Statistik Asas
Nilai Portfolio $ 538,108,823
Kedudukan Semasa 948
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)

RCTRX - Regan Total Return Income Fund Investor Class telah mendedahkan 948 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 538,108,823 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas RCTRX - Regan Total Return Income Fund Investor Class ialah TREASURY BILL (US:US912797GD36) , United States Treasury Inflation Indexed Bonds (US:US9128286N55) , United States Treasury Bill (US:US912797FH58) , United States Treasury Note/Bond (US:US91282CJB81) , and United States Treasury Bill (US:US912797GM35) . Kedudukan baharu RCTRX - Regan Total Return Income Fund Investor Class termasuk TREASURY BILL (US:US912797GD36) , United States Treasury Inflation Indexed Bonds (US:US9128286N55) , United States Treasury Bill (US:US912797FH58) , United States Treasury Note/Bond (US:US91282CJB81) , and United States Treasury Bill (US:US912797GM35) .

Tambah Dana Ini
ke Papan Pemuka anda
Kenaikan Teratas Suku Tahun Ini

Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.

Sekuriti Saham
(MM)		 Nilai
(MM$)		 Portfolio % ΔPortfolio %
9.94 1.8349 1.8349
9.81 1.8111 1.8111
9.76 1.8025 1.8025
18.96 3.5001 1.6552
8.84 1.6325 1.6325
6.08 1.1232 1.1232
5.00 0.9232 0.9232
4.93 0.9099 0.9099
4.92 0.9083 0.9083
4.92 0.9081 0.9081
Penurunan Teratas Suku Tahun Ini

Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.

Sekuriti Saham
(MM)		 Nilai
(MM$)		 Portfolio % ΔPortfolio %
1.49 1.49 0.2744 -5.4963
7.96 1.4692 -0.3700
5.93 1.0941 -0.3387
5.20 0.9594 -0.3074
5.05 0.9319 -0.2375
4.14 0.7638 -0.2153
3.58 0.6606 -0.1838
3.35 0.6180 -0.1798
2.56 0.4736 -0.1743
3.31 0.6121 -0.1725
13F dan Pemfailan Dana

Borang ini telah difailkan pada 2024-02-29 untuk tempoh pelaporan 2023-12-31. Klik ikon pautan untuk melihat sejarah transaksi penuh.

Tingkatkan untuk membuka data premium dan eksport ke Excel .

28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
Sekuriti Jenis Purata Harga Saham Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portfolio
(%)		 ΔPortfolio
(%)
US912797GD36 / TREASURY BILL 18.96 140.79 3.5001 1.6552
US9128286N55 / United States Treasury Inflation Indexed Bonds 9.94 1.8349 1.8349
US912797FH58 / United States Treasury Bill 9.81 1.8111 1.8111
United States Treasury Bill / DBT (US912796ZW23) 9.76 1.8025 1.8025
US91282CJB81 / United States Treasury Note/Bond 8.84 1.6325 1.6325
US912797GM35 / United States Treasury Bill 7.96 1.38 1.4692 -0.3700
US026932AC79 / CORP CMO 6.08 1.1232 1.1232
US3136ANNT04 / Fannie Mae REMICS 5.93 -3.09 1.0941 -0.3387
US3136AKNP43 / Fannie Mae REMICS 5.20 -3.90 0.9594 -0.3074
US91282CHV63 / TREASURY NOTE 5.05 1.12 0.9319 -0.2375
US912797HX80 / United States Treasury Bill 5.00 0.9232 0.9232
US912797HF74 / United States Treasury Bill 4.93 0.9099 0.9099
US912797JP39 / United States Treasury Bill- When Issued 4.92 0.9083 0.9083
US912797HG57 / U.S. Treasury Bills 4.92 0.9081 0.9081
US912797HQ30 / U.S. Treasury Bills 4.91 0.9064 0.9064
US912797HS95 / United States Treasury Bill 4.90 0.9039 0.9039
US92538MAA71 / Verus Securitization Trust 4.55 28.44 0.8405 0.0098
US03464EAA01 / Angel Oak Mortgage Trust LLC 4.37 107.75 0.8065 0.3138
US393505P222 / Conseco Finance Corp 4.21 49.73 0.7772 0.1184
US03465EAA91 / Angel Oak Mortgage Trust 2021-3 4.14 -1.01 0.7638 -0.2153
US670857AA93 / Onslow Bay Mortgage Loan Trust 3.78 2.05 0.6971 -0.1699
US38377JAS24 / Government National Mortgage Association 3.58 -0.72 0.6606 -0.1838
US38381BFW90 / Government National Mortgage Association 3.35 -1.67 0.6180 -0.1798
US38380UX994 / Government National Mortgage Association 3.31 -0.99 0.6121 -0.1725
US3137FLVL57 / Freddie Mac REMICS 3.20 -1.33 0.5906 -0.1689
FMCC / Federal Home Loan Mortgage Corporation 3.15 0.5813 0.5813
US026932AA14 / AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 3.09 76.99 0.5710 0.1616
US3136B2XM98 / Fannie Mae REMICS 2.84 -2.81 0.5237 -0.1601
US20846QAM06 / Conseco Finance Securitizations Corp 2.79 -2.82 0.5149 -0.1575
US452761AA75 / Imperial Fund Mortgage Trust 2.74 5,175.00 0.5066 0.4942
Residential Asset Securitization Trust 2006-A10 / ABS-MBS (US76113LAG23) 2.74 0.5066 0.5066
US38374YPW74 / Government National Mortgage Association 2.69 -0.88 0.4965 -0.1392
US3137AU2Z16 / Freddie Mac REMICS 2.68 -0.22 0.4956 -0.1348
US3137FTVA29 / Freddie Mac REMICS 2.68 -2.04 0.4956 -0.1467
US3137FTPF89 / Freddie Mac REMICS 2.56 -7.24 0.4736 -0.1743
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.48 0.4583 0.4583
US3137FLVK74 / Freddie Mac REMICS 2.45 -3.58 0.4523 -0.1430
Residential Asset Securitization Trust 2006-A10 / ABS-MBS (US76113LAA52) 2.45 0.4517 0.4517
US12671CAK27 / CWABS Asset Backed Notes Trust 2007-Sea2 2.44 -0.33 0.4512 -0.1232
US02147JAB44 / Alternative Loan Trust 2006-46 2.43 1,374.55 0.4493 0.4104
US52524UAA97 / Lehman Mortgage Trust 2008-4 2.36 0.08 0.4362 -0.1170
US41161PP981 / HarborView Mortgage Loan Trust 2006-4 2.25 511.41 0.4155 0.3094
US19688BAB09 / COLT 2021-1RMortgage Pass-Through Certificates 2.20 0.50 0.4060 -0.1067
US3137FQVN01 / Freddie Mac REMICS 2.14 0.3955 0.3955
US3137A9WQ56 / FHLMC CMO PO 2.13 0.3940 0.3940
US74922KAE55 / RALI Series Trust, Series 2007-QS1, Class 1A5 2.13 1.09 0.3935 -0.1004
US3137FLA875 / Freddie Mac REMICS 2.12 -2.89 0.3909 -0.1200
US16163FAA30 / Chase Mortgage Finance Trust Series 2007-S1 2.06 14.50 0.3807 -0.0412
US91282CDU27 / United States Treasury Floating Rate Note - When Issued 2.00 0.3693 0.3693
US31574XAA63 / ELLINGTON FINL MTG TR 2021-1 0.797% 02/25/2066 144A 1.98 0.3657 0.3657
US912797GY72 / Treasury Bill 03/28/2024 0.000% 1.98 1.44 0.3647 -0.0916
US393505E572 / Conseco Finance Corp 1.97 -4.93 0.3637 -0.1217
US76116RAE18 / ResMAE Mortgage Loan Trust 2006-1 1.94 0.78 0.3587 -0.0930
US36167YAA64 / GCAT 2021-NQM7 Trust 1.88 -1.99 0.3465 -0.1023
US20846QJT67 / Conseco Finance Securitizations Corp 1.80 -2.39 0.3322 -0.0997
US17323HAL06 / Citigroup Mortgage Loan Trust 2014-12 1.80 0.34 0.3318 -0.0879
US36167HAA32 / GCAT 1.80 0.50 0.3317 -0.0872
US41161PA520 / HarborView Mortgage Loan Trust 2005-16 1.79 -1.37 0.3314 -0.0950
US3137B8TA58 / Freddie Mac REMICS 1.76 -0.96 0.3247 -0.0913
US02148HAE18 / Alternative Loan Trust 2006-31CB 1.75 13.26 0.3234 -0.0390
US3935053Q32 / CONSECO FINANCIAL CORP GT 1999 5 A6 1.72 -6.43 0.3170 -0.1130
US05890RAB87 / Banc of America Funding 2016-R2 Trust 1.71 2.58 0.3162 -0.0749
US12662KAA79 / CSMC 2021-NQM6 1.70 0.06 0.3144 -0.0843
US3136ARSE93 / Fannie Mae REMICS 1.70 -1.85 0.3138 -0.0920
US3136B5E505 / FNMA, Series 2019-41, Class F 1.70 -1.51 0.3131 -0.0902
US761118HC54 / Residential Accredit Loans, Inc. Trust 1.66 -4.54 0.3068 -0.1011
US20846QJZ28 / CONSECO FINANCE SECURITIZATION CNF 2002 2 M2 1.64 3.09 0.3021 -0.0699
US74922EAJ82 / RALI Series 2006-QS6 Trust 1.59 -2.52 0.2934 -0.0885
US36166XAA90 / GCAT 2021-NQM2 Trust 1.57 0.64 0.2890 -0.0754
US3136A1PK51 / Fannie Mae REMICS 1.56 -0.06 0.2888 -0.0782
US03465MAA18 / Angel Oak Mortgage Trust 2021-8 1.55 131.10 0.2869 0.1292
US12668AKU87 / Alternative Loan Trust 2005-53T2 1.52 0.2815 0.2815
US393505QR67 / GT 1996-8 B1 1.52 -6.96 0.2815 -0.1026
US52520UAA34 / Lehman Mortgage Trust 2008-3 1.52 0.2801 0.2801
US61752JAF75 / Morgan Stanley Mortgage Loan Trust 2007-1XS 1.50 -1.25 0.2777 -0.0792
FGXXX / First American Funds Inc - First American Government Obligations Fund Class X 1.49 -93.96 1.49 -93.97 0.2744 -5.4963
US17310CAA09 / Citigroup Mortgage Loan Trust Inc 1.47 -2.59 0.2709 -0.0821
US3137FQLW10 / FREDDIE MAC FHR 4940 FE 1.46 0.2704 0.2704
US43710BAS51 / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 1.45 1.47 0.2669 -0.0670
US64830JAA88 / New Residential Mortgage Loan Trust 2022-NQM1 1.41 2.54 0.2609 -0.0621
US3136ALCH29 / SINGLE FAMILY ARM 1.39 -0.85 0.2571 -0.0720
US02149VAB53 / Alternative Loan Trust 2007-3T1 1.39 156.56 0.2565 0.1296
US62923JAA07 / NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000 1.39 -1.21 0.2563 -0.0731
US3136A9DT25 / Fannie Mae REMICS 1.38 -0.50 0.2555 -0.0703
US33851YAL02 / FLAGSTAR MTG TR 2020-1INV 1ML+85 03/25/2050 144A 1.38 -0.86 0.2554 -0.0717
US38380Y4F93 / Government National Mortgage Association 1.36 -1.09 0.2509 -0.0711
US38377TCU34 / Government National Mortgage Association 1.34 -1.11 0.2475 -0.0700
US3137FNFG03 / Freddie Mac REMICS 1.31 0.2424 0.2424
US45661ECM49 / INDX 06-AR5 2A1 ARH10 FRN 05-25-36 1.31 0.15 0.2410 -0.0645
US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 1.28 44.02 0.2357 0.0281
US393505PE63 / Conseco Finance Corp 1.27 -6.55 0.2347 -0.0839
Government National Mortgage Association / ABS-MBS (US38384AQQ93) 1.26 0.2334 0.2334
US41161PYZ07 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 1.26 -2.62 0.2332 -0.0707
US76110H2X68 / RALI Series 2005-QS5 Trust 1.26 -1.18 0.2327 -0.0662
US93936AAC53 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust 1.26 1.12 0.2325 -0.0594
US46654WAH43 / J.P. Morgan Mortgage Trust 2022-1 1.23 0.82 0.2268 -0.0587
US12629ECG89 / CSAB Mortgage-Backed Trust 2007-1 1.20 7.91 0.2218 -0.0392
US16159GAL32 / CHASE MORTGAGE FINANCE CORPORA CHASE 2019 ATR2 A11 144A 1.19 24.40 0.2195 -0.0043
BCAP LLC 2012-RR4 Trust / ABS-MBS (US05540XBC65) 1.18 0.2184 0.2184
US17310BAD64 / Citicorp Mortgage Securities Trust Series 2006-3 1.17 -0.51 0.2155 -0.0592
US31398PE548 / Fannie Mae REMICS 1.15 -1.97 0.2119 -0.0622
US22942JAQ67 / CSMC Mortgage-Backed Trust 2006-6 1.14 -5.73 0.2097 -0.0727
US52520QAH74 / Lehman Mortgage Trust 2006-7 1.10 1.19 0.2037 -0.0519
US36166XAC56 / GCAT 2021-NQM2 A3 1.09 0.65 0.2016 -0.0526
US362650AP81 / GSR Mortgage Loan Trust 2006-4F 1.08 32.96 0.1998 0.0092
US02152AAM18 / Alternative Loan Trust 2007-16CB 1.08 48.01 0.1993 0.0284
US61909QAG10 / MASTR Asset Securitization Trust 2002-NC1 1.08 -8.01 0.1993 -0.0757
US22942JAD54 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A4 1.06 0.1958 0.1958
US67087TCW99 / Oakwood Mortgage Investors Inc 1.05 -2.32 0.1946 -0.0580
US17310UAD46 / Citigroup Mortgage Loan Trust 2007-AR1 1.04 -3.80 0.1916 -0.0612
US38378C6K86 / Government National Mortgage Association 1.03 -0.58 0.1904 -0.0524
US12598PAA57 / COLT 2021-RPL1 Trust 1.02 0.1884 0.1884
US395386AY16 / Greenpoint Manufactured Housing 1.02 -2.96 0.1879 -0.0578
US03465HAA23 / Angel Oak Mortgage Trust 2021-5 1.01 0.00 0.1867 -0.0502
US52519BAC46 / Lehman Mortgage Trust 2007-7 1.01 176.65 0.1861 0.1006
US456652AC01 / IndyMac IMJA Mortgage Loan Trust 2007-A1 1.01 -4.92 0.1856 -0.0623
US31572LAA44 / Ellington Financial Mortgage Trust 2021-2 1.00 0.60 0.1855 -0.0484
US2254585T17 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. 1.00 3.51 0.1852 -0.0417
US76116RAD35 / ResMAE Mortgage Loan Trust 2006-1 0.99 0.72 0.1822 -0.0473
US19688EAA64 / COLT Funding LLC 0.99 189.71 0.1819 0.1021
US12638PAD15 / CSMC Mortgage-Backed Trust 2007-3 0.98 13.92 0.1814 -0.0206
US61749EAE77 / Morgan Stanley Mortgage Loan Trust 2006-12XS 0.98 -0.91 0.1813 -0.0511
US38377TJB89 / Government National Mortgage Association 0.98 7.57 0.1812 -0.0328
US762009BB36 / RFMSI Series 2007-S6 Trust 0.98 2.41 0.1807 -0.0433
US655378AB36 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-2 0.98 0.31 0.1806 -0.0479
US74161BAL99 / PRIME MORTGAGE TRUST PRIME 2006 1 3A1 0.98 -0.10 0.1806 -0.0487
Government National Mortgage Association / ABS-MBS (US38377GHH56) 0.97 0.1795 0.1795
US65541BAB09 / Nomura Resecuritization Trust 2015-10R 0.97 0.41 0.1791 -0.0474
US17310DAD21 / Citicorp Mortgage Securities Trust Series 2006-4 0.97 1.57 0.1787 -0.0448
US3623415P04 / GSAA Trust 0.96 -0.93 0.1770 -0.0496
US007036MT06 / Adjustable Rate Mortgage Trust 2005-7 0.96 0.1770 0.1770
US02152AAE91 / Alternative Loan Trust 2007-16CB 0.95 -1.45 0.1762 -0.0508
FMCC / Federal Home Loan Mortgage Corporation 0.95 0.1749 0.1749
US12669G4L23 / CHL Mortgage Pass-Through Trust 2005-J3 0.94 -0.95 0.1738 -0.0488
US3136ALLS82 / Fannie Mae REMICS 0.93 -1.59 0.1719 -0.0498
US126378BM91 / CSMC Mortgage-Backed Trust 2007-1 0.93 3.12 0.1708 -0.0395
US66988WAD83 / NovaStar Mortgage Funding Trust, Series 2006-3 0.92 -0.43 0.1695 -0.0465
US05949CGZ32 / Banc of America Mortgage Trust 2005-8 0.92 2.69 0.1694 -0.0400
US12544EAA55 / CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 1A1 0.90 128.28 0.1670 0.0741
Residential Asset Securitization Trust 2006-A10 / ABS-MBS (US76113LAB36) 0.90 0.1658 0.1658
US05946XM345 / Banc of America Funding 2005-6 Trust 0.90 -5.68 0.1657 -0.0573
US07820QAY17 / BELLA VISTA MORTGAGE TRUST BVMBS 2004 2 A1 0.90 -2.40 0.1654 -0.0496
US9393362D47 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class 1A1 0.89 1.71 0.1652 -0.0409
US22942JBG76 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A12 0.89 2.17 0.1650 -0.0399
US00443KAF75 / ACE Securities Corp Home Equity Loan Trust Series 2006-ASAP6 0.89 -2.62 0.1648 -0.0501
US393505Z478 / Conseco Finance Corp 0.89 -4.22 0.1636 -0.0530
US07325DAJ37 / Bayview Financial Mortgage Pass-Through Trust 2006-C 0.88 -4.23 0.1631 -0.0531
US466247YH09 / JP Morgan Mortgage Trust 2005-A8 0.88 -2.01 0.1622 -0.0479
US3136B3V561 / Fannie Mae REMICS 0.87 -2.46 0.1612 -0.0486
US55283WAA99 / MFRA TRUST 0.87 32.37 0.1610 0.0067
Government National Mortgage Association / ABS-MBS (US38383XM359) 0.86 0.1593 0.1593
US31395QDC15 / FNMA, STRIPS, Series 411, Class F1 0.86 -2.39 0.1582 -0.0474
US761120AF13 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 1A6 0.85 -2.63 0.1573 -0.0478
US46591TAQ76 / JP Morgan Mortgage Trust 2020-2 0.85 3.28 0.1569 -0.0359
US52520QAQ73 / Lehman Mortgage Trust 2006-7 0.84 38.58 0.1546 0.0129
US32053GAE35 / First Horizon Alternative Mortgage Securities Trust 2007-FA3 0.84 1.09 0.1543 -0.0393
US3136A8GZ74 / Fannie Mae REMICS 0.83 -1.18 0.1540 -0.0438
US362631AC72 / GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 0.83 3.35 0.1540 -0.0349
US93935YAC49 / Washington Mutual Mortgage Pass-Through Certificates WMALT Ser 2006-AR10 Trust 0.83 -1.07 0.1540 -0.0435
US46628VAH96 / JP Morgan Alternative Loan Trust 0.83 6.00 0.1533 -0.0303
US52521FAF45 / Lehman Mortgage Trust 2007-1 0.83 37.48 0.1531 0.0116
US41161MAC47 / HarborView Mortgage Loan Trust 2006-5 0.83 3.50 0.1528 -0.0345
US3137BRYL37 / Freddie Mac REMICS 0.81 20.33 0.1499 -0.0082
US65539CBH88 / Nomura Resecuritization Trust 2011-4R 0.81 0.25 0.1496 -0.0399
US3136B4SP41 / Fannie Mae REMICS 0.81 3.72 0.1495 -0.0334
US3136AU5W75 / Fannie Mae REMICS 0.81 -1.71 0.1488 -0.0432
US22943HAD89 / CSAB Mortgage-Backed Trust 2006-1 0.80 -2.33 0.1473 -0.0439
US00442BAC54 / ACE Securities Corp Home Equity Loan Trust Series 2006-HE4 0.80 -1.24 0.1470 -0.0419
US3136A3RV54 / SINGLE FAMILY ARM 0.79 -2.34 0.1467 -0.0438
First Horizon Alternative Mortgage Securities Trust 2006-FA2 / ABS-MBS (US32051G2X28) 0.79 0.1460 0.1460
US881561FV10 / Terwin Mortgage Trust 2004-7HE 0.79 0.1456 0.1456
US22540VG630 / CSFB Mortgage-Backed Pass-Through Certificates Series 2002-9 0.78 0.38 0.1449 -0.0382
US76113WAA18 / Residential Asset Securitization Trust 2007-A3 0.78 4.41 0.1445 -0.0312
US46591LBC46 / JP MORGAN MORTGAGE TRUST 0.78 -4.42 0.1439 -0.0471
US17307GK311 / Citigroup Mortgage Loan Trust Inc 0.78 -0.13 0.1437 -0.0391
US46649HAG74 / JP Morgan Mortgage Trust 2017-6 0.76 -4.38 0.1412 -0.0461
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.76 0.1404 0.1404
US761118JJ89 / RALI Series 2005-QS14 Trust 0.76 0.1396 0.1396
US3128HVJX80 / Freddie Mac Strips 0.75 1.89 0.1391 -0.0341
US3136ACK348 / Fannie Mae REMICS 0.75 -1.83 0.1387 -0.0407
US45660L4F39 / Residential Asset Securitization Trust 2005-A15 0.74 1.37 0.1363 -0.0344
US05531EAB20 / BCAP LLC TRUST BCAP 2008 IND2 A2 0.73 -0.54 0.1349 -0.0373
US05946XXW81 / Banc of America Funding 2005-E Trust 0.73 0.55 0.1349 -0.0353
Alternative Loan Trust 2007-23CB / ABS-MBS (US02151EAR36) 0.73 0.1341 0.1341
US74923JAA51 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1 0.73 2.40 0.1340 -0.0321
US31392CR715 / Fannie Mae REMICS 0.72 -1.78 0.1329 -0.0387
US45661EBX13 / Residential Asset Securitization Trust 0.72 2.57 0.1328 -0.0316
US41161PWV11 / HarborView Mortgage Loan Trust 2005-14 0.72 -1.65 0.1325 -0.0385
US466285AQ66 / JP Morgan Alternative Loan Trust 2006-A6 0.71 -1.39 0.1316 -0.0378
US05948XTH43 / Banc of America Mortgage 2003-H Trust 0.71 -0.84 0.1305 -0.0365
US676477AA09 / OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A 0.71 73.46 0.1305 0.0349
US16165VAJ70 / ChaseFlex Trust Series 2007-1 0.71 0.57 0.1303 -0.0341
US19688GAA13 / COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1 0.71 0.1303 0.1303
US3136FASV39 / Fannie Mae Interest Strip 0.70 -0.42 0.1300 -0.0357
US12659PAA12 / Credit Suisse Mortgage Capital Certificates 0.70 1.45 0.1294 -0.0325
US07401EAG44 / Bear Stearns ARM Trust 2007-2 0.70 0.14 0.1293 -0.0346
US02151HAK14 / Alternative Loan Trust 2007-17CB 0.70 41.67 0.1289 0.0134
US3137AUWF25 / Freddie Mac REMICS 0.69 -7.47 0.1283 -0.0476
US65538PAA66 / NAA 2007-1 1A1A 0.69 0.73 0.1274 -0.0329
US16678XAA28 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-4 0.69 0.29 0.1271 -0.0337
US46652TBM18 / JP Morgan Mortgage Trust, Series 2020-8, Class A11 0.68 0.1263 0.1263
MASTR Alternative Loan Trust 2006-1 / ABS-MBS (US576434Y408) 0.68 0.1263 0.1263
US170255AL73 / COUNTRYWIDE HOME LOANS 0.68 1.04 0.1258 -0.0324
FMCC / Federal Home Loan Mortgage Corporation 0.68 0.1256 0.1256
US3136B3WF30 / Fannie Mae REMICS 0.67 -1.17 0.1245 -0.0353
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.67 0.1241 0.1241
US00213BBE74 / ASG Resecuritization Trust 2011-2 0.67 -0.15 0.1239 -0.0338
US12668ACY91 / Alternative Loan Trust 2005-51 0.67 -1.76 0.1238 -0.0360
US86360KAW80 / SAMI 2006-AR3 21A1 0.66 0.00 0.1225 -0.0330
US38375D4S43 / Government National Mortgage Association 0.66 -2.79 0.1222 -0.0372
US02148KAT16 / Alternative Loan Trust 2006-40T1 0.66 11.66 0.1221 -0.0168
US17330CAA62 / Citigroup Mortgage Loan Trust 2022-J1 0.66 1.07 0.1217 -0.0313
US393505VZ29 / Conseco Finance Corp 0.66 -6.67 0.1216 -0.0438
US69121TAD72 / Ownit Mortgage Loan Trust Series 2006-6 0.66 -1.65 0.1214 -0.0353
US46647JAM27 / JP Morgan Mortgage Trust 2016-4 0.66 6.49 0.1212 -0.0234
US3137FWXN50 / Federal Home Loan Mortgage Corp. Agency REMIC/CMO 0.65 2.84 0.1206 -0.0281
US004422AF88 / ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASP5, Class A2D 0.65 -2.99 0.1200 -0.0369
US93363PAK66 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 2A3 0.65 -5.26 0.1199 -0.0408
US3136ABRG09 / Fannie Mae REMICS 0.65 -3.71 0.1197 -0.0382
US52520CAN56 / Lehman Mortgage Trust 2006-3 0.65 5.05 0.1193 -0.0248
US872227AK96 / TBW Mortgage-Backed Trust 2007-2 0.64 0.1182 0.1182
US86360JAJ07 / SAMI 2006-AR5 3A1 0.64 -8.86 0.1180 -0.0462
US225470M592 / CSMC 2006-3 1A3 0.63 0.32 0.1170 -0.0310
US05950GAC78 / Banc of America Mortgage 2006-2 Trust 0.63 -0.32 0.1169 -0.0318
US46647EAK73 / JP Morgan Mortgage Trust 2016-3 0.63 6.96 0.1164 -0.0219
US3136BATZ79 / FNMA_20-48 0.63 2.79 0.1159 -0.0272
US52521HAB96 / Lehman Mortgage Trust 2006-9 0.63 3.47 0.1156 -0.0264
US31397CFG96 / Freddie Mac REMICS 0.63 -9.68 0.1156 -0.0467
US46651YBB56 / JP Morgan Mortgage Trust 2019-9 0.62 -2.21 0.1145 -0.0341
US36298NAZ78 / GSR Mortgage Loan Trust 2006-7F 0.62 4.75 0.1143 -0.0240
US68389BAN38 / Option One Mortgage Loan Trust 2006-3 0.62 -0.16 0.1139 -0.0309
US50067HDB06 / Korth Direct Mortgage Inc 0.61 -21.28 0.1135 -0.0693
US52521JAC36 / Lehman Mortgage Trust 2007-3 0.61 -0.49 0.1130 -0.0312
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.61 0.1130 0.1130
US81744MAQ50 / SEQUOIA MORTGAGE TRUST SEMT 2007 3 2BA1 0.61 0.17 0.1117 -0.0299
US38377UVL96 / Government National Mortgage Association 0.60 -1.79 0.1113 -0.0324
US59023PAB94 / Merrill Lynch Mortgage Investors Trust Series MLCC 2006-3 0.60 -0.83 0.1106 -0.0309
US22942JAH68 / CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A8 0.60 2.22 0.1105 -0.0267
US3137FAFF09 / FHLMC, REMIC, Series 4708, Class F 0.60 -1.00 0.1102 -0.0310
US059475AA18 / Banc of America Alternative Loan Trust 2007-2 0.59 1.89 0.1096 -0.0268
US12669G5U13 / Countrywide Home Loans, Series 2005-17, Class 1A8 0.59 -2.79 0.1096 -0.0335
US02151UAB26 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2 0.59 1.91 0.1085 -0.0266
US12667GSB04 / Alternative Loan Trust 2005-17 0.58 -0.68 0.1078 -0.0299
US761119AG15 / RAST 2006-A8 2A2 0.58 1.75 0.1076 -0.0266
US02151FAJ84 / Alternative Loan Trust, Series 2007-21CB, Class 2A3 0.58 -0.34 0.1075 -0.0294
US021482AG96 / Alternative Loan Trust Resecuritization 2008-2R 0.58 0.17 0.1067 -0.0285
FMCC / Federal Home Loan Mortgage Corporation 0.57 0.1056 0.1056
US22942KAW09 / CSMC Mortgage-Backed Trust 2006-7 0.57 -0.35 0.1056 -0.0289
US93934FKL57 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust 0.57 0.1045 0.1045
US2254W0NE17 / Credit Suisse First Boston Mortgage Securities Corp 0.56 0.00 0.1040 -0.0280
US02147WAV19 / Alternative Loan Trust 2006-26CB 0.56 1.44 0.1040 -0.0262
US89179JAB26 / Towd Point Mortgage Trust 2020-4 0.55 5.52 0.1024 -0.0208
Banc of America Funding 2006-7 Trust / ABS-MBS (US05951KAB98) 0.55 0.1019 0.1019
US576434Q800 / MASTR Alternative Loan Trust 2005-4 0.55 1.67 0.1012 -0.0251
US3137BQLH88 / Freddie Mac REMICS 0.55 10.95 0.1011 -0.0146
US12668EAA55 / Alternative Loan Trust 2006-J5 0.55 0.1011 0.1011
US89180FCD15 / TOWD POINT MORTGAGE TRUST 2021-SJ1 SER 2021-SJ1 CL A1 V/R REGD 144A P/P 2.25000000 0.55 -5.22 0.1007 -0.0341
US25151TAD28 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-BAR1 0.54 16.13 0.0999 -0.0092
US07378RAB50 / Bear Stearns Asset Backed Securities I Trust 2007-AC4 0.54 8.43 0.0998 -0.0170
US3136ADWW59 / Fannie Mae REMICS 0.54 10.93 0.0995 -0.0143
US38382K4S93 / Government National Mortgage Association 0.54 5.52 0.0989 -0.0201
US89688WAA99 / TOORAK MORTGAGE CORP 2018-1 LTD TRK 2021-INV1 A1 0.53 -0.56 0.0985 -0.0273
US12647MBY03 / Credit Suisse Mortgage Capital Trust, Series 2013-6, Class 2A1 0.53 2.50 0.0983 -0.0235
US36167TAA79 / GCAT 2021-NQM1 Trust 0.53 1,253.85 0.0976 0.0883
US17313NAS45 / Citigroup Mortgage Loan Trust 2007-9 0.53 1.74 0.0974 -0.0241
US761118CZ94 / RALI Series 2005-QS10 Trust 0.53 -1.31 0.0973 -0.0278
US61751DAJ37 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 17XS A6 0.52 15.74 0.0966 -0.0093
US2254582D91 / CSFB 2005-8 5A1 0.51 47.25 0.0939 0.0129
US00083BAD73 / ACE Securities Corp Mortgage Loan Trust Series 2007-D1 0.51 0.40 0.0933 -0.0246
US61754HAA05 / Morgan Stanley Mortgage Loan Trust 2007-7AX 0.50 -1.18 0.0932 -0.0264
US31398GUJ65 / FANNIE MAE FNR 2009 106 FA 0.50 -2.51 0.0932 -0.0280
US17311FAC86 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A2 0.50 -2.89 0.0931 -0.0286
US02149MAU36 / Alternative Loan Trust 2007-J1 0.50 -0.59 0.0930 -0.0256
US45660LK731 / Residential Asset Securitization Trust 2005-A12 0.50 -26.72 0.0928 -0.0677
US617487AA19 / Morgan Stanley Mortgage Loan Trust 2006-16AX 0.50 -4.75 0.0926 -0.0307
US12629EAA38 / CSAB Mortgage-Backed Trust 0.50 1.01 0.0922 -0.0237
US05949A3Q19 / BOAMS 2005-3 2A3 0.50 0.60 0.0922 -0.0241
US749583AF75 / RFMSI Series 2007-S2 Trust 0.50 0.20 0.0920 -0.0245
US3137HADW32 / Freddie Mac REMICS 0.49 4.02 0.0909 -0.0200
US126378BN74 / CSMC 2007-1 5A14 0.49 3.16 0.0906 -0.0210
US03465DAA19 / ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A 0.49 0.0903 0.0903
US93935KAB61 / WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE1 2A1 0.49 -5.61 0.0902 -0.0311
Government National Mortgage Association / ABS-MBS (US38378ACY55) 0.49 0.0897 0.0897
US3137FKBX33 / Freddie Mac REMICS 0.48 0.00 0.0891 -0.0239
US57645FAC14 / MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 0.48 -1.03 0.0886 -0.0250
US225458F526 / Credit Suisse First Boston Mortgage Securities Corp 0.48 11.94 0.0884 -0.0118
US393505XW79 / Conseco Finance Corp 0.48 0.0879 0.0879
US3622N6AA73 / GSR MORTGAGE LOAN TRUST 2007-AR2 GSR 2007-AR2 1A1 0.48 0.42 0.0878 -0.0230
US67087TCU34 / Oakwood Mortgage Investors Inc 0.48 0.21 0.0877 -0.0234
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.48 0.0877 0.0877
US86359LTG40 / STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1 0.47 -2.07 0.0877 -0.0258
US863579ZE15 / Structured Adjustable Rate Mortgage Loan Trust 0.47 -0.63 0.0874 -0.0241
US74928UBX46 / RBSSP Resecuritization Trust 2009-12 0.47 -2.68 0.0872 -0.0266
US74927TAV35 / RBSSP Resecuritization Trust 2010-9 0.47 8.14 0.0859 -0.0149
US38381XFE13 / GOVERNMENT NATIONAL MORTGAGE A GNR 2019 90 AF 0.46 -2.11 0.0858 -0.0255
US46591LAC54 / JP Morgan Mortgage Trust 2019-INV3 0.46 0.0856 0.0856
US25157GBH48 / Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 0.46 3.85 0.0847 -0.0187
US93934FBP62 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust 0.46 0.44 0.0843 -0.0223
US452762AA58 / Imperial Fund Mortgage Trust 2021-NQM3 0.46 -1.30 0.0841 -0.0240
US81746LAA08 / Sequoia Mortgage Trust 2015-3 0.45 2.50 0.0835 -0.0199
US02148JAW71 / Alternative Loan Trust 2006-39CB 0.45 -16.94 0.0833 -0.0442
US12669GKF71 / CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1 0.45 -0.66 0.0831 -0.0232
US31397GZ940 / Freddie Mac REMICS 0.44 0.0818 0.0818
US881561LR34 / Terwin Mortgage Trust 2004-19HE 0.44 8.05 0.0818 -0.0143
US31395N5Z62 / Fannie Mae REMICS 0.44 -2.88 0.0812 -0.0249
US06744UAA97 / Barclays Mortgage Loan Trust 2021-NQM1 0.44 0.69 0.0806 -0.0211
US05948KQ851 / Banc of America Alternative Loan Trust 2005-10 0.44 -4.39 0.0805 -0.0266
US41161PXM03 / HarborView Mortgage Loan Trust 2005-15 0.43 -1.14 0.0802 -0.0228
US39538RBW88 / GreenPoint MTA Trust 2005-AR3 0.43 0.0801 0.0801
US02660XAA28 / American Home Mortgage Assets Trust 2006-2 0.43 0.23 0.0800 -0.0213
US52524PAA03 / Lehman XS Trust 2007-6 0.43 1.65 0.0799 -0.0199
US02150JAD46 / Alternative Loan Trust 2007-9T1 0.43 -4.06 0.0786 -0.0252
US32051GTG00 / First Horizon Alternative Mortgage Securities Trust 0.42 0.95 0.0782 -0.0200
US12668AMM44 / Alternative Loan Trust 2005-49CB 0.42 0.00 0.0781 -0.0211
US74928WBU62 / RBSSP Resecuritization Trust 2009-5 0.42 -1.41 0.0779 -0.0224
US46591NBC02 / JP Morgan Mortgage Trust 2020-LTV1 0.42 -24.82 0.0779 -0.0536
US693650AL75 / PSMC 2021-1 Trust 0.42 1.21 0.0775 -0.0197
US45254NJW83 / Impac CMB Trust Series 2004-6 0.42 1.46 0.0774 -0.0192
US362341EE51 / GSR Mortgage Loan Trust 2005-6F 0.42 -0.24 0.0772 -0.0211
Banc of America Funding 2009-R14 Trust / ABS-MBS (US05955MAC91) 0.42 0.0769 0.0769
US89172EAE41 / TOWD POINT MORTGAGE TRUST 2016-1 SER 2016-1 CL M1 V/R REGD 144A P/P 3.50000000 0.42 0.0768 0.0768
US52522QAD43 / Lehman Mortgage Trust 0.42 26.91 0.0767 -0.0001
US45254NPU53 / Impac CMB Trust, Series 2005-5, Class A1 0.41 -4.40 0.0763 -0.0251
US02151BBG23 / Alternative Loan Trust 2007-22 0.41 0.49 0.0759 -0.0200
US126694Y287 / CHL Mortgage Pass-Through Trust 2006-9 0.41 17.53 0.0757 -0.0059
US61748HWT49 / Morgan Stanley Mortgage Loan Trust 2006-3AR 0.41 -0.49 0.0756 -0.0208
US07389QAN88 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 0.41 3.02 0.0756 -0.0177
US46628GAL32 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 0.41 -3.55 0.0755 -0.0238
HarborView Mortgage Loan Trust 2006-BU1 / ABS-MBS (US41161PG808) 0.41 0.0749 0.0749
US69361JAA43 / PRKCM 2021-AFC2 Trust 0.40 20.96 0.0747 -0.0036
US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 0.40 0.0742 0.0742
US74922KAH86 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 2A2 0.40 -1.72 0.0741 -0.0215
US863579WZ70 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 1A1 0.40 -7.44 0.0735 -0.0274
US81376GAC42 / SECURITIZED ASSET BACKED RECEI SABR 2006 WM2 A2B 0.40 -1.24 0.0734 -0.0209
US225458PR36 / CSFB Mortgage-Backed Pass-Through Certificates Series 2005-4 0.40 1.02 0.0733 -0.0188
US02148AAE64 / Alternative Loan Trust 2006-34 0.40 4.21 0.0731 -0.0159
US07386HJN26 / BEAR STEARNS ALT A TRUST BALTA 2004 5 M 0.39 -5.52 0.0728 -0.0249
US2254585U89 / CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 0.39 10.17 0.0721 -0.0109
US75115DAK19 / RALI Trust, Series 2006-QS13, Class 1A10 0.39 1.31 0.0716 -0.0179
US02149DAN93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 0.39 -2.77 0.0714 -0.0218
US362341LL12 / GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF 0.39 -2.28 0.0712 -0.0214
US40431KAA88 / HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 0.38 -3.05 0.0704 -0.0217
US52521RAE18 / Lehman Mortgage Trust 2007-5 0.38 1.88 0.0703 -0.0171
US74939KAE64 / RCKT Mortgage Trust 2021-6 0.38 1.62 0.0698 -0.0172
US46653PAF45 / JP Morgan Mortgage Trust 2021-6 0.38 1.89 0.0697 -0.0171
US57645DAG79 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2 0.38 0.00 0.0694 -0.0185
Government National Mortgage Association / ABS-MBS (US38382XGN93) 0.38 0.0693 0.0693
US576434A531 / MASTR Alternative Loan Trust 2004-13 0.37 2.19 0.0692 -0.0168
US126378AL28 / CSMC Mortgage-Backed Trust 2007-1 0.37 29.97 0.0690 0.0015
US46653JBC45 / JP Morgan Mortgage Trust 2020-5 0.37 -2.88 0.0685 -0.0211
US761118UY28 / RALI Series 2006-QS2 Trust 0.37 -2.13 0.0680 -0.0203
US06606TAK79 / BankAmerica Manufactured Housing Contract Trust 0.37 -5.41 0.0678 -0.0233
US12566TAA51 / CitiMortgage Alternative Loan Trust Series 2006-A7 0.37 -1.35 0.0677 -0.0194
US74958TAB98 / RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1 0.37 -2.14 0.0674 -0.0200
US02660CAA80 / American Home Mortgage Investment Trust 2007-2 0.36 1.68 0.0673 -0.0168
US41161GAA13 / HarborView Mortgage Loan Trust 2006-8 0.36 -0.82 0.0673 -0.0188
US05954CAA62 / Banc of America Mortgage Trust, Series 2007-3, Class 1A1 0.36 2.82 0.0672 -0.0158
US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A 0.36 -5.94 0.0672 -0.0235
US31394E7L68 / Fannie Mae REMICS 0.36 6.74 0.0672 -0.0127
US362334JR68 / GSR MORTGAGE LOAN TRUST GSR 2006 3F 2A3 0.36 1.40 0.0672 -0.0169
US3136BDM621 / Fannie Mae REMICS 0.36 4.02 0.0670 -0.0147
US02660CAD20 / AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 12A1 0.36 -6.01 0.0665 -0.0233
US45661EBT01 / Residential Asset Securitization Trust 2006-A2 0.36 2.29 0.0663 -0.0158
US31395B4E06 / Fannie Mae REMICS 0.36 1.14 0.0657 -0.0166
US67448TAP03 / OBX 2020-EXP1 TR VAR 02/25/2060 144A 0.36 0.85 0.0657 -0.0170
Alternative Loan Trust 2007-18CB / ABS-MBS (US02151NAF96) 0.35 0.0654 0.0654
RALI Series 2007-QS1 Trust / ABS-MBS (US74922KAX37) 0.35 0.0651 0.0651
US89173UAA51 / Towd Point Mortgage Trust 2017-4 0.35 0.0648 0.0648
US25157GBA94 / Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 0.35 -2.79 0.0646 -0.0195
US64831TAA51 / New Residential Mortgage Loan Trust 2021-NQM3 0.35 0.29 0.0642 -0.0170
US52521NAG51 / Lehman Mortgage Trust 2007-6 0.35 -1.98 0.0640 -0.0187
US00842DAC74 / Agate Bay Mortgage Trust 2015-6 0.34 1.78 0.0637 -0.0156
US83165AJF21 / Small Business Administration Pools 0.34 -2.55 0.0636 -0.0191
US3137F8NS89 / FREDDIE MAC FHR 5068 AB 0.34 5.52 0.0636 -0.0129
US12667GUE15 / Alternative Loan Trust 2005-29CB 0.34 12.87 0.0632 -0.0079
US94983UAD90 / Wells Fargo Mortgage Backed Securities 2007-AR3 Trust 0.34 -4.75 0.0630 -0.0210
US55274QAP00 / MASTR Asset Securitization Trust 2006-2 0.34 2.11 0.0624 -0.0152
US126405AA77 / CSMC 2020-RPL4 Trust 0.34 1.20 0.0622 -0.0157
US32051G3A16 / First Horizon Alternative Mortgage Securities Trust 2006-FA2 0.34 1.82 0.0621 -0.0153
US16678WAB28 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-2 0.34 -12.76 0.0619 -0.0282
US07324SCL43 / Bayview Commercial Asset Trust 2005-3 0.33 37.45 0.0618 0.0048
US74159UAD90 / Prime Mortgage Trust 2006-DR1 0.33 -0.60 0.0618 -0.0171
US362341B328 / GSAA Home Equity Trust 2005-14 0.33 1.21 0.0617 -0.0156
US3622NAAE07 / CORP CMO 0.33 -5.67 0.0616 -0.0212
US76113LAE74 / RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000 0.33 1.83 0.0615 -0.0153
US65535AAA25 / NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 0.33 -0.90 0.0613 -0.0171
US24381WAA62 / Deephaven Residential Mortgage Trust 2021-2 0.33 -2.36 0.0611 -0.0184
US59025GAA94 / Merrill Lynch Mortgage Backed Securities Trust Series 2007-2 0.33 -2.07 0.0611 -0.0183
US31394AYE09 / Fannie Mae Grantor Trust 2004-T5 0.33 0.00 0.0610 -0.0165
US02146TAJ60 / Alternative Loan Trust 0.33 3.80 0.0606 -0.0135
US31574XAC20 / ELLINGTON FINL MTG TR 2021-1 1.106% 02/25/2066 144A 0.33 0.92 0.0606 -0.0157
US3137FQNW91 / Freddie Mac REMICS 0.33 3.83 0.0600 -0.0134
US92538GAB86 / Verus Securitization Trust 0.32 3.18 0.0599 -0.0138
US02148KAQ76 / Alternative Loan Trust 2006-40T1 0.32 0.0598 0.0598
US542514FT69 / Long Beach Mortgage Loan Trust 2004-2 0.32 -0.31 0.0598 -0.0162
US38384AQK24 / GNMA, Series 2023-66, Class OQ 0.32 21.21 0.0591 -0.0029
US759950CX42 / RAMC 2004-2 M1 0.32 1.27 0.0590 -0.0148
US12667GM426 / Alternative Loan Trust, Series 2005-27, Class 1A6 0.32 -10.70 0.0586 -0.0247
US36297TAE29 / GSR Mortgage Loan Trust 2006-AR2 0.32 -0.94 0.0584 -0.0163
US3137FHEB56 / FREDDIE MAC FHR 4821 FA 0.32 -2.17 0.0583 -0.0173
US41164YAB74 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 0.31 -0.32 0.0582 -0.0158
US16678RFB87 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-1 0.31 -1.87 0.0581 -0.0171
US67098AAC36 / OBX 2019-INV1 Trust 0.31 0.0580 0.0580
US92537QAF81 / VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A 0.31 7.56 0.0579 -0.0104
US92538FAC86 / Verus Securitization Trust 2021-2 0.31 0.32 0.0578 -0.0153
US31394DR289 / FANNIE MAE REMICS FNR 2005-45 XA 0.31 -4.04 0.0571 -0.0184
US059469AD88 / Banc of America Alternative Loan Trust 2006-7 0.31 0.00 0.0570 -0.0153
US87804AAB89 / TBW Mortgage-Backed Trust Series 2006-3 0.31 1.32 0.0568 -0.0144
US45660L4C08 / Residential Asset Securitization Trust 2005-A15 0.31 2.00 0.0566 -0.0138
US126673CB61 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC3 M2 0.31 0.0563 0.0563
US12667FK877 / Alternative Loan Trust 2004-34T1 0.30 6.69 0.0561 -0.0105
US02148JAZ03 / Alternative Loan Trust 2006-39CB 0.30 0.0559 0.0559
US55292EAA82 / Mastr Resecuritization Trust 2008-1 0.30 -1.31 0.0557 -0.0160
US12667GPC14 / Alternative Loan Trust 2005-24 0.30 10.26 0.0557 -0.0084
US761118JL36 / RALI Series 2005-QS14 Trust 0.30 -3.22 0.0556 -0.0173
US32053LAE20 / First Horizon Alternative Mortgage Securities Trust 2007-FA2 0.30 0.00 0.0555 -0.0148
US617526AE83 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C 0.30 0.34 0.0553 -0.0148
US31397UTR04 / Fannie Mae REMICS 0.30 -2.61 0.0551 -0.0167
US16165YAA01 / ChaseFlex Trust Series 2007-M1 0.30 -1.98 0.0550 -0.0161
US36167AAA88 / GCAT_21-CM2 0.30 1.72 0.0547 -0.0135
US55275SAN09 / MASTR Alternative Loan Trust 2007-1 0.30 3.15 0.0546 -0.0125
US61756VAU35 / Morgan Stanley Mortgage Loan Trust 2007-14AR 0.29 1.03 0.0545 -0.0138
US93363NAH89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust 0.29 0.0541 0.0541
US46631NAT63 / JP Morgan Mortgage Trust 2007-S3 0.29 0.69 0.0538 -0.0141
US86363GAD60 / SARM 2007-3 2A1 0.29 0.34 0.0537 -0.0143
US86359WAA36 / Structured Asset Securities Corp Mortgage Loan Trust 2006-S3 0.29 -9.69 0.0534 -0.0218
US00842AAE91 / Agate Bay Mortgage Trust 2015-4 0.29 1.77 0.0533 -0.0131
US66988YAC66 / NovaStar Mortgage Funding Trust Series 2006-5 0.29 -2.73 0.0528 -0.0161
US36242DVK61 / GSR Mortgage Loan Trust 2005-1F 0.29 -4.04 0.0526 -0.0170
US93934NAR61 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust 0.28 0.0526 0.0526
US61762BBV62 / Morgan Stanley Reremic Trust 0.28 -0.70 0.0526 -0.0147
FMCC / Federal Home Loan Mortgage Corporation 0.28 0.0524 0.0524
US31394JD955 / Freddie Mac Structured Pass-Through Certificates 0.28 0.35 0.0524 -0.0139
US12667GF818 / Alternative Loan Trust 2005-J7 0.28 8.02 0.0523 -0.0092
US3136B9AC17 / Fannie Mae REMICS 0.28 -1.40 0.0521 -0.0150
US33852AAL17 / Flagstar Mortgage Trust 2019-1 0.28 -2.77 0.0521 -0.0157
US761118UH94 / RALI Series 2006-QS2 Trust 0.28 -2.10 0.0518 -0.0155
US64831TAC18 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A3 0.28 0.00 0.0517 -0.0139
US761118AA61 / RALI Series 2005-QS7 Trust 0.28 0.72 0.0516 -0.0133
US31395WT985 / Freddie Mac REMICS 0.28 -3.14 0.0515 -0.0159
US92538FAB04 / Verus Securitization Trust 2021-2 0.28 -0.72 0.0513 -0.0142
US12566TAM99 / CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A12 0.28 -2.12 0.0512 -0.0153
US16165AAB08 / ChaseFlex Trust Series 2007-3 0.27 13.75 0.0505 -0.0060
US3622ECAB25 / GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A 0.27 -3.87 0.0505 -0.0162
US126378BC10 / CSMC Mortgage-Backed Trust 2007-1 0.27 3.03 0.0503 -0.0117
US17329RAY45 / CITIGROUP MORTGAGE LOAN TRUST 2021-INV2 CMLTI 2021-INV2 A3A 0.27 6.75 0.0497 -0.0094
US576433B218 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 7A1 0.27 -0.74 0.0495 -0.0136
US3137ASUY85 / Freddie Mac REMICS 0.27 3.09 0.0494 -0.0114
US61748HQY08 / Morgan Stanley Mortgage Loan Trust 2005-9AR 0.27 -1.85 0.0492 -0.0144
US92925VAA89 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0.27 -1.12 0.0490 -0.0138
US02149LAA98 / Alternative Loan Trust 2007-OA2 0.26 0.00 0.0489 -0.0131
US52520QAC87 / Lehman Mortgage Trust 2006-7 0.26 88.57 0.0488 0.0158
US362341Q854 / GSR Mortgage Loan Trust 2005-9F 0.26 -2.22 0.0488 -0.0147
US05946XM832 / Banc of America Funding Trust, Series 2005-6, Class 1A8 0.26 -5.43 0.0482 -0.0166
US31397KYA32 / FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A 0.26 -1.52 0.0481 -0.0138
US36260RAB50 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2020-PJ6 CL A2 V/R REGD 144A P/P 2.50000000 0.26 7.00 0.0481 -0.0089
US3136A7RD60 / FANNIE MAE FNR 2012 90 ZJ 0.26 -1.14 0.0480 -0.0138
US3136A0V469 / Fannie Mae REMICS 0.26 -0.77 0.0479 -0.0134
US12669GQ951 / CHL Mortgage Pass-Through Trust 2005-15 0.26 1.17 0.0479 -0.0122
US02148YAE41 / CWALT 2006-42 1A5 0.26 0.0474 0.0474
US362341ZV48 / GSAA Home Equity Trust 2005-14 0.26 -3.41 0.0472 -0.0149
RALI Series 2006-QS3 Trust / ABS-MBS (US761118XX18) 0.25 0.0469 0.0469
US24381WAB46 / Deephaven Residential Mortgage Trust 2021-2 0.25 -2.32 0.0468 -0.0140
US126671YB67 / Countrywide Asset-Backed Certificates, Series 2003-BC2, Class 2A1 0.25 0.00 0.0468 -0.0126
US36266WAD48 / GSR Mortgage Loan Trust 2006-10F 0.25 12.56 0.0465 -0.0059
US362375AC15 / GSAA Home Equity Trust 2006-10 0.25 2.03 0.0465 -0.0113
US02146TAX54 / Alternative Loan Trust 2006-24CB 0.25 3.73 0.0463 -0.0103
US74928UBB26 / RBSSP Resecuritization Trust 2009-12 0.25 -3.47 0.0462 -0.0146
US12543RAR03 / CHL Mortgage Pass-Through Trust 2007-3 0.25 3.75 0.0461 -0.0104
US12668AKV60 / Alternative Loan Trust 2005-53T2 0.25 0.0459 0.0459
US36166RAA23 / GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1 0.25 -1.20 0.0458 -0.0131
US57645KAA43 / MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A 0.25 -0.81 0.0456 -0.0127
US32027NFF33 / FFML 2003-FF5 M3 0.25 4.26 0.0454 -0.0097
US751151AL59 / RALI Series 2006-QS12 Trust 0.24 1.67 0.0451 -0.0113
US06051GBM06 / Banc of America Funding Trust, Series 2004-2, Class 1CB1 0.24 -8.68 0.0448 -0.0176
US12669FKT92 / COUNTRYWIDE HOME LOANS CWHL 2004 2 3A1 0.24 -2.02 0.0448 -0.0133
US61744CKP04 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 0.24 -1.64 0.0444 -0.0128
US65537BAE02 / Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-WF1 0.24 0.84 0.0444 -0.0114
US3623414F31 / GSR Mortgage Loan Trust 2006-AR1 0.24 0.00 0.0442 -0.0119
US17307GQY79 / Citigroup Mortgage Loan Trust Inc 0.24 -0.83 0.0441 -0.0124
US61748HRS21 / Morgan Stanley Mortgage Loan Trust 2005-10 0.24 -1.65 0.0440 -0.0128
US3136A8C579 / FANNIE MAE FNR 2012 103 NF 0.24 0.0439 0.0439
US12543RAP47 / CHL Mortgage Pass-Through Trust 2007-3 0.24 7.24 0.0438 -0.0080
US761119AH97 / Residential Asset Securitization Trust 2006-A8 0.24 1.73 0.0436 -0.0108
US161639BH17 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A3 3A1 0.24 95.83 0.0435 0.0153
RFMSI Series 2006-S7 Trust / ABS-MBS (US74958AAJ34) 0.24 0.0435 0.0435
US05946XVS97 / Banc of America Funding 2005-3 Trust 0.24 1.73 0.0434 -0.0108
US12667FZ735 / Alternative Loan Trust 2005-2 0.23 -2.50 0.0434 -0.0130
US3137A6DK58 / Freddie Mac REMICS 0.23 25.13 0.0433 -0.0007
US12566WAC47 / CitiMortgage Alternative Loan Trust Series 2007-A5 0.23 -1.68 0.0432 -0.0126
US059496AA70 / Banc of America Alternative Loan Trust 2007-1 0.23 -1.28 0.0429 -0.0123
US67448VAG59 / OBX 2020-EXP2 TR 3% 05/25/2060 144A 0.23 0.43 0.0429 -0.0115
US74924EAA55 / RALI Series 2007-QH8 Trust 0.23 0.0427 0.0427
US393505HL98 / Conseco Finance Corp 0.23 -16.67 0.0426 -0.0223
US31396XZA52 / Fannie Mae REMICS 0.23 -2.95 0.0425 -0.0132
US12668BTE38 / Alternative Loan Trust 2006-J2 0.23 80.95 0.0421 0.0125
US61759HAZ01 / MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A 0.23 0.0421 0.0421
US12566TAJ60 / CitiMortgage Alternative Loan Trust Series 2006-A7 0.23 -4.22 0.0420 -0.0135
US07386HYH82 / BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1 0.23 -7.76 0.0418 -0.0158
US69337HBG56 / PHH Alternative Mortgage Trust 0.22 2.29 0.0413 -0.0100
US05950GAB95 / Banc of America Mortgage 2006-2 Trust 0.22 3.72 0.0413 -0.0093
US94985GBA31 / WFALT 2007-PA3 1A4 0.22 -4.70 0.0413 -0.0137
US41161PHB22 / HarborView Mortgage Loan Trust 2004-8 0.22 0.45 0.0410 -0.0106
US94984NAA00 / WFMBS_06-AR16 0.22 0.0409 0.0409
US05950BAS34 / Banc Of Amer 06-5 Cb17 Bond 0.22 8.33 0.0409 -0.0070
US059522AF99 / Banc of America Funding 2007-C Trust 0.22 -0.90 0.0407 -0.0114
US97653BAC54 / WinWater Mortgage Loan Trust 2015-A 0.22 2.35 0.0403 -0.0098
US81746WAB46 / Sequoia Mortgage Trust 2018-CH3 0.22 0.00 0.0403 -0.0109
US576433D529 / MASTR Adjustable Rate Mortgages Trust 2005-7 0.22 0.46 0.0402 -0.0104
US16678REK95 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 CA A1 144A 0.22 0.00 0.0401 -0.0109
US302985AC05 / FWD Securitization Trust 2020-INV1 0.22 -2.26 0.0399 -0.0120
US12656YAA55 / COLT_21-2R 0.22 1.42 0.0398 -0.0101
US552747AB39 / MFRA_21-INV1 0.21 -7.36 0.0396 -0.0146
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 0.21 -0.93 0.0396 -0.0112
US590217AB14 / Merrill Lynch Mortgage Investors Trust Series 2006-RM3 0.21 0.94 0.0395 -0.0102
US16162WGP86 / CHASE 2004-S2 2A4 0.21 1.43 0.0394 -0.0100
US3137FPE845 / Freddie Mac REMICS 0.21 3.92 0.0392 -0.0088
US12669G2U40 / CHL Mortgage Pass-Through Trust 2005-16 0.21 0.00 0.0391 -0.0105
US46629AAN19 / JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A13 0.21 2.43 0.0391 -0.0093
US31396YUX83 / Fannie Mae REMICS 0.21 0.48 0.0390 -0.0102
US452761AC32 / IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A 0.21 0.96 0.0388 -0.0101
US02147XAC11 / Alternative Loan Trust 2006-32CB 0.21 -1.89 0.0386 -0.0113
US3137AGNX48 / Freddie Mac REMICS 0.21 18.86 0.0384 -0.0026
US12667GJ463 / CMO 0.21 2.46 0.0384 -0.0093
US12544KAA16 / CHL Mortgage Pass-Through Trust 2007-17 0.21 -0.95 0.0384 -0.0108
US3128HWPJ06 / Freddie Mac Strips 0.21 0.48 0.0384 -0.0103
US46591KAZ66 / JP Morgan Mortgage Trust 2019-8 0.21 0.0384 0.0384
US05949A6L94 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 3A1 0.21 0.00 0.0383 -0.0103
US32051GH650 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 0.21 -1.90 0.0383 -0.0112
US92538FAA21 / Verus Securitization Trust 2021-2 0.21 -1.90 0.0382 -0.0111
US05949CCA27 / BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 0.21 -1.90 0.0381 -0.0112
US57643MAH79 / MASTR Asset Securitization Trust 2004-4 0.21 0.49 0.0379 -0.0100
RALI Series 2006-QS2 Trust / ABS-MBS (US761118UV88) 0.20 0.0375 0.0375
US3137AUDP18 / Freddie Mac REMICS 0.20 -4.27 0.0375 -0.0121
US12669EV295 / CHL Mortgage Pass-Through Trust 2003-48 0.20 -4.72 0.0374 -0.0123
US12668ABK07 / Alternative Loan Trust 2005-J10 0.20 -4.72 0.0374 -0.0124
US17307G4H88 / Citigroup Mortgage Loan Trust 2006-WF1 0.20 2.54 0.0374 -0.0089
US126694JQ21 / CHL Mortgage Pass-Through Trust 2005-25 0.20 2.54 0.0373 -0.0089
US126673CE01 / CWL 2004-BC3 M5 0.20 0.0373 0.0373
US74928AAA97 / RBSGC MORTGAGE PASS THROUGH CE RBSGC 2008 A A1 144A 0.20 2.03 0.0373 -0.0091
US362334HJ60 / GSR Mortgage Loan Trust 2006-3F 0.20 12.36 0.0371 -0.0047
US46646BAG32 / JP Morgan Mortgage Trust 2016-1 0.20 0.0361 0.0361
US38377WEZ32 / Government National Mortgage Association 0.19 2.65 0.0360 -0.0084
US12668AYJ86 / Alternative Loan Trust 2005-57CB 0.19 2.11 0.0359 -0.0088
US759950BV94 / Renaissance Home Equity Loan Trust, Series 2003-4, Class M2F 0.19 2.14 0.0354 -0.0084
US761119AW64 / Residential Asset Securitization Trust 2006-A8 0.19 6.70 0.0354 -0.0066
US74922UAC71 / Rali Series 2007-Qs8 Trust 0.19 -1.04 0.0351 -0.0100
US52521JAB52 / LEHMAN MORTGAGE TRUST LMT 2007 3 1A2 0.19 -0.53 0.0348 -0.0098
US76113LAD91 / Residential Asset Securitization Trust 2006-A10 0.19 1.62 0.0347 -0.0087
US805564PL99 / Saxon Asset Securities Trust 2004-1 0.19 -3.11 0.0347 -0.0106
US61749WAN74 / Morgan Stanley 06-11 2a1 Bond 0.19 0.0346 0.0346
US17309AAE91 / CMALT 2006 A1 1A5 0.19 -1.06 0.0346 -0.0097
US38376MK632 / Government National Mortgage Association 0.19 -0.53 0.0345 -0.0095
US885220HA41 / Thornburg Mortgage Securities Trust 2005-1 0.19 0.00 0.0343 -0.0093
US86360KAX63 / Structured Asset Mortgage Investments II Trust 2006-AR3 0.19 -16.67 0.0342 -0.0179
US38374LHM63 / Government National Mortgage Association 0.18 -3.66 0.0341 -0.0106
US81745AAA51 / SEQUOIA MORTGAGE TRUST 2013-5 SER 2013-5 CL A1 V/R REGD 144A P/P 2.50000000 0.18 -1.08 0.0340 -0.0095
US12555DAB10 / CIM Trust, Series 2019-INV1, Class A2 0.18 -5.67 0.0339 -0.0117
US126694UL05 / CHL Mortgage Pass-Through Trust, Series 2005-31, Class 2A1 0.18 -0.55 0.0336 -0.0091
US525229BD13 / CMO 0.18 -5.73 0.0335 -0.0115
US36190GAE89 / GSMSC Pass-Through Trust 2009-4R 0.18 -1.64 0.0334 -0.0096
US93363XAC74 / WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust 0.18 0.00 0.0334 -0.0089
BAFC / BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A1 0.18 -0.55 0.0333 -0.0093
US3128HXYS86 / Freddie Mac Strips 0.18 -0.56 0.0331 -0.0092
US3137BEH494 / Freddie Mac REMICS 0.18 -1.66 0.0329 -0.0096
US576433MA18 / MASTR Adjustable Rate Mortgages Trust 2004-4 0.18 0.00 0.0329 -0.0089
US45660LGV53 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A1 0.18 -10.55 0.0329 -0.0140
US761119AJ53 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A4 0.18 1.72 0.0328 -0.0081
US3623413D91 / GSMPS Mortgage Loan Trust 2006-RP1 0.18 0.0327 0.0327
US3136A7TZ54 / Fannie Mae REMICS 0.18 -2.76 0.0326 -0.0098
US05948KU804 / Banc of America Alternative Loan Trust 2005-11 0.17 -1.69 0.0323 -0.0093
US61751MAV63 / Morgan Stanley Mortgage Loan Trust 2007-10XS 0.17 4.82 0.0323 -0.0069
US12662QAC06 / CSMC 2021-NQM7 0.17 -1.14 0.0322 -0.0090
US38375LU734 / Government National Mortgage Association 0.17 -2.81 0.0321 -0.0097
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.17 0.0319 0.0319
US31398SH891 / Fannie Mae REMICS 0.17 -4.97 0.0318 -0.0107
US38381TV931 / Government National Mortgage Association 0.17 44.92 0.0316 0.0038
US05946XX573 / Banc of America Funding Trust 0.17 -14.72 0.0312 -0.0151
US31398QGG64 / FREDDIE MAC FHR 3666 FC 0.17 -0.59 0.0312 -0.0085
US12668A2N44 / Alternative Loan Trust 2005-70CB 0.17 1.82 0.0311 -0.0078
US81745DAN12 / Sequoia Mortgage Trust 2013-9 0.17 3.70 0.0310 -0.0071
US07402FAC95 / BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 0.17 0.0310 0.0310
US45670BAB53 / IndyMac INDX Mortgage Loan Trust 2007-AR21IP 0.17 -5.65 0.0310 -0.0106
US939344AN72 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 4 3A3 0.17 1.21 0.0310 -0.0077
US17307GEC87 / CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700 0.17 -0.60 0.0309 -0.0085
US31398J4P59 / Freddie Mac REMICS 0.17 -3.51 0.0306 -0.0095
US12506YCL11 / CDCMC 2004-HE1 M1 0.16 -28.07 0.0304 -0.0232
US64828EAB11 / New Residential Mortgage Loan Trust 2019-NQM4 0.16 -5.23 0.0303 -0.0101
US12669FEZ27 / Alternative Loan Trust 2003-J3 0.16 0.0303 0.0303
US35729PEU03 / Fremont Home Loan Trust 2004-C 0.16 1.90 0.0299 -0.0072
US12669E4E35 / Alternative Loan Trust 2003-J2 0.16 5.26 0.0297 -0.0061
US02149CAG69 / Alternative Loan Trust 2006-41CB 0.16 -0.62 0.0296 -0.0081
US22944BBN73 / CSMC Mortgage-Backed Trust 2007-5 0.16 1.91 0.0296 -0.0073
US026935AA45 / AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1 0.16 -0.63 0.0291 -0.0080
US12662EAC75 / CSMC 2021 NQM2 A3 144A 0.16 1.29 0.0290 -0.0075
US25150XAA00 / DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI SER 2007-OA5 CL A1A V/R REGD 0.31763000 0.15 -0.65 0.0286 -0.0078
US31392B6V34 / FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A3 0.15 -1.32 0.0278 -0.0078
US31392DP972 / Fannie Mae Trust 2002-W8 0.15 -0.66 0.0278 -0.0077
US2254585Q77 / Credit Suisse First Boston Mortgage Securities Corporation 0.15 -1.32 0.0278 -0.0079
US05950FAL94 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 4 A11 0.15 2.74 0.0277 -0.0067
US07324SDN99 / Bayview Commercial Asset Trust 2006-1 0.15 -3.25 0.0276 -0.0085
US759950CJ57 / Renaissance Home Equity Loan Trust, Series 2004-1, Class M4 0.15 4.93 0.0276 -0.0059
US466278AR98 / JP Morgan Alternative Loan Trust 2007-A2 0.15 -3.29 0.0272 -0.0085
US05552UAA25 / BINOM Securitization Trust 2021-INV1 0.15 -1.34 0.0272 -0.0078
US16678RAJ68 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2003 4A A1 144A 0.15 -1.34 0.0272 -0.0079
US57643GAE70 / MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5 0.15 0.00 0.0271 -0.0073
US92922FWM66 / WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust 0.14 -2.70 0.0267 -0.0080
US12667FYM12 / Alternative Loan Trust 2004-28CB 0.14 -7.14 0.0264 -0.0098
US45661SAA15 / IndyMac INDA Mortgage Loan Trust 2006-AR2 0.14 -2.05 0.0264 -0.0078
US552757AA45 / MFA 2020-NQM3 Trust 0.14 -4.05 0.0264 -0.0085
US31392MH392 / FHLMC STRUCTURED PASS THROUGH FSPC T 42 A5 0.14 0.71 0.0263 -0.0068
US17313QAU22 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A4A 0.14 -2.07 0.0263 -0.0079
US576433A715 / MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1 0.14 0.00 0.0262 -0.0070
US02149HAR12 / Alternative Loan Trust 2007-2CB 0.14 9.30 0.0262 -0.0043
US126401AA63 / CMO ADJ SER.2020-NQM1 CL.A1 0.14 0.0261 0.0261
US33851FAP27 / Flagstar Mortgage Trust 2018-6RR 0.14 -1.41 0.0260 -0.0073
US31396XQM91 / FANNIE MAE REMICS SER 2007-85 CL FG V/R 2.51838000 0.14 0.0258 0.0258
US31393YM510 / FANNIE MAE FNR 2004 37 FB 0.14 -2.13 0.0255 -0.0076
US45257VAA44 / Impac Secured Assets Trust 2007-3 0.14 -1.44 0.0255 -0.0073
US81441WAC01 / Security National Mortgage Loan Trust 2006-3 0.14 1.48 0.0254 -0.0065
FMCC / Federal Home Loan Mortgage Corporation 0.14 0.0253 0.0253
US19688KAA25 / COLT 2021-HX1 Mortgage Loan Trust 0.14 3.82 0.0251 -0.0057
US00764MBV81 / Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2004-2 0.14 3.03 0.0251 -0.0059
US45669AAA25 / IndyMac INDA Mortgage Loan Trust 2007-AR1 0.14 -13.46 0.0251 -0.0115
US32052AAE73 / First Horizon Alternative Mortgage Securities Trust 2006-AA8 0.13 -0.74 0.0249 -0.0068
US576433G423 / MASTR Adjustable Rate Mortgages Trust 2006-OA1 0.13 -0.75 0.0247 -0.0068
US12649MBC64 / CSMC SER 2015-1R 1ML+28 05/27/2037 144A 0.13 -11.33 0.0247 -0.0106
US36186MAC55 / GMACM Home Equity Loan Trust 2007-HE3 0.13 -2.21 0.0246 -0.0074
US225470M758 / CSMC 2006-3 1A4B 0.13 0.00 0.0241 -0.0064
US46630GAW50 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6 0.13 -5.15 0.0238 -0.0081
US12668EAE77 / Alternative Loan Trust 2006-J5 0.13 2.40 0.0238 -0.0056
US552732AA78 / MFA 2021-INV2 Trust, Series 2021-INV2, Class A1 0.13 -0.78 0.0238 -0.0067
US3137FRZF14 / Freddie Mac REMICS 0.13 0.0237 0.0237
US05953YBM21 / Banc of America Funding 2007-4 Trust 0.13 0.00 0.0235 -0.0063
US32051GQL22 / First Horizon Mortgage Pass-Through Trust 2005-AR3 0.13 0.00 0.0233 -0.0063
US22942JAN37 / CSMC Mortgage-Backed Trust 2006-6 0.13 44.83 0.0233 0.0027
US88632AAN81 / TIAA Bank Mortgage Loan Trust 2018-3 0.13 -2.34 0.0232 -0.0068
US3137ASEM22 / Freddie Mac REMICS 0.13 -0.79 0.0231 -0.0064
US17030JAA43 / CHNGE_22-1 0.12 -1.59 0.0231 -0.0067
US79548KUQ92 / Citigroup Global Markets Mortgage Securities VII Inc 0.12 -11.43 0.0230 -0.0099
US31395BU433 / Fannie Mae REMICS 0.12 0.0228 0.0228
US126694VR65 / CHL Mortgage Pass-Through Trust 2005-HY10 0.12 -65.24 0.0226 -0.0596
US46630RBB69 / JP Morgan Mortgage Trust 2007-S1 0.12 -3.17 0.0226 -0.0071
US12666RAF73 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 1AF6 0.12 -3.17 0.0226 -0.0070
US12666UAG85 / Countrywide Asset-Backed Certificates 0.12 -1.61 0.0225 -0.0067
US20846QDV77 / Conseco Finance Securitizations Corp 0.12 -1.63 0.0224 -0.0064
US3136AB3E12 / Fannie Mae REMICS 0.12 10.09 0.0222 -0.0034
US02149CAJ09 / Alternative Loan Trust 2006-41CB 0.12 0.0221 0.0221
US126694QJ05 / CHL Mortgage Pass-Through Trust 2005-HYB8 0.12 0.00 0.0220 -0.0060
US92922FM214 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6 0.12 -0.83 0.0220 -0.0062
US31397BP397 / Freddie Mac REMICS 0.12 -4.07 0.0219 -0.0070
US61748HPR65 / Morgan Stanley Mortgage Loan Trust 2005-7 0.12 -0.85 0.0218 -0.0060
US61746RDQ11 / MSAC 2003-NC8 B1 0.12 2.65 0.0216 -0.0050
US76112BSA97 / RAAC Series 2005-SP1 Trust 0.12 0.00 0.0215 -0.0058
US06606BAL45 / BankAmerica Manufactured Housing Contract Trust 0.12 -9.45 0.0214 -0.0085
US38375PXQ98 / Government National Mortgage Association 0.11 0.0212 0.0212
US225470ZL00 / Credit Suisse Mortgage Capital Certificates 0.11 1.79 0.0211 -0.0052
US92922FYA01 / Washington Mutual Mortgage Pass-through Certificates Series 2003-s12 2a 4.75 25-nov-2018 Bond Interm. Bond 0.11 -1.72 0.0211 -0.0061
US161639AG43 / Chase Mortgage Finance Trust Series 2007-A3 0.11 -1.72 0.0211 -0.0061
US93363PAD24 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR14 1A4 0.11 -0.87 0.0211 -0.0059
US81377GAA76 / Securitized Asset Backed Receivables LLC Trust 2006-FR4 0.11 -0.88 0.0210 -0.0058
US073882AC63 / Bear Stearns ARM Trust 2006-4 0.11 -2.59 0.0209 -0.0064
US92537QAE17 / VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A 0.11 -5.26 0.0200 -0.0069
US07386HVU21 / BEAR STEARNS ALT A TRUST BALTA 2005 7 23A1 0.11 0.00 0.0198 -0.0055
US393505UW07 / Conseco Finance Corp 0.11 -7.76 0.0198 -0.0074
US16678RDL87 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A 0.11 -1.83 0.0198 -0.0058
US02150JAE29 / Alternative Loan Trust 2007-9T1 0.11 72.13 0.0195 0.0052
US126694CE63 / CHL Mortgage Pass-Through Trust, Series 2005-21, Class A2 0.11 0.00 0.0194 -0.0054
US38379A4C15 / Government National Mortgage Association 0.11 19.32 0.0194 -0.0014
US74958EAQ98 / RFMSI Series 2006-S12 Trust 0.10 0.97 0.0193 -0.0049
US78473WAC73 / SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 2A1 0.10 -0.96 0.0192 -0.0053
US007036TA42 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 1A1 0.10 0.00 0.0191 -0.0052
FMCC / Federal Home Loan Mortgage Corporation 0.10 0.0190 0.0190
US225470EU38 / CMO 0.10 -1.92 0.0189 -0.0057
US31397RH333 / FHLMC, REMIC, Series 3417, Class EO 0.10 0.0189 0.0189
US31392UZ561 / FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-48, Class 1A 0.10 -1.92 0.0189 -0.0057
US761118FG86 / RALI Series 2005-QA9 Trust 0.10 0.00 0.0188 -0.0052
US3136A2D596 / Fannie Mae REMICS 0.10 3.06 0.0188 -0.0043
US2254W0HT59 / Credit Suisse First Boston Mortgage Securities Corp 0.10 -9.91 0.0186 -0.0076
US02152AAY55 / ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000 0.10 212.50 0.0186 0.0109
US36244WAB54 / GSAMP Trust 2006-S5 0.10 26.58 0.0185 -0.0001
US161630BD93 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 0.10 -0.99 0.0185 -0.0052
US31396YAY86 / FNMA, REMIC, Series 2007-117, Class MF 0.10 560.00 0.0183 0.0121
US362367AB08 / GSAA Home Equity Trust 2006-11 0.10 -2.02 0.0181 -0.0052
US1248M6AA48 / Credit-Based Asset Servicing and Securitization LLC 0.10 -1.02 0.0179 -0.0051
US32051GA887 / First Horizon Alternative Mortgage Securities Trust 2005-AA10 0.10 -14.29 0.0178 -0.0085
US466247CV31 / JP Morgan Mortgage Trust 2004-A3 0.10 -29.10 0.0177 -0.0139
US52522UAA16 / Lehman Mortgage Trust 2008-2 0.10 75.93 0.0176 0.0049
US3136A7LX88 / Fannie Mae REMICS 0.10 -3.06 0.0176 -0.0055
US2254W0PJ85 / Credit Suisse First Boston Mortgage Securities Corp 0.09 3.30 0.0174 -0.0041
US64831GAG01 / New Residential Mortgage Loan Trust 0.09 2.20 0.0173 -0.0040
US94984GAD97 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 0.09 0.00 0.0173 -0.0047
US78473TAC45 / STARM Mortgage Loan Trust 2007-2 0.09 -5.10 0.0173 -0.0059
US46628LAW81 / JP Morgan Mortgage Trust 2006-A4 0.09 -4.12 0.0172 -0.0056
US38378KQP74 / Government National Mortgage Association 0.09 10.84 0.0170 -0.0024
US12545CAF77 / CHL Mortgage Pass-Through Trust 2007-10 0.09 3.45 0.0166 -0.0039
US22541NCQ07 / Home Equity Asset Trust 2002-2 0.09 2.33 0.0163 -0.0041
US878048AQ03 / TBW Mortgage-Backed Trust Series 2006-2 0.09 -2.22 0.0163 -0.0050
US17307GB807 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A3A 0.09 -1.12 0.0163 -0.0046
US40430RAB24 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A1 0.09 0.00 0.0162 -0.0043
US76112BUF56 / GMACM Mortgage Loan Trust 2005-AR4 0.09 0.00 0.0161 -0.0044
US3137ASFJ83 / Freddie Mac REMICS 0.09 -13.13 0.0159 -0.0073
US07384MVR05 / Bear Stearns ARM Trust, Series 2003-4, Class 3A1 0.08 -1.18 0.0157 -0.0044
US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 0.08 127.03 0.0157 0.0068
US31398SXN88 / FNR 2010-141 FB 12/40 0.08 0.0155 0.0155
US2254W0NL59 / Credit Suisse First Boston Mortgage Securities Corp 0.08 2.47 0.0155 -0.0037
US36228FVH62 / GSAMP Trust, Series 2003-SEA, Class A1 0.08 59.62 0.0155 0.0031
US81882JAB70 / SG Residential Mortgage Trust 2020-2 0.08 -1.22 0.0151 -0.0042
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.08 0.0151 0.0151
US81744FFJ12 / Sequoia Mortgage Trust, Series 2004-11, Class A1 0.08 -1.22 0.0151 -0.0044
US034651AA74 / Angel Oak Mortgage Trust 2020-R1 0.08 0.0150 0.0150
US85573JAA43 / Starwood Mortgage Residential Trust 2021-3 0.08 3.85 0.0150 -0.0035
US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A 0.08 -1.23 0.0149 -0.0041
US3136AFV504 / Fannie Mae REMICS 0.08 0.00 0.0148 -0.0040
US04012XAC92 / ARGENT SECURITIES INC. ARSI 2006 W5 A2B 0.08 -1.25 0.0147 -0.0042
US225470FM03 / CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 0.08 49.06 0.0147 0.0021
US07384YKF24 / Bear Stearns Asset Backed Security 5.5%, due 9/25/2033 0.08 -1.25 0.0147 -0.0043
US76113NAL73 / Residential Asset Securitization Trust, Series 2006-A7CB, Class 2A5 0.08 11.27 0.0146 -0.0021
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.08 0.0146 0.0146
US1266942H06 / COUNTRYWIDE HOME EQUITY LOAN TRUST 0.08 2.63 0.0144 -0.0035
US31392CH492 / Fannie Mae REMICS 0.08 -6.10 0.0143 -0.0051
US362341SG53 / GSR Mortgage Loan Trust 2005-AR6 0.08 0.00 0.0142 -0.0039
US589962CN74 / MESC 12-1 1M1 0.08 0.0141 0.0141
US61748HHB06 / Morgan Stanley Mortgage Loan Trust, Series 2004-11AR, Class 1A2A 0.08 0.00 0.0141 -0.0038
US31397ABC62 / Freddie Mac REMICS 0.08 525.00 0.0140 0.0112
US76119DAC39 / Residential Mortgage Loan Trust 2019-2 0.08 -46.43 0.0140 -0.0189
US929227XE12 / WaMu Mortgage Pass-Through Certificates Series 2002-AR17 Trust 0.08 -1.32 0.0139 -0.0040
US02660TBV44 / American Home Mortgage Investment Trust 2004-3 0.07 1.37 0.0138 -0.0035
US81747CAA99 / Sequoia Mortgage Trust 2019-CH2 0.07 0.0138 0.0138
Government National Mortgage Association / ABS-MBS (US38381TBW45) 0.07 0.0135 0.0135
US92925CDS89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust 0.07 0.00 0.0134 -0.0035
US74160MKU52 / Prime Mortgage Trust 2005-4 0.07 2.90 0.0133 -0.0031
US552751AC31 / MFRA TRUST MFRA 2020 NQM2 A3 144A 0.07 -6.58 0.0132 -0.0047
US872635AA52 / Toorak Mortgage Corporation, Ltd. 0.07 0.00 0.0131 -0.0037
US31396LHX10 / FNMA, REMIC, Series 2006-101, Class FD 0.07 0.0130 0.0130
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.07 0.0130 0.0130
US94983RAD61 / Wells Fargo Mortgage Backed Securities 2006-AR5 Trust 0.07 -4.11 0.0130 -0.0043
US161546GN08 / Chase Funding Trust, Series 2003-5, Class 1M2 0.07 7.69 0.0130 -0.0023
US31396XNT71 / FANNIE MAE FNR 2007 96 AF 0.07 0.0128 0.0128
US466247NM13 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1 0.07 0.00 0.0127 -0.0033
US31392HY231 / FNMA, REMIC, Series 2003-7, Class FA 0.07 0.0127 0.0127
US46592KAF93 / JP Morgan Mortgage Trust 2021-3 0.07 1.52 0.0125 -0.0032
US126694AM08 / CHL Mortgage Pass-Through Trust 2005-19 0.07 -2.94 0.0123 -0.0037
US1248P1AA20 / Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB8, Class A1 0.07 0.00 0.0123 -0.0034
US05953LAJ89 / Banc of America Funding 2007-8 Trust 0.07 8.20 0.0123 -0.0021
First Horizon Alternative Mortgage Securities Trust 2005-FA6 / ABS-MBS (US32051GTD78) 0.07 0.0123 0.0123
US040104TH43 / ARGENT SECURITIES INC. ARSI 2006 W4 A2D 0.07 0.00 0.0122 -0.0034
US31396FRL93 / Freddie Mac REMICS 0.07 0.0122 0.0122
US74959AAB98 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA4 3A1 0.07 -8.45 0.0121 -0.0045
US31395NXA08 / FNMA, REMIC, Series 2006-56, Class FC 0.07 0.0121 0.0121
US466247BT93 / JP Morgan Mortgage Trust 2004-A1 0.06 -1.54 0.0120 -0.0035
US45254NMB00 / Impac CMB Trust 0.06 146.15 0.0120 0.0059
US43709BAB53 / Home Equity Mortgage Loan Asset-Backed Trust, Series 2006-C, Class 2A 0.06 0.00 0.0119 -0.0033
US3136AHG535 / Fannie Mae REMICS 0.06 0.0117 0.0117
US3136BN6T80 / Fannie Mae REMICS 0.06 -8.70 0.0117 -0.0045
US64352VJK89 / New Century Home Equity Loan Trust, Series 2004-4, Class M2 0.06 -17.33 0.0116 -0.0061
US225470A787 / Adjustable Rate Mortgage Trust 2006-1 0.06 -3.12 0.0115 -0.0037
US83164NBQ97 / Small Business Administration Pools 0.06 -10.29 0.0114 -0.0048
US31396AKM52 / Freddie Mac REMICs 0.06 0.0113 0.0113
US748940AD51 / Residential Accredit Loans, Inc. 0.06 0.0113 0.0113
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.06 0.0113 0.0113
US52520MGG24 / LEHMAN MORTGAGE TRUST LMT 2006 2 1A1 0.06 -6.15 0.0113 -0.0040
US36418AAG22 / GALTON FUNDING MORTGAGE TRUST 2017-2 GFMT 2019-2 A21 0.06 -3.17 0.0113 -0.0036
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.06 0.0112 0.0112
US251510FW82 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-4 0.06 1.69 0.0112 -0.0027
US3136ABFP36 / Fannie Mae REMICS 0.06 1.69 0.0111 -0.0027
US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 0.06 3.45 0.0111 -0.0027
FMCC / Federal Home Loan Mortgage Corporation 0.06 0.0110 0.0110
US674135BW76 / Oakwood Mortgage Investors Inc 0.06 -16.90 0.0109 -0.0058
US31397PST83 / FREDDIE MAC FHR 3404 AF 0.06 0.0109 0.0109
US02151GAF46 / Alternative Loan Trust 2007-24 0.06 7.41 0.0108 -0.0020
US22540VKM36 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 28 1A1 0.06 -3.33 0.0108 -0.0033
US12544QAA85 / CHL Mortgage Pass-Through Trust 2007-20 0.06 3.57 0.0108 -0.0025
US12667GGA58 / Alternative Loan Trust 2005-19CB 0.06 21.28 0.0106 -0.0005
US45668LAA98 / IndyMac INDX Mortgage Loan Trust 2006-AR37 0.06 1.82 0.0105 -0.0025
US92922FE955 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A3 0.06 -1.75 0.0105 -0.0030
US02150KAZ21 / CORP CMO 0.06 -6.67 0.0105 -0.0037
US61749JAE64 / Morgan Stanley Mortgage Loan Trust 0.06 -12.50 0.0104 -0.0046
US31397A6L29 / Freddie Mac REMICS 0.06 0.0103 0.0103
US749228AH58 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS4 A8 0.06 0.00 0.0103 -0.0026
US126379AG16 / CSMC Mortgage-Backed Trust 0.06 1.85 0.0102 -0.0027
US05952FAG81 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A7 0.05 -1.82 0.0100 -0.0030
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.05 0.0098 0.0098
US395383AG78 / GREENPOINT MANUFACTURED HOUSIN GPMH 1999 5 M2 0.05 8.33 0.0097 -0.0017
US576434YE84 / MASTR ALTERNATIVE LOANS TRUST MALT 2004 12 2A1 0.05 -1.89 0.0097 -0.0029
US94984MAP95 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR14 2A3 0.05 -7.14 0.0097 -0.0036
US81743PBW59 / Sequoia Mortgage Trust 2003-4 0.05 -1.89 0.0096 -0.0028
US61750FAB67 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2FP 0.05 -1.92 0.0096 -0.0026
US17312KAJ16 / Citicorp Mortgage Securities Trust, Series 2007-5, Class 1A9 0.05 2.00 0.0095 -0.0022
US17307G3C01 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 0.05 0.00 0.0095 -0.0026
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.05 0.0095 0.0095
US92538HAA86 / Verus Securitization Trust 2021-4 0.05 4.08 0.0095 -0.0022
US31574PAA30 / Ellington Financial Mortgage Trust 2020-1 0.05 188.24 0.0091 0.0050
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.05 0.0091 0.0091
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.05 0.0088 0.0088
US3136BKY225 / Fannie Mae REMICS 0.05 0.0088 0.0088
US31397HFY99 / Freddie Mac REMICS 0.05 0.0088 0.0088
US84751WAD65 / SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C 0.05 0.00 0.0087 -0.0025
US61913PAR38 / MORTGAGEIT TRUST 2005-1 MHL 2005-1 2A 0.05 -4.17 0.0087 -0.0028
US67114JAA88 / OBX 2021-NQM3 Trust 0.05 0.0086 0.0086
US38377MH743 / Government National Mortgage Association 0.05 -4.17 0.0085 -0.0030
US863579L482 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1 0.05 -4.17 0.0085 -0.0028
US41161PWU38 / HarborView Mortgage Loan Trust 2005-14 0.05 2.27 0.0084 -0.0021
US32051GW766 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA2 2A1 0.05 -4.26 0.0083 -0.0028
US46627MFW29 / JP Morgan Alternative Loan Trust 2006-S1 0.05 -8.16 0.0083 -0.0034
JP Morgan Mortgage Trust 2007-S1 / ABS-MBS (US46630RAG65) 0.04 0.0083 0.0083
US95002FAS39 / Wells Fargo Mortgage Backed Securities 2019-4 Trust 0.04 0.0083 0.0083
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.04 0.0082 0.0082
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.04 0.0082 0.0082
US16678XAB01 / CORP CMO 0.04 -2.22 0.0082 -0.0024
US31395ABZ75 / Freddie Mac REMICS 0.04 0.0082 0.0082
US35729MAA53 / Fremont Home Loan Trust 2006-3 0.04 0.00 0.0081 -0.0023
US05949CKQ86 / BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1 0.04 -2.27 0.0081 -0.0023
US33767CAD92 / FIRSTKEY MORTGAGE TRUST 2015-1 FKMT 2015-1 A3 0.04 -6.52 0.0081 -0.0028
US751150AH64 / RALI Series 2006-QO7 Trust 0.04 -2.27 0.0080 -0.0023
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.04 0.0080 0.0080
US61690HAF64 / Morgan Stanley Resecuritization Trust 2015-R2 0.04 -25.86 0.0080 -0.0056
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.04 0.0079 0.0079
US17311FAB04 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A1B 0.04 0.0078 0.0078
US81747DAB55 / Sequoia Mortgage Trust 2018-CH1 0.04 0.0078 0.0078
US007036LJ33 / Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1 0.04 0.00 0.0077 -0.0021
US3137AJZ315 / FREDDIE MAC FHR 3977 FB 0.04 0.0076 0.0076
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W9 / ABS-MBS (US040104LC38) 0.04 0.0074 0.0074
US362334KT06 / GSR Mortgage Loan Trust 2006-3F 0.04 33.33 0.0074 0.0002
US3137H1VN38 / Freddie Mac REMICS 0.04 0.0074 0.0074
US43710BAC00 / Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 2A2 0.04 0.00 0.0073 -0.0021
US86359BBS97 / Structured Asset Securities Corp., Series 2003-37A, Class 2A 0.04 2.63 0.0072 -0.0019
Government National Mortgage Association / ABS-MBS (US38375GXZ98) 0.04 0.0071 0.0071
US761118UN62 / RALI Series 2006-QS2 Trust 0.04 0.00 0.0071 -0.0021
Government National Mortgage Association / ABS-MBS (US38379LD526) 0.04 0.0071 0.0071
US32056JAE47 / FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2 0.04 0.0070 0.0070
US58549XAF06 / Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4 0.04 2.78 0.0069 -0.0017
US61746RHT14 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M2 0.04 0.0069 0.0069
US45254TSS41 / Impac Secured Assets Corp Series 2005-2 0.04 -2.63 0.0069 -0.0020
US576434GH18 / MASTR Alternative Loan Trust 2003-6 0.04 -2.63 0.0068 -0.0021
US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 0.04 0.00 0.0066 -0.0016
US12668BMH32 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0.03 0.00 0.0065 -0.0015
US94985JBP49 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A38 0.03 -2.86 0.0064 -0.0019
US12647MAM73 / CSMC Trust 2013-6 0.03 -5.56 0.0064 -0.0021
US92925CDB54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0.03 9.68 0.0063 -0.0011
US00442AAA16 / ACE Securities Corp Home Equity Loan Trust Series 2006-ASL1 0.03 -2.94 0.0061 -0.0019
US05946XRV72 / BANC OF AMERICA FUNDING 2005-B TRUST BAFC 2005-B 2A1 0.03 0.00 0.0059 -0.0016
US45660LTR05 / Residential Asset Securitization Trust 2005-A9 0.03 -41.51 0.0059 -0.0067
US576438AC98 / MARM 2006-2 2A1 0.03 0.00 0.0058 -0.0016
US31396R3N59 / Freddie Mac REMICS 0.03 0.0057 0.0057
US007036DN37 / Adjustable Rate Mortgage Trust 2004-4 0.03 -14.29 0.0057 -0.0026
US86364DAA81 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-7 0.03 0.00 0.0057 -0.0015
US05946XQA45 / Banc of America Funding 2005-1 Trust 0.03 3.45 0.0055 -0.0014
US225470YH07 / Credit Suisse Securities (USA) LLC 0.03 0.00 0.0055 -0.0014
US225458X297 / CSFB 2005-8 1A3 0.03 -3.33 0.0055 -0.0016
US12667GKG72 / Countrywide Alternative Loan Trust, Series 2005-21CB, Class A7 0.03 3.57 0.0055 -0.0012
US67448TBE47 / OBX 2020-EXP1 TRUST 0.03 3.57 0.0055 -0.0012
US466247LS01 / JP MORGAN MORTGAGE TRUST 0.03 -15.15 0.0053 -0.0026
US3137B5QZ97 / FHLMC, REMIC, Series 4265, Class FD 0.03 -3.45 0.0053 -0.0017
US026933AA96 / American Home Mortgage Investment Trust 2007-A 0.03 0.00 0.0053 -0.0015
US52524VAG41 / Lehman XS Trust, Series 2007-15N 0.03 3.70 0.0053 -0.0011
US36242DXG32 / GSMPS Mortgage Loan Trust 2005-RP1 0.03 0.00 0.0052 -0.0015
US362290AC25 / GSR Mortgage Loan Trust 2007-AR1 0.03 12.00 0.0052 -0.0008
US126670TH10 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF6 0.03 -3.45 0.0052 -0.0017
US92922FMB12 / WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S1, Class 1A11 0.03 3.85 0.0050 -0.0013
US160762AH35 / Charlie Mac Trust 2004-1 0.03 0.00 0.0050 -0.0014
US007036PG57 / Adjustable Rate Mortgage Trust 2005-6A 0.03 0.00 0.0049 -0.0014
US92922F3J59 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 0.03 -3.70 0.0049 -0.0016
US225470UJ09 / CSMC Mortgage-Backed Trust Series 2006-1 0.03 0.0049 0.0049
US576434UP77 / MASTR Alternative Loan Trust, Series 2004-8, Class 1A1 0.03 0.00 0.0049 -0.0014
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0.03 -3.70 0.0049 -0.0015
US59166CAE93 / METLIFE SECURITIZATION TRUST 2020-1 MST 2020-INV1 A2A 0.03 4.00 0.0048 -0.0012
US61748HAQ48 / Morgan Stanley Mortgage Loan Trust 2004-5AR 0.03 -7.14 0.0048 -0.0018
US251563CA87 / Deutsche Mortgage Securities, Inc., Mortgage Loan Trust, Series 2004-1, Class 3A5 0.03 -13.33 0.0048 -0.0022
US02151GAG29 / Alternative Loan Trust 2007-24 0.03 47.06 0.0048 0.0007
US984582AA41 / Yale Mortgage Loan Trust 2007-1 0.03 0.00 0.0047 -0.0013
US33852AAP21 / Flagstar Mortgage Trust 2019-1 0.03 0.00 0.0047 -0.0012
US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 0.03 0.00 0.0047 -0.0012
US36229RKQ10 / GSR Mortgage Loan Trust 2004-2F 0.03 4.17 0.0047 -0.0012
US94989UAA97 / Wells Fargo Mortgage Backed Securities 2018-1 0.02 0.00 0.0046 -0.0012
US81376YAC57 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B 0.02 -4.00 0.0046 -0.0013
US35729QAC24 / Fremont Home Loan Trust 2006-B 0.02 0.00 0.0045 -0.0013
US25157GAH56 / Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 0.02 0.00 0.0045 -0.0013
Government National Mortgage Association / ABS-MBS (US38382KJ792) 0.02 0.0044 0.0044
US02147XAR89 / Alternative Loan Trust 0.02 -4.17 0.0044 -0.0013
US81744MAA09 / Sequoia Mortgage Trust 2007-3 0.02 -8.00 0.0044 -0.0015
US31397SWH39 / Fannie Mae REMICS 0.02 0.00 0.0042 -0.0011
US3137G1BV83 / Freddie Mac Whole Loan Securities Trust 2017-SC02 0.02 0.00 0.0042 -0.0011
US31393AP927 / Fannie Mae 5.69596 10/01/2042 0.02 4.76 0.0041 -0.0009
US161546HU32 / Chase Funding Trust Series 2004-1 0.02 -8.70 0.0040 -0.0015
US3137ARCX22 / Federal Home Loan Mortgage Corporation 0.02 40.00 0.0039 0.0002
US45254NJL29 / Impac CMB Trust, Series 2004-5, Class 1M2 0.02 0.0039 0.0039
US81882JAA97 / SG Residential Mortgage Trust 2020-2 0.02 -4.76 0.0039 -0.0011
US939336S201 / WAMMS 2004-RA2 CB1 0.02 11.11 0.0038 -0.0007
US65535VLB26 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1 0.02 -4.76 0.0037 -0.0012
US17307GLN69 / Credit-Based Asset Servicing & Securitization LLC 0.02 -9.09 0.0037 -0.0015
US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 0.02 0.00 0.0037 -0.0010
Impac CMB Trust Series 2004-6 / ABS-MBS (US45254NJY40) 0.02 0.0036 0.0036
US542515AA98 / Long Beach Mortgage Loan Trust 2006-A 0.02 -5.00 0.0036 -0.0012
US576434PX66 / MASTER ALTERNATIVE LOANS TRUST 0.02 0.00 0.0036 -0.0011
CSMC Mortgage-Backed Trust Series 2006-1 / ABS-MBS (US225470WC38) 0.02 0.0036 0.0036
74951PCC / RESI Finance LP 2003-D 0.02 0.0035 0.0035
Government National Mortgage Association / ABS-MBS (US38382LTT88) 0.02 0.0035 0.0035
US31392FDE43 / Fannie Mae Grantor Trust 2002-T16 0.02 0.00 0.0035 -0.0009
US61748HRW33 / Morgan Stanley Mortgage Loan Trust 2005-10 0.02 0.00 0.0034 -0.0009
US172973M978 / Citicorp Mortgage Securities Inc 0.02 0.00 0.0034 -0.0010
US74161QAA04 / PRIME 2006-CL1 A1 0.02 0.00 0.0034 -0.0010
US95002JAA43 / Wells Fargo Mortgage Backed Securities 2019-2 Trust 0.02 0.00 0.0033 -0.0009
US589929D885 / Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A1 0.02 -5.56 0.0033 -0.0010
US86359LAP40 / Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1 0.02 -5.56 0.0033 -0.0009
US61748HKC42 / Morgan Stanley Mortgage Loan Trust 2005-4 0.02 0.00 0.0032 -0.0008
US576434EL48 / MALT 2003-4 3A1 0.02 0.00 0.0032 -0.0009
US90263AAF75 / UCFC MANUFACTURED HOUSING CONT UCFCM 1996 1 M 0.02 -5.56 0.0032 -0.0013
US81744FCH82 / SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 0.02 0.00 0.0032 -0.0009
US38382TG815 / Government National Mortgage Association 0.02 0.00 0.0031 -0.0010
US3137AYEW71 / Freddie Mac REMICS 0.02 6.25 0.0031 -0.0008
US3136APBB71 / Fannie Mae REMICS 0.02 -15.79 0.0031 -0.0014
US761118CG14 / RALI Series 2005-QS11 Trust 0.02 100.00 0.0031 0.0010
US02660TFJ79 / AMERICAN HOME MORTGAGE INVESTMENT TRUST 0.02 0.0029 0.0029
US45671BAC28 / INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F3 2A1 0.02 0.00 0.0029 -0.0007
US073879EV61 / Bear Stearns Asset Backed Securities I Trust 2004-HE7 0.01 -6.67 0.0027 -0.0010
US75115AAD37 / RALI Series Trust 0.01 0.00 0.0027 -0.0008
US05950MAJ99 / BAFC 2006-G 3A3 0.01 -12.50 0.0027 -0.0012
US03464WAA09 / Angel Oak Mortgage Trust LLC 2020-5 0.01 -7.14 0.0026 -0.0009
US45669YAC66 / IndyMac INDX Mortgage Loan Trust 2007-AR9 0.01 0.00 0.0025 -0.0006
Impac CMB Trust Series 2004-6 / ABS-MBS (US45254NKA45) 0.01 0.0024 0.0024
US81744FGM32 / SEQUOIA MORTGAGE TRUST SEMT 2005 1 A1 0.01 -7.69 0.0023 -0.0007
US31392MEM01 / Freddie Mac 5.305275 07/01/2032 0.01 0.00 0.0023 -0.0006
US74924DAA72 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1 0.01 -8.33 0.0022 -0.0007
US3136AQWE64 / Fannie Mae REMICS 0.01 -9.09 0.0020 -0.0006
US46643QAX60 / JP Morgan Mortgage Trust 2014-IVR6 0.01 0.00 0.0019 -0.0006
US3137FUA959 / Freddie Mac REMICS 0.01 -69.70 0.0019 -0.0114
US75405WAF95 / RASC Series 2005-KS10 Trust 0.01 -41.18 0.0019 -0.0022
US46629EAH62 / JP Morgan Alternative Loan Trust 0.01 -10.00 0.0018 -0.0006
US31397KQS32 / Freddie Mac REMICS 0.01 -11.11 0.0016 -0.0006
US45254NQS98 / Impac CMB Trust Series 2005-6 0.01 0.00 0.0016 -0.0005
US761119AE66 / RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A5 0.01 0.00 0.0014 -0.0004
US31393APU50 / FNMA, REMIC, Series 2003-25, Class KP 0.01 0.00 0.0014 -0.0004
US69337NAC20 / PHHMC Series 2007-3 Trust 0.01 0.00 0.0013 -0.0003
US61749JAS50 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2 0.01 0.0013 0.0013
US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 0.01 0.00 0.0012 -0.0004
US46627MAW73 / JP Morgan Alternative Loan Trust 0.01 0.00 0.0012 -0.0003
US395383AH51 / Greenpoint Manufactured Housing 0.01 -40.00 0.0012 -0.0014
US38378YZ771 / Government National Mortgage Association 0.01 -14.29 0.0011 -0.0006
US31394TZV06 / Freddie Mac REMICS 0.01 0.00 0.0011 -0.0003
US3137B12D34 / Freddie Mac REMICS 0.01 -16.67 0.0010 -0.0005
US46648UAC80 / JP Morgan Mortgage Trust 2017-4 0.00 -20.00 0.0009 -0.0003
US12506YAF60 / CDC Mortgage Capital Trust 2002-HE1 0.00 -33.33 0.0009 -0.0006
US46591VBC28 / JP Morgan Mortgage Trust 2020-INV1 0.00 0.0008 0.0008
GMACM Mortgage Loan Trust 2004-GH1 / ABS-MBS (US36185HEA77) 0.00 0.0007 0.0007
US31398PC567 / FNMA, REMIC, Series 2010-41, Class DC 0.00 -33.33 0.0004 -0.0004
US12667FT886 / Alternative Loan Trust 2005-J1 0.00 0.0000 -0.0000
US93934NAZ87 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust 0.00 0.0000 -0.0000