000 1,309 1,314
Government National Mortgage Association 6.5% 0.00000 1,373 1,394
Government National Mortgage Association 3.875% 0.00000 24 24
Federal National Mortgage Association 5% 0.00000 2,556 2,541
Federal National Mortgage Association 4% 0.00000 2,322 2,291
Federal National Mortgage Association 6.5% 0.00000 377 377
Federal National Mortgage Association 6% 0.00000 2,034 2,050
Proteus Rmbs DAC 0% 0.00000 481,000 1
Federal National Mortgage Association 6% 0.00000 2,269 2,294
Government National Mortgage Association 8.5% 0.00000 1,474 1,469
Federal Home Loan Mortgage Corp. 5.94751% 0.00000 2,304 2,297
Federal Home Loan Mortgage Corp. 5.82% 0.00000 632 625
Federal National Mortgage Association 0.62017% 0.00000 7,112 482
Federal National Mortgage Association 6% 0.00000 2,347 2,400
Federal National Mortgage Association 8% 0.00000 69 69
Government National Mortgage Association 4.5% 0.00000 119 118
Federal National Mortgage Association 4.5% 0.00000 2,566 2,551
Federal National Mortgage Association 6.725% 0.00000 2,158 2,153
Government National Mortgage Association 7% 0.00000 1,490 1,493
Federal Home Loan Mortgage Corp. 6% 0.00000 317 322
Federal National Mortgage Association 6.5% 0.00000 76 78
Federal National Mortgage Association 6% 0.00000 92 92
Federal Home Loan Mortgage Corp. 6.565% 0.00000 4 4
Federal National Mortgage Association 6.34983% 0.00000 794 797
Federal National Mortgage Association 5% 0.00000 1,019 1,005
Government National Mortgage Association 8.5% 0.00000 688 686
Federal National Mortgage Association 6% 0.00000 416 427
Government National Mortgage Association 6.5% 0.00000 459 468
Government National Mortgage Association 7% 0.00000 127 129
Federal Home Loan Mortgage Corp. 6% 0.00000 945 949
Federal National Mortgage Association 4.5% 0.00000 138 138
Government National Mortgage Association 8% 0.00000 650 647
Federal National Mortgage Association 4.5% 0.00000 2,107 2,087
Federal National Mortgage Association 5.915% 0.00000 1,808 1,807
Federal National Mortgage Association 6% 0.00000 652 663
Federal National Mortgage Association 4.5% 0.00000 41 40
Federal National Mortgage Association 6% 0.00000 1,619 1,637
Federal National Mortgage Association 8% 0.00000 25 25
Federal National Mortgage Association 6% 0.00000 418 415
Federal National Mortgage Association 1.31017% 0.00000 20,008 1,624
Fnma Pass-Thru I 6% 0.00000 1,049 1,054
Federal National Mortgage Association 5.5% 0.00000 2,211 2,220
Federal National Mortgage Association 5.715% 0.00000 691 689
Federal National Mortgage Association 6% 0.00000 859 872
Federal National Mortgage Association 6.5% 0.00000 2,295 2,308
Federal National Mortgage Association 6% 0.00000 1,242 1,269
Federal National Mortgage Association 5.5% 0.00000 2,122 2,130
Federal National Mortgage Association 5.831% 0.00000 437 437
Federal National Mortgage Association 4.5% 0.00000 31 31
Impac CMB Trust 6.21971% 0.00000 782 759
Federal National Mortgage Association 6% 0.00000 330 334
EUROPEAN MONETARY UNION EURO Purchased 5.92736 2,832,904,496 3,034,502,620
BRITISH POUND STERLING Purchased 3.28880 1,330,549,222 1,683,696,849
RFR USD SOFR/3.50000 06/20/24-30Y LCH Receive 2.53864 1,299,650,000 1,299,650,000
IRS EUR 2.75000 09/18/24-10Y LCH Receive 2.52662 1,211,590,000 1,293,499,480
RFR USD SOFR/5.16000 05/31/24-1Y LCH Receive 1.85038 947,300,000 947,300,000
IRS EUR 2.50000 09/18/24-30Y LCH Receive 1.49098 712,205,000 763,306,050
INDIAN RUPEE-INR-NDF Purchased 1.32776 56,757,148,346 679,746,623
RFR USD SOFR/1.75000 12/21/22-30Y CME Receive 1.20481 616,800,000 616,800,000
RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH Receive 1.16337 96,888,000,000 595,586,786
RFR USD SOFR/5.27000 01/31/24-1Y LCH Receive 1.09757 561,900,000 561,900,000
TAIWANESE DOLLAR-NDF Purchased 1.09144 17,984,689,196 558,758,921
RFR USD SOFR/3.50000 12/18/24-1Y LCH Receive 0.98291 503,200,000 503,200,000
RFR USD SOFR/3.71780 03/01/24-9Y* LCH Receive 0.97822 500,800,000 500,800,000
CANADIAN DOLLAR Purchased 0.89897 629,697,096 460,225,062
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH Receive 0.84151 589,500,000 430,810,831
SOUTH AFRICA EM SP MYC 0.81559 419,000,000 417,541,965
BRAZILIAN REAL-NDF Purchased 0.80704 2,303,500,000 413,160,980
IRS NZD 3.75000 06/15/22-5Y LCH Receive 0.77548 668,600,000 397,005,544
RFR USD SOFR/1.69000 04/19/22-5Y LCH Receive 0.73753 406,000,000 377,578,051
ZCS BRL 11.4633 06/14/24-01/04/27 CME Receive 0.71626 2,636,400,000 366,686,964
ZCS BRL 11.54841 06/13/24-01/04/27 CME Receive 0.68615 2,520,500,000 351,272,180
RFR JPY MUTK/0.5000 03/15/22-20Y LCH Receive 0.63326 52,150,200,000 324,196,195
SOUTH KOREA WON-NDF Purchased 0.61586 432,476,125,464 315,290,270
RFR USD SOFR/3.68691 03/01/24-9Y* LCH Receive 0.61080 312,700,000 312,700,000
RFR USD SOFR/3.7091* 03/01/24-9Y* LCH Receive 0.59225 303,200,000 303,200,000
SINGAPORE DOLLARS Purchased 0.58532 406,065,134 299,654,518
CHINESE - YUAN RENMINBI (CNH) Purchased 0.50902 1,868,076,412 260,593,893
IRS EUR 1.00000 05/13/22-5Y LCH Receive 0.49776 251,800,000 254,829,794
RFR USD SOFR/3.69100 03/01/24-7Y* LCH Receive 0.47446 242,900,000 242,900,000
RFR USD SOFR/3.68900 03/01/24-7Y* LCH Receive 0.47231 241,800,000 241,800,000
RFR USD SOFR/3.73382 03/01/24-9Y* LCH Receive 0.46079 235,900,000 235,900,000
IRO EUR 1Y C 2.93000 L 11/29/24 GLM 0.45410 833,900,000 232,476,577
IRS AUD 4.50000 09/20/23-10Y LCH Receive 0.42416 323,800,000 217,147,774
IRS EUR 0.65000 05/11/22-5Y LCH Receive 0.41923 214,200,000 214,623,073
SWISS FRANCS Purchased 0.40856 186,969,107 209,159,164
RFR USD SOFR/3.6132* 03/01/24-9Y* LCH Receive 0.40414 206,900,000 206,900,000
RFR USD SOFR/3.68700 03/01/24-7Y* LCH Receive 0.39926 204,400,000 204,400,000
POLISH ZLOTY Purchased 0.39238 820,631,752 200,879,926
CDX.O P 0.80 IG42 5Y V1 I 11/20/24 BPS 0.37620 720,200,000 192,592,405
CDX.O P 0.80 IG42 5Y V1 I 11/20/24 GST 0.36282 694,600,000 185,746,576
CDX.O P 0.80 IG42 5Y V1 I 09/18/24 BPS 0.32954 1,079,600,000 168,708,506
RFR USD SOFR/3.72136 03/01/24-7Y* LCH Receive 0.31468 161,100,000 161,100,000
IRO EUR 1Y C 2.93000 L 12/11/24 GLM 0.30880 511,700,000 158,089,713
ZCS BRL 11.7543 06/28/24-01/04/27 CME Receive 0.30329 1,110,000,000 155,269,652
ORO USD 5Y P 4.40000 L 06/24/25 DUB 0.30257 593,600,000 154,901,361
RFR USD SOFR/3.7525* 03/01/24-9Y* LCH Receive 0.30237 154,800,000 154,800,000
IRS EUR 0.65000 04/12/22-5Y LCH Receive 0.30110 153,600,000 154,149,307
IRO EUR 1Y C 2.90000 L 12/13/24 GLM 0.29189 509,900,000 149,432,753
IRO EUR 1Y C 2.90000 L 12/09/24 GLM 0.27840 512,800,000 142,527,456
INDONESIAN RUPIAH-NDF Purchased 0.27716 2,327,671,364,911 141,890,291
RFR USD SOFR/3.72186 03/01/24-7Y* LCH Receive 0.27425 140,400,000 140,400,000
IRS EUR 1.00000 05/18/22-5Y LCH Receive 0.26425 133,700,000 135,280,207
RFR USD SOFR/3.6637* 03/01/24-7Y* LCH Receive 0.26096 133,600,000 133,600,000
IRO EUR 1Y C 2.74900 L 11/13/24 GLM 0.25471 1,010,000,000 130,398,802
RFR USD SOFR/3.7165* 03/01/24-9Y* LCH Receive 0.25296 129,500,000 129,500,000
RFR USD SOFR/3.6766* 03/01/24-7Y* LCH Receive 0.25198 129,000,000 129,000,000
ORO USD 5Y P 4.43000 L 06/04/25 FAR 0.24267 497,300,000 124,236,752
CDX ITRAXX XOV38 5Y 35-100% SP GST 0.24104 100,000,000 123,400,621
MEXICAN NUEVO PESO Purchased 0.23639 2,262,529,000 121,020,537
RFR USD SOFR/3.74267 03/01/24-9Y* LCH Receive 0.23381 119,700,000 119,700,000
IRO EUR 1Y C 2.92000 L 11/25/24 GLM 0.23049 462,700,000 118,001,287
BRAZILIAN REAL-NDF Purchased 0.22970 668,046,164 117,594,494
RFR USD SOFR/3.72680 03/01/24-7Y* LCH Receive 0.22834 116,900,000 116,900,000
IRO EUR 1Y C 2.84000 L 12/05/24 GLM 0.22690 506,100,000 116,159,702
U S TREASURY REPO FRN 0.22687 116,147,312 116,147,312
RFR USD SOFR/3.73910 03/01/24-7Y* LCH Receive 0.21701 111,100,000 111,100,000
OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH Receive 0.21113 147,900,000 108,086,381
RFR USD SOFR/3.5815* 03/01/24-7Y* LCH Receive 0.20842 106,700,000 106,700,000
RFR USD SOFR/2.61740 09/30/22-25Y* LCH Receive 0.20608 105,500,000 105,500,000
ORO USD 5Y P 4.24400 L 02/27/25 GLM 0.20352 337,000,000 104,191,479
RFR USD SOFR/3.7626* 03/01/24-9Y* LCH Receive 0.20334 104,100,000 104,100,000
IRS AUD 4.50000 03/20/24-10Y LCH Receive 0.20191 154,300,000 103,368,043
IRO EUR 1Y C 2.92000 L 12/03/24 GLM 0.19385 358,000,000 99,240,117
ROLLS-ROYCE PLC SNR SE ICE 0.18888 89,600,000 96,695,336
IRS EUR 2.54700 03/09/23-10Y LCH Receive 0.18719 91,300,000 95,832,714
ORO USD 5Y P 4.75000 L 05/29/25 MYC 0.17895 562,600,000 91,611,574
SOUTH AFRICA EM SP BOA 0.17636 90,600,000 90,284,730
BOEING CO/THE SNR S* ICE 0.17479 91,000,000 89,484,464
IRS MXN 9.52930 07/01/24-5Y* CME Receive 0.17092 1,600,000,000 87,501,025
IRO EUR 1Y C 2.80000 L 12/17/24 GLM 0.16974 378,900,000 86,899,963
IRO EUR 1Y C 2.82000 L 11/21/24 GLM 0.15673 437,700,000 80,236,497
IRS EUR 2.86000 04/24/24-5Y LCH Receive 0.15162 72,500,000 77,620,874
IRO EUR 1Y C 2.72500 L 11/14/24 GLM 0.14934 620,900,000 76,454,193
AT&T INC SNR S* ICE 0.14901 75,100,000 76,286,588
RFR USD SOFR/3.7317* 03/01/24-7Y* LCH Receive 0.14591 74,700,000 74,700,000
RFR USD SOFR/3.75375 03/01/24-9Y* LCH Receive 0.14455 74,000,000 74,000,000
RFR USD SOFR/3.99400 07/02/24-10Y LCH Receive 0.14435 73,900,000 73,900,000
IRO EUR 1Y C 2.80000 L 11/20/24 GLM 0.14400 438,000,000 73,719,783
SOUTH AFRICAN RAND Purchased 0.13971 1,317,101,763 71,525,455
CDX IG42 5Y ICE 0.13833 69,400,000 70,820,304
RFR USD SOFR/2.72100 04/10/24-1Y LCH Receive 0.13686 71,400,000 70,063,449
RFR USD SOFR/2.83500 04/10/24-1Y LCH Receive 0.13583 70,800,000 69,535,547
RFR USD SOFR/2.79000 04/10/24-1Y LCH Receive 0.13578 70,800,000 69,511,518
RFR USD SOFR/2.78500 04/10/24-1Y LCH Receive 0.13577 70,800,000 69,508,849
CHINESE - YUAN RENMINBI (CNH) Purchased 0.13556 497,393,440 69,397,579
IRS EUR 2.92000 12/13/23-5Y LCH Receive 0.13503 64,500,000 69,127,906
IRS EUR 0.55000 08/10/22-2Y LCH Receive 0.13385 64,200,000 68,522,658
IRO EUR 1Y C 2.85000 L 11/22/24 GLM 0.13137 329,800,000 67,255,942
RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH Receive 0.13031 10,731,600,000 66,713,913
IRS EUR 0.70000 04/11/22-5Y LCH Receive 0.12523 63,800,000 64,111,577
IRS EUR 2.88000 12/19/23-5Y LCH Receive 0.12268 58,600,000 62,804,578
TURKISH LIRA Purchased 0.12175 2,067,094,030 62,330,325
RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH Receive 0.11760 9,685,000,000 60,207,634
IRO EUR 1Y C 2.75400 L 11/15/24 GLM 0.11616 432,400,000 59,468,499
RFR USD SOFR/3.55016 03/01/24-7Y* LCH Receive 0.11603 59,400,000 59,400,000
RFR USD SOFR/3.62330 03/01/24-7Y* LCH Receive 0.11564 59,200,000 59,200,000
NEW ZEALAND DOLLAR Purchased 0.11291 95,164,231 57,803,896
CDX ITRAXX XOV40 5Y 35-100% SP JPM 0.11278 45,800,000 57,736,407
IRS MXN 9.43000 04/12/24-5Y* CME Receive 0.10935 1,028,800,000 55,981,832
IRS EUR 2.82700 05/06/24-5Y LCH Receive 0.10463 50,100,000 53,563,807
IRS EUR 2.77000 04/16/24-5Y LCH Receive 0.10352 49,700,000 52,995,850
SOUTH AFRICA EM SP CBK 0.10336 53,100,000 52,915,223
IRS EUR 2.78000 05/02/24-5Y LCH Receive 0.10275 49,300,000 52,600,154
CDX ITRAXX XOV40 5Y 35-100% SP BOA 0.10145 41,200,000 51,937,554
RFR USD SOFR/3.57226 03/01/24-7Y* LCH Receive 0.09610 49,200,000 49,200,000
RFR USD SOFR/4.06000 07/02/24-10Y LCH Receive 0.09552 48,900,000 48,900,000
IRS EUR 2.65000 01/08/24-10Y LCH Receive 0.09379 44,800,000 48,014,421
IRO EUR 1Y C 2.76500 L 11/18/24 GLM 0.09352 330,100,000 47,877,302
CHILEAN GOVT LA SP BRC 0.09342 46,900,000 47,824,026
IRS EUR 2.89000 12/22/23-10Y LCH Receive 0.09211 44,000,000 47,157,021
TURKISH LIRA Purchased 0.09142 1,467,819,459 46,802,575
RFR USD SOFR/4.08000 06/05/24-10Y LCH Receive 0.08829 45,200,000 45,200,000
BOEING CO/THE SNR S* ICE 0.08737 44,900,000 44,728,768
COLOMBIA LA SP GST 0.08611 44,310,000 44,083,955
COLOMBIA LA SP BRC 0.08526 43,700,000 43,647,217
Intel Corporation 0% 0.08523 43,700,000 43,634,124
Intel Corporation 0% 0.08522 43,700,000 43,627,528
TURKISH LIRA Purchased 0.08422 1,543,872,019 43,118,417
IRS EUR 2.95000 06/12/24-5Y LCH Receive 0.08403 40,000,000 43,018,229
VERIZON COMMUNICATIONS INC SNR S* ICE 0.08356 42,050,000 42,778,888
ORO USD 10Y P 3.97800 L 07/18/24 GLM 0.08259 96,200,000 42,282,621
IRS EUR 2.76000 01/03/24-5Y LCH Receive 0.08102 38,700,000 41,476,744
RFR JPY MUT+5.89/0.7050 10/31/18-20Y LCH Receive 0.07966 6,560,000,000 40,780,803
TURKISH LIRA Purchased 0.07939 1,385,004,527 40,642,998
CHILEAN GOVT LA SP MYC 0.07668 38,500,000 39,258,529
IRS NZD 4.25000 12/21/22-5Y LCH Receive 0.07640 64,900,000 39,115,327
IRS EUR 3.14800 11/20/23-10Y LCH Receive 0.07411 35,400,000 37,939,967
IRS MXN 9.51000 04/12/24-5Y* CME Receive 0.07399 694,000,000 37,881,101
IRS EUR 2.95000 12/29/23-5Y LCH Receive 0.07390 35,300,000 37,832,792
COLOMBIA LA SP CBK 0.07355 37,700,000 37,654,464
BRAZILIAN REAL-NDF Purchased 0.07294 197,779,517 37,341,638
IRS EUR 3.30500 11/27/23-10Y LCH Receive 0.07285 34,800,000 37,296,917
ORO USD 10Y P 3.99800 L 07/24/24 GLM 0.07270 90,600,000 37,218,463
RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH Receive 0.06909 5,690,000,000 35,372,373
ZCS BRL 11.49576 06/14/24-01/04/27 CME Receive 0.06803 250,200,000 34,825,548
IRS EUR 2.76000 03/04/24-10Y LCH Receive 0.06644 31,900,000 34,011,975
IRS EUR 2.75000 03/05/24-10Y LCH Receive 0.06388 30,700,000 32,704,692
JAPANESE YEN Purchased 0.06305 5,130,928,168 32,278,760
IRS EUR 2.77000 04/29/24-10Y LCH Receive 0.06169 29,600,000 31,579,937
ORO USD 5Y P 4.13900 L 07/15/24 GLM 0.06168 88,900,000 31,576,530
IRS EUR 2.91000 12/29/23-10Y LCH Receive 0.06134 29,300,000 31,402,289
CHILEAN GOVT LA SP GST 0.06015 30,200,000 30,795,002
VERIZON COMMUNICATIONS INC SNR S* ICE 0.05979 30,500,000 30,610,943
IRS EUR 3.06300 12/06/23-10Y LCH Receive 0.05883 28,100,000 30,116,188
IRS EUR 3.17900 11/29/23-5Y LCH Receive 0.05820 27,800,000 29,794,663
MEXICAN NUEVO PESO Purchased 0.05706 541,447,918 29,211,050
RFR GBP SONIO/4.32000 10/20/23-10Y LCH Receive 0.05668 22,200,000 29,015,579
RFR USD SOFR/3.74463 03/01/24-9Y* LCH Receive 0.05645 28,900,000 28,900,000
MEXICAN NUEVO PESO Purchased 0.05607 535,557,575 28,707,450
RFR GBP SONIO/3.70000 03/28/24-10Y LCH Receive 0.05408 21,900,000 27,683,778
TURKISH LIRA Purchased 0.05366 887,349,735 27,470,668
IRS EUR 3.25500 11/22/23-5Y LCH Receive 0.05213 24,900,000 26,686,587
GENERAL ELECTRIC COMPANY SNR S* ICE 0.05185 26,100,000 26,542,404
GENERAL ELECTRIC COMPANY SNR S* ICE 0.05023 25,600,000 25,714,983
COLOMBIA LA SP BPS 0.04858 25,000,000 24,872,464
RFR USD SOFR/2.78100 04/09/24-1Y LCH Receive 0.04813 25,100,000 24,642,583
RFR GBP SONIO/0.90000 03/11/22-30Y LCH Receive 0.04790 19,400,000 24,523,529
IRS EUR 3.12800 12/04/23-10Y LCH Receive 0.04731 22,600,000 24,221,561
Discovery Communications, LLC 0% 0.04578 23,500,000 23,434,623
RFR USD SOFR/3.75000 01/02/24-10Y LCH Receive 0.04571 23,400,000 23,400,000
PERUVIAN SOL-NDF Purchased 0.04457 86,244,327 22,818,307
Crown Castle Inc. 0% 0.04456 22,850,000 22,809,906
IRS EUR 2.67000 04/03/24-10Y LCH Receive 0.04313 20,600,000 22,078,060
CHILEAN GOVT LA SP BPS 0.04302 21,600,000 22,025,564
NextEra Energy Capital Holdings Inc 0% 0.04280 21,950,000 21,910,074
AUSTRALIAN DOLLARS Purchased 0.04158 31,915,722 21,285,424
RFR GBP SONIO/0.90000 03/15/22-30Y LCH Receive 0.04074 16,500,000 20,857,641
COLOMBIA LA SP GST 0.04045 20,976,000 20,710,332
TURKISH LIRA Purchased 0.03938 676,283,312 20,158,989
SOUTH AFRICA EM SP GST 0.03893 20,000,000 19,930,404
ORO USD 10Y P 3.98600 L 07/15/24 FAR 0.03777 45,900,000 19,338,017
TURKISH LIRA Purchased 0.03772 679,798,732 19,312,441
IRO EUR 5Y P 2.94000 L 07/22/24 RYL 0.03734 52,900,000 19,115,438
COLOMBIA LA SP MYC 0.03659 18,974,000 18,733,688
ORO USD 10Y P 4.02500 L 07/22/24 JPM 0.03565 50,200,000 18,250,547
Crown Castle Inc. 0% 0.03565 18,350,000 18,249,003
IRS EUR 3.28000 11/22/23-10Y LCH Receive 0.03517 16,800,000 18,005,408
TURKISH LIRA Purchased 0.03483 562,889,141 17,831,134
ORO USD 10Y P 4.00000 L 07/24/24 GLM 0.03456 43,400,000 17,692,730
BOEING CO/THE SNR S* ICE 0.03364 17,200,000 17,221,469
COLOMBIA LA SP MYC 0.03362 17,300,000 17,211,745
TURKISH LIRA Purchased 0.03277 589,040,245 16,778,657
ORO USD 10Y P 4.03000 L 07/22/24 GLM 0.03272 47,100,000 16,748,681
ORO USD 10Y P 4.04000 L 07/29/24 MYC 0.03229 46,800,000 16,528,301
TURKISH LIRA Purchased 0.03119 518,354,313 15,967,829
IRO EUR 5Y P 2.97000 L 07/17/24 RYL 0.03035 53,200,000 15,538,323
KUWAITI DINAR Purchased 0.03021 4,498,459 15,465,000
VW Credit, Inc. 0% 0.02902 14,900,000 14,859,122
IRO EUR 10Y P 2.90000 L 07/25/24 ULO 0.02857 41,000,000 14,624,255
TURKISH LIRA Purchased 0.02802 485,871,252 14,347,084
L3 Harris Technologies Inc 0% 0.02659 13,650,000 13,610,540
CDX ITRAXX EXJP IG41 5Y ICE 0.02638 13,500,000 13,505,692
ORO USD 10Y P 4.09000 L 07/29/24 MYC 0.02626 46,800,000 13,445,452
ISRAELI SHEKEL Purchased 0.02621 51,409,982 13,418,122
ISRAELI SHEKEL Purchased 0.02590 49,139,907 13,260,270
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE 0.02577 12,900,000 13,190,725
TURKISH LIRA Purchased 0.02576 438,937,247 13,189,434
TURKISH LIRA Purchased 0.02552 432,902,606 13,064,654
Alimentation Couche-Tard Inc. 0% 0.02508 12,850,000 12,840,198
TURKISH LIRA Purchased 0.02391 430,154,825 12,241,724
ORO USD 10Y P 4.11000 L 07/29/24 GLM 0.02346 47,300,000 12,007,761
IRO EUR 10Y P 2.89000 L 07/18/24 GLM 0.02345 33,300,000 12,003,830
KUWAITI DINAR Purchased 0.02316 3,449,546 11,859,000
TURKISH LIRA Purchased 0.02313 395,876,710 11,840,604
NextEra Energy Capital Holdings Inc 0% 0.02311 11,850,000 11,832,067
NextEra Energy Capital Holdings Inc 0% 0.02300 11,800,000 11,776,729
RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH Receive 0.02295 1,890,000,000 11,749,347
PERU LA SP BOA 0.02279 11,500,000 11,667,086
VW Credit, Inc. 0% 0.02252 11,550,000 11,530,775
IRO EUR 5Y P 2.94000 L 07/15/24 JPM 0.02173 32,300,000 11,123,813
IRS AUD 4.75000 12/20/28-5Y LCH Receive 0.02151 16,400,000 11,012,595
ORO USD 10Y P 3.99000 L 07/23/24 JPM 0.02103 25,500,000 10,766,466
CASH COLLATERAL ICE GSC USD 0.02089 10,697,000 10,697,000
AT&T INC SNR S* ICE 0.02084 10,600,000 10,669,732
KUWAITI DINAR Purchased 0.01973 2,937,888 10,100,000
OHIO STATE MU MUNI SP GST 0.01957 10,000,000 10,020,718
TURKISH LIRA Purchased 0.01953 312,359,492 9,999,876
VERIZON COMMUNICATIONS INC SNR S* ICE 0.01842 9,300,000 9,429,839
TURKISH LIRA Purchased 0.01838 311,426,553 9,411,449
TURKISH LIRA Purchased 0.01837 316,779,921 9,403,025
ORO USD 10Y P 4.06000 L 07/26/24 CBK 0.01836 29,100,000 9,400,738
TURKISH LIRA Purchased 0.01835 321,705,425 9,392,495
COLOMBIA LA SP CBK 0.01827 9,400,000 9,352,046
SOUTH AFRICA EM SP DUB 0.01771 9,100,000 9,068,334
IRO EUR 10Y P 2.88000 L 07/15/24 GLM 0.01769 24,500,000 9,054,045
TURKISH LIRA Purchased 0.01757 302,674,110 8,994,629
IRO EUR 5Y P 3.04000 L 07/15/24 RYL 0.01689 53,400,000 8,648,991
VERIZON COMMUNICATIONS INC SNR S* ICE 0.01688 8,500,000 8,644,074
BRAZILIAN REAL-NDF Purchased 0.01677 49,161,531 8,586,658
TESCO PLC SNR SE ICE 0.01676 7,850,000 8,580,913
SOUTH AFRICA EM SP BRC 0.01655 8,500,000 8,470,422
BOEING CO/THE SNR S* ICE 0.01601 8,200,000 8,194,826
BRITISH TELECOMMUNICATIONS PL SNR SE ICE 0.01597 7,500,000 8,175,695
ORO USD 5Y P 4.25000 L 07/05/24 JPM 0.01579 96,400,000 8,084,528
BOEING CO/THE SNR S* ICE 0.01568 8,000,000 8,025,568
GENERAL MOTORS COMPANY SNR S* ICE 0.01564 6,962,500 8,009,196
AT&T INC SNR S* ICE 0.01561 7,900,000 7,989,792
VW Credit, Inc. 0% 0.01560 8,000,000 7,985,458
Constellation Brands, Inc. 0% 0.01559 8,000,000 7,982,066
GENERAL MOTORS COMPANY SNR S* ICE 0.01534 7,100,000 7,853,016
RFR USD SOFR/3.81000 01/02/24-10Y LCH Receive 0.01451 7,430,000 7,430,000
Alimentation Couche-Tard Inc. 0% 0.01365 7,000,000 6,988,209
AES Corp. 0% 0.01362 7,000,000 6,970,898
WILLIAMS COS INC SNR S* ICE 0.01350 6,800,000 6,909,518
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE 0.01328 6,300,000 6,796,306
ROLLS-ROYCE PLC SNR SE ICE 0.01324 6,300,000 6,777,707
KUWAITI DINAR Purchased 0.01287 1,916,899 6,590,000
Entergy Corp Disc Coml Paper 4 0% 0.01284 6,600,000 6,573,608
NextEra Energy Capital Holdings Inc 0% 0.01248 6,400,000 6,389,337
TURKISH LIRA Purchased 0.01229 210,327,156 6,292,414
JAPANESE YEN Purchased 0.01215 998,900,000 6,217,724
Southern California Edison Company 0% 0.01132 5,800,000 5,797,287
MEXICO LA SP MYC 0.01113 5,700,000 5,697,527
SOUTH AFRICA EM SP MYC 0.01110 5,700,000 5,680,165
INDONESIAN RUPIAH-NDF Purchased 0.01103 92,229,235,239 5,648,140
Intel Corporation 0% 0.01071 5,500,000 5,483,393
Alimentation Couche-Tard Inc. 0% 0.01035 5,300,000 5,296,767
IRO EUR 5Y P 3.00000 L 07/04/24 BRC 0.01031 54,100,000 5,276,921
TURKISH LIRA Purchased 0.01020 161,954,171 5,224,108
CDX IG41 5Y ICE 0.01017 5,100,000 5,207,555
VM CASH CCP ICE BOS USD 0.00986 5,048,049 5,048,049
AT&T INC SNR S* ICE 0.00985 5,000,000 5,045,035
COLOMBIA LA SP BPS 0.00964 5,000,000 4,936,673
ABX.HE.AAA.06-2 SP BRC 0.00954 5,193,717 4,885,288
COLOMBIA LA SP JPM 0.00952 4,900,000 4,875,003
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE 0.00898 4,400,000 4,598,413
TURKISH LIRA Purchased 0.00871 156,938,238 4,456,574
ORO USD 10Y P 4.26500 L 07/22/24 MYC 0.00867 46,900,000 4,438,701
KUWAITI DINAR Purchased 0.00867 1,290,797 4,440,000
TARGA RES CORP 0% 0.00865 4,450,000 4,429,382
AES CORPORATION SNR S* ICE 0.00814 3,600,000 4,165,873
L3 Harris Technologies Inc 0% 0.00780 4,000,000 3,992,126
Alimentation Couche-Tard Inc. 0% 0.00779 4,000,000 3,988,289
SWEDISH KRONER Purchased 0.00759 41,204,748 3,885,732
GLOBAL PMTS INC 0% 0.00752 3,850,000 3,848,086
VERIZON COMMUNICATIONS INC SNR S* ICE 0.00735 3,700,000 3,761,106
TURKISH LIRA Purchased 0.00729 124,292,022 3,730,025
VM CASH FUT DOM WFS USD 0.00724 3,706,170 3,706,170
TURKISH LIRA Purchased 0.00723 120,377,342 3,700,910
KEURIG DR PEPPER INC 0% 0.00720 3,700,000 3,685,282
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE 0.00719 3,400,000 3,681,930
AT&T Inc 0% 0.00711 3,650,000 3,640,643
Dominion Energy Inc 0% 0.00701 3,600,000 3,589,602
DANISH KRONER Purchased 0.00670 23,763,111 3,427,880
TURKISH LIRA Purchased 0.00669 118,789,628 3,426,552
Huntington Ingalls Industries, Inc. 0% 0.00664 3,400,000 3,397,840
VERIZON COMMUNICATIONS INC SNR S* ICE 0.00652 3,300,000 3,340,247
ENERGY TRANSFER LP SNR S* ICE 0.00651 3,300,000 3,332,509
VW Credit, Inc. 0% 0.00643 3,300,000 3,289,920
Constellation Brands, Inc. 0% 0.00642 3,300,000 3,287,194
RFR USD SOFR/2.69700 04/04/24-1Y LCH Receive 0.00633 3,300,000 3,238,649
IRO EUR 5Y P 3.12000 L 07/11/24 MYC 0.00631 49,900,000 3,228,069
Constellation Brands, Inc. 0% 0.00602 3,100,000 3,083,863
VM CASH FUT DOM BPG USD 0.00588 3,008,041 3,008,041
Entergy Corp Disc Coml Paper 4 0% 0.00583 3,000,000 2,984,253
GENERAL ELECTRIC COMPANY SNR S* ICE 0.00578 2,900,000 2,958,116
L3 Harris Technologies Inc 0% 0.00564 2,900,000 2,888,464
TARGA RES CORP 0% 0.00545 2,800,000 2,790,373
ORO USD 10Y P 4.23000 L 07/08/24 GLM 0.00531 91,800,000 2,718,310
ORO GBP 10Y P 4.07000 L 07/05/24 BRC 0.00527 31,500,000 2,699,202
ORO USD 10Y P 4.23500 L 07/10/24 FAR 0.00524 52,500,000 2,683,302
Southern California Edison Company 0% 0.00498 2,550,000 2,548,409
Entergy Corp Disc Coml Paper 4 0% 0.00496 2,550,000 2,539,402
CANADIAN DOLLAR Purchased 0.00492 394,550 2,519,834
AES CORPORATION SNR S* ICE 0.00479 2,300,000 2,450,346
ORO USD 10Y P 4.19350 L 07/03/24 GLM 0.00467 64,900,000 2,390,604
VM CASH CCP LCH MSC USD 0.00463 2,370,939 2,370,939
TURKISH LIRA Purchased 0.00463 79,744,888 2,371,323
Penske Truck Leasing Co LP / PTL Finance Corp. 0% 0.00448 2,300,000 2,295,017
IRS EUR 0.75000 06/15/22-10Y LCH Receive 0.00447 2,500,000 2,288,219
Crown Castle Inc. 0% 0.00447 2,300,000 2,288,088
MEXICO LA SP BPS 0.00434 2,200,000 2,220,672
SINGAPORE DOLLARS Purchased 0.00415 29,965 2,122,357
MEXICO LA SP MYC 0.00394 2,000,000 2,018,126
MEXICO LA SP GST 0.00390 2,000,000 1,999,132
JAPANESE YEN Purchased 0.00381 175,413,213 1,952,594
HESS CORPORATION SNR S* ICE 0.00378 1,900,000 1,934,707
VM CASH CCP ICE GSC USD 0.00367 1,881,060 1,881,060
Constellation Brands, Inc. 0% 0.00350 1,800,000 1,793,906
AT&T INC SNR S* ICE 0.00337 1,700,000 1,725,607
KEURIG DR PEPPER INC 0% 0.00331 1,700,000 1,694,560
RFR GBP SONIO/3.75000 09/18/24-30Y LCH Receive 0.00321 1,300,000 1,643,329
Bacardi-Martini Finance BV 0% 0.00310 1,600,000 1,587,484
TURKISH LIRA Purchased 0.00304 59,507,465 1,555,272
ORO USD 10Y P 4.15000 L 07/05/24 JPM 0.00290 23,500,000 1,485,507
TURKISH LIRA Purchased 0.00287 50,630,125 1,467,576
Cs At1 Claims Us22546dab29 0.00277 11,800,000 1,416,000
TURKISH LIRA Purchased 0.00273 52,575,904 1,396,074
FIXED INC CLEARING CORP REPO (FICC) 0.00271 1,387,879 1,387,879
MEXICO LA SP MYC 0.00255 1,300,000 1,305,172
CASH COLLATERAL LCH GSC USD 0.00255 1,303,000 1,303,000
AES CORPORATION SNR S* ICE 0.00246 1,100,000 1,260,951
Constellation Energy Generation LLC 0% 0.00234 1,200,000 1,197,788
CDX IG40 5Y ICE 0.00219 1,100,000 1,123,161
SOUTH KOREA WON-NDF Purchased 0.00195 1,377,796,994 1,000,000
SOUTH KOREA WON-NDF Purchased 0.00194 1,373,795,300 994,456
CASH COLLATERAL ICE MSC USD 0.00185 946,000 946,000
MALAYSIAN RINGGIT-DELIV Purchased 0.00152 3,676,000 780,222
MEXICO LA SP MYC 0.00138 700,000 706,118
VM CASH FUT FOR BPG GBP 0.00138 558,515 706,019
HUNGARIAN FORINT Purchased 0.00135 252,038,110 690,888
CHINESE - YUAN RENMINBI (CNH) Purchased 0.00134 4,937,141 685,338
TURKISH LIRA Purchased 0.00134 23,087,262 684,828
CHINESE - YUAN RENMINBI (CNH) Purchased 0.00123 4,751,636 631,962
CZECH KORUNA Purchased 0.00120 14,542,356 614,436
VM CASH CCP ICE MSC USD 0.00119 610,476 610,476
VM CASH CCP LCH MSC GBP 0.00119 482,812 610,322
VM CASH FUT FOR WFS EUR 0.00109 520,540 557,889
MALAYSIAN RINGGIT-NDF Purchased 0.00106 2,566,901 544,056
Cs At1 Claims Us225401aj72 0.00103 4,400,000 528,000
VM CASH CCP CME MSC USD 0.00099 509,178 509,178
MEXICO LA SP BPS 0.00098 500,000 503,162
VM CASH FUT FOR WFS JPY 0.00097 80,049,083 497,632
Cs At1 Claims Xs0989394589 0.00096 4,100,000 492,000
NORWEGIAN KRONER Purchased 0.00094 5,129,801 481,852
VM CASH CCP CME MSC MXN 0.00089 8,356,295 456,990
VW Credit, Inc. 0% 0.00088 450,000 448,835
Cs At1 Claims Us225436aa21 0.00087 3,700,000 444,000
VM CASH CCP ICE MSC EUR 0.00085 405,270 434,349
TURKISH LIRA Purchased 0.00082 59 418,803
ISRAEL GOVT EM SP GST 0.00077 400,000 392,269
VM CASH CCP LCH MSC JPY 0.00077 63,497,232 394,736
VM CASH FUT FOR WFS CAD 0.00077 540,137 394,736
VM CASH CCP LCH MSC AUD 0.00077 591,055 394,736
VM CASH CCP LCH MSC CAD 0.00077 540,137 394,736
VM CASH CCP LCH MSC EUR 0.00065 311,534 333,887
INDONESIAN RUPIAH-NDF Purchased 0.00061 5,087,720,000 310,000
VM CASH CCP LCH GSC EUR 0.00060 288,125 308,798
ORO GBP 10Y P 4.15000 L 07/03/24 JPM 0.00057 29,100,000 289,846
TURKISH LIRA Purchased 0.00057 10,172,369 293,690
ORO USD 10Y C 3.63600 L 10/07/24 MYC 0.00054 900,000 274,140
ORO USD 10Y P 4.35000 L 07/08/24 BOA 0.00053 46,900,000 271,069
THAILAND BAHT Purchased 0.00053 9,910,861 270,503
Cs At1 Claims Us225401ak46 0.00047 2,000,000 240,000
OIS CAD CAONREPO/4.82000 07/13/23-2Y LCH Receive 0.00043 300,000 219,242
INDONESIAN RUPIAH-NDF Purchased 0.00039 3,262,578,600 198,900
INDONESIAN RUPIAH-NDF Purchased 0.00039 3,262,200,000 200,000
Cs At1 Claims Ush3698dbw32 0.00026 1,100,000 132,000
TURKISH LIRA Purchased 0.00021 33,923 106,746
CHINESE - YUAN RENMINBI (CNH) Purchased 0.00017 315,039 87,376
Cs At1 Claims Xs1076957700 0.00010 400,000 49,000
TURKISH LIRA Purchased 0.00006 1,085,589 31,884
TURKISH LIRA Purchased 0.00006 1,086,243 31,020
SWEDISH KRONER Purchased 0.00005 51,198 24,909
VM CASH CCP LCH MSC NZD 0.00005 40,917 24,933
TURKISH LIRA Purchased 0.00004 748,757 21,515
TURKISH LIRA Purchased 0.00004 673,332 19,797
NORWEGIAN KRONER Purchased 0.00001 56 6,146
CASH COLLATERAL ICE BOS USD 0.00001 7,000 7,000
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