Mga Batayang Estadistika
Nilai Portofolio $ 200,573,373
Posisi Saat Ini 1,094
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

PCGTX - PACE Mortgage-Backed Securities Fixed Income Investments Class P telah mengungkapkan total kepemilikan 1,094 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 200,573,373 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PCGTX - PACE Mortgage-Backed Securities Fixed Income Investments Class P adalah Uniform Mortgage-Backed Security, TBA (US:US01F0606677) , FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (US:US01F0206619) , G2SF 3 5/16 (US:US21H0306587) , G2SF 2.0 TBA 06-01-51 (US:US21H0206670) , and Uniform Mortgage-Backed Security, TBA (US:US01F0626634) . Posisi baru PCGTX - PACE Mortgage-Backed Securities Fixed Income Investments Class P meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0606677) , FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (US:US01F0206619) , G2SF 3 5/16 (US:US21H0306587) , G2SF 2.0 TBA 06-01-51 (US:US21H0206670) , and Uniform Mortgage-Backed Security, TBA (US:US01F0626634) .

PCGTX - PACE Mortgage-Backed Securities Fixed Income Investments Class P - Nilai Portofolio
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
40.55 23.3379 26.1543
17.71 10.1930 7.1703
-5.86 -3.3747 7.1558
-8.70 -5.0064 5.5290
-10.15 -5.8410 4.6933
8.03 4.6223 3.9351
13.61 7.8343 3.8716
10.87 6.2553 3.3305
5.17 2.9740 2.9740
5.17 2.9740 2.9740
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
-36.63 -21.0819 -20.9013
-24.60 -14.1576 -14.1576
-24.60 -14.1576 -14.1576
-24.60 -14.1576 -14.1576
-19.45 -11.1918 -10.7397
-5.13 -2.9554 -7.4452
-6.90 -3.9699 -6.6789
12.09 6.9583 -6.2033
-3.92 -2.2537 -2.3664
20.35 11.7122 -2.2383
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-06-27 untuk periode pelaporan 2025-04-30. 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
(%)
US01F0606677 / Uniform Mortgage-Backed Security, TBA 40.55 -887.34 23.3379 26.1543
US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 20.35 -20.23 11.7122 -2.2383
US21H0306587 / G2SF 3 5/16 17.71 220.41 10.1930 7.1703
US21H0206670 / G2SF 2.0 TBA 06-01-51 13.61 87.84 7.8343 3.8716
US01F0626634 / Uniform Mortgage-Backed Security, TBA 12.09 -49.77 6.9583 -6.2033
US01F0226591 / FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 11.10 42.39 6.3858 2.1246
US21H0426534 / Ginnie Mae 10.87 74.19 6.2553 3.3305
US01F0426571 / Uniform Mortgage-Backed Security, TBA 8.03 448.19 4.6223 3.9351
FMCC / Federal Home Loan Mortgage Corporation 5.17 2.9740 2.9740
FMCC / Federal Home Loan Mortgage Corporation 5.17 2.9740 2.9740
FMCC / Federal Home Loan Mortgage Corporation 5.17 2.9740 2.9740
US21H0506640 / Ginnie Mae 4.90 -14.65 2.8205 -0.3193
US3140XECC61 / FNMA POOL FM9966 FN 08/43 FIXED VAR 4.83 -0.51 2.7825 -0.0044
US36179WNE48 / GNMA2 30YR 4.19 -0.21 2.4093 0.0032
US3132DVLY91 / Freddie Mac Pool 3.72 0.00 2.1414 0.0080
US3140QC5P70 / Fannie Mae Pool 3.28 1.24 1.8865 0.0302
US3132DVLZ66 / FREDDIE MAC POOL UMBS P#SD7544 3.00000000 3.01 -0.20 1.7343 0.0028
US74143FAA75 / PRET_21-RN2 2.68 -8.86 1.5403 -0.1437
US3140QPSU26 / Federal National Mortgage Association 2.65 -0.45 1.5244 -0.0012
US21H0526523 / Ginnie Mae 2.50 -44.87 1.4375 -0.6860
Government National Mortgage Association / ABS-MBS (US3622AC3V00) 2.46 -0.77 1.4173 -0.0058
US01F0126502 / Fannie Mae or Freddie Mac 2.26 4.93 1.2997 0.1225
US01F0504526 / Uniform Mortgage-Backed Security, TBA 2.21 2.36 1.2728 0.0912
US3140QKGJ12 / Fannie Mae Pool 2.03 -0.15 1.1683 0.0026
Government National Mortgage Association REMICS / ABS-MBS (US38383KMK50) 1.94 -1.22 1.1154 -0.0100
Government National Mortgage Association REMICS / ABS-MBS (US38383KMK50) 1.94 -1.22 1.1154 -0.0100
Government National Mortgage Association REMICS / ABS-MBS (US38383KMK50) 1.94 -1.22 1.1154 -0.0100
US3140QSUT63 / FNMA POOL CB6893 FN 08/53 FIXED 4.5 1.91 1.00 1.1005 0.0145
US21H0406577 / Ginnie Mae 1.91 -17.41 1.0978 -0.1653
US3140XGAA71 / FNMA POOL FS0900 FN 07/43 FIXED VAR 1.91 -0.37 1.0973 0.0000
US3136B3M727 / Fannie Mae REMICS 1.90 -3.26 1.0926 -0.0328
US31417C5E13 / Fannie Mae Pool 1.86 -1.48 1.0696 -0.0121
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.80 2.04 1.0359 0.0246
US36179W5C89 / Ginnie Mae II Pool 1.69 120.52 0.9715 0.5417
US3140X3CN63 / FNMA 30YR 3% 03/01/2050#FM0076 1.69 -0.12 0.9703 0.0026
US31417DHM83 / Fannie Mae Pool 1.65 0.67 0.9514 0.0099
US31418EUX65 / FANNIE MAE POOL UMBS P#MA5097 4.50000000 1.65 -0.18 0.9507 0.0017
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.61 -12.36 0.9271 -0.1266
Government National Mortgage Association / ABS-MBS (US3622AC3W82) 1.59 -0.75 0.9163 -0.0036
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.58 -5.44 0.9100 -0.0490
US3140QHKU81 / FANNIE MAE POOL UMBS P#CA9306 3.00000000 1.57 0.45 0.9030 0.0076
US3140QSUS80 / FNMA POOL CB6892 FN 08/53 FIXED 4.5 1.52 0.33 0.8729 0.0063
Government National Mortgage Association REMICS / ABS-MBS (US38383KMM17) 1.45 -1.09 0.8373 -0.0060
Government National Mortgage Association REMICS / ABS-MBS (US38383KMM17) 1.45 -1.09 0.8373 -0.0060
Government National Mortgage Association REMICS / ABS-MBS (US38383KMM17) 1.45 -1.09 0.8373 -0.0060
US01F0324503 / Fannie Mae or Freddie Mac 1.44 3.66 0.8315 0.0694
US3622AAAA22 / Ginnie Mae II Pool 1.39 -1.07 0.8010 -0.0055
US3622A2ZK16 / Ginnie Mae II Pool 1.37 -1.01 0.7906 -0.0049
FNCI / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 05-01-35 1.36 5.18 0.7835 0.0755
US3132AC2W91 / FR ZT0789 1.32 -0.15 0.7620 0.0016
US36179VKL35 / Ginnie Mae II Pool 1.29 -0.54 0.7436 -0.0014
US01F0304547 / Fannie Mae or Freddie Mac 1.28 4.08 0.7349 0.0644
US3140XH6Q57 / FNMA POOL FS2678 FN 01/52 FIXED VAR 1.27 0.63 0.7299 0.0070
US3140X5VM28 / FANNIE MAE POOL FN FM2419 1.26 0.48 0.7260 0.0062
US3140X6ST90 / Fannie Mae Pool 1.26 0.00 0.7253 0.0022
US3133KLTN72 / FED HM LN PC POOL RA5057 FR 04/51 FIXED 3 1.24 1.22 0.7164 0.0114
US3133KYWX39 / Freddie Mac Pool 1.24 1.06 0.7135 0.0103
US3140QKME50 / FNMA POOL CB0356 FN 05/51 FIXED 3 1.23 -0.24 0.7102 0.0006
FMCC / Federal Home Loan Mortgage Corporation 1.22 0.74 0.7043 0.0076
FMCC / Federal Home Loan Mortgage Corporation 1.22 0.74 0.7043 0.0076
FMCC / Federal Home Loan Mortgage Corporation 1.22 0.74 0.7043 0.0076
Collateral Position / STIV (000000000) 1.22 1.22 0.7016 0.7016
Collateral Position / STIV (000000000) 1.22 1.22 0.7016 0.7016
Collateral Position / STIV (000000000) 1.22 1.22 0.7016 0.7016
US3136B3QC72 / Fannie Mae REMICS 1.20 -2.75 0.6915 -0.0169
US3140F5CV35 / Fannie Mae Pool 1.16 0.52 0.6671 0.0058
Uniform Mortgage-Backed Security, TBA / ABS-MBS (US01F0706584) 1.15 -202.50 0.6619 1.2756
Uniform Mortgage-Backed Security, TBA / ABS-MBS (US01F0706584) 1.15 -202.50 0.6619 1.2756
US36266PAB31 / GS MORTGAGE-BACKED SECURITIES TRUST 2022-MM1 SER 2022-MM1 CL A2 V/R REGD 144A P/P 2.50000000 1.15 -1.29 0.6605 -0.0059
US31418DYC00 / Fannie Mae Pool 1.13 0.27 0.6512 0.0040
FMCC / Federal Home Loan Mortgage Corporation 1.13 0.6481 0.6481
US3140X6S774 / FANNIE MAE POOL UMBS P#FM3241 3.00000000 1.12 -0.09 0.6440 0.0022
US69363JAA25 / PRET 2022-RN1 LLC 1.09 -1.98 0.6264 -0.0102
US3138WEX875 / Fannie Mae Pool 1.06 0.66 0.6129 0.0064
US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd 1.05 -1.77 0.6057 -0.0085
US073879GZ57 / Bear Stearns Asset Backed Securities Trust 2004-2 1.03 -8.81 0.5905 -0.0544
Government National Mortgage Association / ABS-MBS (US36179Y5N09) 1.02 0.5880 0.5880
Government National Mortgage Association / ABS-MBS (US36179Y5N09) 1.02 0.5880 0.5880
Government National Mortgage Association / ABS-MBS (US36179Y5N09) 1.02 0.5880 0.5880
US3133KND833 / Federal Home Loan Mortgage Corp. 1.02 0.99 0.5850 0.0081
US01F0524581 / Uniform Mortgage-Backed Security, TBA 1.02 0.5848 0.5848
Government National Mortgage Association REMICS / ABS-MBS (US38383KNN80) 0.98 -1.70 0.5647 -0.0082
US21H0506566 / Ginnie Mae 0.98 -80.31 0.5644 -1.7688
US3128M96X52 / Freddie Mac Gold Pool 0.97 -0.41 0.5605 0.0001
US3138WJN388 / Federal National Mortgage Association 0.97 0.10 0.5584 0.0027
US3140QKVF25 / FNMA POOL CB0613 FN 05/51 FIXED 3 0.94 1.30 0.5383 0.0084
US01N0406528 / Ginnie Mae 0.93 -48.57 0.5373 -0.4550
US31418ETR17 / FNMA POOL MA5059 FN 06/43 FIXED 4.5 0.92 -0.75 0.5303 -0.0022
US29445UAN54 / Equifirst Loan Securitization Trust 2007-1 0.91 -1.83 0.5256 -0.0078
US3140XHS401 / FNMA POOL FS2338 FN 11/46 FIXED VAR 0.90 -0.22 0.5167 0.0007
US3617G1FZ60 / Ginnie Mae II Pool 0.88 0.23 0.5048 0.0029
US3140QGPN11 / Fannie Mae Pool 0.87 0.82 0.4979 0.0054
US3132D9BT04 / Freddie Mac Pool 0.86 -1.04 0.4933 -0.0036
US3133KKVH93 / FHLMC Pool, 30 Year 0.82 0.61 0.4736 0.0050
Swap / DIR (000000000) 0.78 0.4511 0.4511
US38376RHR03 / GNMA, Series 2015-H27, Class FA 0.78 -15.46 0.4502 -0.0808
US3140FXLQ30 / Fannie Mae Pool 0.78 -1.40 0.4464 -0.0047
US31419ANB97 / Fannie Mae Pool 0.77 -1.15 0.4450 -0.0037
Government National Mortgage Association REMICS / ABS-MBS (US38383KVE99) 0.77 -8.09 0.4450 -0.0376
Government National Mortgage Association REMICS / ABS-MBS (US38383KVE99) 0.77 -8.09 0.4450 -0.0376
Government National Mortgage Association REMICS / ABS-MBS (US38383KVE99) 0.77 -8.09 0.4450 -0.0376
US3138MGMJ18 / FNMA 30YR 3.0% 01/01/2043#AQ1260 0.76 0.00 0.4387 0.0017
US3137B5QX40 / Freddie Mac REMICS 0.76 9.25 0.4356 0.0386
US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 0.73 0.69 0.4220 0.0041
US3140QNUC42 / Federal National Mortgage Association 0.73 0.41 0.4188 0.0035
US01F0124523 / FNCI 1.5 UMBS TBA 05-01-36 0.73 -60.27 0.4188 -0.2625
US36179XS806 / GINNIE MAE II POOL P#MA8643 3.00000000 0.72 -0.96 0.4142 -0.0026
US36179NLG15 / Ginnie Mae II Pool 0.71 -0.83 0.4113 -0.0020
US98625UBC53 / GENERATE CLO 3 LTD SER 3A CL A2R V/R REGD 144A P/P 0.00000000 0.70 -0.71 0.4039 -0.0010
US3140Q8QN82 / Fannie Mae Pool 0.70 0.43 0.4033 0.0035
Diameter Capital CLO 6 Ltd. / ABS-CBDO (US25255UAA07) 0.70 -0.43 0.4033 -0.0001
Diameter Capital CLO 6 Ltd. / ABS-CBDO (US25255UAA07) 0.70 -0.43 0.4033 -0.0001
Diameter Capital CLO 6 Ltd. / ABS-CBDO (US25255UAA07) 0.70 -0.43 0.4033 -0.0001
US3138ETY911 / Fannie Mae Pool 0.69 -0.86 0.3978 -0.0020
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.68 -6.94 0.3938 -0.0282
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.68 -6.94 0.3938 -0.0282
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.68 -6.94 0.3938 -0.0282
US3140QNUB68 / Federal National Mortgage Association 0.68 0.59 0.3913 0.0039
US3133C5FZ97 / FED HM LN PC POOL QG4684 FR 06/53 FIXED 5 0.67 1.05 0.3875 0.0051
US31325YRU46 / FREDDIEMAC STRIP FHS 389 C40 0.66 -0.75 0.3793 -0.0012
US86359DVX29 / Structured Asset Securities Corp Trust 2005-AR1 0.64 -5.99 0.3702 -0.0222
US3133KMR314 / FED HM LN PC POOL RA5906 FR 09/51 FIXED 2.5 0.64 -0.16 0.3673 0.0007
US61911GAA22 / Mortgage Equity Conversion Asset Trust 2007-FF3 0.62 -14.52 0.3596 -0.0596
US3133KMDF95 / Freddie Mac Pool 0.62 0.65 0.3560 0.0039
US3140QKGG72 / FNMA POOL CB0198 FN 04/51 FIXED 3 0.61 0.00 0.3539 0.0017
US31419AYM34 / Fannie Mae Pool 0.61 0.33 0.3517 0.0025
US3138EQ7E63 / Fannie Mae Pool 0.61 -0.81 0.3510 -0.0013
US3137HA4L74 / Freddie Mac Multifamily Structured Pass Through Certificates 0.61 2.53 0.3501 0.0095
US3140XBHT03 / FANNIE MAE POOL UMBS P#FM7441 3.00000000 0.61 0.00 0.3498 0.0017
US3140XCUP17 / FNMA POOL FM8689 FN 09/51 FIXED VAR 0.61 -0.82 0.3491 -0.0017
US3140QBDY17 / Fannie Mae Pool 0.61 0.00 0.3487 0.0013
US38376RLR56 / Government National Mortgage Association 0.60 -16.43 0.3457 -0.0662
US3132DNBJ19 / Federal Home Loan Mortgage Corp. 0.59 -0.34 0.3388 0.0004
US3140FXDG40 / Fannie Mae Pool 0.59 0.69 0.3370 0.0033
US3140Q9K857 / Fannie Mae Pool 0.58 -2.83 0.3359 -0.0085
US3140FXM903 / Fannie Mae Pool 0.58 -0.35 0.3326 0.0004
US3138EKRH01 / Fannie Mae Pool 0.57 -0.18 0.3272 0.0004
US36177JQR31 / Ginnie Mae I Pool 0.56 0.36 0.3243 0.0021
US3138EP2Y90 / Fannie Mae Pool 0.56 -3.29 0.3223 -0.0093
US3138EP2M52 / Fannie Mae Pool 0.56 -2.46 0.3203 -0.0068
US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A 0.55 -18.28 0.3168 -0.0695
US3137FHRY13 / Freddie Mac REMICS 0.55 -6.32 0.3158 -0.0200
US3140FXFK34 / Fannie Mae Pool 0.55 0.37 0.3152 0.0024
US3140E6J784 / Fannie Mae Pool 0.54 -19.08 0.3127 -0.0723
US3140QSUR08 / FNMA POOL CB6891 FN 08/53 FIXED 4.5 0.54 0.75 0.3099 0.0032
US3138LS6G06 / Fannie Mae Pool 0.53 1.14 0.3071 0.0044
US3133L8B530 / FED HM LN PC POOL RC1860 FR 04/36 FIXED 2 0.53 -1.66 0.3068 -0.0042
US3132WJUN96 / Freddie Mac Gold Pool 0.53 1.14 0.3067 0.0047
US3132XCSK24 / Freddie Mac Gold Pool 0.53 -1.30 0.3061 -0.0028
US38375US275 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H23 MA 0.53 -3.11 0.3050 -0.0084
US31329PBB85 / FED HM LN PC POOL ZA5434 FR 05/48 FIXED 3.5 0.52 0.19 0.2965 0.0014
US3140LLY547 / Federal National Mortgage Association 0.51 1.40 0.2926 0.0050
US3140XGWH86 / Federal National Mortgage Association 0.51 0.00 0.2920 0.0010
US3133BULB17 / FED HM LN PC POOL QF6622 FR 02/53 FIXED 5 0.50 1.20 0.2904 0.0043
Apex Credit CLO Ltd. / ABS-CBDO (US03753AAA88) 0.50 -0.60 0.2886 -0.0009
Apex Credit CLO Ltd. / ABS-CBDO (US03753AAA88) 0.50 -0.60 0.2886 -0.0009
Apex Credit CLO Ltd. / ABS-CBDO (US03753AAA88) 0.50 -0.60 0.2886 -0.0009
Anchorage Capital CLO 28 Ltd. / ABS-CBDO (US03330RAA32) 0.50 -0.60 0.2882 -0.0005
Anchorage Capital CLO 28 Ltd. / ABS-CBDO (US03330RAA32) 0.50 -0.60 0.2882 -0.0005
Anchorage Capital CLO 28 Ltd. / ABS-CBDO (US03330RAA32) 0.50 -0.60 0.2882 -0.0005
US3140NLN884 / FNMA POOL BY4014 FN 06/53 FIXED 5 0.50 1.01 0.2881 0.0040
TCW CLO Ltd. / ABS-CBDO (US87252MAC73) 0.50 -0.60 0.2881 -0.0004
Trinitas CLO XII Ltd. / ABS-CBDO (US89641GAN25) 0.50 -0.60 0.2876 -0.0003
KKR CLO 28 Ltd. / ABS-CBDO (US48253WAL63) 0.50 -0.20 0.2875 0.0005
US3140GNHP12 / Fannie Mae Pool 0.50 0.61 0.2858 0.0027
US3140HSNN77 / Fannie Mae Pool 0.50 0.40 0.2856 0.0019
Government National Mortgage Association REMICS / ABS-MBS (US38383KVX70) 0.49 -1.42 0.2807 -0.0030
Government National Mortgage Association REMICS / ABS-MBS (US38383KVX70) 0.49 -1.42 0.2807 -0.0030
Government National Mortgage Association REMICS / ABS-MBS (US38383KVX70) 0.49 -1.42 0.2807 -0.0030
US3138ERM647 / Fannie Mae Pool 0.48 -6.65 0.2748 -0.0185
US3140QED669 / Fannie Mae Pool 0.47 -0.21 0.2687 0.0007
US3133C2ME54 / FED HM LN PC POOL QG2157 FR 05/53 FIXED 5 0.46 -6.72 0.2641 -0.0175
US3140FXJG85 / Fannie Mae Pool 0.45 0.00 0.2613 0.0006
US3133BWGC11 / FED HM LN PC POOL QF8295 FR 03/53 FIXED 4.5 0.45 0.90 0.2591 0.0028
US31329QHD60 / FED HM LN PC POOL ZA6528 FR 04/49 FIXED 4 0.45 0.45 0.2586 0.0017
US3140FECL62 / FNMA 30YR 0.45 1.13 0.2573 0.0033
US31418ENL01 / Fannie Mae Pool 0.44 -2.64 0.2547 -0.0058
US3132HBEV36 / FED HM LN PC POOL U91148 FG 03/43 FIXED 4 0.44 1.39 0.2530 0.0042
US3140FXFH05 / FNMA POOL BF0167 FN 02/57 FIXED 3 0.44 0.69 0.2513 0.0025
US3140M5N762 / FNMA POOL BU4013 FN 05/43 FIXED 4.5 0.43 -7.78 0.2461 -0.0195
US3140X4Y595 / Fannie Mae Pool 0.43 0.00 0.2460 0.0011
US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A 0.43 -0.23 0.2454 0.0005
US31347AKC70 / Freddie Mac Non Gold Pool 0.42 -1.65 0.2411 -0.0028
US3137FJE210 / Freddie Mac REMICS 0.42 1.95 0.2407 0.0055
US3132DVK796 / FHLG 30YR 3% 06/01/2050#SD7518 0.42 0.00 0.2391 0.0007
US31418CYK43 / Fannie Mae Pool 0.41 -0.97 0.2354 -0.0018
US3140XGWJ43 / Federal National Mortgage Association 0.41 0.74 0.2354 0.0029
US3133BSNZ11 / FED HM LN PC POOL QF4908 FR 12/52 FIXED 4.5 0.41 -3.09 0.2353 -0.0067
US3140LLZL84 / Federal National Mortgage Association 0.41 1.25 0.2336 0.0040
Sycamore Tree CLO Ltd. / ABS-CBDO (US87122CAJ27) 0.40 -0.74 0.2304 -0.0009
US31398QB716 / Freddie Mac REMICS 0.40 -2.92 0.2297 -0.0061
US46651DAL01 / JP Morgan Mortgage Trust 0.40 -3.41 0.2289 -0.0071
US3140X6WA53 / Fannie Mae Pool 0.40 -5.28 0.2276 -0.0119
US31418DWS79 / Fannie Mae Pool 0.39 0.00 0.2255 0.0013
US36179UCA88 / Ginnie Mae II Pool 0.39 -1.26 0.2254 -0.0019
US3622A24S85 / Ginnie Mae II Pool 0.39 -0.76 0.2246 -0.0013
US31300LYH22 / Freddie Mac Non Gold Pool 0.39 -5.41 0.2218 -0.0118
US3133KNX658 / Federal Home Loan Mortgage Corp. 0.38 -0.26 0.2202 0.0000
US3133KNX575 / Federal Home Loan Mortgage Corp. 0.38 1.33 0.2196 0.0035
US3136AT5G51 / Fannie Mae - ACES 0.38 -1.05 0.2174 -0.0013
US3136BBW327 / Fannie Mae REMICS 0.38 -9.18 0.2168 -0.0211
US3140QPR418 / Federal National Mortgage Association 0.37 1.63 0.2150 0.0041
U.S. Treasury Bills / STIV (US912797LW51) 0.37 0.2135 0.2135
US3622A25E80 / Ginnie Mae II Pool 0.37 -0.54 0.2114 -0.0003
US3140X8RH28 / Fannie Mae Pool 0.36 1.40 0.2093 0.0037
US3133B6UH18 / Federal Home Loan Mortgage Corp. 0.36 0.28 0.2089 0.0015
US31417FZR27 / Fannie Mae Pool 0.36 0.84 0.2086 0.0026
US3128M5H455 / Freddie Mac Gold Pool 0.36 -5.04 0.2061 -0.0106
US31419AP359 / Fannie Mae Pool 0.36 -6.81 0.2055 -0.0137
US36179TG338 / Ginnie Mae II Pool 0.36 -0.56 0.2051 -0.0006
US3140XCWF17 / Federal National Mortgage Association, Inc. 0.35 0.57 0.2036 0.0020
US3132A9UF29 / FHLG 15YR 3% 01/01/2033#ZS8682 0.35 -3.05 0.2015 -0.0058
US3140L0RM16 / Fannie Mae Pool 0.35 1.16 0.2013 0.0031
US36179M2P47 / Ginnie Mae II Pool 0.35 -0.57 0.2007 -0.0004
US3128MMWB59 / Freddie Mac Gold Pool 0.35 -4.17 0.1991 -0.0079
US36179MX395 / Ginnie Mae II Pool 0.34 -0.58 0.1984 -0.0003
US3140XCTU21 / FNMA POOL FM8662 FN 08/51 FIXED VAR 0.34 -1.73 0.1958 -0.0028
US3137ARPN03 / FHR 4068 UF 6/42 0.34 -3.70 0.1948 -0.0069
US3140J8LH49 / Fannie Mae Pool 0.34 -1.46 0.1941 -0.0022
US3133KYZG78 / FED HM LN PC POOL RB5243 FR 06/43 FIXED 4.5 0.34 0.90 0.1937 0.0024
US3140QMRX43 / FANNIE MAE POOL UMBS P#CB2301 3.00000000 0.34 0.30 0.1935 0.0012
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 0.34 -1.47 0.1934 -0.0022
US3138ENEW53 / Fannie Mae Pool 0.33 -5.14 0.1914 -0.0095
US3133C5S440 / FED HM LN PC POOL QG5039 FR 06/53 FIXED 5 0.33 -11.56 0.1897 -0.0241
US3137G1BL02 / FEDERAL HOME LOAN MORTGAGE CORP. 0.32 0.62 0.1869 0.0018
US3136BBGN69 / Fannie Mae REMICS 0.32 -5.85 0.1858 -0.0105
US3132D54W90 / Freddie Mac Pool 0.32 -0.31 0.1844 -0.0002
US3140X8ML84 / Fannie Mae Pool 0.32 0.32 0.1827 0.0012
US31418CJJ45 / Fannie Mae Pool 0.32 -4.23 0.1827 -0.0072
US36192S2Y53 / Ginnie Mae II Pool 0.31 0.65 0.1797 0.0015
US3140XCS824 / FNMA POOL FM8642 FN 09/51 FIXED VAR 0.31 0.00 0.1791 0.0006
US36297GVM94 / Ginnie Mae I Pool 0.31 0.65 0.1783 0.0020
US36179XS988 / G2 MA8644 0.31 0.00 0.1761 0.0010
US36291FQK74 / Ginnie Mae I Pool 0.30 0.33 0.1737 0.0014
US36291FRX86 / Ginnie Mae I Pool 0.30 0.33 0.1731 0.0011
US3140LKDW05 / Federal National Mortgage Association 0.30 2.40 0.1725 0.0047
US31417AQB88 / Fannie Mae Pool 0.29 -0.35 0.1654 0.0003
US3138WCM914 / Fannie Mae Pool 0.28 -0.35 0.1634 0.0003
US3140QNL424 / Federal National Mortgage Association 0.28 0.71 0.1634 0.0022
US3140QNNN89 / Federal National Mortgage Association 0.28 -1.06 0.1615 -0.0008
FWLS / Freddie Mac Whole Loan Securities Trust 2015-SC02 0.28 -0.36 0.1606 0.0002
Collateral Position / STIV (000000000) 0.27 0.27 0.1565 0.1565
US36190VGT61 / Ginnie Mae II Pool 0.27 0.37 0.1564 0.0012
US073879BN72 / Bear Stearns Asset Backed Securities I Trust 2004-AC3 0.27 -3.91 0.1559 -0.0057
U.S. Treasury Bills / STIV (US912797PL50) 0.27 0.1542 0.1542
US31396HJ837 / Freddie Mac REMICS 0.27 -3.27 0.1533 -0.0045
US31417HA954 / Fannie Mae Pool 0.26 -9.00 0.1518 -0.0143
US3137B5HZ98 / Freddie Mac REMICS 0.26 3.95 0.1516 0.0064
US3133BXL255 / FED HM LN PC POOL QF9345 FR 03/53 FIXED 5 0.26 1.17 0.1494 0.0021
US46651BAL45 / JP Morgan Mortgage Trust 0.26 -6.83 0.1491 -0.0108
US36193QNF62 / Ginnie Mae II Pool 0.26 -1.53 0.1490 -0.0014
US31418EFA38 / FNMA POOL MA4660 FN 07/42 FIXED 3 0.26 0.39 0.1489 0.0011
US3132DV6G59 / FR SD8071 0.26 -1.90 0.1488 -0.0023
US3137B5QQ98 / Freddie Mac REMICS 0.26 5.33 0.1480 0.0078
US36188KDV26 / Ginnie Mae I Pool 0.25 0.81 0.1441 0.0016
US31410LFB36 / Fannie Mae Pool 0.25 -0.80 0.1438 -0.0007
US3138W6GB66 / Fannie Mae Pool 0.25 0.00 0.1436 0.0008
US35729PCK49 / Fremont Home Loan Trust 2004-A 0.24 -3.97 0.1394 -0.0057
US3137FJJY60 / Freddie Mac REMICS 0.24 2.12 0.1392 0.0038
US3140QDFB51 / Fannie Mae Pool 0.24 0.84 0.1386 0.0018
US31393QQ541 / Freddie Mac REMICS 0.24 -1.65 0.1379 -0.0017
US36179FWC57 / GNMA 30YR 3.0% 05/15/2043#AC6043 0.24 -0.42 0.1366 -0.0000
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US3128MMW419 / Freddie Mac Gold Pool 0.23 -3.72 0.1343 -0.0045
Swap / DIR (000000000) 0.23 0.1338 0.1338
US466309AC56 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A 0.23 -9.45 0.1326 -0.0134
US3138AXB679 / Fannie Mae Pool 0.23 -9.20 0.1311 -0.0127
US31418CZ729 / Fannie Mae Pool 0.23 -0.44 0.1311 -0.0001
US3132DNBH52 / Federal Home Loan Mortgage Corp. 0.22 0.00 0.1294 0.0006
US3140NLQZ53 / Federal National Mortgage Association 0.22 -2.20 0.1278 -0.0028
US3140QBP362 / FNMA POOL CA4041 FN 05/49 FIXED 6 0.22 0.00 0.1270 0.0004
US36176MN822 / Ginnie Mae II Pool 0.22 -5.60 0.1263 -0.0072
US36179TSF39 / Ginnie Mae II Pool 0.22 -0.91 0.1254 -0.0004
US31397NXK61 / Fannie Mae REMICS 0.22 -4.82 0.1252 -0.0057
US3140H5JG74 / Fannie Mae Pool 0.22 0.00 0.1246 0.0003
US36184CJV81 / Ginnie Mae I Pool 0.22 0.47 0.1242 0.0012
US3140X4VG84 / Fannie Mae Pool 0.22 0.94 0.1242 0.0020
US3137FQLW10 / FREDDIE MAC FHR 4940 FE 0.22 -3.15 0.1241 -0.0034
US3138LT4F23 / Fannie Mae Pool 0.21 0.47 0.1237 0.0011
US3133KYYH60 / FED HM LN PC POOL RB5212 FR 02/43 FIXED 4.5 0.21 -0.93 0.1230 -0.0006
US3617ACHV58 / Ginnie Mae I Pool 0.21 0.47 0.1230 0.0013
US92330YAN31 / VENTURE CDO LTD VENTR 2018 33A A1LR 144A 0.21 -29.15 0.1208 -0.0488
US3132HT3R54 / Freddie Mac Strips 0.21 -2.35 0.1203 -0.0019
US3133KHLP90 / Freddie Mac Pool 0.21 -1.89 0.1202 -0.0014
US38376T5N82 / Government National Mortgage Association 0.21 -29.97 0.1199 -0.0508
US38379QFL41 / Government National Mortgage Association 0.21 13.11 0.1192 0.0137
US3140NRNZ50 / FNMA POOL BY8507 FN 08/53 FIXED 5.5 0.20 -1.93 0.1171 -0.0018
US3132XGMZ60 / FREDDIE MAC POOL UMBS P#WN2175 3.05000000 0.20 3.61 0.1162 0.0044
US3138LX2V01 / Fannie Mae Pool 0.20 1.01 0.1157 0.0012
US3132XWE647 / Freddie Mac Gold Pool 0.20 -0.50 0.1152 -0.0001
Swap / DIR (000000000) 0.20 0.1151 0.1151
US36179UMM17 / Ginnie Mae II Pool 0.20 -0.50 0.1148 -0.0002
US3132A9TZ02 / Freddie Mac Pool 0.20 -2.93 0.1146 -0.0030
US3140H4Y652 / Fannie Mae Pool 0.20 1.02 0.1144 0.0017
US805564SU61 / Saxon Asset Securities Trust 2005-3 0.20 -16.24 0.1132 -0.0212
US3140NRNV47 / FNMA POOL BY8503 FN 08/53 FIXED 5.5 0.20 0.51 0.1130 0.0011
US01F0506505 / Uniform Mortgage-Backed Security, TBA 0.20 -106.86 0.1127 1.6679
US36195XZ740 / Ginnie Mae I Pool 0.19 1.06 0.1104 0.0018
U.S. Treasury Bills / STIV (US912797NW34) 0.19 0.1098 0.1098
US31418CMJ08 / Fannie Mae Pool 0.19 -3.55 0.1094 -0.0038
US3140LJ7J98 / Federal National Mortgage Association 0.19 2.70 0.1094 0.0030
US31406RSH92 / Fannie Mae Pool 0.19 -0.54 0.1068 -0.0002
US3133C5FY23 / FED HM LN PC POOL QG4683 FR 06/53 FIXED 5 0.18 1.65 0.1065 0.0015
US3128KLQQ38 / Freddie Mac Gold Pool 0.18 -0.54 0.1057 0.0000
US3140JHBA02 / Fannie Mae Pool 0.18 -3.17 0.1057 -0.0029
US3132A9UB15 / FHLG 15YR 2.5% 12/01/2032#ZS8678 0.18 -3.70 0.1052 -0.0036
US3133C64K27 / Federal Home Loan Mortgage Corp. 0.18 1.11 0.1048 0.0013
US3140QCBM79 / FNCL UMBS 3.0 CA4543 11-01-49 0.18 0.00 0.1031 -0.0001
US36196LHV62 / Ginnie Mae II Pool 0.18 0.00 0.1030 0.0009
US36179RS915 / Ginnie Mae II Pool 0.18 -1.12 0.1024 -0.0004
US36297FV823 / Ginnie Mae I Pool 0.18 0.00 0.1023 0.0008
US31349TD404 / Freddie Mac Non Gold Pool 0.18 -6.42 0.1009 -0.0067
US3136B1P328 / Fannie Mae REMICS 0.18 -0.57 0.1008 -0.0002
US3140XFNY38 / Fannie Mae Pool 0.17 0.00 0.1001 0.0006
US31281BHS25 / Freddie Mac Gold Pool 0.17 -2.81 0.0997 -0.0028
US36179RVB22 / Ginnie Mae II Pool 0.17 -1.16 0.0984 -0.0007
US3132D55B45 / Freddie Mac Pool 0.17 -1.75 0.0968 -0.0017
US3131XDG826 / FHLMC 15YR UMBS MIRROR 0.17 -2.91 0.0962 -0.0024
US3137ABE317 / Freddie Mac REMICS 0.17 -3.49 0.0958 -0.0029
US31417F3G16 / Fannie Mae Pool 0.17 -0.60 0.0958 -0.0000
US3140NMS733 / Federal National Mortgage Association 0.17 1.22 0.0958 0.0015
US31418CRJ52 / Fannie Mae Pool 0.17 -3.49 0.0956 -0.0031
US31418CV504 / Fannie Mae Pool 0.17 0.00 0.0953 0.0003
US3138ELXR91 / Fannie Mae Pool 0.17 -2.37 0.0953 -0.0019
US36179UGE64 / Ginnie Mae II Pool 0.17 -1.79 0.0951 -0.0016
US3140GYK572 / FNMA 30YR 0.16 0.62 0.0943 0.0013
Swap / DIR (000000000) 0.16 0.0929 0.0929
US007036QH22 / Adjustable Rate Mortgage Trust 2005-8 0.16 -3.59 0.0928 -0.0033
US36241KVQ83 / Ginnie Mae I Pool 0.16 -1.85 0.0919 -0.0013
US3617HRSQ41 / Ginnie Mae II Pool 0.16 1.29 0.0906 0.0015
US3137G1AK38 / Freddie Mac Whole Loan Securities Trust 0.16 0.00 0.0905 0.0002
US36178WPX10 / Ginnie Mae I Pool 0.16 -20.00 0.0900 -0.0221
US3140FNEK60 / Fannie Mae Pool 0.15 -2.53 0.0888 -0.0018
Swap / DIR (000000000) 0.15 0.0872 0.0872
US36179UH623 / Ginnie Mae II Pool 0.15 -1.31 0.0872 -0.0011
US3133C9NH20 / FED HM LN PC POOL QG8492 FR 08/53 FIXED 5 0.15 1.34 0.0871 0.0011
US69689QAA31 / Palmer Square CLO 2022-1 Ltd 0.15 0.00 0.0864 0.0002
US3128S4FZ52 / Freddie Mac Non Gold Pool 0.15 -1.97 0.0863 -0.0013
US3132A9TV97 / Freddie Mac Pool 0.15 -3.27 0.0854 -0.0027
US3137BMQG47 / Freddie Mac REMICS 0.15 -3.92 0.0848 -0.0030
US36197DZB71 / Ginnie Mae I Pool 0.15 -5.81 0.0845 -0.0048
US3140H6DW61 / Fannie Mae Pool 0.15 1.39 0.0841 0.0013
US3140X63B58 / FNMA UMBS, 15 Year 0.15 -2.68 0.0835 -0.0025
US31418EER71 / FANNIE MAE POOL UMBS P#MA4643 3.00000000 0.15 1.40 0.0835 0.0012
US3138WVX978 / Fannie Mae Pool 0.14 0.70 0.0829 0.0006
US3133KYW392 / FED HM LN PC POOL RB5166 FR 07/42 FIXED 3 0.14 1.42 0.0825 0.0014
US31416YT738 / Fannie Mae Pool 0.14 0.00 0.0822 0.0006
US3140XDFG65 / FANNIE MAE POOL UMBS P#FM9166 3.00000000 0.14 0.71 0.0818 0.0008
Swap / DIR (000000000) 0.14 0.0816 0.0816
US3617G0JC56 / Ginnie Mae II Pool 0.14 -5.41 0.0809 -0.0045
US3133C8TD78 / FED HM LN PC POOL QG7748 FR 08/53 FIXED 5 0.14 0.72 0.0802 0.0010
US31418EEE68 / FANNIE MAE POOL UMBS P#MA4632 3.00000000 0.14 1.47 0.0798 0.0014
US31417BFX01 / Fannie Mae Pool 0.14 -0.72 0.0796 -0.0001
US3128CUU870 / Freddie Mac Gold Pool 0.14 -4.86 0.0793 -0.0037
US3133KYYB90 / FED HM LN PC POOL RB5206 FR 01/43 FIXED 4.5 0.14 -2.86 0.0784 -0.0022
US31419AE452 / Fannie Mae Pool 0.13 -2.90 0.0776 -0.0018
US3128MMWZ28 / Freddie Mac Gold Pool 0.13 -4.35 0.0764 -0.0027
US3133KNYR87 / Federal Home Loan Mortgage Corp. 0.13 0.77 0.0758 0.0012
US36195EUQ96 / Ginnie Mae I Pool 0.13 1.56 0.0749 0.0013
US3617BUZF95 / Ginnie Mae II Pool 0.13 0.78 0.0747 0.0008
US3136BDR422 / FNMA_21-3 0.13 -1.53 0.0745 -0.0008
US3140HNVQ20 / Fannie Mae Pool 0.13 -1.54 0.0742 -0.0008
US3140X6LC39 / Fannie Mae Pool 0.13 -23.03 0.0735 -0.0216
US3128MMWN97 / Federal Home Loan Mortgage Corporation 0.13 -3.79 0.0732 -0.0026
US38376RVV58 / Government National Mortgage Association 0.13 -26.16 0.0732 -0.0260
US31281BHU70 / Freddie Mac Gold Pool 0.13 0.00 0.0731 -0.0000
US3140LJ7K61 / Federal National Mortgage Association 0.13 2.44 0.0727 0.0020
US3617HF3Z79 / Ginnie Mae II Pool 0.13 0.80 0.0726 0.0004
US31351DDT54 / Freddie Mac Strips 0.12 -5.34 0.0718 -0.0035
US38375B5R96 / Government National Mortgage Association 0.12 -16.78 0.0717 -0.0140
US36179WQB71 / GNMA 0.12 -0.80 0.0717 -0.0003
US3133B7U633 / Federal Home Loan Mortgage Corp. 0.12 0.00 0.0715 0.0002
US31419AVH75 / Fannie Mae Pool 0.12 -1.61 0.0707 -0.0008
US312930UC22 / Freddie Mac Gold Pool 0.12 0.00 0.0703 0.0003
US45660LCL18 / IndyMac INDX Mortgage Loan Trust 2005-AR2 0.12 -3.20 0.0698 -0.0024
US3140GT6E51 / Fannie Mae Pool 0.12 -3.23 0.0696 -0.0015
US3617G8N412 / Ginnie Mae II Pool 0.12 -4.76 0.0694 -0.0033
US3128M6NG98 / Freddie Mac Gold Pool 0.12 -1.65 0.0686 -0.0010
US36179TZ650 / Ginnie Mae II Pool 0.12 -0.84 0.0683 -0.0001
Swap / DIR (000000000) 0.12 0.0680 0.0680
US3140QAEF36 / Fannie Mae Pool 0.12 -1.68 0.0679 -0.0005
US31418MRT17 / Fannie Mae Pool 0.12 -2.50 0.0676 -0.0016
US03072SYB59 / Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R1 0.12 -7.14 0.0674 -0.0049
US3133KYX382 / FHLG 20YR 4.5% 12/01/2042#RB5198 0.12 0.00 0.0669 0.0001
Swap / DIR (000000000) 0.12 0.0668 0.0668
US3133ATY472 / FED HM LN PC POOL QC8831 FR 10/51 FIXED 3 0.12 -2.54 0.0667 -0.0010
US76113NAA19 / Residential Asset Securitization Trust 2006-A7CB 0.12 -2.54 0.0662 -0.0019
US3133C3WT96 / Federal Home Loan Mortgage Corp. 0.12 -7.26 0.0662 -0.0050
US36179UKY72 / Ginnie Mae II Pool 0.11 0.00 0.0660 0.0001
US3617BREM47 / Ginnie Mae II Pool 0.11 -0.87 0.0658 -0.0005
US3138EP6V16 / Fannie Mae Pool 0.11 -5.00 0.0656 -0.0034
US3128S3JQ35 / Freddie Mac Gold Pool 0.11 0.89 0.0655 0.0010
Swap / DIR (000000000) 0.11 0.0653 0.0653
US3140NGBN93 / Federal National Mortgage Association 0.11 0.89 0.0653 0.0010
US3132QLF245 / Freddie Mac Gold Pool 0.11 1.80 0.0651 0.0013
US3140XGPY92 / Federal National Mortgage Association 0.11 0.00 0.0648 0.0003
US3136AP7M83 / Fannie Mae REMICS 0.11 13.13 0.0645 0.0073
US31418MUL44 / Fannie Mae Pool 0.11 -0.89 0.0643 -0.0004
US3617AT4T72 / Ginnie Mae II Pool 0.11 -3.48 0.0643 -0.0020
US3140H23C07 / Fannie Mae Pool 0.11 -1.77 0.0643 -0.0006
US3132VLSJ77 / Freddie Mac Gold Pool 0.11 0.91 0.0642 0.0008
US31417EQ387 / Fannie Mae Pool 0.11 -2.63 0.0640 -0.0018
US3128LCMA14 / Freddie Mac Gold Pool 0.11 -0.91 0.0632 0.0001
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0.11 -0.91 0.0630 -0.0006
US36196CZQ76 / Ginnie Mae I Pool 0.11 0.93 0.0626 0.0010
US3140J9AX90 / Fannie Mae Pool 0.11 0.00 0.0620 0.0006
US161546DB96 / Chase Funding Trust Series 2002-3 0.11 -4.46 0.0619 -0.0023
US3128LXAV26 / Freddie Mac Gold Pool 0.11 -1.83 0.0618 -0.0012
US3138X5ND56 / Fannie Mae Pool 0.11 1.90 0.0618 0.0011
US3617GBHY50 / Ginnie Mae II Pool 0.11 0.00 0.0614 0.0005
US3128MJ2X72 / Freddie Mac Gold Pool 0.11 -0.94 0.0610 -0.0003
US31417MS956 / Fannie Mae Pool 0.11 -1.87 0.0607 -0.0008
US3617AUKA72 / Ginnie Mae II Pool 0.10 -1.89 0.0603 -0.0010
US3133B6YF16 / FED HM LN PC POOL QD8810 FR 03/52 FIXED 3 0.10 0.98 0.0598 0.0011
US3133B5XG25 / Federal Home Loan Mortgage Corp. 0.10 0.98 0.0597 0.0009
US3138X2Q235 / Fannie Mae Pool 0.10 0.00 0.0595 0.0000
US3140H2ZF86 / Fannie Mae Pool 0.10 0.99 0.0589 0.0006
US36202FM459 / Ginnie Mae II Pool 0.10 0.00 0.0583 0.0003
US3140XGD892 / Federal National Mortgage Association 0.10 2.02 0.0581 0.0010
US31418DKL54 / Fannie Mae Pool 0.10 -2.91 0.0580 -0.0012
US3136A9SC35 / Fannie Mae REMICS 0.10 -3.85 0.0580 -0.0018
Swap / DIR (000000000) 0.10 0.0574 0.0574
Swap / DIR (000000000) 0.10 0.0571 0.0571
US31281BHT08 / Freddie Mac Gold Pool 0.10 -1.01 0.0568 0.0000
US3140X5VG59 / Fannie Mae Pool 0.10 -1.01 0.0565 -0.0006
US3132J86D73 / Freddie Mac Gold Pool 0.10 2.08 0.0564 0.0008
US3128M6V967 / Freddie Mac Gold Pool 0.10 -3.00 0.0558 -0.0018
US31398SXJ76 / Fannie Mae REMICS 0.10 -3.03 0.0554 -0.0019
US3140H22E71 / Fannie Mae Pool 0.10 1.06 0.0552 0.0008
US36241LCR50 / Ginnie Mae I Pool 0.10 0.00 0.0549 0.0001
US31418CKK98 / FNMA 15YR 3% 04/01/2032#MA2997 0.09 -4.08 0.0546 -0.0020
US36241LHP40 / Ginnie Mae I Pool 0.09 -1.05 0.0543 -0.0003
US31335BMB98 / Freddie Mac Gold Pool 0.09 -1.06 0.0538 -0.0004
US3138ENEN54 / Fannie Mae Pool 0.09 -1.08 0.0535 0.0001
US07384YMA19 / Bear Stearns Asset-Backed Securities Trust, Series 2003-AC5, Class A1 0.09 -8.91 0.0534 -0.0049
US3133C9HP10 / FED HM LN PC POOL QG8338 FR 08/53 FIXED 5 0.09 -1.09 0.0526 -0.0005
US3140GRAU83 / Fannie Mae Pool 0.09 1.11 0.0525 0.0008
US31418DNC29 / Fannie Mae Pool 0.09 -4.26 0.0522 -0.0019
Government National Mortgage Association / ABS-MBS (US3618N5C239) 0.09 0.0522 0.0522
Government National Mortgage Association / ABS-MBS (US3618N5C239) 0.09 0.0522 0.0522
Government National Mortgage Association / ABS-MBS (US3618N5C239) 0.09 0.0522 0.0522
US36202FUF16 / Ginnie Mae II Pool 0.09 0.00 0.0520 -0.0000
Swap / DIR (000000000) 0.09 0.0518 0.0518
US36291FQ842 / Ginnie Mae I Pool 0.09 1.14 0.0513 0.0005
US3137F6K554 / Federal Home Loan Mortgage Corp. REMICS 0.09 2.35 0.0502 0.0013
US3140GNKM44 / Fannie Mae Pool 0.09 -3.33 0.0501 -0.0016
US3617B0YJ85 / Ginnie Mae II Pool 0.09 0.00 0.0500 0.0001
US3137ASGB49 / Freddie Mac REMICS 0.09 21.13 0.0500 0.0090
US36241LKU97 / Ginnie Mae I Pool 0.09 -1.16 0.0495 -0.0004
US3137FQLE12 / FREDDIE MAC FHR 4945 F 0.08 -6.67 0.0489 -0.0030
US3140J84U41 / Fannie Mae Pool 0.08 -1.19 0.0480 -0.0003
US3133C64F32 / Federal Home Loan Mortgage Corp. 0.08 1.22 0.0480 0.0006
US36196JFE10 / Ginnie Mae II Pool 0.08 1.22 0.0479 0.0004
US31418CNG59 / Fannie Mae Pool 0.08 -4.65 0.0476 -0.0017
US48248JAA79 / KGS ALPHA SBA COOF TRUST KSBA 2012 5 A 144A 0.08 -4.65 0.0475 -0.0019
US31288JU615 / Freddie Mac Gold Pool 0.08 -1.20 0.0475 -0.0006
US3617BKKP50 / Ginnie Mae II Pool 0.08 -3.53 0.0473 -0.0016
US05490BAQ41 / BCAP LLC TRUST BCAP 2013 RR1 3A4 144A 0.08 1.23 0.0473 0.0004
US3132ADW381 / FHLG 15YR 3.5% 12/01/2033#ZT1566 0.08 -4.71 0.0472 -0.0016
Swap / DIR (000000000) 0.08 0.0471 0.0471
US3140NRGK64 / FNMA POOL BY8301 FN 08/53 FIXED 5 0.08 1.25 0.0471 0.0007
US31418EJL56 / Fannie Mae Pool 0.08 -1.22 0.0470 -0.0003
US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 0.08 -2.41 0.0470 -0.0011
US3617AQU569 / Ginnie Mae II Pool 0.08 0.00 0.0465 0.0004
US3129456E39 / Freddie Mac Gold Pool 0.08 0.00 0.0460 0.0002
US31325VRC09 / Freddie Mac Strips 0.08 -2.47 0.0457 -0.0013
US3140J8BG75 / Fannie Mae Pool 0.08 -1.27 0.0454 -0.0004
US312941NS20 / Freddie Mac Gold Pool 0.08 0.00 0.0453 0.0003
US3140X5SX20 / FANNIE MAE POOL UMBS P#FM2333 3.50000000 0.08 0.00 0.0452 0.0005
US3140H2ZE12 / Fannie Mae Pool 0.08 1.30 0.0452 0.0006
Swap / DIR (000000000) 0.08 0.0451 0.0451
Swap / DIR (000000000) 0.08 0.0450 0.0450
US3138X1RR92 / Fannie Mae Pool 0.08 -8.33 0.0449 -0.0035
US3138EQM581 / Fannie Mae Pool 0.08 -2.53 0.0446 -0.0007
US3617B0TG02 / Ginnie Mae II Pool 0.08 1.32 0.0445 0.0004
US36295NJ248 / Ginnie Mae I Pool 0.08 1.33 0.0438 0.0006
Swap / DIR (000000000) 0.08 0.0436 0.0436
Swap / DIR (000000000) 0.08 0.0436 0.0436
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US3617AN3Q79 / Ginnie Mae II Pool 0.08 1.35 0.0432 0.0003
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Swap / DIR (000000000) 0.07 0.0423 0.0423
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Swap / DIR (000000000) 0.07 0.0413 0.0413
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Swap / DIR (000000000) 0.07 0.0407 0.0407
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Swap / DIR (000000000) 0.06 0.0354 0.0354
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Swap / DIR (000000000) 0.06 0.0329 0.0329
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Swap / DIR (000000000) 0.05 0.0313 0.0313
Swap / DIR (000000000) 0.05 0.0311 0.0311
Future / DIR (000000000) 0.05 0.0311 0.0311
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Swap / DIR (000000000) 0.05 0.0287 0.0287
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Swap / DIR (000000000) 0.05 0.0264 0.0264
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Swaption / DIR (000000000) 0.04 0.0251 0.0251
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Swap / DIR (000000000) 0.04 0.0236 0.0236
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Swap / DIR (000000000) 0.04 0.0219 0.0219
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Swaption / DIR (000000000) 0.04 0.0214 0.0214
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Swap / DIR (000000000) 0.03 0.0193 0.0193
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BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.03 0.0175 0.0175
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Swap / DIR (000000000) 0.03 0.0167 0.0167
Swap / DIR (000000000) 0.03 0.0167 0.0167
Swap / DIR (000000000) 0.03 0.0165 0.0165
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BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.03 0.0151 0.0151
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Swap / DIR (000000000) 0.02 0.0142 0.0142
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US3136A9HB70 / Fannie Mae REMICS 0.02 9.09 0.0139 0.0010
US3136ADNA31 / Fannie Mae REMICS 0.02 -4.17 0.0138 -0.0004
Swaption / DIR (000000000) 0.02 0.0137 0.0137
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Swap / DIR (000000000) 0.02 0.0135 0.0135
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US3138X6ZL28 / Fannie Mae Pool 0.02 4.76 0.0127 0.0002
Swap / DIR (000000000) 0.02 0.0124 0.0124
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Swaption / DIR (000000000) 0.02 0.0121 0.0121
XS1450864779 / China Government Bond - JPMorgan Chase 0.02 0.0119 0.0119
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US3128PXS805 / Federal Home Loan Mortgage Corp. 0.02 -16.67 0.0117 -0.0025
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Swap / DIR (000000000) 0.02 0.0112 0.0112
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US3138WFF507 / Fannie Mae Pool 0.02 5.88 0.0104 0.0001
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US31390XQ527 / Fannie Mae Pool 0.02 -5.56 0.0103 -0.0002
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Swap / DIR (000000000) 0.01 0.0085 0.0085
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Swaption / DIR (000000000) 0.01 0.0083 0.0083
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US31295KGW80 / Freddie Mac Non Gold Pool 0.01 -38.10 0.0080 -0.0043
US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 0.01 -13.33 0.0080 -0.0009
US1266715K89 / CWABS Inc Asset-Backed Certificates Trust, Series 2004-4, Class M1 0.01 -23.53 0.0079 -0.0023
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US31410PTG80 / Fannie Mae Pool 0.01 0.00 0.0077 -0.0002
US3137B12W15 / Freddie Mac REMICS 0.01 -18.75 0.0077 -0.0018
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Swap / DIR (000000000) 0.01 0.0076 0.0076
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US31407LQM27 / Fannie Mae Pool 0.01 0.00 0.0072 -0.0001
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US31413DQQ33 / Fannie Mae Pool 0.01 0.00 0.0069 0.0000
US3140H6HW26 / Fannie Mae Pool 0.01 -7.69 0.0069 -0.0006
US3140E6M747 / Fannie Mae Pool 0.01 -8.33 0.0069 -0.0003
US38379FE393 / Government National Mortgage Association 0.01 -8.33 0.0068 -0.0002
US3138AWCL51 / Federal National Mortgage Association 0.01 -21.43 0.0068 -0.0014
US31406MJ560 / Fannie Mae Pool 0.01 0.00 0.0068 0.0000
US3617HPC440 / Ginnie Mae II Pool 0.01 0.00 0.0067 0.0000
US36202FSE78 / Ginnie Mae II Pool 0.01 0.00 0.0066 -0.0000
Swap / DIR (000000000) 0.01 0.0066 0.0066
US3128HDPU79 / Freddie Mac Non Gold Pool 0.01 0.00 0.0065 -0.0003
US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR 0.01 0.00 0.0065 -0.0003
US3128PXWH57 / Federal Home Loan Mortgage Corp. 0.01 -23.08 0.0063 -0.0014
US36202FJQ00 / Ginnie Mae II Pool 0.01 0.00 0.0062 -0.0000
US3138AXWQ02 / Federal National Mortgage Association 0.01 -23.08 0.0062 -0.0015
US3140FM7B68 / Fannie Mae Pool 0.01 0.00 0.0062 0.0000
Swap / DIR (000000000) 0.01 0.0062 0.0062
US31416XR775 / Fannie Mae Pool 0.01 -33.33 0.0061 -0.0027
US31395Q5Q90 / Fannie Mae Interest Strip 0.01 0.00 0.0059 -0.0001
Swap / DIR (000000000) 0.01 0.0059 0.0059
US36225CP674 / Ginnie Mae II Pool 0.01 -16.67 0.0059 -0.0015
US3136AG3P59 / Fannie Mae REMICS 0.01 0.00 0.0059 -0.0001
US36296P5T45 / Ginnie Mae I Pool 0.01 0.00 0.0058 -0.0002
US3128M8GS75 / Freddie Mac Gold Pool 0.01 -10.00 0.0057 -0.0001
US3136ARXE39 / Fannie Mae REMICS 0.01 -10.00 0.0057 -0.0001
US3617B4JZ15 / Ginnie Mae I Pool 0.01 0.00 0.0056 0.0000
US3138ECVH39 / Fannie Mae Pool 0.01 0.00 0.0056 0.0001
US3136AMZT92 / Fannie Mae REMICS 0.01 0.00 0.0056 -0.0000
US36241L7B63 / GNMA II 4.5% 06/20/2041#783590 0.01 0.00 0.0055 -0.0000
US31392XF294 / Freddie Mac REMICS 0.01 0.00 0.0055 0.0002
US31404KMF65 / Fannie Mae Pool 0.01 0.00 0.0055 -0.0001
US31281BMU16 / FHLMC Gold Pools, Other 0.01 0.00 0.0053 -0.0000
Option / DIR (000000000) 0.01 0.0052 0.0052
US36292CDD39 / Ginnie Mae I Pool 0.01 -11.11 0.0051 -0.0000
US38375JD692 / Government National Mortgage Association 0.01 -11.11 0.0051 -0.0003
US31384VYL07 / Fannie Mae Pool 0.01 -11.11 0.0050 -0.0003
US3138WFNC62 / Fannie Mae Pool 0.01 -11.11 0.0049 -0.0003
US3132XXE470 / Freddie Mac Gold Pool 0.01 -11.11 0.0049 -0.0005
US17025TBJ97 / CHL Mortgage Pass-Through Trust 2007-15 0.01 0.00 0.0049 0.0000
US38376T6N73 / Government National Mortgage Association 0.01 14.29 0.0049 0.0006
US36179MVV98 / Ginnie Mae II Pool 0.01 0.00 0.0048 0.0000
US3138XYZN79 / Fannie Mae Pool 0.01 0.00 0.0048 -0.0002
US3136AKKU64 / Fannie Mae REMICS 0.01 0.00 0.0047 0.0001
US312943T860 / Freddie Mac Gold Pool 0.01 0.00 0.0047 -0.0001
US31407HN859 / Fannie Mae Pool 0.01 0.00 0.0046 -0.0001
US3136A95V67 / Fannie Mae REMICS 0.01 -11.11 0.0046 -0.0010
US31295LNS78 / Freddie Mac Non Gold Pool 0.01 -22.22 0.0044 -0.0009
US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 0.01 0.00 0.0044 -0.0002
US3136AKTL74 / FANNIE MAE FNR 2014 47 BI 0.01 0.00 0.0043 -0.0001
US36195ETX66 / Ginnie Mae I Pool 0.01 0.00 0.0043 0.0001
US36225CPL45 / Ginnie Mae II Pool 0.01 0.00 0.0042 -0.0002
US3128MJCJ76 / Freddie Mac Gold Pool 0.01 0.00 0.0041 -0.0001
US3138WFUB07 / Fannie Mae Pool 0.01 0.00 0.0041 -0.0001
US36292GT966 / Ginnie Mae I Pool 0.01 0.00 0.0040 -0.0001
US3140FT5R83 / Fannie Mae Pool 0.01 0.00 0.0040 0.0001
US3138AWBD45 / FN AJ4535 0.01 -25.00 0.0039 -0.0010
US31339NC798 / Freddie Mac REMICS 0.01 -25.00 0.0039 -0.0012
US3136ANJM07 / Fannie Mae REMICS 0.01 -14.29 0.0039 -0.0003
US36202FWA01 / Ginnie Mae II Pool 0.01 0.00 0.0037 -0.0000
Swap / DIR (000000000) 0.01 0.0037 0.0037
US3140MUM566 / FNMA POOL BW3079 FN 06/42 FIXED 3 0.01 0.00 0.0037 0.0001
US38379TGM53 / Government National Mortgage Association 0.01 20.00 0.0036 0.0006
US38379GWG80 / Government National Mortgage Association 0.01 -14.29 0.0036 -0.0007
US3138EQNF50 / Fannie Mae Pool 0.01 0.00 0.0036 -0.0000
US3131XDBA25 / Freddie Mac Pool 0.01 0.00 0.0036 -0.0001
US3138XY7E83 / Fannie Mae Pool 0.01 0.00 0.0036 0.0001
US3128LXEN63 / Freddie Mac Gold Pool 0.01 0.00 0.0036 -0.0001
US3138A6H372 / Fannie Mae Pool 0.01 -25.00 0.0035 -0.0014
US31405KNA50 / Fannie Mae Pool 0.01 0.00 0.0035 -0.0003
US38379MX902 / Government National Mortgage Association 0.01 20.00 0.0035 0.0003
US3136FFSR14 / Fannie Mae Interest Strip 0.01 -16.67 0.0034 -0.0002
US31410WRX82 / Fannie Mae Pool 0.01 -16.67 0.0034 -0.0001
US3138YTCG71 / Fannie Mae Pool 0.01 0.00 0.0034 0.0000
Swap / DIR (000000000) 0.01 0.0033 0.0033
US38379FDK21 / Government National Mortgage Association 0.01 25.00 0.0033 0.0007
US3138AWAY90 / Federal National Mortgage Association 0.01 -16.67 0.0033 -0.0007
US31391YUS44 / Fannie Mae Pool 0.01 0.00 0.0033 -0.0001
GVMXX / State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls 0.01 -99.74 0.01 -99.77 0.0033 -1.2633
US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 0.01 -28.57 0.0032 -0.0009
US31404RZW05 / Fannie Mae Pool 0.01 0.00 0.0032 -0.0001
US31406WXY55 / Fannie Mae Pool 0.01 0.00 0.0032 -0.0001
Swaption / DIR (000000000) 0.01 0.0031 0.0031
US38380CSQ77 / Government National Mortgage Association 0.01 25.00 0.0031 0.0005
US3137A06E08 / Freddie Mac REMICS 0.01 0.00 0.0031 0.0000
US31295LNX63 / Freddie Mac Non Gold Pool 0.01 -28.57 0.0031 -0.0010
US31337NAV01 / Freddie Mac Non Gold Pool 0.01 -16.67 0.0031 -0.0004
US36179NDT28 / GNII II 4.5% 05/20/2043#MA1014 0.01 0.00 0.0030 -0.0000
US3617G9MX65 / Ginnie Mae II Pool 0.00 0.00 0.0028 0.0000
US3136APU752 / Fannie Mae REMICS 0.00 -20.00 0.0028 -0.0001
US36295XFV29 / Ginnie Mae I Pool 0.00 0.00 0.0028 0.0000
US31371MBJ53 / Fannie Mae Pool 0.00 0.00 0.0028 -0.0000
US3137BGLL19 / Freddie Mac REMICS 0.00 0.00 0.0027 -0.0001
US3136AKUC56 / Fannie Mae REMICS 0.00 0.00 0.0026 0.0001
US3137AJKA11 / Freddie Mac REMICS 0.00 0.00 0.0026 0.0000
US3138A8WE26 / Fannie Mae Pool 0.00 -33.33 0.0026 -0.0011
US36295FGG37 / Ginnie Mae I Pool 0.00 0.00 0.0026 0.0000
Swaption / DIR (000000000) 0.00 0.0026 0.0026
US31418CU852 / FNMA POOL MA3306 FN 03/48 FIXED 4 0.00 0.00 0.0025 0.0000
US3140GQNB82 / Fannie Mae Pool 0.00 0.00 0.0025 0.0000
US38376MCQ87 / Government National Mortgage Association 0.00 0.00 0.0025 0.0001
US31294MKJ98 / Federal Home Loan Mortgage Corp. 0.00 -20.00 0.0024 -0.0007
US31374GW524 / Fannie Mae Pool 0.00 -20.00 0.0024 -0.0009
US161546DQ65 / Chase Funding Trust Series 2002-4 0.00 0.00 0.0024 -0.0003
US3128LBU970 / FGOLD 30YR 0.00 0.00 0.0024 -0.0000
US3136AMEE52 / Fannie Mae REMICS 0.00 0.00 0.0023 -0.0001
US3136A6H986 / Fannie Mae REMICS 0.00 0.00 0.0023 0.0000
US31398QFQ55 / Freddie Mac REMICS 0.00 0.00 0.0023 -0.0001
US38380AUU95 / Government National Mortgage Association 0.00 0.00 0.0023 -0.0000
Swap / DIR (000000000) 0.00 0.0022 0.0022
Swap / DIR (000000000) 0.00 0.0022 0.0022
US312945ZR23 / Freddie Mac Gold Pool 0.00 0.00 0.0022 -0.0001
US36202KZM07 / Ginnie Mae II Pool 0.00 -25.00 0.0022 -0.0006
Swap / DIR (000000000) 0.00 0.0022 0.0022
US31339D4L92 / Freddie Mac REMICS 0.00 0.00 0.0021 -0.0001
US312943K851 / Freddie Mac Gold Pool 0.00 -25.00 0.0021 -0.0002
US36179NJC39 / GNMA II POOL MA1159 G2 07/43 FIXED 4.5 0.00 0.00 0.0021 -0.0000
US3132GEFG08 / Freddie Mac Gold Pool 0.00 0.00 0.0021 0.0000
US3620A7NX97 / Ginnie Mae I Pool 0.00 0.00 0.0020 0.0000
US36178SUD88 / Ginnie Mae I Pool 0.00 0.00 0.0019 0.0000
US31406YYK09 / Fannie Mae Pool 0.00 0.00 0.0019 -0.0000
US3136AKPR80 / Fannie Mae REMICS 0.00 0.00 0.0019 -0.0001
Swap / DIR (000000000) 0.00 0.0019 0.0019
US36225CDP86 / Ginnie Mae II Pool 0.00 0.00 0.0019 -0.0002
US3136AP3C48 / Fannie Mae REMICS 0.00 0.00 0.0019 -0.0001
US31371ND518 / Fannie Mae Pool 0.00 0.00 0.0019 0.0000
US3620ACVF89 / Ginnie Mae I Pool 0.00 0.00 0.0018 0.0000
US3138WEXS30 / Fannie Mae Pool 0.00 0.00 0.0018 -0.0000
US38376RKZ81 / Government National Mortgage Association 0.00 0.00 0.0018 -0.0001
US31402RH281 / Fannie Mae Pool 0.00 0.00 0.0018 -0.0001
US3128PXV379 / FG J17834 0.00 0.00 0.0018 -0.0005
US36225CPN01 / Ginnie Mae II Pool 0.00 0.00 0.0018 -0.0001
US3617AANP50 / Ginnie Mae I Pool 0.00 0.00 0.0018 -0.0001
US36210YME22 / Ginnie Mae I Pool 0.00 -25.00 0.0017 -0.0006
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.00 0.0017 0.0017
US31411KE417 / Fannie Mae Pool 0.00 -33.33 0.0017 -0.0000
US3136ATXU37 / Fannie Mae REMICS 0.00 -33.33 0.0017 -0.0001
US36225CPQ32 / Ginnie Mae II Pool 0.00 0.00 0.0017 -0.0001
Future / DIR (000000000) 0.00 0.0016 0.0016
US36184SPQ74 / Ginnie Mae II Pool 0.00 0.00 0.0016 -0.0000
Swaption / DIR (000000000) 0.00 0.0016 0.0016
US3137BB7D64 / Freddie Mac REMICS 0.00 -33.33 0.0016 -0.0001
US3136ARWA26 / Fannie Mae REMICS 0.00 -33.33 0.0016 -0.0002
US3137BHGF88 / Freddie Mac REMICS 0.00 -33.33 0.0016 -0.0001
US31412N6H41 / Fannie Mae Pool 0.00 0.00 0.0015 -0.0000
Swaption / DIR (000000000) 0.00 0.0015 0.0015
US31416W6M95 / Fannie Mae Pool 0.00 -50.00 0.0015 -0.0011
US3140FUKX50 / Fannie Mae Pool 0.00 0.00 0.0015 0.0000
US31292JBP49 / Freddie Mac Gold Pool 0.00 0.00 0.0015 -0.0000
US36225CQT61 / Ginnie Mae II Pool 0.00 0.00 0.0015 -0.0000
US36202FXC57 / Ginnie Mae II Pool 0.00 0.00 0.0015 -0.0000
US31411JTS59 / Fannie Mae Pool 0.00 0.00 0.0015 -0.0000
US3138YBHL04 / Fannie Mae Pool 0.00 0.00 0.0014 0.0000
US36202CTV53 / Ginnie Mae II Pool 0.00 0.00 0.0014 -0.0002
US38380B7Q20 / Government National Mortgage Association 0.00 0.00 0.0013 0.0002
US36202EYG87 / Ginnie Mae II Pool 0.00 0.00 0.0013 0.0000
US31292KZ754 / Freddie Mac Gold Pool 0.00 0.00 0.0013 -0.0000
US31416W6N78 / Fannie Mae Pool 0.00 -33.33 0.0013 -0.0008
US3128M7ZZ25 / FREDDIE MAC GOLD POOL P#G05860 5.50000000 0.00 0.00 0.0013 -0.0000
US36202KZK41 / Ginnie Mae II Pool 0.00 -33.33 0.0012 -0.0006
US12669DC891 / CHL Mortgage Pass-Through Trust 2003-HYB1 0.00 0.00 0.0012 -0.0001
US3137BAGM86 / FREDDIE MAC FHR 4324 IO 0.00 -50.00 0.0011 -0.0001
US3128KMUA13 / Freddie Mac Gold Pool 0.00 0.00 0.0011 0.0000
US36202DKB63 / Ginnie Mae II Pool 0.00 0.00 0.0011 -0.0000
US3138A9RW61 / Fannie Mae Pool 0.00 -66.67 0.0011 -0.0011
US36296DNB00 / Ginnie Mae I Pool 0.00 0.00 0.0011 0.0000
US3138M0XQ81 / Fannie Mae Pool 0.00 0.00 0.0011 0.0000
US31295LNT51 / Freddie Mac Non Gold Pool 0.00 -66.67 0.0010 -0.0009
US36241KXB96 / Ginnie Mae I Pool 0.00 0.00 0.0010 -0.0000
Swap / DIR (000000000) 0.00 0.0010 0.0010
US312939WT48 / Freddie Mac Gold Pool 0.00 0.00 0.0010 -0.0000
US3137B0ZL14 / Freddie Mac REMICS 0.00 0.00 0.0010 -0.0001
US3138AYC642 / FNMA 15YR 3.00% 11/26 #AJ6392 0.00 0.00 0.0009 -0.0002
US3137BCL557 / Freddie Mac REMICS 0.00 0.00 0.0009 -0.0000
US3128LXPZ74 / Freddie Mac Gold Pool 0.00 0.00 0.0009 -0.0000
US31412PXC03 / Fannie Mae Pool 0.00 0.00 0.0009 0.0000
US36202K5J04 / Ginnie Mae II Pool 0.00 -50.00 0.0009 -0.0003
US3133KYXH79 / FED HM LN PC POOL RB5180 FR 08/42 FIXED 3 0.00 0.00 0.0009 -0.0000
US3136APDE92 / Fannie Mae REMICS 0.00 0.00 0.0009 -0.0002
US31398WJ212 / Freddie Mac REMICS 0.00 0.00 0.0009 -0.0001
US31418MNH15 / Fannie Mae Pool 0.00 0.00 0.0009 -0.0000
US31417GQT66 / FNMA 30YR 0.00 0.00 0.0009 0.0000
US36225CE694 / Ginnie Mae II Pool 0.00 0.00 0.0009 -0.0001
US36202K2Z72 / Ginnie Mae II Pool 0.00 -50.00 0.0009 -0.0003
US31348SWZ37 / Freddie Mac Non Gold Pool 0.00 0.00 0.0008 -0.0001
US31417JSB79 / Fannie Mae Pool 0.00 0.00 0.0008 0.0000
US3138A1L334 / Fannie Mae Pool 0.00 0.00 0.0008 -0.0003
US31295LNU25 / Freddie Mac Non Gold Pool 0.00 -50.00 0.0008 -0.0006
US3137BEV438 / Freddie Mac REMICS 0.00 0.00 0.0008 -0.0000
US36225CNK89 / Ginnie Mae II Pool 0.00 0.00 0.0008 -0.0000
US3136ATY814 / Fannie Mae REMICS 0.00 0.00 0.0008 -0.0000
US3136AL2X84 / Fannie Mae REMICS 0.00 0.00 0.0008 -0.0000
US36225CNP76 / Ginnie Mae II Pool 0.00 0.00 0.0008 -0.0000
US31419KK797 / Fannie Mae Pool 0.00 -50.00 0.0008 -0.0004
US31412Q7B98 / Fannie Mae Pool 0.00 0.00 0.0007 0.0000
US31418MT937 / Federal National Mortgage Association 0.00 0.00 0.0007 -0.0000
US36225CB708 / Ginnie Mae II Pool 0.00 0.00 0.0006 -0.0001
US36294TGQ22 / Ginnie Mae I Pool 0.00 0.00 0.0006 -0.0000
US31407A6M82 / Fannie Mae Pool 0.00 0.00 0.0006 -0.0000
US36225CB476 / Ginnie Mae II Pool 0.00 0.00 0.0006 -0.0001
US31281BRQ58 / Freddie Mac Gold Pool 0.00 0.00 0.0006 0.0000
US31398W2S28 / Freddie Mac REMICS 0.00 0.00 0.0006 -0.0000
US3128P7HN65 / Freddie Mac Gold Pool 0.00 -100.00 0.0006 -0.0001
US36225CBR60 / Ginnie Mae II Pool 0.00 -100.00 0.0005 -0.0001
US36202EWV72 / Ginnie Mae II Pool 0.00 0.0005 0.0000
US3128M5DQ08 / Freddie Mac Gold Pool 0.00 0.0005 -0.0000
US31288CUA79 / Freddie Mac Gold Pool 0.00 0.0005 -0.0000
US3137ASYF50 / Freddie Mac REMICS 0.00 -100.00 0.0005 -0.0002
Swaption / DIR (000000000) 0.00 0.0005 0.0005
US36242DPD92 / GSR Mortgage Loan Trust 2004-14 0.00 0.0005 -0.0000
US36225CP831 / Ginnie Mae II Pool 0.00 0.0005 -0.0000
US31295KYF55 / Freddie Mac Non Gold Pool 0.00 0.0005 -0.0001
US3128P7AZ68 / Freddie Mac Gold Pool 0.00 -100.00 0.0005 -0.0004
US36241KQ763 / Ginnie Mae I Pool 0.00 0.0004 -0.0000
US31288GY977 / Freddie Mac Gold Pool 0.00 0.0004 -0.0000
Swaption / DIR (000000000) 0.00 0.0004 0.0004
US3138M5KX66 / Fannie Mae Pool 0.00 0.0004 -0.0000
US3138Y9DA30 / Fannie Mae Pool 0.00 0.0004 0.0000
US3128M7HN96 / Freddie Mac Gold Pool 0.00 0.0004 -0.0000
Option / DIR (000000000) 0.00 0.0004 0.0004
US36202DJU63 / Ginnie Mae II Pool 0.00 0.0004 -0.0000
US3131XJCU40 / FED HM LN PC POOL ZL2783 FR 03/42 FIXED 3.5 0.00 0.0004 -0.0001
US3128K8GL43 / Freddie Mac Gold Pool 0.00 0.0003 -0.0000
US36241KXY99 / Ginnie Mae I Pool 0.00 0.0003 -0.0000
US3620ASY868 / Ginnie Mae II Pool 0.00 0.0003 -0.0000
US3132A4FG89 / FED HM LN PC POOL ZS3767 FR 07/43 FIXED 3.5 0.00 0.0003 -0.0000
US31407CGX92 / Fannie Mae Pool 0.00 0.0003 -0.0000
US36202K2M69 / Ginnie Mae II Pool 0.00 0.0003 -0.0001
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0003 0.0003
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0003 0.0003
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0003 0.0003
US31398KZ940 / Freddie Mac REMICS 0.00 0.0003 -0.0000
US31371MER43 / FNMA 6.00% 9/35 #255844 0.00 0.0003 -0.0000
Swaption / DIR (000000000) 0.00 0.0003 0.0003
US36202KY660 / Ginnie Mae II Pool 0.00 0.0003 -0.0001
US31371MCG06 / Fannie Mae Pool 0.00 0.0003 -0.0000
US31415YHE23 / Fannie Mae Pool 0.00 0.0003 0.0000
US38376RMB95 / GNMA, Series 2015-H29, Class FA 0.00 0.0003 -0.0001
US36225CC953 / Ginnie Mae II Pool 0.00 0.0003 -0.0000
US31292HPS75 / FHLG 30YR 5.5% 02/01/2032# 0.00 0.0002 -0.0000
US31403SGB60 / Fannie Mae Pool 0.00 0.0002 -0.0000
US36225CB880 / Ginnie Mae II Pool 0.00 0.0002 -0.0000
Swaption / DIR (000000000) 0.00 0.0002 0.0002
US36225CC870 / Ginnie Mae 0.00 0.0002 -0.0000
US36202KUY99 / Ginnie Mae II Pool 0.00 0.0002 -0.0002
US36225CBA36 / Ginnie Mae II Pool 0.00 0.0002 -0.0001
US36225CFM38 / Ginnie Mae II Pool 0.00 0.0002 -0.0000
US31417YT801 / Fannie Mae Pool 0.00 0.0002 -0.0001
US3138M1X608 / FNMA POOL AO9700 FN 07/42 FIXED 3.5 0.00 0.0001 0.0000
Option / DIR (000000000) 0.00 0.0001 0.0001
Option / DIR (000000000) 0.00 0.0001 0.0001
Option / DIR (000000000) 0.00 0.0001 0.0001
US3133TLUJ50 / Freddie Mac REMICS 0.00 0.0001 -0.0000
US31288JZQ20 / Freddie Mac Gold Pool 0.00 0.0001 -0.0000
US36202K6U40 / Ginnie Mae II Pool 0.00 0.0001 -0.0000
US3128LXE978 / Freddie Mac Gold Pool 0.00 0.0001 -0.0000
Option / DIR (000000000) 0.00 0.0001 0.0001
US3138W9GT14 / Uniform Mortgage-Backed Securities 0.00 0.0001 -0.0000
US31410CME92 / Fannie Mae Pool 0.00 0.0001 -0.0000
US3138ELN416 / Fannie Mae Pool 0.00 0.0001 0.0000
US36225CFH43 / Ginnie Mae II Pool 0.00 0.0001 -0.0000
US36202K2L86 / Ginnie Mae II Pool 0.00 0.0001 -0.0000
Swaption / DIR (000000000) 0.00 0.0001 0.0001
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 0.0001 0.0001
Swaption / DIR (000000000) 0.00 0.0001 0.0001
US31419DR458 / Fannie Mae Pool 0.00 0.0001 -0.0000
US36202KUJ23 / Ginnie Mae II Pool 0.00 0.0001 -0.0001
US36202KUH66 / Ginnie Mae II Pool 0.00 0.0000 -0.0001
US36202KTB16 / Government National Mortgage Association, ARM 0.00 0.0000 -0.0002
DGZ / DB Gold Short ETN 0.00 0.0000 0.0000
BNP / BNP Paribas SA 0.00 0.0000 0.0000
US36209BHT89 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31418T2H98 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36202KSX45 / Ginnie Mae II Pool 0.00 0.0000 -0.0001
US3133TK6Z87 / Freddie Mac REMICS 0.00 0.0000 -0.0000
US31376GGX79 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36202KSU06 / Government National Mortgage Association, ARM 0.00 0.0000 -0.0000
US31418VS609 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31335GLQ63 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
Option / DIR (000000000) 0.00 0.0000 0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.00 -0.0000 -0.0000
US01F0326177 / Uniform Mortgage-Backed Security, TBA 0.00 0.0000 0.0000
Swaption / DIR (000000000) -0.00 -0.0000 -0.0000
Option / DIR (000000000) -0.00 -0.0000 -0.0000
Option / DIR (000000000) -0.00 -0.0000 -0.0000
Option / DIR (000000000) -0.00 -0.0000 -0.0000
Option / DIR (000000000) -0.00 -0.0000 -0.0000
Option / DIR (000000000) -0.00 -0.0001 -0.0001
Option / DIR (000000000) -0.00 -0.0001 -0.0001
Swap / DIR (000000000) -0.00 -0.0001 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
XS1450864779 / China Government Bond - JPMorgan Chase -0.00 -0.0002 -0.0002
DE000C4SA6R6 / EURO STOXX 50 Index -0.00 -0.0002 -0.0002
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0002 -0.0002
DE000C4SA6R6 / EURO STOXX 50 Index -0.00 -0.0003 -0.0003
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.00 -0.0003 -0.0003
DE000C4SA6R6 / EURO STOXX 50 Index -0.00 -0.0004 -0.0004
Option / DIR (000000000) -0.00 -0.0009 -0.0009
Swap / DIR (000000000) -0.00 -0.0013 -0.0013
Option / DIR (000000000) -0.00 -0.0013 -0.0013
Swap / DIR (000000000) -0.01 -0.0030 -0.0030
Swap / DIR (000000000) -0.01 -0.0031 -0.0031
Option / DIR (000000000) -0.01 -0.0036 -0.0036
Option / DIR (000000000) -0.01 -0.0036 -0.0036
Option / DIR (000000000) -0.01 -0.0036 -0.0036
Swap / DIR (000000000) -0.01 -0.0038 -0.0038
Option / DIR (000000000) -0.01 -0.0062 -0.0062
Swap / DIR (000000000) -0.01 -0.0063 -0.0063
Swap / DIR (000000000) -0.01 -0.0064 -0.0064
Swap / DIR (000000000) -0.01 -0.0067 -0.0067
Swap / DIR (000000000) -0.02 -0.0105 -0.0105
Swap / DIR (000000000) -0.02 -0.0108 -0.0108
Option / DIR (000000000) -0.02 -0.0131 -0.0131
Swap / DIR (000000000) -0.03 -0.0173 -0.0173
Swap / DIR (000000000) -0.03 -0.0200 -0.0200
Future / DIR (000000000) -0.03 -0.0200 -0.0200
Future / DIR (000000000) -0.03 -0.0200 -0.0200
Swap / DIR (000000000) -0.04 -0.0247 -0.0247
Swap / DIR (000000000) -0.10 -0.0547 -0.0547
Swap / DIR (000000000) -0.13 -0.0739 -0.0739
Swap / DIR (000000000) -0.15 -0.0848 -0.0848
Swap / DIR (000000000) -0.20 -0.1137 -0.1137
Morgan Stanley Msc2 H Coll / STIV (000000000) Short -0.31 -0.31 -0.1778 -0.1778
US01F0406698 / UMBS TBA -0.58 -86.98 -0.3351 2.1099
US01F0424592 / Uniform Mortgage-Backed Security, TBA -0.79 -127.33 -0.4569 -2.0442
Swap / DIR (000000000) -1.06 -0.6128 -0.6128
US21H0226553 / Ginnie Mae -2.81 236.93 -1.6177 -1.3070
Citigroup Global Markets, Inc. / RA (000000000) -2.91 -1.6749 -1.6749
US01F0506505 / Uniform Mortgage-Backed Security, TBA -3.92 -2,107.69 -2.2537 -2.3664
US01F0526644 / Uniform Mortgage-Backed Security, TBA -5.13 -153.61 -2.9554 -7.4452
US01F0326581 / Uniform Mortgage-Backed Security, TBA -5.86 -69.55 -3.3747 7.1558
US01F0606594 / Uniform Mortgage-Backed Security, TBA -6.90 -239.25 -3.9699 -6.6789
US01F0426654 / Uniform Mortgage-Backed Security, TBA -8.70 -54.85 -5.0064 5.5290
US01F0326664 / Uniform Mortgage-Backed Security, TBA -10.15 -47.32 -5.8410 4.6933
US01F0406516 / Uniform Mortgage-Backed Security, TBA -19.45 2,254.12 -11.1918 -10.7397
Wells Fargo Bank NA / RA (000000000) -24.60 -14.1576 -14.1576
Wells Fargo Bank NA / RA (000000000) -24.60 -14.1576 -14.1576
Wells Fargo Bank NA / RA (000000000) -24.60 -14.1576 -14.1576
US01F0306526 / FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000 -36.63 10,999.70 -21.0819 -20.9013