Mga Batayang Estadistika
Nilai Portofolio $ 736,429,279
Posisi Saat Ini 691
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

VKMGX - Invesco Quality Income Fund CLASS A telah mengungkapkan total kepemilikan 691 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 736,429,279 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama VKMGX - Invesco Quality Income Fund CLASS A adalah Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Ginnie Mae (US:US21H0526788) , GINNIE MAE II POOL 30YR TBA (JULY) (US:US21H0206753) , GNII II 2.5% 07/01/2050 #TBA (US:US21H0226710) , and Ginnie Mae (US:US21H0306744) . Posisi baru VKMGX - Invesco Quality Income Fund CLASS A meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Ginnie Mae (US:US21H0526788) , GINNIE MAE II POOL 30YR TBA (JULY) (US:US21H0206753) , GNII II 2.5% 07/01/2050 #TBA (US:US21H0226710) , and Ginnie Mae (US:US21H0306744) .

Tambahkan Dana Ini
ke Dasbor Anda
Peningkatan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
19.89 3.9010 3.2749
19.10 3.7455 1.4558
5.81 1.1397 1.1397
5.81 1.1397 1.1397
14.19 2.7821 1.0013
14.55 2.8542 0.9919
1.47 0.2875 0.2875
1.47 0.2875 0.2875
1.26 0.2466 0.2466
1.26 0.2466 0.2466
Penurunan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
-5.77 -1.1322 -2.9159
10.25 2.0102 -0.8516
2.28 0.4480 -0.7796
4.06 4.06 0.7953 -0.4729
4.12 0.8073 -0.3930
4.90 0.9614 -0.1500
0.70 0.1376 -0.0948
4.71 0.9227 -0.0429
4.71 0.9227 -0.0429
4.71 0.9227 -0.0429
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.

Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. .

2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
Keamanan Ketik Harga Saham Rata-rata Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
US01F0606750 / Uniform Mortgage-Backed Security, TBA 22.73 -6.98 4.4584 0.0503
US21H0526788 / Ginnie Mae 19.89 399.67 3.9010 3.2749
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) 19.10 50.45 3.7455 1.4558
US21H0226710 / GNII II 2.5% 07/01/2050 #TBA 18.80 -6.22 3.6875 0.0714
US21H0306744 / Ginnie Mae 14.55 40.95 2.8542 0.9919
US21H0506723 / Ginnie Mae 14.19 43.67 2.7821 1.0013
US3132DMYY55 / Freddie Mac Pool 14.14 -2.43 2.7731 -0.0209
US3133KQDB95 / Federal Home Loan Mortgage Corp. 10.78 -2.29 2.1138 -0.0130
US3132DWBP77 / UMBS 10.57 -2.03 2.0738 -0.0071
US3132DVMB89 / FNCL UMBS 2.5 SD7554 04-01-52 10.27 -2.77 2.0139 -0.0225
US21H0606713 / Ginnie Mae 10.25 -35.40 2.0102 -0.8516
Mitsubishi UFJ Trust & Banking Corp. / DBT (US60683D7D52) 10.00 0.03 1.9620 0.0337
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.56 -1.71 1.6790 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.56 -1.71 1.6790 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.56 -1.71 1.6790 -0.0002
US01F0626717 / Uniform Mortgage-Backed Security, TBA 8.26 1.45 1.6201 0.1514
US3140XC6B97 / Federal National Mortgage Association 8.17 -2.71 1.6029 -0.0168
US3140EU6V61 / Federal National Mortgage Association 8.03 -2.80 1.5750 -0.0179
US3133KQBC96 / Federal Home Loan Mortgage Corp. 7.61 -2.01 1.4927 -0.0049
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 7.00 -0.03 1.3735 0.0230
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 7.00 -0.03 1.3735 0.0230
BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 7.00 -0.03 1.3735 0.0230
Standard Chartered Bank / DBT (US85325VNE64) 7.00 -0.11 1.3731 0.0217
Standard Chartered Bank / DBT (US85325VNE64) 7.00 -0.11 1.3731 0.0217
Standard Chartered Bank / DBT (US85325VNE64) 7.00 -0.11 1.3731 0.0217
US3140QMRB23 / Fannie Mae Pool 6.82 -2.65 1.3379 -0.0133
US3140XAJL75 / Federal National Mortgage Association 6.70 -1.93 1.3139 -0.0031
US3132WJQX25 / Federal Home Loan Mortgage Corp. 6.62 -2.26 1.2979 -0.0075
US3140L3GC91 / Fannie Mae Pool 6.54 -1.15 1.2830 0.0070
US3140XLKW76 / Federal National Mortgage Association 6.43 -2.24 1.2602 -0.0070
US3132DNNW91 / FREDDIE MAC POOL UMBS P#SD1305 5.00000000 6.14 -2.57 1.2051 -0.0108
DE000C4SA6R6 / EURO STOXX 50 Index 6.00 -0.02 1.1774 0.0197
DE000C4SA6R6 / EURO STOXX 50 Index 6.00 -0.02 1.1774 0.0197
US3140QREJ82 / UMBS Fannie Mae Pool 5.90 -1.95 1.1566 -0.0030
US3140QKQQ45 / Federal National Mortgage Association 5.89 -1.93 1.1552 -0.0028
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.81 1.1397 1.1397
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.81 1.1397 1.1397
US20755AAC62 / Fannie Mae Connecticut Avenue Securities 5.79 -0.53 1.1364 0.0132
US3132DM2Y01 / Federal Home Loan Mortgage Corp. 5.70 -3.28 1.1170 -0.0182
US38380P4N18 / Government National Mortgage Association, Series 2020-137, Class A 5.67 -0.65 1.1113 0.0116
US3140L85E61 / Federal National Mortgage Association 5.64 -2.42 1.1070 -0.0082
US3140X9WP61 / Federal National Mortgage Association 5.53 -1.51 1.0845 0.0019
US31418DVC37 / UMBS 5.51 -2.24 1.0797 -0.0061
US3140QCNM42 / Federal National Mortgage Association 5.48 -4.88 1.0751 -0.0361
US3140J9WH03 / Fannie Mae Pool 5.48 -2.79 1.0742 -0.0121
US3133BWWF67 / Federal Home Loan Mortgage Corp. 5.47 -3.53 1.0732 -0.0204
Verus Securitization Trust, Series 2023-INV3, Class A3 / ABS-MBS (US92540CAC10) 5.41 -5.45 1.0617 -0.0423
Verus Securitization Trust, Series 2023-INV3, Class A3 / ABS-MBS (US92540CAC10) 5.41 -5.45 1.0617 -0.0423
US3132DNJK00 / Federal Home Loan Mortgage Corp. 5.32 -2.06 1.0433 -0.0040
US3140X5FH17 / Federal National Mortgage Association 5.31 -4.46 1.0414 -0.0302
ING US Funding LLC / DBT (US44988GFE35) 5.00 -0.02 0.9811 0.0164
ING US Funding LLC / DBT (US44988GFE35) 5.00 -0.02 0.9811 0.0164
US3137AUGD50 / Freddie Mac REMICs 4.90 -14.95 0.9614 -0.1500
US3132DVKM62 / UMBS Pool 4.80 -2.64 0.9416 -0.0092
US35564KWT23 / STACR_22-DNA4 4.80 0.04 0.9412 0.0163
US3133KH5S17 / Freddie Mac Pool 4.72 -3.73 0.9265 -0.0197
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.71 -6.07 0.9227 -0.0429
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.71 -6.07 0.9227 -0.0429
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.71 -6.07 0.9227 -0.0429
US3132DMKN47 / Federal Home Loan Mortgage Corp. 4.67 -5.22 0.9159 -0.0340
US3138X3XR84 / Federal National Mortgage Association 4.64 -2.83 0.9100 -0.0106
US3133KKAL35 / Federal Home Loan Mortgage Corp. 4.55 -1.96 0.8921 -0.0024
US3140KEMQ84 / Federal National Mortgage Association 4.47 -4.89 0.8771 -0.0295
US3140XLND68 / Federal National Mortgage Association 4.44 -2.29 0.8701 -0.0055
US3617MKLS61 / Government National Mortgage Association 4.39 -4.75 0.8617 -0.0278
US3140QFBD02 / Federal National Mortgage Association 4.37 -1.42 0.8566 0.0022
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.21 -3.73 0.8255 -0.0175
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.21 -3.73 0.8255 -0.0175
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.21 -3.73 0.8255 -0.0175
US3140M2EC27 / Fannie Mae Pool 4.15 -1.75 0.8142 -0.0006
US3140X5U764 / Fannie Mae 4.15 -2.52 0.8133 -0.0069
US21H0426799 / Ginnie Mae 4.12 -38.15 0.8073 -0.3930
US3140KDA751 / Federal National Mortgage Association 4.11 -1.15 0.8069 0.0044
US21H0626778 / Ginnie Mae 4.11 1.23 0.8055 0.0737
US3140K9ND71 / Federal National Mortgage Association 4.10 -0.87 0.8043 0.0067
US8252528851 / Invesco Government & Agency Portfolio, Institutional Class 4.06 -38.35 4.06 -38.35 0.7953 -0.4729
US3140QCG591 / Federal National Mortgage Association 4.03 -4.17 0.7895 -0.0204
US3133BEVJ90 / Federal Home Loan Mortgage Corp. 3.96 -2.37 0.7763 -0.0053
US3140M9XT93 / Federal National Mortgage Association 3.83 -2.50 0.7505 -0.0063
US3140X55Y51 / FNCL FM2662 4.0 03-01-50 3.72 -1.85 0.7296 -0.0011
US31418EBS81 / FNMA UMBS, 30 Year 3.61 -2.19 0.7083 -0.0037
US3140XFX553 / Federal National Mortgage Association 3.40 -2.75 0.6667 -0.0072
US3138YEQK68 / Federal National Mortgage Association 3.36 -0.50 0.6595 0.0078
US35564KE393 / Freddie Mac STACR REMIC Trust 2022-HQA3 3.33 -6.49 0.6528 -0.0335
US3140XDTX43 / Federal National Mortgage Association 3.32 -2.81 0.6515 -0.0075
US3140M0BG02 / Federal National Mortgage Association 3.22 -1.32 0.6322 0.0026
US06541WBA99 / BANK 2017-BNK5 SER 2017-BNK5 CL AS REGD 3.62400000 3.12 0.97 0.6110 0.0161
US31288QQF09 / Federal Home Loan Mortgage Corp. 3.09 -5.63 0.6052 -0.0252
Mizuho Bank Ltd. / DBT (US60710TE649) 3.00 0.03 0.5885 0.0100
Mizuho Bank Ltd. / DBT (US60710TE649) 3.00 0.03 0.5885 0.0100
Mizuho Bank Ltd. / DBT (US60710TE649) 3.00 0.03 0.5885 0.0100
US3140K3DN93 / Federal National Mortgage Association 3.00 -0.76 0.5877 0.0056
US80307AAB52 / SAPPHIRE AVIATION FINANCE II LTD 2.86 -4.03 0.5607 -0.0137
US3133ARDX09 / FREDDIE MAC POOL UMBS P#QC6418 2.50000000 2.83 -4.35 0.5559 -0.0155
US3133KHFY71 / Freddie Mac Pool 2.72 -3.40 0.5343 -0.0094
US3140K7HQ92 / Federal National Mortgage Association 2.72 -7.67 0.5334 -0.0346
US3136AXEG65 / Fannie Mae REMICs 2.67 -2.52 0.5242 -0.0045
US31335ALZ92 / Freddie Mac Gold Pool 2.60 -2.81 0.5093 -0.0060
US98920MAA09 / ZAXBY_21-1A 2.58 0.86 0.5068 0.0126
US3136BKWM02 / Fannie Mae REMICS 2.58 3.82 0.5065 0.0269
US3133A1E656 / Freddie Mac Pool 2.46 -0.85 0.4831 0.0041
US3133A0TY00 / Freddie Mac 2.42 -8.38 0.4741 -0.0345
US3140QCT222 / Fannie Mae Pool 2.32 -3.94 0.4545 -0.0106
US3132DQMQ63 / Federal Home Loan Mortgage Corp. 2.31 -0.30 0.4536 0.0062
US3140JBWP71 / Federal National Mortgage Association 2.31 -6.67 0.4528 -0.0240
US01F0306781 / UMBS TBA 2.28 -66.44 0.4480 -0.7796
US3128M9H705 / Freddie Mac Gold Pool 2.27 -0.96 0.4453 0.0033
US3138EQKK72 / Fannie Mae Pool 2.22 -1.03 0.4353 0.0029
US3128ME5M99 / Federal Home Loan Mortgage Corp. 2.18 -6.89 0.4271 -0.0239
US31335BUD62 / FGLMC G61480 7.5 08-01-37 2.13 -6.30 0.4172 -0.0204
US3140H0AP77 / Federal National Mortgage Association 2.06 -0.87 0.4035 0.0033
US3617LEZF44 / Ginnie Mae 2.05 -0.73 0.4015 0.0038
US3617MKMA45 / Government National Mortgage Association 2.03 -4.47 0.3986 -0.0115
US3140EUBG38 / FNCI BC0038 3.0 11-01-30 2.03 -7.74 0.3976 -0.0260
US3133A47H34 / Federal Home Loan Mortgage Corp. 2.01 -1.03 0.3942 0.0026
US35564CBC01 / SLST 19-1 A2 3.5% 05-25-29 1.93 0.21 0.3793 0.0072
US3133G8DC29 / Federal Home Loan Mortgage Corp. 1.92 -7.30 0.3762 -0.0228
US3140M1AL88 / Federal National Mortgage Association 1.90 -1.09 0.3723 0.0021
US3132QSYT93 / Federal Home Loan Mortgage Corp. 1.86 -6.85 0.3655 -0.0202
US3133B1ST96 / Federal Home Loan Mortgage Corp. 1.82 -2.62 0.3573 -0.0035
US3132XCSE63 / Freddie Mac Gold Pool 1.78 -2.30 0.3495 -0.0022
US3140J9C259 / Federal National Mortgage Association 1.75 -5.73 0.3423 -0.0145
US3132GTZ759 / Federal Home Loan Mortgage Corp. 1.65 -1.32 0.3237 0.0013
US31418BQM18 / Fannie Mae Pool 1.56 -4.01 0.3050 -0.0074
Government National Mortgage Association / ABS-MBS (US3617VBN216) 1.47 0.2875 0.2875
Government National Mortgage Association / ABS-MBS (US3617VBN216) 1.47 0.2875 0.2875
US3138WD4F57 / Federal National Mortgage Association 1.45 -2.29 0.2841 -0.0017
US3617LKPS35 / Government National Mortgage Association 1.45 -6.59 0.2837 -0.0149
US3133KHDE36 / Federal Home Loan Mortgage Corp. 1.38 -2.13 0.2707 -0.0013
US3140QGHB64 / Federal National Mortgage Association 1.38 -1.22 0.2706 0.0014
US31410LSH68 / Federal National Mortgage Association 1.37 -2.14 0.2692 -0.0012
US3617BTGK29 / Government National Mortgage Association 1.37 -7.74 0.2689 -0.0177
US3138YTNJ91 / Federal National Mortgage Association 1.35 -0.44 0.2647 0.0034
US3133A0BR41 / Federal Home Loan Mortgage Corp. 1.33 -0.45 0.2611 0.0032
US3140JKBW50 / Federal National Mortgage Association 1.29 -9.27 0.2535 -0.0212
US3140E0EK75 / Federal National Mortgage Association 1.27 -0.86 0.2492 0.0022
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.26 0.2466 0.2466
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.26 0.2466 0.2466
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.26 0.2466 0.2466
US3140H9EU36 / Federal National Mortgage Association, Series BJ7346 1.26 -3.46 0.2464 -0.0046
US3133G7K365 / Freddie Mac 1.24 -2.22 0.2424 -0.0011
US31334XD978 / Federal Home Loan Mortgage Corp. 1.21 -3.43 0.2373 -0.0042
US3138AUFS12 / Federal National Mortgage Association 1.21 -3.06 0.2364 -0.0032
US3133KGPY88 / Federal Home Loan Mortgage Corp. 1.13 -3.41 0.2221 -0.0040
US3138WEC564 / Federal National Mortgage Association 1.12 -0.88 0.2204 0.0018
US3140JWPE45 / Federal National Mortgage Association 1.11 -2.90 0.2169 -0.0028
US3138AWEM17 / Federal National Mortgage Association 1.10 -5.16 0.2162 -0.0079
US16164AAE55 / Chase Mortgage Finance Corp., Series 2016-2, Class M4 1.09 -2.34 0.2133 -0.0013
US31393LFK44 / FHLMC STRUCTURED PASS THROUGH FSPC T 54 2A 1.08 -2.36 0.2110 -0.0016
US36194M3Q28 / Government National Mortgage Association 1.04 -1.43 0.2033 0.0006
US25157TAA25 / Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates, Series 2007-WM1, Class A1 1.03 -8.88 0.2014 -0.0157
US3138A5BX96 / Federal National Mortgage Association 1.01 -0.69 0.1974 0.0020
US3137H1KA36 / FHLMC_5125 1.00 -1.96 0.1965 -0.0005
US3138E4MG30 / Federal National Mortgage Association 0.94 -0.85 0.1840 0.0015
US36179SB893 / Ginnie Mae II Pool 0.94 -1.89 0.1834 -0.0004
U.S. Treasury Bills / DBT (US912797QN08) 0.88 0.1726 0.1726
US3140EX5Y55 / Federal National Mortgage Association 0.86 -1.26 0.1691 0.0008
US00841XBH26 / Agate Bay Mortgage Trust, Series 2015-2, Class B1 0.84 -13.37 0.1652 -0.0224
US31335PM360 / Federal Home Loan Mortgage Corp. 0.83 -1.19 0.1625 0.0008
US31396J4X04 / FREDDIE MAC REMICS 0.80 -2.68 0.1569 -0.0015
US12647PAR91 / Credit Suisse Mortgage Capital Trust, Series 2013-7, Class B1 0.79 -14.79 0.1549 -0.0238
US16163YAD67 / Chase Mortgage Finance Corp., Series 2016-1, Class M3 0.78 -3.23 0.1531 -0.0024
US3136BFCF85 / Fannie Mae REMICs, Series 2021-11, Class MI, IO 0.76 -0.66 0.1482 0.0015
US31417GAT31 / UMBS, 30 Year 0.75 -3.75 0.1463 -0.0030
US01F0504781 / Fannie Mae or Freddie Mac 0.70 -45.57 0.1376 -0.0948
US3140K2VW18 / Federal National Mortgage Association 0.70 -0.29 0.1372 0.0020
US31403C7D79 / Federal National Mortgage Association 0.67 -5.41 0.1306 -0.0050
US3138XTAS47 / Federal National Mortgage Association 0.66 -2.92 0.1302 -0.0018
US3131Y7TD93 / Federal Home Loan Mortgage Corp. 0.66 -1.79 0.1290 -0.0002
US38378CE947 / Government National Mortgage Association 0.62 -0.79 0.1225 0.0012
US3128MMUL59 / Freddie Mac Gold Pool 0.62 -6.24 0.1208 -0.0059
US3137BHBM84 / FREDDIE MAC REMICS FHR 4446 PL 0.61 -4.72 0.1187 -0.0039
US3133KHQ662 / FNCL RA2277 3.5 11-01-49 0.57 -0.70 0.1117 0.0011
US3132GRHJ32 / Federal Home Loan Mortgage Corp. 0.55 -0.54 0.1078 0.0012
US3133KGGA04 / Federal Home Loan Mortgage Corp. 0.53 -0.57 0.1035 0.0012
US38377YX471 / Government National Mortgage Association 0.51 -4.16 0.0996 -0.0025
US3140F5PA50 / Federal National Mortgage Association 0.51 -9.16 0.0994 -0.0081
US31394DR289 / FANNIE MAE REMICS FNR 2005-45 XA 0.48 -4.37 0.0946 -0.0027
US46641CAR25 / JP Morgan Mortgage Trust, Series 2014-1, Class 1A17 0.48 -0.41 0.0944 0.0011
US20267XAA19 / Commonbond Student Loan Trust 0.48 -6.42 0.0944 -0.0047
US31397NP418 / Fannie Mae REMICs 0.48 -4.98 0.0936 -0.0032
US31417DVZ31 / Federal National Mortgage Association 0.48 -0.84 0.0932 0.0009
US31335PMW22 / Federal Home Loan Mortgage Corp. 0.47 -1.04 0.0930 0.0006
US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 0.47 -1.05 0.0920 0.0005
US3138XPWS86 / Federal National Mortgage Association 0.45 -11.87 0.0890 -0.0102
US312940ZC66 / Federal Home Loan Mortgage Corp. 0.45 -3.85 0.0881 -0.0021
US46644MAS52 / JP Morgan Mortgage Trust, Series 2015-3, Class A3 0.44 -1.35 0.0860 0.0003
US3128M66Y99 / Federal Home Loan Mortgage Corp. 0.42 -3.66 0.0827 -0.0017
US38379GM790 / Ginnie Mae REMICs 0.40 -5.40 0.0791 -0.0031
US3128HVJ755 / FREDDIE MAC STRIPS FHS 237 F16 0.40 -3.41 0.0777 -0.0013
US31412Q2T51 / Federal National Mortgage Association 0.37 -2.35 0.0735 -0.0003
US3137FMCT77 / Freddie Mac Multifamily Structured Pass Through Ctfs. 0.37 -9.05 0.0730 -0.0059
US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 0.36 -1.65 0.0701 0.0001
US31397BZ792 / Freddie Mac REMICs 0.35 -1.71 0.0677 -0.0000
US31402DPF14 / Fannie Mae 0.33 -10.63 0.0645 -0.0063
US31286PAA21 / Federal Home Loan Mortgage Corp. 0.33 -17.84 0.0642 -0.0126
US38381WQG68 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-69 UA 0.32 -9.58 0.0631 -0.0054
US31335PMX05 / Federal Home Loan Mortgage Corp. 0.32 -1.83 0.0630 -0.0002
US38379GZ420 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-167 WF 0.32 -2.74 0.0626 -0.0007
US31396XCE22 / FANNIE MAE REMICS FNR 2007-79 FA 0.31 -1.28 0.0606 0.0003
US31394AZZ29 / FANNIE MAE REMICS FNR 2004-72 FB 0.30 -6.50 0.0592 -0.0032
US3128LXNJ50 / Freddie Mac 0.30 -8.31 0.0585 -0.0042
US17326FAF45 / Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA 0.29 -6.51 0.0565 -0.0028
US3128MJQD50 / Federal Home Loan Mortgage Corp. 0.28 -1.74 0.0556 -0.0000
US822804AK68 / Shellpoint Asset Funding Trust, Series 2013-1, Class A3 0.28 -6.38 0.0548 -0.0028
US92537MAD20 / Verus Securitization Trust, Series 2019-INV3, Class A2 0.28 -28.72 0.0546 -0.0207
US3137FARM22 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q004 AFL 0.27 -1.45 0.0532 0.0001
US3128M7V296 / Federal Home Loan Mortgage Corp. 0.26 -1.51 0.0513 0.0002
US31403C5V95 / Fannie Mae Pool 0.26 -7.47 0.0511 -0.0032
US12592UAQ58 / Credit Suisse Mortgage Loan Trust, Series 2015-1, Class A9 0.25 -1.98 0.0486 -0.0002
US31393VKX81 / Freddie Mac REMICs 0.25 -5.04 0.0481 -0.0016
US31397QWP98 / Fannie Mae REMICs 0.24 -0.83 0.0467 0.0004
US31403DCQ07 / Fannie Mae 0.23 -8.27 0.0459 -0.0032
US3136AR6E31 / Fannie Mae REMICs 0.23 -3.39 0.0448 -0.0008
US31397NL458 / Fannie Mae REMICs 0.22 -5.58 0.0433 -0.0018
US31410FV777 / Fannie Mae 0.22 -4.76 0.0432 -0.0015
US31414UJU34 / Federal National Mortgage Association 0.22 -1.35 0.0430 0.0001
US3138EGQ310 / Federal National Mortgage Association 0.22 -0.91 0.0427 0.0004
US31416BL634 / UMBS 0.22 -3.15 0.0422 -0.0008
US31419AKZ92 / UMBS 0.21 -3.23 0.0412 -0.0008
US31403DQG78 / Fannie Mae Pool 0.20 -4.23 0.0401 -0.0011
US31394FD938 / FANNIE MAE REMICS FNR 2005-85 FA 0.20 -8.11 0.0401 -0.0027
US31403C6L05 / Fannie Mae Pool 0.20 -3.37 0.0396 -0.0007
US36295PTS10 / Government National Mortgage Association 0.20 -1.00 0.0392 0.0003
US31416BSR05 / Fannie Mae Pool 0.20 -1.00 0.0390 0.0003
US3136ARBA54 / Fannie Mae REMICs, IO 0.19 1.59 0.0378 0.0013
US3133TT4B47 / FREDDIE MAC REMICS FHR 2319 BZ 0.19 -15.79 0.0378 -0.0062
US31403DA334 / Fannie Mae 0.19 -16.96 0.0375 -0.0069
US36417JAS87 / Galton Funding Mortgage Trust 2017-1 0.18 -5.70 0.0358 -0.0015
US31307TDS78 / Federal Home Loan Mortgage Corp. 0.18 -5.38 0.0346 -0.0014
US3137G1AK38 / Freddie Mac Whole Loan Securities Trust 0.18 -2.76 0.0346 -0.0003
US31410GLY79 / FNMA POOL 888743 FN 01/36 FIXED VAR 0.17 -2.27 0.0339 -0.0002
US466247LP61 / JP Morgan Mortgage Trust, Series 2005-A1, Class 3A1 0.17 -1.16 0.0336 0.0000
US863579BM96 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2 0.17 -0.59 0.0330 0.0003
US59020UTB16 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2005-A A1 0.17 -2.92 0.0326 -0.0006
US31404G2G54 / Federal National Mortgage Association 0.16 -3.64 0.0313 -0.0005
US3128M7DF09 / Federal Home Loan Mortgage Corp. 0.16 -3.66 0.0312 -0.0005
US31415PFB94 / Federal National Mortgage Association 0.16 -52.16 0.0305 -0.0320
US3133TRLY98 / FREDDIE MAC REMICS FHR 2281 Z 0.15 -8.59 0.0293 -0.0023
US90276TAH77 / UBS Commercial Mortgage Trust, Series 2017-C5, Class XA 0.15 -10.37 0.0289 -0.0027
US31410GYN77 / Fannie Mae Pool 0.15 -5.19 0.0288 -0.0011
US31410KQD99 / Fannie Mae 0.15 -6.45 0.0285 -0.0016
US31403DLW73 / Fannie Mae 0.14 -6.67 0.0276 -0.0013
US3136AYAT06 / Fannie Mae REMICs, IO 0.14 3.73 0.0273 0.0013
US95001GAG82 / Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA 0.14 -15.85 0.0272 -0.0045
US16163LAD47 / Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1 0.14 -9.21 0.0272 -0.0021
US22541SJD18 / Credit Suisse First Boston Mortgage Securities Corp., Series 2004-AR5, Class 5A1 0.14 -2.13 0.0271 -0.0001
US36242DLF86 / GSR Mortgage Loan Trust 2004-12 0.13 -1.47 0.0265 0.0002
US31405RAQ92 / Federal National Mortgage Association 0.13 -5.93 0.0251 -0.0011
US16163LBT89 / Chase Mortgage Finance Trust, Series 2007-A2, Class 2A4 0.13 -8.63 0.0250 -0.0020
US058927AA22 / Banc of America Funding 2006-A Trust 0.13 -1.55 0.0249 0.0000
US31402RHV42 / Fannie Mae 0.12 -10.29 0.0241 -0.0022
US08162PAY79 / BENCHMARK Mortgage Trust, Series 2018-B1, Class XA 0.12 -9.70 0.0238 -0.0020
US31385HQN51 / FNCL 545061 6.0 12-01-29 0.12 -10.08 0.0228 -0.0021
US007036MT06 / Adjustable Rate Mortgage Trust 2005-7 0.11 -9.68 0.0221 -0.0019
US59020UL524 / Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A 0.11 -4.35 0.0217 -0.0006
US31392F6Z56 / FNMA, REMIC, Series 2002-77, Class TF 0.11 -7.69 0.0213 -0.0014
US3137AQBA54 / Freddie Mac REMICs, IO 0.11 0.00 0.0212 0.0003
US31394V7G93 / Fannie Mae REMICs 0.11 -3.67 0.0207 -0.0004
US46651DAR70 / JP Morgan Mortgage Trust 2019-INV2 0.10 -1.96 0.0197 -0.0000
US31418MJP86 / Federal National Mortgage Association 0.10 -6.73 0.0192 -0.0010
US3136A4HF97 / Fannie Mae REMICs 0.10 -2.04 0.0189 -0.0001
US31371MMH78 / Federal National Mortgage Association 0.09 -2.08 0.0185 -0.0001
US61691NAF24 / Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA 0.09 -9.80 0.0181 -0.0017
U.S. Treasury 10 Year Notes Future / DIR (N/A) 0.09 0.0181 0.0181
U.S. Treasury 10 Year Notes Future / DIR (N/A) 0.09 0.0181 0.0181
U.S. Treasury 10 Year Notes Future / DIR (N/A) 0.09 0.0181 0.0181
US46590YAA29 / JPMMT 2017-5 A1 0.09 -28.91 0.0179 -0.0069
US31405YVE84 / Federal National Mortgage Association 0.09 -3.19 0.0179 -0.0004
US31283H3D52 / Freddie Mac 0.09 -8.16 0.0177 -0.0014
US31371M5N36 / Fannie Mae Pool 0.09 -2.20 0.0176 -0.0001
US92922FEB04 / WAMU Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7 0.09 -2.22 0.0173 -0.0002
US3137FMU830 / Freddie Mac Multifamily Structured Pass Through Certificates 0.09 -27.50 0.0171 -0.0062
US125039AG28 / CD 2017-CD6 Mortgage Trust 0.09 -11.46 0.0168 -0.0019
US3133TMBG06 / Freddie Mac REMICs 0.08 -7.69 0.0166 -0.0011
US31385XQX83 / FNCL 555870 7.5 09-01-32 0.08 -14.43 0.0163 -0.0024
US3128CVVZ46 / FREDDIE MAC STRIPS FHS 219 PO 0.08 -3.53 0.0162 -0.0004
US31418MJT09 / Federal National Mortgage Association 0.08 -7.87 0.0162 -0.0011
US31418MJQ69 / Federal National Mortgage Association 0.08 -5.81 0.0160 -0.0007
US3137AEH579 / Freddie Mac REMICs 0.08 -4.76 0.0158 -0.0005
US3128M6FN32 / Freddie Mac 0.08 -7.06 0.0155 -0.0009
US38380HHZ82 / Government National Mortgage Association 0.08 -5.06 0.0149 -0.0005
US31359VYH04 / FNGT 99-T2 A1 7.5% 01-19-39 0.08 -3.85 0.0149 -0.0002
US31402DGM65 / Fannie Mae Pool 0.07 -3.90 0.0147 -0.0003
US3136APZR67 / Fannie Mae REMICs, IO 0.07 -6.33 0.0146 -0.0007
US31392DPW64 / FNR 2002-39 FD 1ML+100 3/32 0.07 -5.13 0.0146 -0.0006
US576433WE20 / MASTR Adjustable Rate Mortgages Trust 2004-13 0.07 -1.37 0.0143 0.0001
US3128LXJQ40 / FGLMC G02071 7.5 09-01-33 0.07 -5.26 0.0141 -0.0005
US38380HQY17 / Government National Mortgage Association 0.07 4.55 0.0137 0.0010
US3128M7SU11 / Federal Home Loan Mortgage Corp. 0.07 -4.23 0.0134 -0.0004
US12669GHY08 / CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1 0.07 -10.81 0.0131 -0.0013
US3137BNCR31 / FHLMC, REMIC, Series 4559, Class AF 0.07 -7.14 0.0129 -0.0008
US31394EG512 / FANNIE MAE REMICS FNR 2005-67 BF 0.06 -9.86 0.0126 -0.0011
US31392AT657 / FANNIE MAE REMICS FNR 2001-69 PF 0.06 -7.46 0.0122 -0.0008
US31395D7F08 / Fannie Mae REMICs 0.06 -6.06 0.0122 -0.0006
US31405RLZ72 / Federal National Mortgage Association 0.06 -7.58 0.0121 -0.0007
US31392EGN40 / Fannie Mae REMICS 0.06 -6.15 0.0120 -0.0005
US31393EJT73 / FANNIE MAE FNR 2003 71 TA 0.06 -6.35 0.0117 -0.0005
US31393F7B69 / FREDDIE MAC REMICS FHR 2530 FD 0.06 -5.00 0.0113 -0.0005
US31371MLC90 / Federal National Mortgage Association 0.06 -3.45 0.0111 -0.0003
US3128K7XS20 / Freddie Mac 0.06 -5.08 0.0111 -0.0004
US31392EF880 / FANNIE MAE REMICS FNR 2002-65 FB 0.06 -5.08 0.0110 -0.0004
US36202X4F10 / Government National Mortgage Association 0.06 -1.79 0.0108 -0.0001
US3128M4AH60 / Freddie Mac Gold Pool 0.05 -3.57 0.0108 -0.0001
US3133TTX300 / Freddie Mac REMICs 0.05 -11.48 0.0107 -0.0011
US31410FV850 / Fannie Mae 0.05 -8.62 0.0106 -0.0006
US31397JST24 / FREDDIE MAC REMICS FHR 3342 FT 0.05 -1.96 0.0099 -0.0000
US31392FP845 / FANNIE MAE REMICS FNR 2002-82 FE 0.05 -7.84 0.0094 -0.0005
US31397TEH14 / Freddie Mac REMICs, IO 0.05 -18.97 0.0094 -0.0019
US3128M7S565 / Federal Home Loan Mortgage Corp. 0.05 -9.80 0.0092 -0.0007
US3133994L80 / Freddie Mac REMICs 0.05 -11.54 0.0092 -0.0008
US36202SWM69 / Government National Mortgage Association 0.05 -4.17 0.0092 -0.0002
US3133TJUT86 / FREDDIE MAC REMICS FHR 2132 FN 0.05 -11.54 0.0091 -0.0010
US3133TKCT51 / Freddie Mac REMICs 0.05 -9.80 0.0091 -0.0008
US31395DUU17 / Fannie Mae REMICs 0.05 -4.26 0.0090 -0.0001
US31382NLT71 / Federal National Mortgage Association 0.05 -8.16 0.0089 -0.0006
US3128KL3H89 / Federal Home Loan Mortgage Corp. 0.05 0.00 0.0089 0.0001
US31392UKB97 / Freddie Mac REMICS 0.05 -4.26 0.0089 -0.0003
US31393JAZ12 / Freddie Mac REMICS 0.05 -4.26 0.0088 -0.0003
US38377VGZ31 / Government National Mortgage Association 0.04 -4.44 0.0085 -0.0003
US31385JK495 / Federal National Mortgage Association 0.04 -4.44 0.0085 -0.0003
US31394CXB35 / Fannie Mae REMICs, IO 0.04 -2.33 0.0084 -0.0001
US3133TJC438 / FREDDIE MAC REMICS FHR 2122 FD 0.04 -6.67 0.0083 -0.0005
US31359XCD93 / Fannie Mae REMICs 0.04 -8.70 0.0083 -0.0006
US31385XQT71 / Fannie Mae 0.04 -8.89 0.0081 -0.0006
US31418TZ673 / Federal National Mortgage Association 0.04 0.00 0.0081 0.0001
US31392UVK77 / FHLMC, REMIC, Series 2500, Class FD 0.04 -6.98 0.0080 -0.0004
US31392R6E64 / FREDDIE MAC REMICS FHR 2471 FD 0.04 -4.76 0.0079 -0.0002
US31390MJW55 / Fannie Mae Pool 0.04 -2.44 0.0079 -0.0002
US3136AXQT58 / Fannie Mae REMICs, IO 0.04 -2.50 0.0077 -0.0000
US3136ABFE88 / Fannie Mae REMICs, IO 0.04 22.58 0.0075 0.0014
US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 0.04 0.00 0.0075 0.0001
US3136FAKM12 / Fannie Mae Interest STRIPS, IO 0.04 -9.76 0.0074 -0.0005
US3138EGCJ10 / Federal National Mortgage Association 0.04 -5.26 0.0072 -0.0003
US3136AAQJ73 / Fannie Mae REMICs, IO 0.04 0.00 0.0072 0.0001
US31392EJM30 / FANNIE MAE REMICS FNR 2002-53 FY 0.04 -5.26 0.0072 -0.0003
US3133TDBK19 / FHLMC, REMIC, Series 2035, Class PC 0.04 -18.18 0.0071 -0.0015
US31393FGJ93 / FREDDIE MAC REMICS FHR 2526 FE 0.03 -8.11 0.0068 -0.0004
US31419AGW18 / FANNIE MAE POOL UMBS P#AE0212 5.50000000 0.03 -17.07 0.0068 -0.0011
US3128M7S490 / Federal Home Loan Mortgage Corp. 0.03 -11.11 0.0064 -0.0006
US31339LK332 / FREDDIE MAC REMICS FHR 2396 FE 0.03 -5.88 0.0064 -0.0002
US31298EX676 / FGLMC C46101 6.5 08-01-29 0.03 -13.89 0.0063 -0.0008
US31283HTM78 / FGLMC G01456 6.5 12-01-30 0.03 -8.82 0.0062 -0.0004
US31418XE530 / Federal National Mortgage Association 0.03 0.00 0.0061 0.0001
US3137BM7D20 / FHLMC_K051 0.03 -64.71 0.0061 -0.0105
US31393T4V51 / Fannie Mae REMICs 0.03 -6.25 0.0060 -0.0002
US31392CE671 / Fannie Mae REMICs 0.03 -3.23 0.0059 -0.0002
US31392RNB32 / Freddie Mac REMICs 0.03 -6.45 0.0059 -0.0002
US31392MW995 / Freddie Mac REMICs 0.03 -3.33 0.0057 -0.0002
US31371HQX97 / UMBS, 30 Year 0.03 -6.90 0.0054 -0.0003
US3133THTM96 / Freddie Mac REMICs 0.03 -10.00 0.0054 -0.0005
US31282YC805 / Freddie Mac Strips 0.03 -10.00 0.0054 -0.0004
US3137FLN597 / Freddie Mac Multifamily Structured Pass Through Certificates 0.03 -44.90 0.0053 -0.0042
US3136ASXP68 / Fannie Mae REMICs, IO 0.03 -3.57 0.0053 -0.0002
US31296LPB17 / Federal Home Loan Mortgage Corp. 0.03 0.00 0.0053 -0.0000
US31403DDN66 / Fannie Mae 0.03 -7.14 0.0053 -0.0003
US31395LMA60 / Freddie Mac REMICs, IO 0.03 -3.70 0.0052 -0.0001
US31404XRP14 / Federal National Mortgage Association 0.03 0.00 0.0052 0.0000
US3128CVRE62 / FREDDIE MAC STRIPS FHS 216 PO 0.03 -7.14 0.0051 -0.0003
US31405KRH67 / Federal National Mortgage Association 0.02 -4.00 0.0048 -0.0000
US31402QSA03 / Fannie Mae Pool 0.02 -17.24 0.0048 -0.0008
US92926UAC53 / WaMu Mortgage Pass-Through Trust, Series 2007-HY2, Class 2A1 0.02 0.00 0.0048 0.0001
US31409EGT29 / Federal National Mortgage Association 0.02 0.00 0.0047 -0.0000
US3136AB5N92 / Fannie Mae REMICs, IO 0.02 -7.69 0.0047 -0.0003
US3133TNPR97 / Freddie Mac REMICs 0.02 -8.00 0.0047 -0.0003
US3136FAXK19 / FANNIE MAE INTEREST STRIP FNS 331 6 0.02 -8.00 0.0046 -0.0003
US31392TMM61 / FREDDIE MAC REMICS FHR 2481 AF 0.02 -4.17 0.0046 -0.0001
US3136FAXJ46 / Fannie Mae Interest STRIPS, IO 0.02 -8.00 0.0045 -0.0003
US31368HKY89 / Fannie Mae 0.02 -12.00 0.0044 -0.0004
US31398SRE53 / FANNIE MAE REMICS FNR 2010-137 CJ 0.02 -54.35 0.0043 -0.0046
US31405SXH20 / Federal National Mortgage Association 0.02 -12.50 0.0043 -0.0005
US3136FART91 / Fannie Mae Interest STRIPS 0.02 -4.55 0.0043 -0.0001
US550279AM51 / Luminent Mortgage Trust, Series 2006-1, Class A1 0.02 0.00 0.0041 0.0001
US3137B93W33 / Freddie Mac REMICs, IO 0.02 0.00 0.0040 0.0001
US3136FCHX79 / Fannie Mae Interest STRIPS, IO 0.02 -4.76 0.0040 -0.0002
US3133TG5U99 / FREDDIE MAC REMICS FHR 2084 ZC 0.02 -13.04 0.0040 -0.0005
US31412XFC39 / Federal National Mortgage Association 0.02 0.00 0.0040 0.0000
US17307GLB22 / Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A4 0.02 0.00 0.0039 0.0000
US31374GB890 / Fannie Mae 0.02 -25.93 0.0039 -0.0013
US31404MUP12 / FNCL 772890 7.0 06-01-34 0.02 -5.00 0.0039 -0.0000
US31392EXR60 / Fannie Mae REMICs 0.02 -5.00 0.0039 -0.0002
US31380RHF55 / Federal National Mortgage Association 0.02 -9.52 0.0039 -0.0002
US31405V6H55 / Federal National Mortgage Association 0.02 0.00 0.0038 0.0000
US3136FAXP06 / FANNIE MAE INTEREST STRIP FNS 331 10 0.02 -9.52 0.0038 -0.0003
US31392GDQ55 / FANNIE MAE REMICS FNR 2002-90 FJ 0.02 -5.00 0.0038 -0.0002
US31392GDR39 / FANNIE MAE REMICS FNR 2002-90 FM 0.02 -10.00 0.0037 -0.0001
US36200MPE74 / GNMA 0.02 -5.26 0.0037 -0.0000
US3136FCWD41 / Fannie Mae Interest STRIPS, IO 0.02 -10.00 0.0037 -0.0003
US31395DUN73 / Fannie Mae REMICs 0.02 -5.26 0.0036 -0.0001
US36209ER878 / Government National Mortgage Association 0.02 -5.26 0.0036 -0.0002
US31391BEG86 / Federal National Mortgage Association 0.02 0.00 0.0036 -0.0000
US31410FY904 / Fannie Mae Pool 0.02 0.00 0.0035 -0.0000
US31364JN825 / Fannie Mae Interest Strip 0.02 -10.00 0.0035 -0.0003
US863579HD34 / Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 0.02 0.00 0.0035 0.0000
US31412XLG78 / Federal National Mortgage Association 0.02 -5.56 0.0035 0.0000
US75115DAH89 / Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8 0.02 -10.53 0.0035 -0.0002
US31393BGX73 / Fannie Mae REMICs, IO 0.02 -5.56 0.0035 -0.0001
US31382NP485 / Federal National Mortgage Association 0.02 -5.56 0.0035 -0.0002
US31293MJF05 / Federal Home Loan Mortgage Corp. 0.02 -5.56 0.0035 -0.0002
US31394DQF05 / Fannie Mae REMICs, IO 0.02 -5.56 0.0034 -0.0001
US31296LLP49 / Federal Home Loan Mortgage Corp. 0.02 0.00 0.0034 -0.0001
US31412TVH30 / Federal National Mortgage Association 0.02 0.00 0.0033 0.0000
US31395XLV54 / Freddie Mac REMICs 0.02 0.00 0.0033 -0.0000
US36202DBH35 / GNII II 6.00% 4/29 #002740 0.02 -11.11 0.0033 -0.0003
US3136FAZ943 / Fannie Mae Interest STRIPS, IO 0.02 -11.11 0.0033 -0.0002
US36209JEL17 / GNSF 472739 7.5 06-15-28 0.02 -5.88 0.0032 -0.0002
US31403BZH94 / Federal National Mortgage Association 0.02 -6.25 0.0031 -0.0000
US31296XJA46 / Freddie Mac 0.02 0.00 0.0030 -0.0000
US31339W2H82 / Freddie Mac REMICs 0.02 0.00 0.0030 -0.0001
US36210GAF19 / GNSF 491506 7.0 08-15-29 0.02 -6.25 0.0030 -0.0002
US31287PHP18 / Freddie Mac 0.01 -6.67 0.0029 -0.0001
US31418M2C56 / Federal National Mortgage Association 0.01 -33.33 0.0028 -0.0013
US3136FCQE97 / Fannie Mae Interest STRIPS, IO 0.01 -6.67 0.0028 -0.0001
US31405YDX67 / Federal National Mortgage Association 0.01 -6.67 0.0028 -0.0001
US3136FAXH89 / FANNIE MAE INTEREST STRIP FNS 331 4 0.01 -6.67 0.0027 -0.0002
US3137AUC311 / FREDDIE MAC REMICS FHR 4111 BI 0.01 -23.53 0.0027 -0.0007
US31405WDP77 / Federal National Mortgage Association 0.01 0.00 0.0027 0.0000
US31389UVE62 / Fannie Mae Pool 0.01 -7.14 0.0027 -0.0000
US31371G7E45 / Federal National Mortgage Association 0.01 -18.75 0.0026 -0.0005
US31405U3N78 / Federal National Mortgage Association 0.01 0.00 0.0026 -0.0000
US31393BZV07 / Fannie Mae REMICs, IO 0.01 -7.14 0.0026 -0.0002
US31403RFD52 / Federal National Mortgage Association 0.01 -7.69 0.0025 -0.0000
US3137ADPN17 / FREDDIE MAC REMICS FHR 3887 NC 0.01 -33.33 0.0025 -0.0010
US3137A3JW02 / FHLMC, REMIC, Series 3753, Class AS 0.01 -45.45 0.0025 -0.0019
US31416B4J47 / FNCL 995525 6.0 12-01-38 0.01 0.00 0.0025 -0.0000
US31394EGT91 / FANNIE MAE REMICS FNR 2005-63 SA 0.01 -7.69 0.0025 -0.0001
US31359NUK52 / FANNIE MAE REMICS FNR 1997-16 PD 0.01 -29.41 0.0024 -0.0011
US36290WG550 / Government National Mortgage Association 0.01 -8.33 0.0024 -0.0001
US31371NMF95 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.01 0.00 0.0023 0.0000
US31406CGC64 / Federal National Mortgage Association 0.01 0.00 0.0022 -0.0000
US31411AJS50 / Federal National Mortgage Association 0.01 0.00 0.0022 0.0000
US31398LPG76 / Freddie Mac REMICs, IO 0.01 0.00 0.0022 -0.0000
US31403JPN09 / UMBS 0.01 0.00 0.0022 -0.0000
US36290VYD09 / Government National Mortgage Association 0.01 0.00 0.0022 -0.0000
US31339MRQ32 / Freddie Mac REMICs 0.01 -16.67 0.0021 -0.0002
US3136FAA672 / Fannie Mae Interest STRIPS, IO 0.01 -9.09 0.0021 -0.0001
US31403BHS51 / Federal National Mortgage Association 0.01 -9.09 0.0021 -0.0000
US31383HYG37 / Federal National Mortgage Association 0.01 -9.09 0.0021 -0.0001
US3136FANS54 / Fannie Mae Interest STRIPS, IO 0.01 -9.09 0.0021 -0.0002
US31405ND514 / Federal National Mortgage Association 0.01 0.00 0.0020 0.0000
US3128M5F541 / Freddie Mac Gold Pool 0.01 0.00 0.0020 0.0000
US31371LWT24 / Federal National Mortgage Association 0.01 0.00 0.0020 -0.0000
US36291N4H12 / Government National Mortgage Association 0.01 -10.00 0.0019 -0.0000
US3136ACAP63 / Fannie Mae REMICS 0.01 -25.00 0.0019 -0.0005
US3136FA2H29 / FANNIE MAE INTEREST STRIP FNS 339 15 0.01 -10.00 0.0019 -0.0001
US36249BAD29 / GSAA Home Equity Trust, Series 2007-7, Class A4 0.01 -18.18 0.0019 -0.0003
US16162WPJ26 / Chase Mortgage Finance Trust, Series 2005-A1, Class 3A1 0.01 0.00 0.0018 0.0000
US31292GZZ26 / Federal Home Loan Mortgage Corp. 0.01 -10.00 0.0018 -0.0001
US31392EQ291 / Fannie Mae REMICs 0.01 0.00 0.0018 -0.0001
US31412FK511 / Federal National Mortgage Association 0.01 0.00 0.0018 -0.0000
US31392F7G66 / Fannie Mae REMICs, IO 0.01 0.00 0.0018 -0.0001
US3136A1DA08 / FANNIE MAE REMICS FNR 2011-104 MA 0.01 -25.00 0.0018 -0.0007
US31282YCU10 / Freddie Mac STRIPS 0.01 -20.00 0.0018 -0.0002
US31412SB539 / Federal National Mortgage Association 0.01 0.00 0.0017 0.0000
US3136FCYY69 / Fannie Mae Interest STRIPS, IO 0.01 0.00 0.0017 0.0000
US31283HB206 / Freddie Mac 0.01 -11.11 0.0017 -0.0001
US36290SU666 / Government National Mortgage Association 0.01 -11.11 0.0017 -0.0001
US31405LAT61 / Federal National Mortgage Association 0.01 0.00 0.0016 -0.0000
US36211JLK15 / GNSF 514330 7.0 07-15-29 0.01 0.00 0.0016 -0.0001
US911760SQ08 / VENDEE MORTGAGE TRUST 2002-3 VENDE 2002-3 IO 0.01 -20.00 0.0016 -0.0003
US38377RQ818 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-169 CD 0.01 -42.86 0.0016 -0.0012
US31339LHR42 / FREDDIE MAC REMICS FHR 2392 FB 0.01 -11.11 0.0016 -0.0002
US31297BTP75 / Freddie Mac 0.01 -12.50 0.0016 -0.0001
US31411UPJ42 / Federal National Mortgage Association 0.01 -12.50 0.0016 0.0000
US31371Q2B34 / Federal National Mortgage Association 0.01 -12.50 0.0016 -0.0000
US31404JWD35 / Federal National Mortgage Association 0.01 -12.50 0.0015 -0.0000
US31392EWW64 / Fannie Mae REMICs, IO 0.01 0.00 0.0015 -0.0000
US31392HRF28 / Fannie Mae REMICs, IO 0.01 0.00 0.0015 -0.0000
US3136FCQG46 / Fannie Mae Interest STRIPS, IO 0.01 0.00 0.0015 -0.0001
US31385JNG93 / FANNIE MAE POOL UMBS P#545891 6.50000000 0.01 0.00 0.0015 -0.0001
US36209MGF59 / Government National Mortgage Association 0.01 0.00 0.0014 -0.0001
US31404EGK64 / Federal National Mortgage Association 0.01 0.00 0.0014 -0.0001
US3136A1QW80 / Fannie Mae REMICs, IO 0.01 0.00 0.0014 -0.0000
US3137AWK872 / FREDDIE MAC REMICS FHR 4136 MI 0.01 -22.22 0.0014 -0.0004
US31392DPX48 / Fannie Mae REMICs, IO 0.01 0.00 0.0014 -0.0001
US31411UGM71 / Federal National Mortgage Association 0.01 0.00 0.0014 0.0000
US31390ABQ22 / Federal National Mortgage Association 0.01 -14.29 0.0014 -0.0000
US31411EFN22 / Federal National Mortgage Association 0.01 0.00 0.0013 0.0000
US31394DXZ85 / Fannie Mae REMICs, IO 0.01 0.00 0.0013 -0.0000
US31392ERQ51 / Fannie Mae REMICs, IO 0.01 -14.29 0.0013 -0.0003
US31390VG324 / Federal National Mortgage Association 0.01 0.00 0.0013 -0.0000
US31411YXF59 / Federal National Mortgage Association 0.01 0.00 0.0013 0.0000
US36209TLA50 / GNSF 481021 7.5 08-15-28 0.01 -16.67 0.0012 -0.0001
US31392EGP97 / Fannie Mae REMICs, IO 0.01 -16.67 0.0012 -0.0000
US31392BJ987 / Fannie Mae REMICs, IO 0.01 -16.67 0.0012 -0.0001
US31405NDC65 / Federal National Mortgage Association 0.01 0.00 0.0011 -0.0000
US31393G5Y62 / Freddie Mac REMICS 0.01 -16.67 0.0011 -0.0000
US31412LJ925 / Federal National Mortgage Association 0.01 0.00 0.0011 0.0000
US17307G6L72 / Citigroup Mortgage Loan Trust 2006-AR2 0.01 0.00 0.0011 -0.0000
US36209FBN87 / Government National Mortgage Association 0.01 0.00 0.0011 -0.0000
US31402U5D00 / Fannie Mae 0.01 0.00 0.0010 0.0000
US31411J3H77 / Federal National Mortgage Association 0.01 0.00 0.0010 0.0000
US31402RDK23 / FNCL 735506 7.0 04-01-35 0.01 0.00 0.0010 -0.0000
US31385HQ884 / Federal National Mortgage Association 0.01 0.00 0.0010 -0.0001
US31392DCP50 / Fannie Mae REMICs, IO 0.01 0.00 0.0010 -0.0000
US31405X3Q46 / Federal National Mortgage Association 0.01 0.00 0.0010 0.0000
US31405V4N42 / Federal National Mortgage Association 0.00 -20.00 0.0010 -0.0000
US31389VQ267 / Federal National Mortgage Association 0.00 -20.00 0.0010 -0.0000
US31383LTC99 / Federal National Mortgage Association 0.00 -20.00 0.0010 -0.0000
US31282YW704 / Freddie Mac STRIPS 0.00 -20.00 0.0010 -0.0001
US31386DC816 / Federal National Mortgage Association 0.00 -20.00 0.0009 -0.0000
US31392DW408 / Fannie Mae REMICs, IO 0.00 -20.00 0.0009 -0.0002
US31395U5B32 / Freddie Mac REMICs, IO 0.00 -20.00 0.0009 -0.0001
US31392AZY71 / Fannie Mae REMICs, IO 0.00 0.00 0.0009 -0.0000
US31359UB538 / FANNIE MAE REMICS FNR 1998-59 Z 0.00 -20.00 0.0009 -0.0001
US31390MJR60 / Federal National Mortgage Association 0.00 0.00 0.0009 -0.0000
US31406AWK41 / Federal National Mortgage Association 0.00 0.00 0.0009 -0.0000
US31411APZ20 / Federal National Mortgage Association 0.00 0.00 0.0009 0.0000
US31391BB713 / Federal National Mortgage Association 0.00 0.00 0.0009 -0.0000
US31371HHT86 / Federal National Mortgage Association 0.00 0.00 0.0008 -0.0001
US36211C4C34 / GNSF 509419 7.0 08-15-29 0.00 0.00 0.0008 -0.0000
US31392EHP88 / Fannie Mae REMICs, IO 0.00 0.00 0.0008 -0.0000
US31405WVG76 / Federal National Mortgage Association 0.00 -25.00 0.0008 -0.0000
US36209LD378 / GNSF 474522 7.5 08-15-28 0.00 -25.00 0.0008 -0.0000
US31283HV857 / Freddie Mac 0.00 -25.00 0.0008 -0.0001
US31395MTC37 / Freddie Mac REMICs, IO 0.00 -25.00 0.0008 -0.0000
US36208VSX46 / Government National Mortgage Association 0.00 -25.00 0.0007 -0.0000
US31293TU390 / Federal Home Loan Mortgage Corp. 0.00 -25.00 0.0007 -0.0000
US31364HS240 / FANNIE MAE INTEREST STRIP FNS 294 2 0.00 -25.00 0.0007 -0.0002
US31376J5M73 / Federal National Mortgage Association 0.00 -50.00 0.0007 -0.0006
US36202DFF33 / Ginnie Mae 0.00 0.00 0.0007 -0.0000
US36209CVX19 / GNSF 467830 7.5 07-15-28 0.00 0.00 0.0007 -0.0000
US31385WX202 / Federal National Mortgage Association 0.00 0.00 0.0007 -0.0000
US31401NXS34 / FNCL 713589 7.0 04-01-33 0.00 0.00 0.0007 -0.0000
US31392DAG79 / Fannie Mae REMICs, IO 0.00 0.00 0.0007 -0.0000
US3136FANL02 / Fannie Mae Interest STRIPS, IO 0.00 0.00 0.0007 -0.0001
US31405D2K29 / FNCL 786578 7.0 07-01-34 0.00 0.00 0.0007 0.0000
US31405MGF86 / FNCL 793198 7.0 07-01-34 0.00 0.00 0.0007 -0.0000
US3137ARKB10 / Freddie Mac REMICs, IO 0.00 -25.00 0.0006 -0.0002
US36207MK888 / Government National Mortgage Association 0.00 0.00 0.0006 -0.0001
US31392EHB92 / Fannie Mae REMICs, IO 0.00 0.00 0.0006 -0.0000
US31379JSQ03 / Federal National Mortgage Association 0.00 -33.33 0.0006 -0.0000
US31405D3R62 / FNCL 786608 7.0 07-01-34 0.00 -33.33 0.0006 -0.0000
US36202V7K14 / Government National Mortgage Association 0.00 -33.33 0.0006 -0.0000
US31379PZT29 / FNCL 425654 6.0 05-01-28 0.00 -33.33 0.0006 -0.0000
US31283HK959 / FGLMC G01220 8.5 03-01-31 0.00 0.00 0.0006 -0.0000
US31393FG917 / Freddie Mac REMICs, IO 0.00 -33.33 0.0006 -0.0000
US31371KDL26 / Fannie Mae Pool 0.00 0.00 0.0005 -0.0000
US31405X2U66 / Federal National Mortgage Association 0.00 0.00 0.0005 -0.0000
US31392BMY91 / Fannie Mae REMICs, IO 0.00 0.00 0.0005 -0.0000
US31392JY294 / FNMA, REMIC, Series 2003-21, Class FK 0.00 0.00 0.0005 -0.0000
US31374TWX35 / Fannie Mae Pool 0.00 0.00 0.0005 -0.0000
US31364JZP10 / Fannie Mae Interest STRIPS, IO 0.00 0.00 0.0005 -0.0000
US3136A5AX42 / Fannie Mae REMICs, IO 0.00 0.00 0.0005 -0.0001
US31298LML08 / Federal Home Loan Mortgage Corp. 0.00 -50.00 0.0005 -0.0004
US31405QPC68 / Federal National Mortgage Association 0.00 0.00 0.0005 -0.0000
US36207KTT78 / GNSF 434462 7.0 07-15-29 0.00 0.00 0.0004 -0.0000
US31408FQ284 / FNCL 850173 7.0 01-01-36 0.00 0.00 0.0004 0.0000
US31397T4E95 / Freddie Mac REMICs, IO 0.00 0.00 0.0004 -0.0000
US36209NAT90 / Government National Mortgage Association 0.00 0.00 0.0004 -0.0000
US36200KEY91 / Government National Mortgage Association 0.00 0.00 0.0004 -0.0000
US36210XUH87 / Government National Mortgage Association 0.00 -50.00 0.0004 -0.0000
US31380D3V61 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31359QJV77 / Fannie Mae REMICs, IO 0.00 -50.00 0.0003 -0.0001
US3137B26D79 / Freddie Mac REMICs, IO 0.00 -50.00 0.0003 -0.0001
US31293LRR77 / Federal Home Loan Mortgage Corp. 0.00 0.00 0.0003 -0.0000
US31414CK720 / Federal National Mortgage Association 0.00 0.00 0.0003 0.0000
US31371KEX54 / Fannie Mae Pool 0.00 0.00 0.0003 -0.0000
US36209XTH34 / Government National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31392F6J15 / Fannie Mae REMICs, IO 0.00 0.00 0.0003 -0.0000
US36208FZZ60 / Ginnie Mae 0.00 0.00 0.0003 -0.0000
US31386FPL30 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31386TWY71 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US3137AXEJ87 / Freddie Mac REMICs, IO 0.00 -50.00 0.0003 -0.0001
US31405QS903 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31392ATX62 / Fannie Mae REMICs, IO 0.00 0.00 0.0003 -0.0000
US31392RT842 / Freddie Mac REMICs, IO 0.00 0.00 0.0003 -0.0000
US31371GN636 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US36200KA490 / Government National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31393BFR15 / FNMA, REMIC, Series 2003-33, Class IA 0.00 0.00 0.0003 -0.0000
US31410VD806 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31374GBJ58 / Federal National Mortgage Association 0.00 -50.00 0.0003 -0.0002
US36210BBL80 / Government National Mortgage Association 0.00 0.00 0.0003 -0.0000
US3136A9XT05 / Fannie Mae REMICs, IO 0.00 0.00 0.0003 -0.0001
US31394CKG68 / Fannie Mae REMICs, IO 0.00 0.00 0.0003 -0.0000
US31391RHT23 / Federal National Mortgage Association 0.00 0.00 0.0003 -0.0000
US31393BKD63 / Fannie Mae REMICS 0.00 0.00 0.0003 -0.0000
US31325UPL43 / Freddie Mac STRIPS 0.00 -50.00 0.0003 -0.0002
US3137AUFY07 / Freddie Mac REMICs, IO 0.00 -50.00 0.0003 -0.0002
US36209AE890 / Government National Mortgage Association 0.00 0.00 0.0002 -0.0000
US31293R2U43 / Federal Home Loan Mortgage Corp. 0.00 0.00 0.0002 -0.0000
US31403GDU31 / FNCL 748115 6.0 10-01-33 0.00 0.00 0.0002 -0.0001
US36201DUR15 / Government National Mortgage Association 0.00 0.00 0.0002 -0.0000
US36210SFX18 / Government National Mortgage Association 0.00 0.00 0.0002 -0.0000
US31404L5R74 / FNCL 772256 6.0 11-01-33 0.00 0.00 0.0002 -0.0000
US31397PM493 / Freddie Mac REMICs, IO 0.00 0.00 0.0002 -0.0000
US31405VC394 / Federal National Mortgage Association 0.00 -100.00 0.0002 0.0000
US36208YJ750 / GNSF 464786 7.5 08-15-28 0.00 -100.00 0.0002 -0.0000
US31374T2L22 / Federal National Mortgage Association 0.00 -100.00 0.0002 -0.0000
US36209AEY29 / Government National Mortgage Association 0.00 -100.00 0.0002 -0.0000
US31414GS344 / FNCL 965938 6.0 12-01-37 0.00 0.0002 0.0000
US31387KFT51 / Federal National Mortgage Association 0.00 0.0002 -0.0000
US911760SZ07 / VENDEE MORTGAGE TRUST 2003-1 VENDE 2003-1 IO 0.00 0.0002 0.0000
US36209ASX99 / Ginnie Mae 0.00 -100.00 0.0002 -0.0000
US31282YCV92 / Freddie Mac STRIPS 0.00 0.0002 -0.0000
US36209HDN26 / Government National Mortgage Association 0.00 0.0002 -0.0000
US31380EJH80 / Federal National Mortgage Association 0.00 0.0002 -0.0000
US36290SEP20 / Gnma Pass-thru C Single Family Bond 0.00 0.0002 -0.0000
US31371HLU04 / Fannie Mae Pool 0.00 0.0002 -0.0000
US31325UP265 / Freddie Mac Strips 0.00 -100.00 0.0001 -0.0001
US31412MPQ59 / UMBS, 30 Year 0.00 0.0001 0.0000
US36210PWH36 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31386NCA46 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31325UP422 / Freddie Mac STRIPS 0.00 0.0001 -0.0000
US36205YBQ44 / Ginnie Mae 0.00 -100.00 0.0001 -0.0001
US31415VNS06 / FNCL 990601 6.0 09-01-38 0.00 0.0001 0.0000
US31409TRM26 / FNCL 878092 6.0 04-01-36 0.00 0.0001 0.0000
US31405VZ262 / Federal National Mortgage Association 0.00 0.0001 0.0000
US36291FWL83 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31416KAX63 / FNCL AA1821 6.0 01-01-39 0.00 0.0001 0.0000
US31384WJ840 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31371HNN43 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US36202WX956 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31381CV611 / FNCL 457037 6.0 01-01-29 0.00 0.0001 -0.0000
US31385XNR43 / Fannie Mae Pool 0.00 0.0001 -0.0000
US36208WEG42 / Ginnie Mae 0.00 0.0001 -0.0000
US31292GY342 / Freddie Mac Gold Pool 0.00 0.0001 -0.0000
US36209BE203 / Ginnie Mae I Pool 0.00 0.0001 -0.0000
US31374GUA39 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31419AB714 / FNMA 6.00% 2/40 #AE0061 0.00 0.0001 -0.0000
US36209DE910 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31415TSZ48 / Fannie Mae Pool 0.00 0.0001 0.0000
US31282YCE77 / Freddie Mac STRIPS 0.00 0.0001 -0.0000
US31380MBN56 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31412MXD54 / Federal National Mortgage Association 0.00 0.0001 0.0000
US36291CL949 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31405V4M68 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31374GWP89 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31406UHF84 / FNCL 820230 6.0 06-01-30 0.00 0.0001 -0.0000
US31390HJF38 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US911760RZ16 / VENDEE MORTGAGE TRUST 2002-2 VENDE 2002-2 IO 0.00 0.0001 -0.0000
US31415V3K94 / FNCL 991002 6.0 10-01-38 0.00 0.0001 0.0000
US36200NYP04 / Ginnie Mae I Pool 0.00 0.0001 -0.0000
US36290REU32 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31371LM489 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US31382D6W97 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US3137AGSJ09 / FREDDIE MAC REMICS FHR 3935 NA 0.00 -100.00 0.0001 -0.0001
US31385XEE31 / Federal National Mortgage Association 0.00 0.0001 -0.0000
US36202XEG88 / GINNIE MAE I POOL P#612235 5.50000000 0.00 0.0001 -0.0000
US36201U4B79 / Government National Mortgage Association 0.00 0.0001 -0.0000
US36205XC365 / Ginnie Mae I Pool 0.00 0.0001 -0.0000
US36200WP212 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36208DUE39 / Ginnie Mae 0.00 0.0000 -0.0000
US36206NU523 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31371HHS04 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3136A1DN29 / Fannie Mae REMICs, IO 0.00 0.0000 -0.0000
US3136A8QA14 / Fannie Mae REMICs, IO 0.00 -100.00 0.0000 -0.0002
US36207KAH32 / Government National Mortgage Association 0.00 0.0000 -0.0000
US12593JBG04 / Commercial Mortgage Trust, Series 2015-CR24, Class XA, IO 0.00 0.0000 -0.0000
US36202XLH88 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36209BA243 / Ginnie Mae 0.00 0.0000 -0.0000
US36209WQP04 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31383EAP60 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US31359QNY60 / Fannie Mae REMICs, IO 0.00 0.0000 -0.0000
US31415QNN24 / FNCL 986097 6.0 09-01-38 0.00 0.0000 0.0000
US31371GVE78 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US36202SUB23 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31378CTK89 / FANNIE MAE POOL FN 394854 0.00 0.0000 -0.0000
US36207V3M64 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36290RRG01 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36200NAA90 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36207VWA06 / Ginnie Mae 0.00 0.0000 -0.0000
US31413YRR44 / FANNIE MAE 6.00% 11/01/2037 FNMA 30 0.00 0.0000 0.0000
US31397L5D76 / Fannie Mae REMICs, IO 0.00 0.0000 0.0000
US31371KF972 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US36210A5W35 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31384VPW62 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US31415SNB42 / FNCL 987886 6.0 09-01-38 0.00 0.0000 0.0000
US3136B1BQ67 / Fannie Mae REMICs, IO 0.00 0.0000 -0.0000
US31384VTE29 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US36208QSB31 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36225A5Z97 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31387V3B39 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US31394EGR36 / FANNIE MAE REMICS FNR 2005-63 X 0.00 0.0000 -0.0000
US31394YF744 / Freddie Mac REMICs, IO 0.00 0.0000 -0.0000
US911760NG70 / VENDEE MORTGAGE TRUST 1999-3 VENDE 1999-3 IO 0.00 0.0000 -0.0000
US911760RC21 / VENDEE MORTGAGE TRUST 2001-3 VENDE 2001-3 IO 0.00 0.0000 -0.0000
US3137FGV772 / Freddie Mac REMICs, IO 0.00 0.0000 -0.0000
US86359ACC53 / Structured Asset Securities Corp., Series 2002-21A, Class B1II 0.00 0.0000 -0.0000
US3133TEPR98 / Freddie Mac REMICs, IO 0.00 0.0000 -0.0000
U.S. Treasury 2 Year Notes Future / DIR (N/A) -0.04 -0.0085 -0.0085
U.S. Treasury Ultra Bonds Future / DIR (N/A) -0.08 -0.0150 -0.0150
U.S. Treasury Ultra Bonds Future / DIR (N/A) -0.08 -0.0150 -0.0150
U.S. Treasury Ultra Bonds Future / DIR (N/A) -0.08 -0.0150 -0.0150
U.S. Treasury 10 Year Ultra Future / DIR (N/A) -0.11 -0.0218 -0.0218
U.S. Treasury 10 Year Ultra Future / DIR (N/A) -0.11 -0.0218 -0.0218
U.S. Treasury 10 Year Ultra Future / DIR (N/A) -0.11 -0.0218 -0.0218
U.S. Treasury Long Bond Future / DIR (N/A) -0.14 -0.0277 -0.0277
U.S. Treasury Long Bond Future / DIR (N/A) -0.14 -0.0277 -0.0277
U.S. Treasury 5 Year Notes Future / DIR (N/A) -0.20 -0.0391 -0.0391
U.S. Treasury 5 Year Notes Future / DIR (N/A) -0.20 -0.0391 -0.0391
US01F0226757 / Uniform Mortgage-Backed Security, TBA -5.77 -158.38 -1.1322 -2.9159