United States Treasury Bill
/ DBT (US912797QZ38) |
|
|
|
|
|
29.42
|
|
2.0057 |
2.0057 |
United States Treasury Bill
/ DBT (US912797QZ38) |
|
|
|
|
|
29.42
|
|
2.0057 |
2.0057 |
United States Treasury Bill
/ DBT (US912797QZ38) |
|
|
|
|
|
29.42
|
|
2.0057 |
2.0057 |
United States Treasury Floating Rate Note
/ DBT (US91282CMJ70) |
|
|
|
|
|
24.99
|
25.01 |
1.7039 |
0.2583 |
United States Treasury Floating Rate Note
/ DBT (US91282CMJ70) |
|
|
|
|
|
24.99
|
25.01 |
1.7039 |
0.2583 |
United States Treasury Bill
/ DBT (US912797PX98) |
|
|
|
|
|
24.77
|
1.02 |
1.6888 |
-0.0841 |
United States Treasury Bill
/ DBT (US912797PX98) |
|
|
|
|
|
24.77
|
1.02 |
1.6888 |
-0.0841 |
United States Treasury Bill
/ DBT (US912797PQ48) |
|
|
|
|
|
23.83
|
1.02 |
1.6250 |
-0.0810 |
United States Treasury Bill
/ DBT (US912797PQ48) |
|
|
|
|
|
23.83
|
1.02 |
1.6250 |
-0.0810 |
United States Treasury Bill
/ DBT (US912797PQ48) |
|
|
|
|
|
23.83
|
1.02 |
1.6250 |
-0.0810 |
United States Treasury Floating Rate Note
/ DBT (US91282CKM28) |
|
|
|
|
|
23.01
|
0.01 |
1.5691 |
-0.0950 |
United States Treasury Floating Rate Note
/ DBT (US91282CKM28) |
|
|
|
|
|
23.01
|
0.01 |
1.5691 |
-0.0950 |
FGXXX
/ First American Funds Inc - First American Government Obligations Fund Class X
|
|
|
|
20.97
|
-4.39 |
20.97
|
-4.40 |
1.4298 |
-0.1563 |
United States Treasury Floating Rate Note
/ DBT (US91282CMX64) |
|
|
|
|
|
20.00
|
|
1.3636 |
1.3636 |
United States Treasury Floating Rate Note
/ DBT (US91282CMX64) |
|
|
|
|
|
20.00
|
|
1.3636 |
1.3636 |
United States Treasury Floating Rate Note
/ DBT (US91282CMX64) |
|
|
|
|
|
20.00
|
|
1.3636 |
1.3636 |
United States Treasury Bill
/ DBT (US912797QA86) |
|
|
|
|
|
18.97
|
-23.18 |
1.2934 |
-0.4924 |
United States Treasury Bill
/ DBT (US912797QA86) |
|
|
|
|
|
18.97
|
-23.18 |
1.2934 |
-0.4924 |
US91282CHS35
/ United States Treasury Floating Rate Note
|
|
|
|
|
|
16.00
|
-0.02 |
1.0909 |
-0.0664 |
United States Treasury Floating Rate Note
/ DBT (US91282CLT61) |
|
|
|
|
|
15.02
|
-0.03 |
1.0239 |
-0.0624 |
US91282CJD48
/ U.S. Treasury Floating Rate Notes
|
|
|
|
|
|
15.01
|
-0.03 |
1.0231 |
-0.0624 |
United States Treasury Bill
/ DBT (US912797PG65) |
|
|
|
|
|
14.95
|
|
1.0192 |
1.0192 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
12.46
|
-0.45 |
0.8496 |
-0.0555 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
12.46
|
-0.45 |
0.8496 |
-0.0555 |
US38382FPB49
/ Government National Mortgage Association
|
|
|
|
|
|
12.37
|
|
0.8434 |
0.8434 |
RALI Series 2006-QS18 Trust
/ ABS-MBS (US74922RAH30) |
|
|
|
|
|
11.69
|
-1.56 |
0.7973 |
-0.0617 |
RALI Series 2006-QS18 Trust
/ ABS-MBS (US74922RAH30) |
|
|
|
|
|
11.69
|
-1.56 |
0.7973 |
-0.0617 |
Government National Mortgage Association
/ ABS-MBS (US38381TW277) |
|
|
|
|
|
11.13
|
-2.52 |
0.7588 |
-0.0668 |
Government National Mortgage Association
/ ABS-MBS (US38381TW277) |
|
|
|
|
|
11.13
|
-2.52 |
0.7588 |
-0.0668 |
United States Treasury Floating Rate Note
/ DBT (US91282CLA70) |
|
|
|
|
|
11.01
|
-0.02 |
0.7507 |
-0.0457 |
United States Treasury Floating Rate Note
/ DBT (US91282CLA70) |
|
|
|
|
|
11.01
|
-0.02 |
0.7507 |
-0.0457 |
United States Treasury Floating Rate Note
/ DBT (US91282CLA70) |
|
|
|
|
|
11.01
|
-0.02 |
0.7507 |
-0.0457 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
10.35
|
|
0.7057 |
0.7057 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
10.35
|
|
0.7057 |
0.7057 |
United States Treasury Floating Rate Note
/ DBT (US91282CJU62) |
|
|
|
|
|
10.01
|
-0.03 |
0.6826 |
-0.0416 |
United States Treasury Floating Rate Note
/ DBT (US91282CJU62) |
|
|
|
|
|
10.01
|
-0.03 |
0.6826 |
-0.0416 |
United States Treasury Floating Rate Note
/ DBT (US91282CJU62) |
|
|
|
|
|
10.01
|
-0.03 |
0.6826 |
-0.0416 |
United States Treasury Bill
/ DBT (US912797MH75) |
|
|
|
|
|
9.92
|
|
0.6766 |
0.6766 |
United States Treasury Bill
/ DBT (US912797MH75) |
|
|
|
|
|
9.92
|
|
0.6766 |
0.6766 |
United States Treasury Bill
/ DBT (US912797NL78) |
|
|
|
|
|
9.83
|
|
0.6701 |
0.6701 |
United States Treasury Bill
/ DBT (US912797NL78) |
|
|
|
|
|
9.83
|
|
0.6701 |
0.6701 |
US3137FJK811
/ FREDDIE MAC FHR 4839 WO
|
|
|
|
|
|
9.54
|
386.54 |
0.6506 |
0.5087 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
9.33
|
-0.65 |
0.6362 |
-0.0429 |
Government National Mortgage Association
/ ABS-MBS (US38381TF835) |
|
|
|
|
|
9.23
|
-3.01 |
0.6292 |
-0.0588 |
Government National Mortgage Association
/ ABS-MBS (US38381TF835) |
|
|
|
|
|
9.23
|
-3.01 |
0.6292 |
-0.0588 |
US52520UAA34
/ Lehman Mortgage Trust 2008-3
|
|
|
|
|
|
9.11
|
2.64 |
0.6210 |
-0.0207 |
US912834NP95
/ United States Treasury Strip Coupon
|
|
|
|
|
|
7.77
|
|
0.5300 |
0.5300 |
Government National Mortgage Association
/ ABS-MBS (US38381TR988) |
|
|
|
|
|
7.51
|
-3.37 |
0.5123 |
-0.0500 |
Government National Mortgage Association
/ ABS-MBS (US38381TR988) |
|
|
|
|
|
7.51
|
-3.37 |
0.5123 |
-0.0500 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
7.09
|
|
0.4836 |
0.4836 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
6.75
|
|
0.4602 |
0.4602 |
US38381WY939
/ Government National Mortgage Association, Series 2019-89, Class FH
|
|
|
|
|
|
6.72
|
-1.91 |
0.4582 |
-0.0372 |
US026932AC79
/ CORP CMO
|
|
|
|
|
|
6.39
|
-1.87 |
0.4359 |
-0.0352 |
US36242DT521
/ GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF
|
|
|
|
|
|
6.26
|
-1.90 |
0.4269 |
-0.0347 |
US52525BAD47
/ LEHMAN XS TRUST LXS 2007 16N 2A2
|
|
|
|
|
|
6.07
|
21.95 |
0.4141 |
0.0540 |
United States Treasury Bill
/ DBT (US912797RD17) |
|
|
|
|
|
5.92
|
|
0.4038 |
0.4038 |
United States Treasury Bill
/ DBT (US912797RD17) |
|
|
|
|
|
5.92
|
|
0.4038 |
0.4038 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
5.92
|
-2.42 |
0.4034 |
-0.0351 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
5.92
|
-2.42 |
0.4034 |
-0.0351 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
5.40
|
-3.24 |
0.3681 |
-0.0354 |
US3136A7TZ54
/ Fannie Mae REMICS
|
|
|
|
|
|
5.36
|
-4.49 |
0.3653 |
-0.0403 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
5.32
|
-2.58 |
0.3631 |
-0.0322 |
US41161MAC47
/ HarborView Mortgage Loan Trust 2006-5
|
|
|
|
|
|
5.31
|
-3.93 |
0.3617 |
-0.0376 |
US3136AUZP96
/ Fannie Mae REMICS
|
|
|
|
|
|
5.26
|
-2.97 |
0.3584 |
-0.0333 |
Athene Global Funding
/ DBT (US04685A4M05) |
|
|
|
|
|
5.00
|
|
0.3408 |
0.3408 |
United States Treasury Bill
/ DBT (US912797MG92) |
|
|
|
|
|
4.98
|
|
0.3394 |
0.3394 |
United States Treasury Bill
/ DBT (US912797MG92) |
|
|
|
|
|
4.98
|
|
0.3394 |
0.3394 |
US32027EAF88
/ FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4
|
|
|
|
|
|
4.97
|
0.67 |
0.3386 |
-0.0182 |
US026932AA14
/ AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1
|
|
|
|
|
|
4.87
|
-2.31 |
0.3318 |
-0.0284 |
US74922UAA16
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A1
|
|
|
|
|
|
4.86
|
-1.68 |
0.3311 |
-0.0261 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
4.83
|
-0.92 |
0.3294 |
-0.0232 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
4.83
|
-0.92 |
0.3294 |
-0.0232 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
4.83
|
-0.92 |
0.3294 |
-0.0232 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
4.65
|
-1.86 |
0.3173 |
-0.0256 |
US12638PAB58
/ CSMC Mortgage-Backed Trust 2007-3
|
|
|
|
|
|
4.62
|
|
0.3152 |
0.3152 |
US38381WSQ23
/ Government National Mortgage Association
|
|
|
|
|
|
4.62
|
|
0.3149 |
0.3149 |
US12670EAA10
/ CWL 2007-QX1 A1
|
|
|
|
|
|
4.39
|
|
0.2993 |
0.2993 |
US83613DAD84
/ SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000
|
|
|
|
|
|
4.32
|
-1.32 |
0.2948 |
-0.0220 |
Lehman XS Trust Series 2005-3
/ ABS-MBS (US525221AF44) |
|
|
|
|
|
4.25
|
-0.89 |
0.2898 |
-0.0203 |
Lehman XS Trust Series 2005-3
/ ABS-MBS (US525221AF44) |
|
|
|
|
|
4.25
|
-0.89 |
0.2898 |
-0.0203 |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust
/ ABS-MBS (US939348AA65) |
|
|
|
|
|
4.21
|
-0.26 |
0.2868 |
-0.0182 |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust
/ ABS-MBS (US939348AA65) |
|
|
|
|
|
4.21
|
-0.26 |
0.2868 |
-0.0182 |
United States Treasury Bill
/ DBT (US912797NX17) |
|
|
|
|
|
4.00
|
|
0.2727 |
0.2727 |
United States Treasury Bill
/ DBT (US912797NX17) |
|
|
|
|
|
4.00
|
|
0.2727 |
0.2727 |
JP Morgan Resecuritization Trust Series 2009-11
/ ABS-MBS (US466300AZ33) |
|
|
|
|
|
3.99
|
-4.86 |
0.2723 |
-0.0313 |
JP Morgan Resecuritization Trust Series 2009-11
/ ABS-MBS (US466300AZ33) |
|
|
|
|
|
3.99
|
-4.86 |
0.2723 |
-0.0313 |
US3137FKAZ99
/ FREDDIE MAC FHR 4851 PO
|
|
|
|
|
|
3.96
|
|
0.2701 |
0.2701 |
US3136ALLS82
/ Fannie Mae REMICS
|
|
|
|
|
|
3.82
|
-3.04 |
0.2607 |
-0.0244 |
US03464EAA01
/ Angel Oak Mortgage Trust LLC
|
|
|
|
|
|
3.80
|
-1.73 |
0.2593 |
-0.0206 |
US912834PB81
/ United States Treasury Strip Coupon
|
|
|
|
|
|
3.79
|
-1.99 |
0.2586 |
-0.0212 |
Structured Adjustable Rate Mortgage Loan Trust Series 2006-8
/ ABS-MBS (US86361JAM27) |
|
|
|
|
|
3.63
|
-0.49 |
0.2477 |
-0.0163 |
Structured Adjustable Rate Mortgage Loan Trust Series 2006-8
/ ABS-MBS (US86361JAM27) |
|
|
|
|
|
3.63
|
-0.49 |
0.2477 |
-0.0163 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
3.56
|
-4.23 |
0.2425 |
-0.0260 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
3.56
|
-4.23 |
0.2425 |
-0.0260 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
3.53
|
-3.89 |
0.2407 |
-0.0250 |
US03465EAA91
/ Angel Oak Mortgage Trust 2021-3
|
|
|
|
|
|
3.53
|
-2.60 |
0.2405 |
-0.0213 |
US20846QAM06
/ Conseco Finance Securitizations Corp
|
|
|
|
|
|
3.51
|
56.19 |
0.2392 |
0.0768 |
US02150BAA70
/ Alternative Loan Trust, Series 2007-14T2, Class A1
|
|
|
|
|
|
3.49
|
-2.35 |
0.2377 |
-0.0205 |
Bear Stearns Asset Backed Securities Trust 2005-SD2
/ ABS-MBS (US073877BU59) |
|
|
|
|
|
3.39
|
|
0.2311 |
0.2311 |
Bear Stearns Asset Backed Securities Trust 2005-SD2
/ ABS-MBS (US073877BU59) |
|
|
|
|
|
3.39
|
|
0.2311 |
0.2311 |
US61914WAB28
/ MLRT 2009-RS1 B15
|
|
|
|
|
|
3.35
|
-0.15 |
0.2282 |
-0.0142 |
US026932AF01
/ American Home Mortgage Investment Trust 2007-1
|
|
|
|
|
|
3.33
|
-2.29 |
0.2271 |
-0.0194 |
US76113WAE30
/ RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1
|
|
|
|
|
|
3.31
|
-5.53 |
0.2259 |
-0.0277 |
US07389KAA97
/ BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1
|
|
|
|
|
|
3.27
|
-1.48 |
0.2229 |
-0.0171 |
US83612CAE93
/ Soundview Home Loan Trust 2006-OPT5
|
|
|
|
|
|
3.27
|
-1.06 |
0.2227 |
-0.0161 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
3.26
|
-2.16 |
0.2225 |
-0.0187 |
Government National Mortgage Association
/ ABS-MBS (US38382DZL62) |
|
|
|
|
|
3.24
|
|
0.2210 |
0.2210 |
Government National Mortgage Association
/ ABS-MBS (US38382DZL62) |
|
|
|
|
|
3.24
|
|
0.2210 |
0.2210 |
US16165AAB08
/ ChaseFlex Trust Series 2007-3
|
|
|
|
|
|
3.18
|
2.22 |
0.2166 |
-0.0081 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
3.13
|
|
0.2131 |
0.2131 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
3.13
|
|
0.2131 |
0.2131 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
3.13
|
|
0.2131 |
0.2131 |
US761128AD90
/ Residential Asset Securitization Trust 2007-A8
|
|
|
|
|
|
3.07
|
-1.03 |
0.2093 |
-0.0151 |
RALI Series 2006-QS13 Trust
/ ABS-MBS (US75115DAA37) |
|
|
|
|
|
3.06
|
-4.53 |
0.2085 |
-0.0231 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.96
|
-0.94 |
0.2020 |
-0.0143 |
US38381BFW90
/ Government National Mortgage Association
|
|
|
|
|
|
2.94
|
-2.90 |
0.2008 |
-0.0185 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.94
|
|
0.2004 |
0.2004 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
/ ABS-MBS (US25157GBC50) |
|
|
|
|
|
2.93
|
-3.26 |
0.2001 |
-0.0193 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
/ ABS-MBS (US25157GBC50) |
|
|
|
|
|
2.93
|
-3.26 |
0.2001 |
-0.0193 |
Government National Mortgage Association
/ ABS-MBS (US38382MNP04) |
|
|
|
|
|
2.93
|
-0.71 |
0.1996 |
-0.0136 |
Residential Asset Securitization Trust 2007-A5
/ ABS-MBS (US76114HAC97) |
|
|
|
|
|
2.92
|
-1.29 |
0.1989 |
-0.0148 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.90
|
-4.95 |
0.1977 |
-0.0230 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.90
|
-4.95 |
0.1977 |
-0.0230 |
Government National Mortgage Association
/ ABS-MBS (US38381TRK33) |
|
|
|
|
|
2.89
|
|
0.1973 |
0.1973 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.88
|
-9.01 |
0.1963 |
-0.0325 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.88
|
-9.01 |
0.1963 |
-0.0325 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.88
|
-9.01 |
0.1963 |
-0.0325 |
US41164LAB53
/ HarborView Mortgage Loan Trust 2007-2
|
|
|
|
|
|
2.88
|
-4.20 |
0.1961 |
-0.0210 |
US751153AA50
/ RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1
|
|
|
|
|
|
2.86
|
102.48 |
0.1951 |
0.0928 |
Government National Mortgage Association
/ ABS-MBS (US38381YDP60) |
|
|
|
|
|
2.85
|
-4.00 |
0.1946 |
-0.0204 |
Government National Mortgage Association
/ ABS-MBS (US38381YDP60) |
|
|
|
|
|
2.85
|
-4.00 |
0.1946 |
-0.0204 |
US14454AAB52
/ Carrington Mortgage Loan Trust Series 2006-FRE2
|
|
|
|
|
|
2.82
|
66.53 |
0.1924 |
0.0699 |
First Horizon Alternative Mortgage Securities Trust 2007-FA1
/ ABS-MBS (US32053DAA81) |
|
|
|
|
|
2.81
|
-1.54 |
0.1916 |
-0.0148 |
US38380UX994
/ Government National Mortgage Association
|
|
|
|
|
|
2.81
|
-3.74 |
0.1915 |
-0.0194 |
US74159UAC18
/ Prime Mortgage Trust 2006-DR1
|
|
|
|
|
|
2.78
|
-3.23 |
0.1898 |
-0.0182 |
US761118UY28
/ RALI Series 2006-QS2 Trust
|
|
|
|
|
|
2.77
|
-2.97 |
0.1891 |
-0.0176 |
US93363CAC38
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A
|
|
|
|
|
|
2.77
|
3,493.51 |
0.1887 |
0.1765 |
Credit Suisse Mortgage Capital Certificates
/ ABS-MBS (US12645GBY52) |
|
|
|
|
|
2.71
|
-2.23 |
0.1850 |
-0.0156 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.71
|
0.04 |
0.1849 |
-0.0111 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.71
|
0.04 |
0.1849 |
-0.0111 |
US39538WEE49
/ GreenPoint Mortgage Funding, Inc.
|
|
|
|
|
|
2.70
|
-0.44 |
0.1839 |
-0.0120 |
Government National Mortgage Association
/ ABS-MBS (US38382KHB26) |
|
|
|
|
|
2.67
|
-1.04 |
0.1822 |
-0.0131 |
US12587PFN50
/ Bear Stearns Structured Products, Inc.
|
|
|
|
|
|
2.59
|
0.50 |
0.1768 |
-0.0098 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.58
|
-1.26 |
0.1758 |
-0.0131 |
US61754HAB87
/ Morgan Stanley Mortgage Loan Trust 2007-7AX
|
|
|
|
|
|
2.57
|
|
0.1754 |
0.1754 |
US3622MWAT05
/ GSR Mortgage Loan Trust 2007-3F
|
|
|
|
|
|
2.57
|
-5.03 |
0.1751 |
-0.0205 |
US3137FLVL57
/ Freddie Mac REMICS
|
|
|
|
|
|
2.57
|
-3.35 |
0.1751 |
-0.0170 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.56
|
|
0.1749 |
0.1749 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.54
|
-3.54 |
0.1729 |
-0.0172 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.54
|
-3.54 |
0.1729 |
-0.0172 |
Government National Mortgage Association
/ ABS-MBS (US38383YWM01) |
|
|
|
|
|
2.53
|
-3.70 |
0.1724 |
-0.0175 |
United States Treasury Bill
/ DBT (US912797QC43) |
|
|
|
|
|
2.49
|
|
0.1699 |
0.1699 |
United States Treasury Bill
/ DBT (US912797QC43) |
|
|
|
|
|
2.49
|
|
0.1699 |
0.1699 |
US17310CAA09
/ Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
2.48
|
-2.71 |
0.1691 |
-0.0152 |
Residential Asset Securitization Trust 2006-A10
/ ABS-MBS (US76113LAG23) |
|
|
|
|
|
2.47
|
-1.32 |
0.1686 |
-0.0126 |
Residential Asset Securitization Trust 2006-A10
/ ABS-MBS (US76113LAG23) |
|
|
|
|
|
2.47
|
-1.32 |
0.1686 |
-0.0126 |
Residential Asset Securitization Trust 2006-A10
/ ABS-MBS (US76113LAG23) |
|
|
|
|
|
2.47
|
-1.32 |
0.1686 |
-0.0126 |
US3137FU6C34
/ Freddie Mac REMICS
|
|
|
|
|
|
2.47
|
4.80 |
0.1681 |
-0.0020 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.43
|
1.21 |
0.1659 |
-0.0080 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.43
|
1.21 |
0.1659 |
-0.0080 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.42
|
-1.74 |
0.1653 |
-0.0131 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.42
|
-1.74 |
0.1653 |
-0.0131 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
/ ABS-MBS (US25157GBF81) |
|
|
|
|
|
2.41
|
|
0.1641 |
0.1641 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
/ ABS-MBS (US25157GBF81) |
|
|
|
|
|
2.41
|
|
0.1641 |
0.1641 |
US3137A9WQ56
/ FHLMC CMO PO
|
|
|
|
|
|
2.41
|
20.36 |
0.1641 |
0.0195 |
Government National Mortgage Association
/ ABS-MBS (US38382JDB98) |
|
|
|
|
|
2.40
|
-2.92 |
0.1633 |
-0.0151 |
Government National Mortgage Association
/ ABS-MBS (US38382JDB98) |
|
|
|
|
|
2.40
|
-2.92 |
0.1633 |
-0.0151 |
US02147JAB44
/ Alternative Loan Trust 2006-46
|
|
|
|
|
|
2.39
|
0.00 |
0.1626 |
-0.0098 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.37
|
-3.15 |
0.1614 |
-0.0153 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.37
|
-3.15 |
0.1614 |
-0.0153 |
US452761AA75
/ Imperial Fund Mortgage Trust
|
|
|
|
|
|
2.36
|
-0.93 |
0.1607 |
-0.0114 |
US3137AU2Z16
/ Freddie Mac REMICS
|
|
|
|
|
|
2.36
|
-1.22 |
0.1606 |
-0.0118 |
US23332UFF66
/ DSLA Mortgage Loan Trust 2005-AR5
|
|
|
|
|
|
2.35
|
0.00 |
0.1605 |
-0.0098 |
US16678WAB28
/ Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-2
|
|
|
|
|
|
2.35
|
-4.28 |
0.1603 |
-0.0173 |
US59020UZ656
/ MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A
|
|
|
|
|
|
2.35
|
2,250.00 |
0.1602 |
0.1529 |
US31396XWU44
/ Fannie Mae REMICS
|
|
|
|
|
|
2.34
|
-9.78 |
0.1593 |
-0.0279 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.33
|
-0.60 |
0.1591 |
-0.0107 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.33
|
-0.60 |
0.1591 |
-0.0107 |
US83612HAD08
/ SOUNDVIEW HOME LOAN TRUST 2006-3 SER 2006-3 CL A4 V/R REGD 1.95800000
|
|
|
|
|
|
2.33
|
-2.96 |
0.1588 |
-0.0148 |
US75116FBH10
/ Residential Accredit Loans, Inc.
|
|
|
|
|
|
2.32
|
-1.53 |
0.1585 |
-0.0122 |
Conseco Finance Securitizations Corp
/ ABS-O (US20846QJA76) |
|
|
|
|
|
2.32
|
1.14 |
0.1579 |
-0.0077 |
Government National Mortgage Association
/ ABS-MBS (US38381ACN46) |
|
|
|
|
|
2.31
|
-3.02 |
0.1578 |
-0.0148 |
Government National Mortgage Association
/ ABS-MBS (US38381ACN46) |
|
|
|
|
|
2.31
|
-3.02 |
0.1578 |
-0.0148 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.27
|
|
0.1549 |
0.1549 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.27
|
-0.92 |
0.1545 |
-0.0109 |
US3622EQAA38
/ GSAA Home Equity Trust 2007-1
|
|
|
|
|
|
2.26
|
-3.00 |
0.1543 |
-0.0144 |
US3137FTVA29
/ Freddie Mac REMICS
|
|
|
|
|
|
2.24
|
-3.37 |
0.1525 |
-0.0148 |
US45660LA419
/ RAST 2005-A11 2A1
|
|
|
|
|
|
2.24
|
-1.02 |
0.1524 |
-0.0109 |
US86360BAL27
/ Structured Adjustable Rate Mortgage Loan Trust Series 2006-4
|
|
|
|
|
|
2.21
|
-0.36 |
0.1508 |
-0.0097 |
US761118DV71
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS12 A8
|
|
|
|
|
|
2.20
|
-3.26 |
0.1500 |
-0.0144 |
US126380AD65
/ CSMC Mortgage-Backed Trust
|
|
|
|
|
|
2.18
|
63.64 |
0.1489 |
0.0523 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.18
|
-2.81 |
0.1487 |
-0.0136 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.18
|
-2.81 |
0.1487 |
-0.0136 |
US52524UAA97
/ Lehman Mortgage Trust 2008-4
|
|
|
|
|
|
2.17
|
-1.09 |
0.1481 |
-0.0107 |
US86360JAE10
/ Structured Asset Mortgage Investments II Trust 2006-AR5
|
|
|
|
|
|
2.16
|
0.09 |
0.1471 |
-0.0088 |
US02147FAE60
/ Alternative Loan Trust 2006-18CB
|
|
|
|
|
|
2.16
|
-1.51 |
0.1470 |
-0.0113 |
US16678RCE53
/ CCMFC 2004-4A B1
|
|
|
|
|
|
2.14
|
-1.25 |
0.1456 |
-0.0108 |
US395386AY16
/ Greenpoint Manufactured Housing
|
|
|
|
|
|
2.13
|
-6.70 |
0.1452 |
-0.0199 |
US3136B8GL78
/ FNMA, Series 2019-81, Class FJ
|
|
|
|
|
|
2.12
|
-3.06 |
0.1446 |
-0.0136 |
US761118UR76
/ RALI Series 2006-QS2 Trust
|
|
|
|
|
|
2.11
|
-2.99 |
0.1440 |
-0.0134 |
US3137FTPF89
/ Freddie Mac REMICS
|
|
|
|
|
|
2.09
|
-4.25 |
0.1427 |
-0.0154 |
US25157GAQ55
/ DMSI 2006-PR1 4AF2
|
|
|
|
|
|
2.09
|
-8.38 |
0.1424 |
-0.0225 |
US590216AA57
/ Merrill Lynch Mortgage Investors Trust Series 2006-RM2
|
|
|
|
|
|
2.09
|
-0.57 |
0.1422 |
-0.0095 |
US74922KAE55
/ RALI Series Trust, Series 2007-QS1, Class 1A5
|
|
|
|
|
|
2.08
|
-2.44 |
0.1416 |
-0.0124 |
US000797AD28
/ ACE 2007-HE5 A2C
|
|
|
|
|
|
2.08
|
-0.91 |
0.1416 |
-0.0100 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.06
|
-1.10 |
0.1405 |
-0.0102 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
2.06
|
-1.10 |
0.1405 |
-0.0102 |
US3137FLVK74
/ Freddie Mac REMICS
|
|
|
|
|
|
2.05
|
-1.53 |
0.1401 |
-0.0108 |
ASG Resecuritization Trust 2013-2
/ ABS-MBS (US00214CAV72) |
|
|
|
|
|
2.05
|
-1.25 |
0.1398 |
-0.0104 |
ASG Resecuritization Trust 2013-2
/ ABS-MBS (US00214CAV72) |
|
|
|
|
|
2.05
|
-1.25 |
0.1398 |
-0.0104 |
US12637HAZ10
/ CSMC Mortgage-Backed Trust Series 2006-4
|
|
|
|
|
|
2.02
|
|
0.1378 |
0.1378 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.02
|
-1.47 |
0.1375 |
-0.0105 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
2.02
|
-1.47 |
0.1375 |
-0.0105 |
Prime Mortgage Trust 2006-2
/ ABS-MBS (US74161YAR62) |
|
|
|
|
|
2.01
|
-8.09 |
0.1371 |
-0.0211 |
Prime Mortgage Trust 2006-2
/ ABS-MBS (US74161YAR62) |
|
|
|
|
|
2.01
|
-8.09 |
0.1371 |
-0.0211 |
Prime Mortgage Trust 2006-2
/ ABS-MBS (US74161YAR62) |
|
|
|
|
|
2.01
|
-8.09 |
0.1371 |
-0.0211 |
US3136AWHE08
/ FANNIE MAE FNR 2017 39 FT
|
|
|
|
|
|
1.99
|
-3.59 |
0.1356 |
-0.0136 |
US86362HAA14
/ Structured Adjustable Rate Mortgage Loan Trust Series 2006-11
|
|
|
|
|
|
1.99
|
-2.79 |
0.1355 |
-0.0123 |
US3137FXJT69
/ FHLMC, REMIC, Series 5019, Class PL
|
|
|
|
|
|
1.98
|
-2.18 |
0.1348 |
-0.0113 |
US05890RAB87
/ Banc of America Funding 2016-R2 Trust
|
|
|
|
|
|
1.97
|
3.04 |
0.1343 |
-0.0040 |
US3137FXFK96
/ Freddie Mac REMICS
|
|
|
|
|
|
1.96
|
-2.25 |
0.1336 |
-0.0114 |
US126378BN74
/ CSMC 2007-1 5A14
|
|
|
|
|
|
1.94
|
-2.90 |
0.1323 |
-0.0122 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.94
|
-3.10 |
0.1321 |
-0.0125 |
US12638PBC23
/ CSMC Mortgage-Backed Trust 2007-3
|
|
|
|
|
|
1.92
|
-1.08 |
0.1309 |
-0.0095 |
Government National Mortgage Association
/ ABS-MBS (US38382JDA16) |
|
|
|
|
|
1.92
|
-2.94 |
0.1307 |
-0.0121 |
US36190GAE89
/ GSMSC Pass-Through Trust 2009-4R
|
|
|
|
|
|
1.90
|
-1.55 |
0.1298 |
-0.0100 |
US16163FAA30
/ Chase Mortgage Finance Trust Series 2007-S1
|
|
|
|
|
|
1.90
|
-0.42 |
0.1294 |
-0.0084 |
US66988WAD83
/ NovaStar Mortgage Funding Trust, Series 2006-3
|
|
|
|
|
|
1.90
|
2.05 |
0.1292 |
-0.0051 |
US3137FTUF25
/ Freddie Mac REMICS
|
|
|
|
|
|
1.89
|
-3.38 |
0.1288 |
-0.0126 |
US225470YX56
/ CSMC Mortgage-Backed Trust Series 2006-2
|
|
|
|
|
|
1.88
|
-1.16 |
0.1283 |
-0.0093 |
US805564PL99
/ Saxon Asset Securities Trust 2004-1
|
|
|
|
|
|
1.88
|
2.07 |
0.1280 |
-0.0050 |
US76116RAE18
/ ResMAE Mortgage Loan Trust 2006-1
|
|
|
|
|
|
1.87
|
-3.15 |
0.1278 |
-0.0121 |
US38381WH504
/ Government National Mortgage Association
|
|
|
|
|
|
1.87
|
-2.70 |
0.1277 |
-0.0115 |
US61756YAD58
/ Morgan Stanley ABS Capital I Inc Trust 2007-HE7
|
|
|
|
|
|
1.87
|
0.76 |
0.1274 |
-0.0067 |
US542514FT69
/ Long Beach Mortgage Loan Trust 2004-2
|
|
|
|
|
|
1.86
|
-2.83 |
0.1266 |
-0.0116 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.85
|
|
0.1264 |
0.1264 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.85
|
|
0.1264 |
0.1264 |
US36242D4W09
/ GSR Mortgage Loan Trust 2005-AR3
|
|
|
|
|
|
1.85
|
-3.74 |
0.1264 |
-0.0129 |
US3136B1C938
/ FANNIE MAE FNR 2018 35 FA
|
|
|
|
|
|
1.84
|
-3.06 |
0.1253 |
-0.0118 |
US3623414D82
/ GSR Mortgage Loan Trust 2006-AR1
|
|
|
|
|
|
1.83
|
-0.11 |
0.1246 |
-0.0076 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.82
|
-1.19 |
0.1242 |
-0.0091 |
US23332UGM09
/ DSLA MORTGAGE LOAN TRUST DSLA 2006 AR1 2A1A
|
|
|
|
|
|
1.82
|
-3.41 |
0.1238 |
-0.0121 |
US74162FAB13
/ PRIME 2007-1 A2
|
|
|
|
|
|
1.81
|
-7.19 |
0.1232 |
-0.0176 |
US16162WRB71
/ Chase Mortgage Finance Trust Series 2006-S1
|
|
|
|
|
|
1.79
|
-4.07 |
0.1221 |
-0.0129 |
US393505P222
/ Conseco Finance Corp
|
|
|
|
|
|
1.75
|
-7.99 |
0.1193 |
-0.0183 |
US02147RAS94
/ Alternative Loan Trust 2006-23CB
|
|
|
|
|
|
1.74
|
-1.86 |
0.1187 |
-0.0096 |
US86363XAJ63
/ Structured Adjustable Rate Mortgage Loan Trust Series 2007-5
|
|
|
|
|
|
1.73
|
-0.23 |
0.1179 |
-0.0074 |
Government National Mortgage Association
/ ABS-MBS (US38378ABX81) |
|
|
|
|
|
1.73
|
-2.04 |
0.1179 |
-0.0097 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.73
|
|
0.1178 |
0.1178 |
US3935053Q32
/ CONSECO FINANCIAL CORP GT 1999 5 A6
|
|
|
|
|
|
1.72
|
-3.15 |
0.1176 |
-0.0112 |
US31574XAA63
/ ELLINGTON FINL MTG TR 2021-1 0.797% 02/25/2066 144A
|
|
|
|
|
|
1.72
|
-3.96 |
0.1174 |
-0.0122 |
US3622NDAA24
/ GSAA 2007-10 A1A
|
|
|
|
|
|
1.71
|
-7.55 |
0.1169 |
-0.0172 |
Government National Mortgage Association
/ ABS-MBS (US38375KAD46) |
|
|
|
|
|
1.71
|
-4.09 |
0.1168 |
-0.0124 |
Government National Mortgage Association
/ ABS-MBS (US38375KAD46) |
|
|
|
|
|
1.71
|
-4.09 |
0.1168 |
-0.0124 |
US46627MCV72
/ JPALT 2006-A1 2A2
|
|
|
|
|
|
1.71
|
-3.56 |
0.1164 |
-0.0116 |
Lehman Mortgage Trust 2008-2
/ ABS-MBS (US52522UAL70) |
|
|
|
|
|
1.71
|
-5.27 |
0.1164 |
-0.0139 |
Lehman Mortgage Trust 2008-2
/ ABS-MBS (US52522UAL70) |
|
|
|
|
|
1.71
|
-5.27 |
0.1164 |
-0.0139 |
US31392A5E46
/ FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1
|
|
|
|
|
|
1.68
|
-3.95 |
0.1145 |
-0.0120 |
US3137FLA875
/ Freddie Mac REMICS
|
|
|
|
|
|
1.67
|
-4.35 |
0.1141 |
-0.0124 |
US62923JAA07
/ NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000
|
|
|
|
|
|
1.67
|
5.70 |
0.1138 |
-0.0004 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.66
|
|
0.1135 |
0.1135 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.66
|
-1.83 |
0.1133 |
-0.0091 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.66
|
-1.83 |
0.1133 |
-0.0091 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.65
|
|
0.1128 |
0.1128 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.65
|
|
0.1128 |
0.1128 |
Bear Stearns Asset Backed Securities I Trust 2004-HE9
/ ABS-MBS (US073879KD99) |
|
|
|
|
|
1.65
|
0.55 |
0.1128 |
-0.0062 |
Bear Stearns Asset Backed Securities I Trust 2004-HE9
/ ABS-MBS (US073879KD99) |
|
|
|
|
|
1.65
|
0.55 |
0.1128 |
-0.0062 |
US17323HAL06
/ Citigroup Mortgage Loan Trust 2014-12
|
|
|
|
|
|
1.65
|
-4.42 |
0.1122 |
-0.0122 |
US59025RAW79
/ Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-5, Class 1A
|
|
|
|
|
|
1.65
|
|
0.1122 |
0.1122 |
US41161PXM03
/ HarborView Mortgage Loan Trust 2005-15
|
|
|
|
|
|
1.63
|
-7.23 |
0.1111 |
-0.0159 |
Government National Mortgage Association
/ ABS-MBS (US38382KAB98) |
|
|
|
|
|
1.63
|
-4.69 |
0.1108 |
-0.0125 |
US576434T200
/ MASTR Alternative Loan Trust, Series 2005-5, Class 3A1
|
|
|
|
|
|
1.62
|
-3.41 |
0.1102 |
-0.0108 |
US872225AE70
/ TBW 2006-5 A4
|
|
|
|
|
|
1.61
|
0.50 |
0.1100 |
-0.0061 |
Alternative Loan Trust 2005-28CB
/ ABS-MBS (US12667GWY50) |
|
|
|
|
|
1.61
|
-0.56 |
0.1099 |
-0.0073 |
US94985GAE61
/ Wells Fargo Alternative Loan 2007-PA3 Trust
|
|
|
|
|
|
1.60
|
12.67 |
0.1092 |
0.0064 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.59
|
-5.08 |
0.1083 |
-0.0127 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.59
|
-5.08 |
0.1083 |
-0.0127 |
US40431HAG20
/ HSI ASSET LOAN OBLIGATION HALO 2006 2 1A7
|
|
|
|
|
|
1.58
|
-2.42 |
0.1074 |
-0.0094 |
US52520MFL28
/ Lehman Mortgage Trust, Series 2006-1, Class 3A5
|
|
|
|
|
|
1.57
|
-1.20 |
0.1070 |
-0.0078 |
US46651YBB56
/ JP Morgan Mortgage Trust 2019-9
|
|
|
|
|
|
1.56
|
-2.69 |
0.1062 |
-0.0095 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.54
|
-0.58 |
0.1047 |
-0.0070 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.54
|
-2.85 |
0.1047 |
-0.0096 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.54
|
-2.85 |
0.1047 |
-0.0096 |
US3137FQWA70
/ FREDDIE MAC FHR 4942 OQ
|
|
|
|
|
|
1.53
|
-1.67 |
0.1046 |
-0.0082 |
US75114RAE53
/ RALI Series 2006-QA3 Trust
|
|
|
|
|
|
1.53
|
-0.91 |
0.1043 |
-0.0074 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.52
|
-2.25 |
0.1037 |
-0.0088 |
US761118JL36
/ RALI Series 2005-QS14 Trust
|
|
|
|
|
|
1.52
|
-3.62 |
0.1034 |
-0.0104 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.51
|
-4.80 |
0.1029 |
-0.0117 |
US02660TGN72
/ American Home Mortgage Investment Trust 2005-4
|
|
|
|
|
|
1.51
|
|
0.1028 |
0.1028 |
Government National Mortgage Association
/ ABS-MBS (US38381RRU58) |
|
|
|
|
|
1.51
|
-2.71 |
0.1027 |
-0.0092 |
Government National Mortgage Association
/ ABS-MBS (US38381RRU58) |
|
|
|
|
|
1.51
|
-2.71 |
0.1027 |
-0.0092 |
US126680AA57
/ Alternative Loan Trust 2007-OA7
|
|
|
|
|
|
1.51
|
38.17 |
0.1027 |
0.0238 |
US74922EAJ82
/ RALI Series 2006-QS6 Trust
|
|
|
|
|
|
1.50
|
-2.09 |
0.1025 |
-0.0085 |
US05990TAM99
/ Banc of America Funding 2015-R2 Trust
|
|
|
|
|
|
1.50
|
1.77 |
0.1019 |
-0.0043 |
US38377VE287
/ GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB
|
|
|
|
|
|
1.49
|
|
0.1019 |
0.1019 |
US68402VAA08
/ Option One Mortgage Loan Trust 2007-FXD1
|
|
|
|
|
|
1.49
|
-0.60 |
0.1013 |
-0.0068 |
US761118HC54
/ Residential Accredit Loans, Inc. Trust
|
|
|
|
|
|
1.48
|
-1.66 |
0.1010 |
-0.0079 |
US43710BAS51
/ Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A
|
|
|
|
|
|
1.48
|
0.68 |
0.1008 |
-0.0053 |
US52521FAU12
/ Lehman Mortgage Trust 2007-1
|
|
|
|
|
|
1.48
|
558.93 |
0.1006 |
0.0844 |
US46591LBC46
/ JP MORGAN MORTGAGE TRUST
|
|
|
|
|
|
1.46
|
4.74 |
0.0994 |
-0.0013 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.46
|
-2.28 |
0.0993 |
-0.0085 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.46
|
-2.28 |
0.0993 |
-0.0085 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.45
|
-1.49 |
0.0991 |
-0.0076 |
IndyMac INDX Mortgage Loan Trust 2006-AR25
/ ABS-MBS (US45661HAL15) |
|
|
|
|
|
1.45
|
0.00 |
0.0987 |
-0.0060 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.44
|
-5.19 |
0.0985 |
-0.0117 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.44
|
-5.19 |
0.0985 |
-0.0117 |
US36262JAJ43
/ GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000
|
|
|
|
|
|
1.44
|
-1.91 |
0.0980 |
-0.0080 |
US3136BFWW98
/ Fannie Mae REMICS
|
|
|
|
|
|
1.44
|
0.84 |
0.0979 |
-0.0051 |
US61752JAF75
/ Morgan Stanley Mortgage Loan Trust 2007-1XS
|
|
|
|
|
|
1.43
|
3.85 |
0.0976 |
-0.0021 |
US75115BAA70
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A1
|
|
|
|
|
|
1.42
|
-3.47 |
0.0969 |
-0.0095 |
US31394BT461
/ Fannie Mae 2.41838 07/25/2044
|
|
|
|
|
|
1.40
|
-2.84 |
0.0956 |
-0.0087 |
Government National Mortgage Association
/ ABS-MBS (US38379WFQ06) |
|
|
|
|
|
1.40
|
|
0.0954 |
0.0954 |
Government National Mortgage Association
/ ABS-MBS (US38379WFQ06) |
|
|
|
|
|
1.40
|
|
0.0954 |
0.0954 |
US20846QJT67
/ Conseco Finance Securitizations Corp
|
|
|
|
|
|
1.40
|
-3.99 |
0.0952 |
-0.0100 |
US12667GPV94
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 20CB 1A3
|
|
|
|
|
|
1.39
|
-2.18 |
0.0949 |
-0.0080 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.39
|
-1.21 |
0.0946 |
-0.0070 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.39
|
-1.21 |
0.0946 |
-0.0070 |
Alternative Loan Trust 2007-1T1
/ ABS-MBS (US23246KAR23) |
|
|
|
|
|
1.38
|
-3.49 |
0.0944 |
-0.0093 |
Alternative Loan Trust 2007-1T1
/ ABS-MBS (US23246KAR23) |
|
|
|
|
|
1.38
|
-3.49 |
0.0944 |
-0.0093 |
Alternative Loan Trust 2007-1T1
/ ABS-MBS (US23246KAR23) |
|
|
|
|
|
1.38
|
-3.49 |
0.0944 |
-0.0093 |
US31398QUR63
/ FREDDIE MAC REMICS FHR 3747 UF
|
|
|
|
|
|
1.37
|
-2.07 |
0.0937 |
-0.0078 |
US12668BDJ98
/ Alternative Loan Trust 2005-76
|
|
|
|
|
|
1.37
|
0.51 |
0.0937 |
-0.0051 |
US05954CAA62
/ Banc of America Mortgage Trust, Series 2007-3, Class 1A1
|
|
|
|
|
|
1.37
|
0.07 |
0.0933 |
-0.0056 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.37
|
193.98 |
0.0932 |
0.0596 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.37
|
193.98 |
0.0932 |
0.0596 |
US45660LW967
/ IndyMac INDX Mortgage Loan Trust 2005-AR31
|
|
|
|
|
|
1.37
|
-0.80 |
0.0931 |
-0.0065 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.36
|
|
0.0930 |
0.0930 |
US3136BQHM47
/ Fannie Mae REMICS
|
|
|
|
|
|
1.36
|
-3.96 |
0.0926 |
-0.0097 |
BCAP LLC 2011-RR9 Trust
/ ABS-MBS (US05536KCA34) |
|
|
|
|
|
1.36
|
0.00 |
0.0924 |
-0.0056 |
BCAP LLC 2011-RR9 Trust
/ ABS-MBS (US05536KCA34) |
|
|
|
|
|
1.36
|
0.00 |
0.0924 |
-0.0056 |
US31398NEX84
/ Fannie Mae REMICS
|
|
|
|
|
|
1.35
|
|
0.0924 |
0.0924 |
Bear Stearns Asset Backed Securities I Trust 2007-AC5
/ ABS-MBS (US07388BAC63) |
|
|
|
|
|
1.35
|
-1.32 |
0.0919 |
-0.0069 |
Bear Stearns Asset Backed Securities I Trust 2007-AC5
/ ABS-MBS (US07388BAC63) |
|
|
|
|
|
1.35
|
-1.32 |
0.0919 |
-0.0069 |
RALI Series 2006-QS4 Trust
/ ABS-MBS (US749228AM44) |
|
|
|
|
|
1.34
|
-3.25 |
0.0914 |
-0.0087 |
US36166XAA90
/ GCAT 2021-NQM2 Trust
|
|
|
|
|
|
1.34
|
-2.05 |
0.0912 |
-0.0076 |
US36185MDN92
/ GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1
|
|
|
|
|
|
1.33
|
350.17 |
0.0906 |
0.0692 |
US393505E572
/ Conseco Finance Corp
|
|
|
|
|
|
1.32
|
-7.37 |
0.0901 |
-0.0130 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.32
|
-1.57 |
0.0900 |
-0.0070 |
US126670QU57
/ CWABS Asset-Backed Certificates Trust 2005-17
|
|
|
|
|
|
1.32
|
8.20 |
0.0900 |
0.0018 |
Government National Mortgage Association
/ ABS-MBS (US38378ABF75) |
|
|
|
|
|
1.32
|
-1.35 |
0.0899 |
-0.0068 |
Adjustable Rate Mortgage Trust 2005-7
/ ABS-MBS (US007036MZ65) |
|
|
|
|
|
1.32
|
-5.11 |
0.0899 |
-0.0106 |
US3136A1PK51
/ Fannie Mae REMICS
|
|
|
|
|
|
1.32
|
-6.13 |
0.0898 |
-0.0117 |
US46631JAA60
/ JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 1A1
|
|
|
|
|
|
1.32
|
|
0.0898 |
0.0898 |
US86360UAF30
/ STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1
|
|
|
|
|
|
1.32
|
|
0.0898 |
0.0898 |
US94983UAD90
/ Wells Fargo Mortgage Backed Securities 2007-AR3 Trust
|
|
|
|
|
|
1.32
|
-0.90 |
0.0897 |
-0.0063 |
US02147FAR73
/ Alternative Loan Trust 2006-18CB
|
|
|
|
|
|
1.31
|
-1.57 |
0.0896 |
-0.0069 |
US073875AN69
/ BEAR STEARNS ALT A TRUST BALTA 2006 7 23A1
|
|
|
|
|
|
1.30
|
-0.76 |
0.0887 |
-0.0061 |
US9393365A70
/ WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB3
|
|
|
|
|
|
1.30
|
-1.14 |
0.0885 |
-0.0065 |
US617487AC74
/ Morgan Stanley Mortgage Loan Trust 2006-16AX
|
|
|
|
|
|
1.29
|
-5.20 |
0.0883 |
-0.0105 |
US225458PR36
/ CSFB Mortgage-Backed Pass-Through Certificates Series 2005-4
|
|
|
|
|
|
1.29
|
4.35 |
0.0883 |
-0.0014 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.29
|
-3.50 |
0.0883 |
-0.0087 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.29
|
-3.50 |
0.0883 |
-0.0087 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.29
|
-2.13 |
0.0879 |
-0.0073 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.29
|
-2.13 |
0.0879 |
-0.0073 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.29
|
-2.13 |
0.0879 |
-0.0073 |
US76110H7A11
/ RALI Series 2005-QA7 Trust
|
|
|
|
|
|
1.28
|
-0.23 |
0.0875 |
-0.0055 |
US021468AE39
/ Alternative Loan Trust 2006-14CB
|
|
|
|
|
|
1.28
|
-1.99 |
0.0872 |
-0.0072 |
Alternative Loan Trust 2004-30CB
/ ABS-MBS (US12667FJ481) |
|
|
|
|
|
1.28
|
-0.08 |
0.0871 |
-0.0053 |
Alternative Loan Trust 2004-30CB
/ ABS-MBS (US12667FJ481) |
|
|
|
|
|
1.28
|
-0.08 |
0.0871 |
-0.0053 |
Alternative Loan Trust 2004-30CB
/ ABS-MBS (US12667FJ481) |
|
|
|
|
|
1.28
|
-0.08 |
0.0871 |
-0.0053 |
US45257VAB27
/ Impac Secured Assets Trust, Series 2007-3, Class A1B
|
|
|
|
|
|
1.28
|
-3.48 |
0.0869 |
-0.0086 |
US45256VAD91
/ Impac Secured Assets Trust
|
|
|
|
|
|
1.27
|
-4.44 |
0.0867 |
-0.0096 |
CHL Mortgage Pass-Through Trust 2006-8
/ ABS-MBS (US1266943B27) |
|
|
|
|
|
1.27
|
-0.70 |
0.0866 |
-0.0059 |
US12668AKU87
/ Alternative Loan Trust 2005-53T2
|
|
|
|
|
|
1.27
|
-2.84 |
0.0864 |
-0.0079 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.26
|
-1.86 |
0.0862 |
-0.0069 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.26
|
-1.86 |
0.0862 |
-0.0069 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.26
|
-1.86 |
0.0862 |
-0.0069 |
US41161PYZ07
/ HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A
|
|
|
|
|
|
1.26
|
-0.39 |
0.0862 |
-0.0056 |
Alternative Loan Trust 2005-65CB
/ ABS-MBS (US12668AY331) |
|
|
|
|
|
1.26
|
-0.86 |
0.0861 |
-0.0061 |
US12667GN333
/ Alternative Loan Trust 2005-27
|
|
|
|
|
|
1.26
|
-4.12 |
0.0858 |
-0.0091 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.26
|
-1.02 |
0.0857 |
-0.0062 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.26
|
-1.02 |
0.0857 |
-0.0062 |
US02149VAB53
/ Alternative Loan Trust 2007-3T1
|
|
|
|
|
|
1.25
|
0.32 |
0.0856 |
-0.0048 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.25
|
-0.56 |
0.0850 |
-0.0056 |
Bear Stearns ALT-A Trust 2006-3
/ ABS-MBS (US07386HQ536) |
|
|
|
|
|
1.25
|
-11.06 |
0.0850 |
-0.0164 |
Bear Stearns ALT-A Trust 2006-3
/ ABS-MBS (US07386HQ536) |
|
|
|
|
|
1.25
|
-11.06 |
0.0850 |
-0.0164 |
Bear Stearns ALT-A Trust 2006-3
/ ABS-MBS (US07386HQ536) |
|
|
|
|
|
1.25
|
-11.06 |
0.0850 |
-0.0164 |
US362341Z368
/ GSAA Home Equity Trust, Series 2006-1, Class A2
|
|
|
|
|
|
1.24
|
-1.74 |
0.0847 |
-0.0067 |
US17310SAB34
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 2 1A2
|
|
|
|
|
|
1.24
|
-0.64 |
0.0843 |
-0.0056 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.23
|
-1.05 |
0.0840 |
-0.0060 |
US3137AMAF47
/ Freddie Mac REMICS
|
|
|
|
|
|
1.23
|
-4.21 |
0.0839 |
-0.0090 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.23
|
|
0.0836 |
0.0836 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.23
|
|
0.0836 |
0.0836 |
US362257AC18
/ GSAA Home Equity Trust 2006-17
|
|
|
|
|
|
1.23
|
|
0.0836 |
0.0836 |
US1248M6AA48
/ Credit-Based Asset Servicing and Securitization LLC
|
|
|
|
|
|
1.23
|
1,395.12 |
0.0836 |
0.0776 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.22
|
-0.81 |
0.0831 |
-0.0058 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.22
|
-0.81 |
0.0831 |
-0.0058 |
US46650HAL24
/ JP MORGAN MORTGAGE TRUST 2019-1 SER 2019-1 CL A11 V/R REGD 144A P/P 2.65800000
|
|
|
|
|
|
1.21
|
-2.18 |
0.0828 |
-0.0070 |
US31396L4R81
/ FNMA, REMIC, Series 2006-118, Class A1
|
|
|
|
|
|
1.21
|
-0.98 |
0.0824 |
-0.0059 |
US761118VY19
/ RALI Series 2006-QO2 Trust
|
|
|
|
|
|
1.21
|
-2.50 |
0.0823 |
-0.0072 |
US45661ECM49
/ INDX 06-AR5 2A1 ARH10 FRN 05-25-36
|
|
|
|
|
|
1.20
|
-5.20 |
0.0822 |
-0.0097 |
Alternative Loan Trust 2006-45T1
/ ABS-MBS (US02149JBE55) |
|
|
|
|
|
1.20
|
-0.08 |
0.0821 |
-0.0051 |
Alternative Loan Trust 2006-45T1
/ ABS-MBS (US02149JBE55) |
|
|
|
|
|
1.20
|
-0.08 |
0.0821 |
-0.0051 |
Alternative Loan Trust 2006-45T1
/ ABS-MBS (US02149JBE55) |
|
|
|
|
|
1.20
|
-0.08 |
0.0821 |
-0.0051 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.20
|
-4.17 |
0.0816 |
-0.0087 |
US32027GAE61
/ First Franklin Mortgage Loan Trust 2006-FF12
|
|
|
|
|
|
1.20
|
-2.92 |
0.0816 |
-0.0076 |
US466247YH09
/ JP Morgan Mortgage Trust 2005-A8
|
|
|
|
|
|
1.19
|
72.79 |
0.0814 |
0.0314 |
US46591DBF50
/ JP Morgan Mortgage Trust 2019-INV1
|
|
|
|
|
|
1.19
|
-1.08 |
0.0811 |
-0.0059 |
US52520MEJ80
/ LMT 2005-3 3A1
|
|
|
|
|
|
1.19
|
-2.78 |
0.0810 |
-0.0073 |
US12646UAA60
/ CSMC Trust 2013-IVR1
|
|
|
|
|
|
1.18
|
|
0.0806 |
0.0806 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.18
|
-1.75 |
0.0805 |
-0.0064 |
US12668A3N35
/ Alternative Loan Trust 2005-72
|
|
|
|
|
|
1.17
|
-2.73 |
0.0801 |
-0.0072 |
US76114BAK44
/ Residential Asset Securitization Trust 2006-A14CB
|
|
|
|
|
|
1.17
|
-0.68 |
0.0799 |
-0.0054 |
US12544EAA55
/ CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 1A1
|
|
|
|
|
|
1.17
|
-1.85 |
0.0797 |
-0.0065 |
RBSSP Resecuritization Trust 2009-7
/ ABS-MBS (US75524MCG33) |
|
|
|
|
|
1.16
|
|
0.0791 |
0.0791 |
RBSSP Resecuritization Trust 2009-7
/ ABS-MBS (US75524MCG33) |
|
|
|
|
|
1.16
|
|
0.0791 |
0.0791 |
RBSSP Resecuritization Trust 2009-7
/ ABS-MBS (US75524MCG33) |
|
|
|
|
|
1.16
|
|
0.0791 |
0.0791 |
US3137F4UZ36
/ FHLMC, Series 4774, Class BF
|
|
|
|
|
|
1.16
|
-4.06 |
0.0790 |
-0.0083 |
US3136ALCH29
/ SINGLE FAMILY ARM
|
|
|
|
|
|
1.15
|
-3.92 |
0.0786 |
-0.0082 |
Morgan Stanley Mortgage Loan Trust 2007-15AR
/ ABS-MBS (US61756XAA37) |
|
|
|
|
|
1.14
|
-0.26 |
0.0781 |
-0.0050 |
US02150LAG23
/ Alternative Loan Trust 2007-12T1
|
|
|
|
|
|
1.14
|
|
0.0778 |
0.0778 |
US17310BAD64
/ Citicorp Mortgage Securities Trust Series 2006-3
|
|
|
|
|
|
1.14
|
-2.65 |
0.0778 |
-0.0070 |
US22942JAD54
/ CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A4
|
|
|
|
|
|
1.14
|
-3.88 |
0.0778 |
-0.0080 |
US65540EAY59
/ Nomura Resecuritization Trust 2014-1R
|
|
|
|
|
|
1.14
|
|
0.0777 |
0.0777 |
US3136FKAA65
/ Fannie Mae Interest Strip
|
|
|
|
|
|
1.14
|
-0.61 |
0.0777 |
-0.0052 |
US3137F8UA98
/ Freddie Mac REMICS
|
|
|
|
|
|
1.13
|
-0.18 |
0.0773 |
-0.0048 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.13
|
-1.91 |
0.0769 |
-0.0062 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.13
|
-1.91 |
0.0769 |
-0.0062 |
US3622MGAE85
/ GSAMP TRUST GSAMP 2007 NC1 A2D
|
|
|
|
|
|
1.12
|
3.03 |
0.0766 |
-0.0023 |
US17310UAD46
/ Citigroup Mortgage Loan Trust 2007-AR1
|
|
|
|
|
|
1.12
|
0.72 |
0.0762 |
-0.0041 |
US3137FNFG03
/ Freddie Mac REMICS
|
|
|
|
|
|
1.12
|
-4.54 |
0.0760 |
-0.0084 |
US65541BAB09
/ Nomura Resecuritization Trust 2015-10R
|
|
|
|
|
|
1.11
|
2.02 |
0.0757 |
-0.0030 |
Residential Asset Securitization Trust 2006-A14CB
/ ABS-MBS (US76114BAH15) |
|
|
|
|
|
1.11
|
-1.25 |
0.0756 |
-0.0056 |
US86359LTG40
/ STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1
|
|
|
|
|
|
1.11
|
-2.55 |
0.0755 |
-0.0067 |
US05951VAV18
/ BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1
|
|
|
|
|
|
1.11
|
-5.47 |
0.0754 |
-0.0092 |
US761118AA61
/ RALI Series 2005-QS7 Trust
|
|
|
|
|
|
1.11
|
-2.90 |
0.0754 |
-0.0069 |
Citigroup Mortgage Loan Trust 2009-8
/ ABS-MBS (US17315NAE31) |
|
|
|
|
|
1.10
|
-0.72 |
0.0752 |
-0.0051 |
US761118EN47
/ RALI Series 2005-QO1 Trust
|
|
|
|
|
|
1.10
|
|
0.0752 |
0.0752 |
US17307GK311
/ Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
1.09
|
-0.55 |
0.0740 |
-0.0049 |
US59023MAD20
/ Merrill Lynch Alternative Note Asset Trust Series 2007-A1
|
|
|
|
|
|
1.08
|
-0.64 |
0.0738 |
-0.0049 |
Lehman Mortgage Trust 2007-4
/ ABS-MBS (US52521LAG95) |
|
|
|
|
|
1.08
|
-2.70 |
0.0737 |
-0.0066 |
US74958DAA63
/ RFMSI Trust, Series 2006-S10, Class 1A1
|
|
|
|
|
|
1.08
|
-1.46 |
0.0737 |
-0.0056 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.08
|
|
0.0733 |
0.0733 |
CSMC Mortgage-Backed Trust 2007-5
/ ABS-MBS (US22944BAV09) |
|
|
|
|
|
1.07
|
|
0.0730 |
0.0730 |
CSMC Mortgage-Backed Trust 2007-5
/ ABS-MBS (US22944BAV09) |
|
|
|
|
|
1.07
|
|
0.0730 |
0.0730 |
US3136AEHA87
/ Fannie Mae REMICS
|
|
|
|
|
|
1.07
|
-2.56 |
0.0727 |
-0.0064 |
Morgan Stanley Mortgage Loan Trust 2006-7
/ ABS-MBS (US61749JAG13) |
|
|
|
|
|
1.07
|
|
0.0727 |
0.0727 |
US12566VAJ17
/ CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9
|
|
|
|
|
|
1.06
|
-4.74 |
0.0726 |
-0.0082 |
US761118UH94
/ RALI Series 2006-QS2 Trust
|
|
|
|
|
|
1.06
|
-2.94 |
0.0720 |
-0.0067 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.05
|
-1.13 |
0.0719 |
-0.0052 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
1.05
|
-1.13 |
0.0719 |
-0.0052 |
US02149FBA12
/ Alternative Loan Trust 2006-43CB
|
|
|
|
|
|
1.05
|
2.53 |
0.0719 |
-0.0025 |
Residential Asset Securitization Trust 2006-A15
/ ABS-MBS (US76114DAN49) |
|
|
|
|
|
1.05
|
-1.96 |
0.0716 |
-0.0058 |
Residential Asset Securitization Trust 2006-A15
/ ABS-MBS (US76114DAN49) |
|
|
|
|
|
1.05
|
-1.96 |
0.0716 |
-0.0058 |
CHL Mortgage Pass-Through Trust 2006-6
/ ABS-MBS (US126694L300) |
|
|
|
|
|
1.04
|
-0.10 |
0.0710 |
-0.0043 |
CHL Mortgage Pass-Through Trust 2006-6
/ ABS-MBS (US126694L300) |
|
|
|
|
|
1.04
|
-0.10 |
0.0710 |
-0.0043 |
US52520QAH74
/ Lehman Mortgage Trust 2006-7
|
|
|
|
|
|
1.04
|
-0.57 |
0.0710 |
-0.0047 |
US75114GAC33
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO4 2A1
|
|
|
|
|
|
1.04
|
-3.80 |
0.0707 |
-0.0072 |
US52521FAF45
/ Lehman Mortgage Trust 2007-1
|
|
|
|
|
|
1.03
|
5.19 |
0.0705 |
-0.0006 |
OBX 2020-EXP1 Trust
/ ABS-MBS (US67448TAC99) |
|
|
|
|
|
1.03
|
-1.63 |
0.0701 |
-0.0055 |
OBX 2020-EXP1 Trust
/ ABS-MBS (US67448TAC99) |
|
|
|
|
|
1.03
|
-1.63 |
0.0701 |
-0.0055 |
US12629ECG89
/ CSAB Mortgage-Backed Trust 2007-1
|
|
|
|
|
|
1.03
|
-2.47 |
0.0699 |
-0.0061 |
US05533XAA00
/ BCAP LLC 2011-RR4-I Trust
|
|
|
|
|
|
1.02
|
-0.87 |
0.0696 |
-0.0049 |
US761118JH24
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 2A1
|
|
|
|
|
|
1.02
|
-4.68 |
0.0694 |
-0.0078 |
BCAP LLC 2012-RR4 Trust
/ ABS-MBS (US05540XBC65) |
|
|
|
|
|
1.02
|
-1.36 |
0.0693 |
-0.0052 |
US52519BAC46
/ Lehman Mortgage Trust 2007-7
|
|
|
|
|
|
1.01
|
-0.69 |
0.0692 |
-0.0047 |
Government National Mortgage Association
/ ABS-MBS (US38376LLY38) |
|
|
|
|
|
1.01
|
-2.13 |
0.0689 |
-0.0057 |
ASG Resecuritization Trust 2011-1
/ ABS-MBS (US00190VDR96) |
|
|
|
|
|
1.01
|
0.00 |
0.0687 |
-0.0042 |
US86358ELL82
/ STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2
|
|
|
|
|
|
1.01
|
-1.47 |
0.0686 |
-0.0052 |
BCAP LLC Trust 2007-AA4
/ ABS-MBS (US05530WAC10) |
|
|
|
|
|
0.99
|
-0.80 |
0.0673 |
-0.0046 |
US225470FJ73
/ CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
|
|
|
|
|
|
0.98
|
-1.41 |
0.0669 |
-0.0051 |
US12638PAD15
/ CSMC Mortgage-Backed Trust 2007-3
|
|
|
|
|
|
0.97
|
2.96 |
0.0664 |
-0.0020 |
US02151GAA58
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A1
|
|
|
|
|
|
0.97
|
|
0.0658 |
0.0658 |
First Horizon Alternative Mortgage Securities Trust 2005-FA3
/ ABS-MBS (US32051GKC86) |
|
|
|
|
|
0.96
|
-3.02 |
0.0657 |
-0.0062 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.96
|
-1.73 |
0.0657 |
-0.0052 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.96
|
-1.73 |
0.0657 |
-0.0052 |
US32051GS483
/ FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA1 1A1
|
|
|
|
|
|
0.96
|
|
0.0657 |
0.0657 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.96
|
-2.24 |
0.0654 |
-0.0055 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.96
|
-2.24 |
0.0654 |
-0.0055 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.96
|
-2.24 |
0.0654 |
-0.0055 |
US456652AC01
/ IndyMac IMJA Mortgage Loan Trust 2007-A1
|
|
|
|
|
|
0.96
|
-0.73 |
0.0653 |
-0.0045 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.95
|
-2.15 |
0.0651 |
-0.0055 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.95
|
-2.15 |
0.0651 |
-0.0055 |
US576436CH02
/ MASD 2005-2 M4
|
|
|
|
|
|
0.95
|
|
0.0650 |
0.0650 |
US76116RAD35
/ ResMAE Mortgage Loan Trust 2006-1
|
|
|
|
|
|
0.95
|
-3.15 |
0.0649 |
-0.0062 |
US75116BAC28
/ RALI Series 2007-QS3 Trust
|
|
|
|
|
|
0.95
|
-1.96 |
0.0649 |
-0.0052 |
US3136B4SP41
/ Fannie Mae REMICS
|
|
|
|
|
|
0.95
|
0.21 |
0.0649 |
-0.0038 |
US20846QHE17
/ CNF 2001-2 M1 MTGE
|
|
|
|
|
|
0.95
|
2.59 |
0.0649 |
-0.0022 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.95
|
|
0.0648 |
0.0648 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.95
|
|
0.0648 |
0.0648 |
US74922EAL39
/ RALI Trust, Series 2006-QS6, Class 1A11
|
|
|
|
|
|
0.95
|
-2.07 |
0.0646 |
-0.0053 |
US03465DAA19
/ ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A
|
|
|
|
|
|
0.94
|
127.78 |
0.0644 |
0.0344 |
US36166XAC56
/ GCAT 2021-NQM2 A3
|
|
|
|
|
|
0.94
|
-1.98 |
0.0643 |
-0.0053 |
US3136B6Z482
/ FANNIE MAE FNR 2019 62 FA
|
|
|
|
|
|
0.94
|
-2.69 |
0.0642 |
-0.0058 |
US362375AC15
/ GSAA Home Equity Trust 2006-10
|
|
|
|
|
|
0.94
|
-2.29 |
0.0640 |
-0.0055 |
US46631NCR89
/ JP Morgan Mortgage Trust 2007-S3
|
|
|
|
|
|
0.93
|
-2.51 |
0.0635 |
-0.0056 |
US362650AP81
/ GSR Mortgage Loan Trust 2006-4F
|
|
|
|
|
|
0.93
|
3.22 |
0.0635 |
-0.0018 |
US059522AG72
/ Banc of America Funding 2007-C Trust
|
|
|
|
|
|
0.93
|
-0.64 |
0.0632 |
-0.0043 |
US3137F5BX63
/ Freddie Mac REMICS
|
|
|
|
|
|
0.93
|
0.11 |
0.0632 |
-0.0037 |
US22942JAQ67
/ CSMC Mortgage-Backed Trust 2006-6
|
|
|
|
|
|
0.92
|
-8.45 |
0.0628 |
-0.0100 |
US25156BAM63
/ DMSI 2008-RS1 4A2
|
|
|
|
|
|
0.92
|
0.00 |
0.0625 |
-0.0037 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.91
|
-0.55 |
0.0621 |
-0.0041 |
US761118CZ94
/ RALI Series 2005-QS10 Trust
|
|
|
|
|
|
0.91
|
-4.41 |
0.0621 |
-0.0068 |
US61746RFV87
/ Morgan Stanley ABS Capital I Inc Trust 2004-NC5
|
|
|
|
|
|
0.91
|
-2.27 |
0.0618 |
-0.0053 |
US02152AAM18
/ Alternative Loan Trust 2007-16CB
|
|
|
|
|
|
0.90
|
-0.66 |
0.0612 |
-0.0042 |
US76113FAN06
/ RAST 2006-A6 1A13
|
|
|
|
|
|
0.89
|
-2.72 |
0.0609 |
-0.0056 |
RALI Series 2007-QS7 Trust
/ ABS-MBS (US74923WAE84) |
|
|
|
|
|
0.89
|
1.37 |
0.0605 |
-0.0028 |
RALI Series 2007-QS7 Trust
/ ABS-MBS (US74923WAE84) |
|
|
|
|
|
0.89
|
1.37 |
0.0605 |
-0.0028 |
US362257AB35
/ GSAA Home Equity Trust 2006-17
|
|
|
|
|
|
0.89
|
-0.45 |
0.0605 |
-0.0039 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.89
|
|
0.0604 |
0.0604 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.89
|
|
0.0604 |
0.0604 |
Government National Mortgage Association
/ ABS-MBS (US38377EFT64) |
|
|
|
|
|
0.88
|
-0.45 |
0.0601 |
-0.0040 |
Government National Mortgage Association
/ ABS-MBS (US38377EFT64) |
|
|
|
|
|
0.88
|
-0.45 |
0.0601 |
-0.0040 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.88
|
-0.11 |
0.0600 |
-0.0037 |
US762009BB36
/ RFMSI Series 2007-S6 Trust
|
|
|
|
|
|
0.88
|
-0.11 |
0.0599 |
-0.0036 |
US126378BM91
/ CSMC Mortgage-Backed Trust 2007-1
|
|
|
|
|
|
0.88
|
-2.88 |
0.0599 |
-0.0055 |
US2254585T17
/ CS FIRST BOSTON MORTGAGE SECURITIES CORP.
|
|
|
|
|
|
0.88
|
-7.09 |
0.0599 |
-0.0085 |
US38378C6K86
/ Government National Mortgage Association
|
|
|
|
|
|
0.88
|
-2.88 |
0.0599 |
-0.0055 |
US52520NAA90
/ Lehman Mortgage Trust 2006-3
|
|
|
|
|
|
0.88
|
-2.34 |
0.0597 |
-0.0051 |
US12598PAA57
/ COLT 2021-RPL1 Trust
|
|
|
|
|
|
0.87
|
-2.24 |
0.0596 |
-0.0050 |
US655378AB36
/ Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-2
|
|
|
|
|
|
0.87
|
-0.34 |
0.0595 |
-0.0039 |
US362367AB08
/ GSAA Home Equity Trust 2006-11
|
|
|
|
|
|
0.87
|
-2.58 |
0.0594 |
-0.0052 |
US3136AEJP39
/ Fannie Mae REMICS
|
|
|
|
|
|
0.87
|
-2.80 |
0.0592 |
-0.0054 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.87
|
-0.92 |
0.0591 |
-0.0041 |
Banc of America Mortgage 2007-1 Trust
/ ABS-MBS (US05952HAD17) |
|
|
|
|
|
0.87
|
-0.23 |
0.0590 |
-0.0037 |
Banc of America Mortgage 2007-1 Trust
/ ABS-MBS (US05952HAD17) |
|
|
|
|
|
0.87
|
-0.23 |
0.0590 |
-0.0037 |
US05946XM345
/ Banc of America Funding 2005-6 Trust
|
|
|
|
|
|
0.86
|
0.23 |
0.0590 |
-0.0034 |
US74958TAB98
/ RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1
|
|
|
|
|
|
0.86
|
-4.95 |
0.0589 |
-0.0068 |
US02152AAE91
/ Alternative Loan Trust 2007-16CB
|
|
|
|
|
|
0.86
|
-2.49 |
0.0588 |
-0.0051 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.86
|
-1.93 |
0.0588 |
-0.0047 |
US61754PAA21
/ Morgan Stanley Mortgage Loan Trust 2007-8XS
|
|
|
|
|
|
0.86
|
-1.37 |
0.0587 |
-0.0044 |
US172987AD17
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A
|
|
|
|
|
|
0.86
|
-0.81 |
0.0586 |
-0.0041 |
US007036MT06
/ Adjustable Rate Mortgage Trust 2005-7
|
|
|
|
|
|
0.86
|
-9.30 |
0.0586 |
-0.0099 |
US86359BYT24
/ Structured Asset Securities Corp
|
|
|
|
|
|
0.86
|
44.59 |
0.0584 |
0.0156 |
US17310DAD21
/ Citicorp Mortgage Securities Trust Series 2006-4
|
|
|
|
|
|
0.86
|
-0.12 |
0.0584 |
-0.0036 |
RALI Series 2006-QS12 Trust
/ ABS-MBS (US751151AU58) |
|
|
|
|
|
0.86
|
0.23 |
0.0583 |
-0.0034 |
RALI Series 2006-QS12 Trust
/ ABS-MBS (US751151AU58) |
|
|
|
|
|
0.86
|
0.23 |
0.0583 |
-0.0034 |
US02660WAA45
/ AMERICAN HOME MORTGAGE ASSETS TRUST 2006-1
|
|
|
|
|
|
0.85
|
|
0.0579 |
0.0579 |
US74161BAL99
/ PRIME MORTGAGE TRUST PRIME 2006 1 3A1
|
|
|
|
|
|
0.85
|
-1.05 |
0.0578 |
-0.0042 |
US3136A7RD60
/ FANNIE MAE FNR 2012 90 ZJ
|
|
|
|
|
|
0.84
|
-3.10 |
0.0575 |
-0.0054 |
US92925CDQ24
/ WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust
|
|
|
|
|
|
0.84
|
1.81 |
0.0575 |
-0.0024 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.84
|
|
0.0573 |
0.0573 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.84
|
|
0.0573 |
0.0573 |
US46629DAL91
/ JP Morgan Mortgage Trust 2006-A7
|
|
|
|
|
|
0.84
|
-3.89 |
0.0573 |
-0.0059 |
US94985GBA31
/ WFALT 2007-PA3 1A4
|
|
|
|
|
|
0.84
|
-2.67 |
0.0571 |
-0.0051 |
US52524GAC69
/ Lehman XS Trust Series 2007-7N
|
|
|
|
|
|
0.83
|
-1.31 |
0.0566 |
-0.0042 |
US22942JBG76
/ CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A12
|
|
|
|
|
|
0.83
|
-3.94 |
0.0565 |
-0.0058 |
US02147MAD39
/ Alternative Loan Trust 2006-20CB
|
|
|
|
|
|
0.82
|
-1.90 |
0.0562 |
-0.0046 |
US12669G4L23
/ CHL Mortgage Pass-Through Trust 2005-J3
|
|
|
|
|
|
0.82
|
-0.97 |
0.0559 |
-0.0040 |
US41161XAC02
/ HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 9 2A1A
|
|
|
|
|
|
0.82
|
|
0.0559 |
0.0559 |
US9393362D47
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class 1A1
|
|
|
|
|
|
0.82
|
-0.37 |
0.0556 |
-0.0035 |
First Horizon Mortgage Pass-Through Trust 2007-4
/ ABS-MBS (US32056CAR07) |
|
|
|
|
|
0.81
|
0.49 |
0.0554 |
-0.0031 |
First Horizon Mortgage Pass-Through Trust 2007-4
/ ABS-MBS (US32056CAR07) |
|
|
|
|
|
0.81
|
0.49 |
0.0554 |
-0.0031 |
US03465HAA23
/ Angel Oak Mortgage Trust 2021-5
|
|
|
|
|
|
0.81
|
-3.70 |
0.0550 |
-0.0056 |
US761120AF13
/ RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 1A6
|
|
|
|
|
|
0.80
|
0.63 |
0.0548 |
-0.0029 |
US38380XLH88
/ GOVERNMENT NAT MTG AS REMIC PT 18-77 FA 1ML+30 06/20/2048
|
|
|
|
|
|
0.80
|
-2.91 |
0.0547 |
-0.0050 |
US45254NRH25
/ IMPAC CMB TRUST SERIES 2005-8
|
|
|
|
|
|
0.80
|
-2.67 |
0.0547 |
-0.0049 |
US46591TAQ76
/ JP Morgan Mortgage Trust 2020-2
|
|
|
|
|
|
0.80
|
-1.72 |
0.0547 |
-0.0043 |
US3136B0E449
/ FNMA, Series 2018-4, Class FM
|
|
|
|
|
|
0.80
|
-1.96 |
0.0546 |
-0.0045 |
Banc of America Funding 2007-A Trust
/ ABS-MBS (US05952DAB47) |
|
|
|
|
|
0.80
|
-4.43 |
0.0545 |
-0.0060 |
Banc of America Funding 2007-A Trust
/ ABS-MBS (US05952DAB47) |
|
|
|
|
|
0.80
|
-4.43 |
0.0545 |
-0.0060 |
Banc of America Funding 2007-A Trust
/ ABS-MBS (US05952DAB47) |
|
|
|
|
|
0.80
|
-4.43 |
0.0545 |
-0.0060 |
US38376CAC38
/ Government National Mortgage Association
|
|
|
|
|
|
0.80
|
|
0.0545 |
0.0545 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.79
|
-4.47 |
0.0539 |
-0.0060 |
US393505QR67
/ GT 1996-8 B1
|
|
|
|
|
|
0.79
|
-12.39 |
0.0535 |
-0.0113 |
Lehman XS Trust Series 2005-10
/ ABS-MBS (US525221FM40) |
|
|
|
|
|
0.78
|
-0.25 |
0.0534 |
-0.0034 |
Lehman XS Trust Series 2005-10
/ ABS-MBS (US525221FM40) |
|
|
|
|
|
0.78
|
-0.25 |
0.0534 |
-0.0034 |
US86364DAA81
/ Structured Adjustable Rate Mortgage Loan Trust Series 2007-7
|
|
|
|
|
|
0.78
|
-0.26 |
0.0533 |
-0.0033 |
US3136B2GN64
/ Fannie Mae REMICS
|
|
|
|
|
|
0.78
|
-3.23 |
0.0531 |
-0.0051 |
US02152LAF22
/ Alternative Loan Trust Resecuritization 2008-1R
|
|
|
|
|
|
0.78
|
-1.52 |
0.0531 |
-0.0041 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.78
|
-7.61 |
0.0530 |
-0.0079 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.78
|
-7.61 |
0.0530 |
-0.0079 |
US3136A8C579
/ FANNIE MAE FNR 2012 103 NF
|
|
|
|
|
|
0.78
|
-3.00 |
0.0529 |
-0.0050 |
Government National Mortgage Association
/ ABS-MBS (US38374XAW56) |
|
|
|
|
|
0.77
|
-3.25 |
0.0528 |
-0.0050 |
Government National Mortgage Association
/ ABS-MBS (US38374XAW56) |
|
|
|
|
|
0.77
|
-3.25 |
0.0528 |
-0.0050 |
Government National Mortgage Association
/ ABS-MBS (US38374XAW56) |
|
|
|
|
|
0.77
|
-3.25 |
0.0528 |
-0.0050 |
Alternative Loan Trust 2007-3T1
/ ABS-MBS (US02149VAD10) |
|
|
|
|
|
0.77
|
0.39 |
0.0525 |
-0.0030 |
Alternative Loan Trust 2005-65CB
/ ABS-MBS (US12668AX911) |
|
|
|
|
|
0.77
|
-1.03 |
0.0524 |
-0.0037 |
US74924EAA55
/ RALI Series 2007-QH8 Trust
|
|
|
|
|
|
0.77
|
-3.04 |
0.0522 |
-0.0049 |
US12668AZ403
/ Alternative Loan Trust 2005-65CB
|
|
|
|
|
|
0.76
|
104.28 |
0.0521 |
0.0250 |
US65539CBH88
/ Nomura Resecuritization Trust 2011-4R
|
|
|
|
|
|
0.76
|
-1.16 |
0.0521 |
-0.0038 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.76
|
-0.78 |
0.0521 |
-0.0036 |
US3622NDAC89
/ GSAA Home Equity Trust 2007-10
|
|
|
|
|
|
0.76
|
-2.31 |
0.0520 |
-0.0045 |
US3137BRYL37
/ Freddie Mac REMICS
|
|
|
|
|
|
0.76
|
0.26 |
0.0519 |
-0.0030 |
US073879Z433
/ BEAR STEARNS ASSET BACKED SECURITIES BSABS 2005-AC8 A3
|
|
|
|
|
|
0.76
|
0.26 |
0.0519 |
-0.0030 |
US94981FAG72
/ WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
|
|
|
|
|
|
0.76
|
-1.81 |
0.0518 |
-0.0041 |
US05946XXW81
/ Banc of America Funding 2005-E Trust
|
|
|
|
|
|
0.76
|
-0.92 |
0.0516 |
-0.0036 |
US05949CGZ32
/ Banc of America Mortgage Trust 2005-8
|
|
|
|
|
|
0.76
|
-0.92 |
0.0515 |
-0.0036 |
US31397UJP57
/ Fannie Mae REMICS
|
|
|
|
|
|
0.75
|
-1.95 |
0.0514 |
-0.0042 |
US16678XAA28
/ Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-4
|
|
|
|
|
|
0.75
|
-0.27 |
0.0511 |
-0.0032 |
Bear Stearns Asset Backed Securities Trust 2006-SD3
/ ABS-MBS (US073888AS85) |
|
|
|
|
|
0.75
|
-2.10 |
0.0510 |
-0.0042 |
Bear Stearns Asset Backed Securities Trust 2006-SD3
/ ABS-MBS (US073888AS85) |
|
|
|
|
|
0.75
|
-2.10 |
0.0510 |
-0.0042 |
Bear Stearns Asset Backed Securities Trust 2006-SD3
/ ABS-MBS (US073888AS85) |
|
|
|
|
|
0.75
|
-2.10 |
0.0510 |
-0.0042 |
US761119AG15
/ RAST 2006-A8 2A2
|
|
|
|
|
|
0.75
|
-2.61 |
0.0510 |
-0.0046 |
US3137F8NS89
/ FREDDIE MAC FHR 5068 AB
|
|
|
|
|
|
0.75
|
-3.49 |
0.0509 |
-0.0051 |
Residential Asset Securitization Trust 2007-A6
/ ABS-MBS (US76114CAD83) |
|
|
|
|
|
0.74
|
-0.40 |
0.0507 |
-0.0033 |
Alternative Loan Trust 2005-28CB
/ ABS-MBS (US12667GYL12) |
|
|
|
|
|
0.74
|
-5.49 |
0.0505 |
-0.0061 |
Alternative Loan Trust 2005-28CB
/ ABS-MBS (US12667GYL12) |
|
|
|
|
|
0.74
|
-5.49 |
0.0505 |
-0.0061 |
US61690HAE99
/ Morgan Stanley Resecuritization Trust 2015-R2
|
|
|
|
|
|
0.74
|
-1.99 |
0.0505 |
-0.0042 |
US3136B2CF76
/ Fannie Mae REMICS
|
|
|
|
|
|
0.74
|
-3.66 |
0.0503 |
-0.0050 |
US3136B3V561
/ Fannie Mae REMICS
|
|
|
|
|
|
0.74
|
-3.41 |
0.0502 |
-0.0049 |
Alternative Loan Trust Resecuritization 2008-1R
/ ABS-MBS (US02152LAA35) |
|
|
|
|
|
0.74
|
11.85 |
0.0502 |
0.0026 |
US86362XAP33
/ CORP CMO
|
|
|
|
|
|
0.73
|
117.51 |
0.0500 |
0.0256 |
US17307GVL93
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF2 AF6A
|
|
|
|
|
|
0.73
|
-1.36 |
0.0496 |
-0.0037 |
GSAA Home Equity Trust 2006-12
/ ABS-MBS (US362381AA35) |
|
|
|
|
|
0.72
|
-3.21 |
0.0494 |
-0.0047 |
GSAA Home Equity Trust 2006-12
/ ABS-MBS (US362381AA35) |
|
|
|
|
|
0.72
|
-3.21 |
0.0494 |
-0.0047 |
US32053GAE35
/ First Horizon Alternative Mortgage Securities Trust 2007-FA3
|
|
|
|
|
|
0.72
|
-0.83 |
0.0492 |
-0.0035 |
US35729NAA37
/ Fremont Home Loan Trust 2006-E
|
|
|
|
|
|
0.72
|
-1.91 |
0.0491 |
-0.0040 |
US02147XAG25
/ Alternative Loan Trust 2006-32CB
|
|
|
|
|
|
0.71
|
-3.66 |
0.0485 |
-0.0049 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.71
|
-3.53 |
0.0484 |
-0.0048 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.71
|
-3.53 |
0.0484 |
-0.0048 |
First Horizon Alternative Mortgage Securities Trust 2006-FA2
/ ABS-MBS (US32051G2X28) |
|
|
|
|
|
0.71
|
-5.60 |
0.0483 |
-0.0059 |
First Horizon Alternative Mortgage Securities Trust 2006-FA2
/ ABS-MBS (US32051G2X28) |
|
|
|
|
|
0.71
|
-5.60 |
0.0483 |
-0.0059 |
US46647JAM27
/ JP Morgan Mortgage Trust 2016-4
|
|
|
|
|
|
0.71
|
1.14 |
0.0483 |
-0.0024 |
GSR Mortgage Loan Trust 2007-3F
/ ABS-MBS (US3622MWAV50) |
|
|
|
|
|
0.71
|
|
0.0481 |
0.0481 |
GSR Mortgage Loan Trust 2007-3F
/ ABS-MBS (US3622MWAV50) |
|
|
|
|
|
0.71
|
|
0.0481 |
0.0481 |
US46647EAK73
/ JP Morgan Mortgage Trust 2016-3
|
|
|
|
|
|
0.70
|
1.73 |
0.0481 |
-0.0020 |
12668BPY3
/ Countrywide 06-4cb 2a4 Bond
|
|
|
|
|
|
0.70
|
-1.27 |
0.0479 |
-0.0035 |
US12544RAA68
/ COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1
|
|
|
|
|
|
0.70
|
-1.69 |
0.0477 |
-0.0038 |
Alternative Loan Trust 2006-40T1
/ ABS-MBS (US02148KAV61) |
|
|
|
|
|
0.70
|
2.79 |
0.0477 |
-0.0016 |
US881561FV10
/ Terwin Mortgage Trust 2004-7HE
|
|
|
|
|
|
0.69
|
-4.67 |
0.0473 |
-0.0054 |
US86360JAJ07
/ SAMI 2006-AR5 3A1
|
|
|
|
|
|
0.69
|
2.81 |
0.0473 |
-0.0015 |
US05950BAS34
/ Banc Of Amer 06-5 Cb17 Bond
|
|
|
|
|
|
0.69
|
-1.28 |
0.0473 |
-0.0035 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.69
|
|
0.0472 |
0.0472 |
US65538PAA66
/ NAA 2007-1 1A1A
|
|
|
|
|
|
0.69
|
-1.71 |
0.0471 |
-0.0038 |
US761118MA34
/ RALI Series 2005-QS16 Trust
|
|
|
|
|
|
0.69
|
-5.99 |
0.0471 |
-0.0061 |
US36242D4V26
/ GSR MORTGAGE LOAN TRUST GSR 2005 AR3 5A1
|
|
|
|
|
|
0.69
|
-3.51 |
0.0469 |
-0.0047 |
US41161PWB56
/ HarborView Mortgage Loan Trust 2005-13
|
|
|
|
|
|
0.69
|
-4.19 |
0.0468 |
-0.0050 |
US86359LRY73
/ STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2
|
|
|
|
|
|
0.69
|
18.72 |
0.0468 |
0.0050 |
Lehman Mortgage Trust 2007-5
/ ABS-MBS (US52521RCL33) |
|
|
|
|
|
0.68
|
-1.73 |
0.0466 |
-0.0037 |
Lehman Mortgage Trust 2007-5
/ ABS-MBS (US52521RCL33) |
|
|
|
|
|
0.68
|
-1.73 |
0.0466 |
-0.0037 |
US22540VG630
/ CSFB Mortgage-Backed Pass-Through Certificates Series 2002-9
|
|
|
|
|
|
0.68
|
-0.44 |
0.0465 |
-0.0030 |
US07325DAJ37
/ Bayview Financial Mortgage Pass-Through Trust 2006-C
|
|
|
|
|
|
0.68
|
-7.61 |
0.0464 |
-0.0069 |
US07401EAG44
/ Bear Stearns ARM Trust 2007-2
|
|
|
|
|
|
0.68
|
-0.73 |
0.0463 |
-0.0031 |
Citigroup Mortgage Loan Trust 2005-8
/ ABS-MBS (US17307GF949) |
|
|
|
|
|
0.68
|
|
0.0463 |
0.0463 |
US76113WAA18
/ Residential Asset Securitization Trust 2007-A3
|
|
|
|
|
|
0.68
|
-3.55 |
0.0463 |
-0.0046 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.68
|
-3.29 |
0.0461 |
-0.0045 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.68
|
-3.29 |
0.0461 |
-0.0045 |
US3136A3RV54
/ SINGLE FAMILY ARM
|
|
|
|
|
|
0.68
|
-3.98 |
0.0460 |
-0.0048 |
US863579V473
/ Structured Adjustable Rate Mortgage Loan Trust
|
|
|
|
|
|
0.67
|
-0.88 |
0.0460 |
-0.0032 |
US12667FK877
/ Alternative Loan Trust 2004-34T1
|
|
|
|
|
|
0.67
|
-4.40 |
0.0459 |
-0.0051 |
US52521DAA00
/ Lehman Mortgage Trust 2007-2
|
|
|
|
|
|
0.67
|
-0.89 |
0.0458 |
-0.0032 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.67
|
|
0.0456 |
0.0456 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.67
|
|
0.0456 |
0.0456 |
Chase Mortgage Finance Trust Series 2006-S4
/ ABS-MBS (US16162YAA38) |
|
|
|
|
|
0.67
|
-5.40 |
0.0455 |
-0.0055 |
Chase Mortgage Finance Trust Series 2006-S4
/ ABS-MBS (US16162YAA38) |
|
|
|
|
|
0.67
|
-5.40 |
0.0455 |
-0.0055 |
Chase Mortgage Finance Trust Series 2006-S4
/ ABS-MBS (US16162YAA38) |
|
|
|
|
|
0.67
|
-5.40 |
0.0455 |
-0.0055 |
US74923JAA51
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1
|
|
|
|
|
|
0.66
|
-0.90 |
0.0448 |
-0.0031 |
US07387NAA54
/ BSABS 2006-AC3 1A1
|
|
|
|
|
|
0.66
|
-3.67 |
0.0448 |
-0.0045 |
US761118JJ89
/ RALI Series 2005-QS14 Trust
|
|
|
|
|
|
0.65
|
-3.69 |
0.0445 |
-0.0045 |
US93936HAK23
/ WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 2 1A10
|
|
|
|
|
|
0.65
|
2.03 |
0.0445 |
-0.0017 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.65
|
-2.69 |
0.0445 |
-0.0040 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.65
|
-2.11 |
0.0443 |
-0.0037 |
US41161PWV11
/ HarborView Mortgage Loan Trust 2005-14
|
|
|
|
|
|
0.65
|
0.47 |
0.0442 |
-0.0025 |
US22943HAD89
/ CSAB Mortgage-Backed Trust 2006-1
|
|
|
|
|
|
0.65
|
-1.07 |
0.0441 |
-0.0032 |
US69337HAD35
/ PHH Alternative Mortgage Trust Series 2007-2
|
|
|
|
|
|
0.64
|
|
0.0440 |
0.0440 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.64
|
|
0.0439 |
0.0439 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.64
|
|
0.0439 |
0.0439 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.64
|
|
0.0439 |
0.0439 |
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF2
/ ABS-MBS (US65536XAA19) |
|
|
|
|
|
0.64
|
-6.69 |
0.0438 |
-0.0059 |
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF2
/ ABS-MBS (US65536XAA19) |
|
|
|
|
|
0.64
|
-6.69 |
0.0438 |
-0.0059 |
US86360KAW80
/ SAMI 2006-AR3 21A1
|
|
|
|
|
|
0.64
|
-1.98 |
0.0438 |
-0.0036 |
US05531EAB20
/ BCAP LLC TRUST BCAP 2008 IND2 A2
|
|
|
|
|
|
0.64
|
-5.74 |
0.0437 |
-0.0055 |
US12668ACY91
/ Alternative Loan Trust 2005-51
|
|
|
|
|
|
0.64
|
0.95 |
0.0436 |
-0.0022 |
US45660L4F39
/ Residential Asset Securitization Trust 2005-A15
|
|
|
|
|
|
0.63
|
-4.95 |
0.0433 |
-0.0050 |
US86360KAA60
/ Structured Asset Mortgage Investments II Trust 2006-AR3
|
|
|
|
|
|
0.63
|
-2.02 |
0.0431 |
-0.0036 |
US93934FGG19
/ WMALT 2005-10 2A8
|
|
|
|
|
|
0.63
|
0.32 |
0.0429 |
-0.0025 |
US16165VAJ70
/ ChaseFlex Trust Series 2007-1
|
|
|
|
|
|
0.63
|
-0.47 |
0.0429 |
-0.0028 |
Alternative Loan Trust 2007-23CB
/ ABS-MBS (US02151EAR36) |
|
|
|
|
|
0.63
|
-2.95 |
0.0426 |
-0.0040 |
Alternative Loan Trust 2007-23CB
/ ABS-MBS (US02151EAR36) |
|
|
|
|
|
0.63
|
-2.95 |
0.0426 |
-0.0040 |
Alternative Loan Trust 2007-23CB
/ ABS-MBS (US02151EAR36) |
|
|
|
|
|
0.63
|
-2.95 |
0.0426 |
-0.0040 |
Banc of America Mortgage 2007-1 Trust
/ ABS-MBS (US05952HBX61) |
|
|
|
|
|
0.62
|
-0.16 |
0.0426 |
-0.0027 |
Banc of America Mortgage 2007-1 Trust
/ ABS-MBS (US05952HBX61) |
|
|
|
|
|
0.62
|
-0.16 |
0.0426 |
-0.0027 |
US46628GAG47
/ JP Morgan Alternative Loan Trust
|
|
|
|
|
|
0.62
|
-0.95 |
0.0425 |
-0.0030 |
US00213BBE74
/ ASG Resecuritization Trust 2011-2
|
|
|
|
|
|
0.62
|
-1.89 |
0.0425 |
-0.0034 |
US12650EBQ98
/ CSMC Series 2015-6R
|
|
|
|
|
|
0.62
|
-2.05 |
0.0424 |
-0.0035 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.62
|
-0.80 |
0.0424 |
-0.0029 |
US93935HAF47
/ WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3
|
|
|
|
|
|
0.62
|
-2.51 |
0.0423 |
-0.0038 |
US393505Z478
/ Conseco Finance Corp
|
|
|
|
|
|
0.62
|
-6.49 |
0.0423 |
-0.0057 |
US45661EBX13
/ Residential Asset Securitization Trust
|
|
|
|
|
|
0.62
|
-2.22 |
0.0420 |
-0.0035 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.62
|
-1.12 |
0.0420 |
-0.0031 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.62
|
-1.12 |
0.0420 |
-0.0031 |
US74932FAB04
/ RBSSP Resecuritization Trust 2013-4
|
|
|
|
|
|
0.61
|
-0.16 |
0.0417 |
-0.0026 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.61
|
|
0.0416 |
0.0416 |
MASTR Alternative Loan Trust 2006-1
/ ABS-MBS (US576434Y408) |
|
|
|
|
|
0.61
|
-2.25 |
0.0415 |
-0.0035 |
MASTR Alternative Loan Trust 2006-1
/ ABS-MBS (US576434Y408) |
|
|
|
|
|
0.61
|
-2.25 |
0.0415 |
-0.0035 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.61
|
-12.43 |
0.0414 |
-0.0087 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.61
|
-12.43 |
0.0414 |
-0.0087 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.61
|
-12.43 |
0.0414 |
-0.0087 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.60
|
0.84 |
0.0410 |
-0.0021 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.60
|
0.84 |
0.0410 |
-0.0021 |
US12668AHA60
/ CWALT INC SER 2005-43 REGD V/R 2.01800000
|
|
|
|
|
|
0.60
|
5.84 |
0.0408 |
-0.0001 |
US12667F5H40
/ Alternative Loan Trust, Series 2005-6CB, Class 1A6
|
|
|
|
|
|
0.60
|
-3.08 |
0.0408 |
-0.0039 |
US38384CBE84
/ Government National Mortgage Association
|
|
|
|
|
|
0.60
|
-4.17 |
0.0408 |
-0.0043 |
GSAMP Trust 2004-OPT
/ ABS-MBS (US36242DNZ23) |
|
|
|
|
|
0.60
|
0.51 |
0.0407 |
-0.0023 |
US466285AQ66
/ JP Morgan Alternative Loan Trust 2006-A6
|
|
|
|
|
|
0.59
|
-2.62 |
0.0405 |
-0.0036 |
US93363PAK66
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 2A3
|
|
|
|
|
|
0.59
|
-1.98 |
0.0404 |
-0.0034 |
US52520MCC55
/ Lehman Mortgage Trust 2005-2
|
|
|
|
|
|
0.59
|
-6.37 |
0.0401 |
-0.0053 |
US02151HAK14
/ Alternative Loan Trust 2007-17CB
|
|
|
|
|
|
0.59
|
0.51 |
0.0400 |
-0.0022 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.58
|
1.57 |
0.0397 |
-0.0018 |
US46652TBM18
/ JP Morgan Mortgage Trust, Series 2020-8, Class A11
|
|
|
|
|
|
0.58
|
-1.69 |
0.0396 |
-0.0032 |
US23332QAC78
/ DSLA Mortgage Loan Trust 2006-AR2
|
|
|
|
|
|
0.58
|
-1.70 |
0.0395 |
-0.0031 |
US3136B3WF30
/ Fannie Mae REMICS
|
|
|
|
|
|
0.58
|
-4.14 |
0.0395 |
-0.0042 |
US02148KAT16
/ Alternative Loan Trust 2006-40T1
|
|
|
|
|
|
0.58
|
-0.86 |
0.0395 |
-0.0027 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.58
|
|
0.0393 |
0.0393 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.58
|
|
0.0393 |
0.0393 |
US69121TAD72
/ Ownit Mortgage Loan Trust Series 2006-6
|
|
|
|
|
|
0.58
|
-1.87 |
0.0393 |
-0.0031 |
US576434W345
/ MASTR Alternative Loans Trust
|
|
|
|
|
|
0.58
|
-0.69 |
0.0393 |
-0.0027 |
US94984TAH23
/ WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA1 A8
|
|
|
|
|
|
0.58
|
-1.71 |
0.0393 |
-0.0030 |
US52521HAB96
/ Lehman Mortgage Trust 2006-9
|
|
|
|
|
|
0.57
|
-0.69 |
0.0392 |
-0.0026 |
US05950GAC78
/ Banc of America Mortgage 2006-2 Trust
|
|
|
|
|
|
0.57
|
-3.21 |
0.0390 |
-0.0037 |
US92922F5T14
/ WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust
|
|
|
|
|
|
0.57
|
69.44 |
0.0390 |
0.0146 |
US294751FA52
/ CMO
|
|
|
|
|
|
0.57
|
1.24 |
0.0389 |
-0.0018 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.57
|
-13.13 |
0.0388 |
-0.0086 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.57
|
-13.13 |
0.0388 |
-0.0086 |
US02148AAE64
/ Alternative Loan Trust 2006-34
|
|
|
|
|
|
0.57
|
-1.56 |
0.0387 |
-0.0030 |
US872227AK96
/ TBW Mortgage-Backed Trust 2007-2
|
|
|
|
|
|
0.57
|
-2.41 |
0.0386 |
-0.0034 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.57
|
1.44 |
0.0386 |
-0.0017 |
US76112BF546
/ RAAC SERIES RAAC 2005 SP2 2A
|
|
|
|
|
|
0.56
|
-2.26 |
0.0385 |
-0.0033 |
US84751YAC49
/ Specialty Underwriting & Residential Finance Trust Series 2006-BC4
|
|
|
|
|
|
0.56
|
-1.57 |
0.0384 |
-0.0030 |
US3137FWXN50
/ Federal Home Loan Mortgage Corp. Agency REMIC/CMO
|
|
|
|
|
|
0.56
|
-2.77 |
0.0384 |
-0.0034 |
US1248MEAF68
/ CBASS 2007-CB4 A2C
|
|
|
|
|
|
0.56
|
0.18 |
0.0384 |
-0.0022 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.56
|
-5.56 |
0.0383 |
-0.0047 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.56
|
-5.56 |
0.0383 |
-0.0047 |
Residential Asset Securitization Trust 2005-A8CB
/ ABS-MBS (US45660LTB52) |
|
|
|
|
|
0.56
|
-2.78 |
0.0382 |
-0.0035 |
Residential Asset Securitization Trust 2005-A8CB
/ ABS-MBS (US45660LTB52) |
|
|
|
|
|
0.56
|
-2.78 |
0.0382 |
-0.0035 |
US395383AG78
/ GREENPOINT MANUFACTURED HOUSIN GPMH 1999 5 M2
|
|
|
|
|
|
0.56
|
-8.21 |
0.0381 |
-0.0059 |
US126673CE01
/ CWL 2004-BC3 M5
|
|
|
|
|
|
0.56
|
0.54 |
0.0381 |
-0.0021 |
US02151UAB26
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2
|
|
|
|
|
|
0.56
|
-2.11 |
0.0380 |
-0.0031 |
US073868AV35
/ Bear Stearns ALT-A Trust 2006-6
|
|
|
|
|
|
0.56
|
-1.42 |
0.0378 |
-0.0029 |
US22942JAH68
/ CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A8
|
|
|
|
|
|
0.55
|
-3.99 |
0.0378 |
-0.0039 |
Residential Asset Securitization Trust 2005-A8CB
/ ABS-MBS (US45660LSP57) |
|
|
|
|
|
0.55
|
-2.29 |
0.0378 |
-0.0033 |
Residential Asset Securitization Trust 2005-A8CB
/ ABS-MBS (US45660LSP57) |
|
|
|
|
|
0.55
|
-2.29 |
0.0378 |
-0.0033 |
Residential Asset Securitization Trust 2005-A8CB
/ ABS-MBS (US45660LSP57) |
|
|
|
|
|
0.55
|
-2.29 |
0.0378 |
-0.0033 |
US61751JAL52
/ Morgan Stanley Mortgage Loan Trust 2007-6XS
|
|
|
|
|
|
0.55
|
-1.25 |
0.0377 |
-0.0028 |
US31392CR715
/ Fannie Mae REMICS
|
|
|
|
|
|
0.55
|
-3.32 |
0.0377 |
-0.0037 |
US3622ECAB25
/ GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A
|
|
|
|
|
|
0.55
|
-4.53 |
0.0374 |
-0.0041 |
US059475AA18
/ Banc of America Alternative Loan Trust 2007-2
|
|
|
|
|
|
0.55
|
-0.91 |
0.0373 |
-0.0027 |
US126673VS85
/ ECR 2005-1 M4
|
|
|
|
|
|
0.55
|
|
0.0373 |
0.0373 |
Government National Mortgage Association
/ ABS-MBS (US38384CFB00) |
|
|
|
|
|
0.54
|
-10.08 |
0.0371 |
-0.0067 |
Government National Mortgage Association
/ ABS-MBS (US38384CFB00) |
|
|
|
|
|
0.54
|
-10.08 |
0.0371 |
-0.0067 |
US93934FKL57
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust
|
|
|
|
|
|
0.54
|
-1.27 |
0.0371 |
-0.0027 |
Bear Stearns Asset Backed Securities I Trust 2007-AC6
/ ABS-MBS (US07387TAA25) |
|
|
|
|
|
0.54
|
-3.58 |
0.0368 |
-0.0037 |
Bear Stearns Asset Backed Securities I Trust 2007-AC6
/ ABS-MBS (US07387TAA25) |
|
|
|
|
|
0.54
|
-3.58 |
0.0368 |
-0.0037 |
Bear Stearns Asset Backed Securities I Trust 2007-AC6
/ ABS-MBS (US07387TAA25) |
|
|
|
|
|
0.54
|
-3.58 |
0.0368 |
-0.0037 |
US3136BATZ79
/ FNMA_20-48
|
|
|
|
|
|
0.54
|
-2.71 |
0.0368 |
-0.0033 |
US02151EAD40
/ Alternative Loan Trust 2007-23CB
|
|
|
|
|
|
0.54
|
1.89 |
0.0368 |
-0.0015 |
US3137HAKD77
/ FREDDIE MAC REMICS FHR 5338 FH
|
|
|
|
|
|
0.54
|
-2.71 |
0.0367 |
-0.0033 |
Government National Mortgage Association
/ ABS-MBS (US38378HDT05) |
|
|
|
|
|
0.53
|
-4.13 |
0.0365 |
-0.0038 |
Government National Mortgage Association
/ ABS-MBS (US38378HDT05) |
|
|
|
|
|
0.53
|
-4.13 |
0.0365 |
-0.0038 |
US05948XTH43
/ Banc of America Mortgage 2003-H Trust
|
|
|
|
|
|
0.53
|
-1.84 |
0.0364 |
-0.0029 |
US36250FAB31
/ GSMSC Resecuritization Trust 2015-3R
|
|
|
|
|
|
0.53
|
-3.62 |
0.0363 |
-0.0037 |
US55275SBM17
/ MASTR Alternative Loan Trust 2007-1
|
|
|
|
|
|
0.53
|
-5.03 |
0.0361 |
-0.0042 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.53
|
-3.47 |
0.0361 |
-0.0035 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.53
|
-3.47 |
0.0361 |
-0.0035 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.53
|
-3.47 |
0.0361 |
-0.0035 |
Credit-Based Asset Servicing and Securitization LLC
/ ABS-MBS (US59020UJG13) |
|
|
|
|
|
0.52
|
0.38 |
0.0358 |
-0.0020 |
RALI Series 2006-QS9 Trust
/ ABS-MBS (US75115CAH07) |
|
|
|
|
|
0.52
|
-1.50 |
0.0358 |
-0.0027 |
RALI Series 2006-QS9 Trust
/ ABS-MBS (US75115CAH07) |
|
|
|
|
|
0.52
|
-1.50 |
0.0358 |
-0.0027 |
US12667GJS30
/ Alternative Loan Trust 2005-11CB
|
|
|
|
|
|
0.52
|
-3.17 |
0.0355 |
-0.0034 |
Government National Mortgage Association
/ ABS-MBS (US38381RQR39) |
|
|
|
|
|
0.52
|
-1.33 |
0.0355 |
-0.0026 |
Government National Mortgage Association
/ ABS-MBS (US38381RQR39) |
|
|
|
|
|
0.52
|
-1.33 |
0.0355 |
-0.0026 |
US021482AG96
/ Alternative Loan Trust Resecuritization 2008-2R
|
|
|
|
|
|
0.52
|
-2.63 |
0.0354 |
-0.0031 |
US92922F7P73
/ WAMU_05-AR17
|
|
|
|
|
|
0.52
|
|
0.0354 |
0.0354 |
US59023PAB94
/ Merrill Lynch Mortgage Investors Trust Series MLCC 2006-3
|
|
|
|
|
|
0.52
|
-1.34 |
0.0353 |
-0.0026 |
US02149MAU36
/ Alternative Loan Trust 2007-J1
|
|
|
|
|
|
0.52
|
-0.96 |
0.0353 |
-0.0025 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.52
|
-2.27 |
0.0352 |
-0.0030 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.52
|
-2.27 |
0.0352 |
-0.0030 |
US3137FAFF09
/ FHLMC, REMIC, Series 4708, Class F
|
|
|
|
|
|
0.52
|
-2.28 |
0.0351 |
-0.0030 |
US3137FPKK08
/ Freddie Mac REMICS
|
|
|
|
|
|
0.51
|
-3.21 |
0.0350 |
-0.0034 |
Government National Mortgage Association
/ ABS-MBS (US38384KDM09) |
|
|
|
|
|
0.51
|
-15.14 |
0.0348 |
-0.0087 |
US59025JAB17
/ MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST SER MLMBS 2007-3 2A1
|
|
|
|
|
|
0.51
|
-6.09 |
0.0347 |
-0.0045 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.51
|
-3.05 |
0.0347 |
-0.0033 |
US02147VAJ08
/ Alternative Loan Trust, Series 2006-25CB, Class A9
|
|
|
|
|
|
0.51
|
-1.74 |
0.0347 |
-0.0028 |
US25151EAF07
/ DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B
|
|
|
|
|
|
0.51
|
-1.55 |
0.0347 |
-0.0027 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.51
|
-2.12 |
0.0346 |
-0.0029 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.51
|
-2.12 |
0.0346 |
-0.0029 |
US3622E8AD77
/ GSAA Home Equity Trust 2006-15
|
|
|
|
|
|
0.50
|
-0.98 |
0.0344 |
-0.0024 |
US3136BDM621
/ Fannie Mae REMICS
|
|
|
|
|
|
0.50
|
0.00 |
0.0344 |
-0.0021 |
Government National Mortgage Association
/ ABS-MBS (US38384JQR85) |
|
|
|
|
|
0.50
|
0.60 |
0.0342 |
-0.0018 |
Government National Mortgage Association
/ ABS-MBS (US38384JQR85) |
|
|
|
|
|
0.50
|
0.60 |
0.0342 |
-0.0018 |
US12669GPL94
/ COUNTRYWIDE HOME LOANS CWHL 2005 7 3A2
|
|
|
|
|
|
0.50
|
-0.99 |
0.0340 |
-0.0024 |
US456652AG15
/ IndyMac IMJA Mortgage Loan Trust 2007-A1
|
|
|
|
|
|
0.50
|
-0.80 |
0.0339 |
-0.0023 |
MASTR Alternative Loan Trust 2007-HF1
/ ABS-MBS (US55291YAA55) |
|
|
|
|
|
0.50
|
-0.40 |
0.0339 |
-0.0022 |
MASTR Alternative Loan Trust 2007-HF1
/ ABS-MBS (US55291YAA55) |
|
|
|
|
|
0.50
|
-0.40 |
0.0339 |
-0.0022 |
US52520TAS78
/ Lehman Mortgage Trust 2006-5
|
|
|
|
|
|
0.50
|
-2.17 |
0.0339 |
-0.0028 |
US02147WAV19
/ Alternative Loan Trust 2006-26CB
|
|
|
|
|
|
0.50
|
-2.55 |
0.0338 |
-0.0030 |
US07402FAA30
/ BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1
|
|
|
|
|
|
0.49
|
-1.99 |
0.0336 |
-0.0027 |
US94982XAE22
/ WFMBS_06-7
|
|
|
|
|
|
0.49
|
-1.99 |
0.0336 |
-0.0027 |
US22942KAW09
/ CSMC Mortgage-Backed Trust 2006-7
|
|
|
|
|
|
0.49
|
-1.60 |
0.0336 |
-0.0026 |
US87804AAS15
/ TBW Mortgage-Backed Trust Series 2006-3
|
|
|
|
|
|
0.49
|
-9.76 |
0.0335 |
-0.0058 |
US07389QAE89
/ BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A
|
|
|
|
|
|
0.49
|
-4.13 |
0.0333 |
-0.0035 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.49
|
-1.81 |
0.0333 |
-0.0026 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.49
|
-1.81 |
0.0333 |
-0.0026 |
US12669G5U13
/ Countrywide Home Loans, Series 2005-17, Class 1A8
|
|
|
|
|
|
0.49
|
0.41 |
0.0332 |
-0.0019 |
US17313NAS45
/ Citigroup Mortgage Loan Trust 2007-9
|
|
|
|
|
|
0.48
|
-5.10 |
0.0330 |
-0.0039 |
US17311FAC86
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A2
|
|
|
|
|
|
0.48
|
-1.63 |
0.0329 |
-0.0025 |
US576434Q800
/ MASTR Alternative Loan Trust 2005-4
|
|
|
|
|
|
0.48
|
-5.31 |
0.0328 |
-0.0039 |
US2254W0NE17
/ Credit Suisse First Boston Mortgage Securities Corp
|
|
|
|
|
|
0.48
|
-4.75 |
0.0328 |
-0.0037 |
US31397UTR04
/ Fannie Mae REMICS
|
|
|
|
|
|
0.48
|
-3.23 |
0.0328 |
-0.0031 |
US32051GQL22
/ First Horizon Mortgage Pass-Through Trust 2005-AR3
|
|
|
|
|
|
0.48
|
-1.44 |
0.0327 |
-0.0025 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.48
|
-2.85 |
0.0326 |
-0.0030 |
US61751DAJ37
/ MORGAN STANLEY MORTGAGE LOAN T MSM 2006 17XS A6
|
|
|
|
|
|
0.48
|
-4.42 |
0.0325 |
-0.0036 |
US12668EAA55
/ Alternative Loan Trust 2006-J5
|
|
|
|
|
|
0.48
|
-1.04 |
0.0324 |
-0.0023 |
US38382K4S93
/ Government National Mortgage Association
|
|
|
|
|
|
0.47
|
-3.27 |
0.0324 |
-0.0031 |
US939344AQ04
/ WMALT 2006 4 3A5
|
|
|
|
|
|
0.47
|
|
0.0323 |
0.0323 |
US225470M592
/ CSMC 2006-3 1A3
|
|
|
|
|
|
0.47
|
-1.05 |
0.0322 |
-0.0023 |
Banc of America Funding 2006-7 Trust
/ ABS-MBS (US05951KAB98) |
|
|
|
|
|
0.47
|
-8.02 |
0.0321 |
-0.0049 |
Banc of America Funding 2006-7 Trust
/ ABS-MBS (US05951KAB98) |
|
|
|
|
|
0.47
|
-8.02 |
0.0321 |
-0.0049 |
US17307GB807
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A3A
|
|
|
|
|
|
0.47
|
-8.20 |
0.0321 |
-0.0050 |
US225470R211
/ CSMC 2006-3 5A7
|
|
|
|
|
|
0.47
|
-3.29 |
0.0321 |
-0.0031 |
US61754HAA05
/ Morgan Stanley Mortgage Loan Trust 2007-7AX
|
|
|
|
|
|
0.47
|
-3.12 |
0.0318 |
-0.0030 |
US3622EQAB11
/ GSAA HOME EQUITY TRUST GSAA 2007 1 1A2
|
|
|
|
|
|
0.47
|
-2.92 |
0.0317 |
-0.0030 |
US65536XAD57
/ Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF2
|
|
|
|
|
|
0.46
|
-1.07 |
0.0317 |
-0.0023 |
US3137AMK303
/ Freddie Mac REMICs
|
|
|
|
|
|
0.46
|
-3.94 |
0.0316 |
-0.0033 |
US12667GSB04
/ Alternative Loan Trust 2005-17
|
|
|
|
|
|
0.46
|
-0.86 |
0.0316 |
-0.0023 |
US05533XAC65
/ BCAP LLC 2011-RR4-I Trust
|
|
|
|
|
|
0.46
|
-4.94 |
0.0316 |
-0.0036 |
US2254582D91
/ CSFB 2005-8 5A1
|
|
|
|
|
|
0.46
|
1.09 |
0.0315 |
-0.0015 |
US31397CFG96
/ Freddie Mac REMICS
|
|
|
|
|
|
0.46
|
-0.22 |
0.0315 |
-0.0020 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.46
|
|
0.0313 |
0.0313 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.46
|
|
0.0313 |
0.0313 |
Residential Asset Securitization Trust 2007-A1
/ ABS-MBS (US761136AF72) |
|
|
|
|
|
0.46
|
|
0.0313 |
0.0313 |
Residential Asset Securitization Trust 2007-A1
/ ABS-MBS (US761136AF72) |
|
|
|
|
|
0.46
|
|
0.0313 |
0.0313 |
US74928WBU62
/ RBSSP Resecuritization Trust 2009-5
|
|
|
|
|
|
0.46
|
-1.30 |
0.0312 |
-0.0024 |
US02151CAQ96
/ Alternative Loan Trust 2007-15CB
|
|
|
|
|
|
0.46
|
|
0.0311 |
0.0311 |
US863579NZ71
/ STRUCTURED ADJUSTABLE RATE MOR SARM 2005 8XS M1
|
|
|
|
|
|
0.46
|
-4.00 |
0.0311 |
-0.0033 |
US57645FAC14
/ MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3
|
|
|
|
|
|
0.46
|
-0.87 |
0.0311 |
-0.0021 |
US3137HADW32
/ Freddie Mac REMICS
|
|
|
|
|
|
0.45
|
-1.09 |
0.0309 |
-0.0022 |
Morgan Stanley Mortgage Loan Trust 2005-6AR
/ ABS-MBS (US61748HML23) |
|
|
|
|
|
0.45
|
0.00 |
0.0309 |
-0.0019 |
Morgan Stanley Mortgage Loan Trust 2005-6AR
/ ABS-MBS (US61748HML23) |
|
|
|
|
|
0.45
|
0.00 |
0.0309 |
-0.0019 |
US05951FAD69
/ Banc of America Funding 2007-1 Trust
|
|
|
|
|
|
0.45
|
|
0.0308 |
0.0308 |
US61754HAE27
/ MSM 2007-7AX 2A4
|
|
|
|
|
|
0.45
|
-1.10 |
0.0308 |
-0.0022 |
Alternative Loan Trust 2007-3T1
/ ABS-MBS (US02149VAC37) |
|
|
|
|
|
0.45
|
0.22 |
0.0306 |
-0.0017 |
Alternative Loan Trust 2007-3T1
/ ABS-MBS (US02149VAC37) |
|
|
|
|
|
0.45
|
0.22 |
0.0306 |
-0.0017 |
Securitized Asset Backed Receivables LLC Trust 2004-OP2
/ ABS-MBS (US81375WBP05) |
|
|
|
|
|
0.45
|
-13.85 |
0.0306 |
-0.0070 |
US317350BK17
/ FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M7 V/R REGD 4.40800000
|
|
|
|
|
|
0.45
|
|
0.0306 |
0.0306 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.45
|
-5.70 |
0.0305 |
-0.0038 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.45
|
-5.70 |
0.0305 |
-0.0038 |
US294751BP67
/ Equity One Mortgage Pass-Through Trust 2002-5
|
|
|
|
|
|
0.45
|
-6.90 |
0.0304 |
-0.0042 |
US863579ZE15
/ Structured Adjustable Rate Mortgage Loan Trust
|
|
|
|
|
|
0.44
|
-1.33 |
0.0303 |
-0.0022 |
US31398GMX42
/ Fannie Mae REMICS
|
|
|
|
|
|
0.44
|
|
0.0303 |
0.0303 |
US86358EJL11
/ SAIL 2004-5 M7
|
|
|
|
|
|
0.44
|
0.68 |
0.0303 |
-0.0016 |
US02148JAW71
/ Alternative Loan Trust 2006-39CB
|
|
|
|
|
|
0.44
|
-2.42 |
0.0302 |
-0.0026 |
US36298NAZ78
/ GSR Mortgage Loan Trust 2006-7F
|
|
|
|
|
|
0.44
|
-11.62 |
0.0301 |
-0.0060 |
US12544BAE39
/ CHL Mortgage Pass-Through Trust 2007-HY5
|
|
|
|
|
|
0.44
|
-17.45 |
0.0300 |
-0.0085 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.44
|
58.84 |
0.0300 |
0.0100 |
US41161PGM95
/ HVMLT 2004-7 4A
|
|
|
|
|
|
0.44
|
-10.77 |
0.0300 |
-0.0056 |
US86360KAE82
/ Structured Asset Mortgage Investments II Trust 2006-AR3
|
|
|
|
|
|
0.44
|
5,375.00 |
0.0299 |
0.0291 |
US3137B93Q64
/ Freddie Mac REMICS
|
|
|
|
|
|
0.44
|
|
0.0298 |
0.0298 |
US16165TAX19
/ CHASEFLEX TRUST
|
|
|
|
|
|
0.44
|
-1.35 |
0.0298 |
-0.0023 |
US39538RBW88
/ GreenPoint MTA Trust 2005-AR3
|
|
|
|
|
|
0.44
|
-0.23 |
0.0298 |
-0.0019 |
US12629EAA38
/ CSAB Mortgage-Backed Trust
|
|
|
|
|
|
0.44
|
-3.55 |
0.0297 |
-0.0029 |
US45660LK731
/ Residential Asset Securitization Trust 2005-A12
|
|
|
|
|
|
0.44
|
1.16 |
0.0297 |
-0.0015 |
US617487AA19
/ Morgan Stanley Mortgage Loan Trust 2006-16AX
|
|
|
|
|
|
0.43
|
-1.59 |
0.0296 |
-0.0023 |
US12668ALK96
/ CWALT 2005-50CB 3A1
|
|
|
|
|
|
0.43
|
-1.15 |
0.0293 |
-0.0022 |
US74927TAV35
/ RBSSP Resecuritization Trust 2010-9
|
|
|
|
|
|
0.43
|
-1.38 |
0.0293 |
-0.0022 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.43
|
-1.84 |
0.0292 |
-0.0023 |
US3137FVAY89
/ Freddie Mac REMICS
|
|
|
|
|
|
0.43
|
-2.95 |
0.0291 |
-0.0027 |
US3137BSVH35
/ FREDDIE MAC FHR 4628 KF
|
|
|
|
|
|
0.43
|
-1.62 |
0.0291 |
-0.0023 |
US3137BSZ553
/ Freddie Mac REMICS
|
|
|
|
|
|
0.43
|
-3.40 |
0.0291 |
-0.0028 |
US45254NJW83
/ Impac CMB Trust Series 2004-6
|
|
|
|
|
|
0.43
|
1.91 |
0.0291 |
-0.0012 |
JP Morgan Resecuritization Trust Series 2014-1
/ ABS-MBS (US46641TAL89) |
|
|
|
|
|
0.43
|
0.00 |
0.0290 |
-0.0018 |
JP Morgan Resecuritization Trust Series 2014-1
/ ABS-MBS (US46641TAL89) |
|
|
|
|
|
0.43
|
0.00 |
0.0290 |
-0.0018 |
US07324NAC74
/ Bayview Commercial Asset Trust 2006-3
|
|
|
|
|
|
0.42
|
-5.99 |
0.0290 |
-0.0037 |
US12567AAA51
/ CitiMortgage Alternative Loan Trust
|
|
|
|
|
|
0.42
|
-4.07 |
0.0289 |
-0.0031 |
US16678RAT41
/ CCMFC 2004-1A A2
|
|
|
|
|
|
0.42
|
427.50 |
0.0288 |
0.0229 |
US456606DD12
/ INDYMAC HOME EQUITY LOAN
|
|
|
|
|
|
0.42
|
-1.41 |
0.0287 |
-0.0022 |
Government National Mortgage Association
/ ABS-MBS (US38378WH229) |
|
|
|
|
|
0.42
|
-2.33 |
0.0287 |
-0.0025 |
Residential Asset Securitization Trust 2004-A4
/ ABS-MBS (US45660NK612) |
|
|
|
|
|
0.42
|
-7.32 |
0.0285 |
-0.0041 |
HarborView Mortgage Loan Trust 2006-BU1
/ ABS-MBS (US41161PG808) |
|
|
|
|
|
0.42
|
-1.18 |
0.0285 |
-0.0021 |
HarborView Mortgage Loan Trust 2006-BU1
/ ABS-MBS (US41161PG808) |
|
|
|
|
|
0.42
|
-1.18 |
0.0285 |
-0.0021 |
HarborView Mortgage Loan Trust 2006-BU1
/ ABS-MBS (US41161PG808) |
|
|
|
|
|
0.42
|
-1.18 |
0.0285 |
-0.0021 |
US86800RAE18
/ SunTrust Alternative Loan Trust 2006-1F
|
|
|
|
|
|
0.42
|
-1.88 |
0.0285 |
-0.0023 |
GSAA Home Equity Trust 2006-20
/ ABS-MBS (US362351AD04) |
|
|
|
|
|
0.42
|
-12.79 |
0.0284 |
-0.0061 |
US452762AA58
/ Imperial Fund Mortgage Trust 2021-NQM3
|
|
|
|
|
|
0.42
|
-0.48 |
0.0284 |
-0.0019 |
Government National Mortgage Association
/ ABS-MBS (US38378ACY55) |
|
|
|
|
|
0.41
|
-3.51 |
0.0282 |
-0.0027 |
TBW Mortgage-Backed Pass-Through Certificates Series 2006-1
/ ABS-MBS (US225470T373) |
|
|
|
|
|
0.41
|
3.78 |
0.0281 |
-0.0007 |
TBW Mortgage-Backed Pass-Through Certificates Series 2006-1
/ ABS-MBS (US225470T373) |
|
|
|
|
|
0.41
|
3.78 |
0.0281 |
-0.0007 |
TBW Mortgage-Backed Pass-Through Certificates Series 2006-1
/ ABS-MBS (US225470T373) |
|
|
|
|
|
0.41
|
3.78 |
0.0281 |
-0.0007 |
US02660XAA28
/ American Home Mortgage Assets Trust 2006-2
|
|
|
|
|
|
0.41
|
2.77 |
0.0278 |
-0.0009 |
US67087TAK79
/ Oakwood Mortgage Investors Inc
|
|
|
|
|
|
0.41
|
-9.80 |
0.0276 |
-0.0049 |
US39539LAH42
/ GreenPoint Mortgage Funding Trust Series 2007-AR2
|
|
|
|
|
|
0.40
|
|
0.0276 |
0.0276 |
US64352VJJ17
/ New Century Home Equity Loan Trust, Series 2004-4, Class M1
|
|
|
|
|
|
0.40
|
-4.29 |
0.0275 |
-0.0029 |
US3136BGM244
/ Fannie Mae REMICS
|
|
|
|
|
|
0.40
|
-0.74 |
0.0275 |
-0.0019 |
US02150JAD46
/ Alternative Loan Trust 2007-9T1
|
|
|
|
|
|
0.40
|
-4.98 |
0.0274 |
-0.0032 |
Alternative Loan Trust 2005-50CB
/ ABS-MBS (US12668ALJ24) |
|
|
|
|
|
0.40
|
-4.53 |
0.0273 |
-0.0030 |
US25157GBH48
/ Deutsche Mortgage Securities, Inc. Mortgage Loan Trust
|
|
|
|
|
|
0.40
|
3.64 |
0.0273 |
-0.0006 |
US76111XVG59
/ RFMSI Trust, Series 2005-SA2, Class 2A2
|
|
|
|
|
|
0.40
|
-5.69 |
0.0272 |
-0.0033 |
Government National Mortgage Association
/ ABS-MBS (US38384WTH87) |
|
|
|
|
|
0.40
|
77.68 |
0.0272 |
0.0110 |
Government National Mortgage Association
/ ABS-MBS (US38384WTH87) |
|
|
|
|
|
0.40
|
77.68 |
0.0272 |
0.0110 |
US46630UAA25
/ JP MORGAN MORTGAGE TRUST 2007-A3 JPMMT 2007-A3 1A1
|
|
|
|
|
|
0.40
|
|
0.0271 |
0.0271 |
US93934FBP62
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust
|
|
|
|
|
|
0.40
|
-0.25 |
0.0269 |
-0.0017 |
US46628GAL32
/ J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1
|
|
|
|
|
|
0.39
|
-1.50 |
0.0269 |
-0.0020 |
Residential Asset Securitization Trust 2007-A1
/ ABS-MBS (US761136AD25) |
|
|
|
|
|
0.39
|
23.13 |
0.0269 |
0.0037 |
US32051GTG00
/ First Horizon Alternative Mortgage Securities Trust
|
|
|
|
|
|
0.39
|
0.77 |
0.0268 |
-0.0015 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.39
|
|
0.0268 |
0.0268 |
US3137FXP779
/ FREDDIE MAC REMICS FHR 5038 PJ
|
|
|
|
|
|
0.39
|
56.18 |
0.0268 |
0.0086 |
US05949A3Q19
/ BOAMS 2005-3 2A3
|
|
|
|
|
|
0.39
|
-0.76 |
0.0268 |
-0.0019 |
US38381XGR17
/ GNMA, Series 2019-90, Class BF
|
|
|
|
|
|
0.39
|
|
0.0267 |
0.0267 |
US073879HG67
/ BEAR STEARNS ASSET BACKED
|
|
|
|
|
|
0.39
|
-2.25 |
0.0267 |
-0.0023 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.39
|
-1.52 |
0.0266 |
-0.0021 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.39
|
-1.52 |
0.0266 |
-0.0021 |
US52524PAA03
/ Lehman XS Trust 2007-6
|
|
|
|
|
|
0.39
|
-0.51 |
0.0265 |
-0.0017 |
US760985B429
/ RAMP 2003-RS9 MI
|
|
|
|
|
|
0.39
|
0.00 |
0.0265 |
-0.0016 |
US05949CED48
/ BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1
|
|
|
|
|
|
0.39
|
2.38 |
0.0264 |
-0.0010 |
US751150AH64
/ RALI Series 2006-QO7 Trust
|
|
|
|
|
|
0.39
|
-0.51 |
0.0264 |
-0.0017 |
US64352VDR96
/ New Century Home Equity Loan Trust
|
|
|
|
|
|
0.39
|
-3.27 |
0.0263 |
-0.0026 |
US38381XFE13
/ GOVERNMENT NATIONAL MORTGAGE A GNR 2019 90 AF
|
|
|
|
|
|
0.38
|
-4.24 |
0.0262 |
-0.0028 |
US07387AGE91
/ BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1
|
|
|
|
|
|
0.38
|
-0.52 |
0.0262 |
-0.0017 |
Structured Adjustable Rate Mortgage Loan Trust
/ ABS-MBS (US86359BRW36) |
|
|
|
|
|
0.38
|
1.05 |
0.0262 |
-0.0013 |
Structured Adjustable Rate Mortgage Loan Trust
/ ABS-MBS (US86359BRW36) |
|
|
|
|
|
0.38
|
1.05 |
0.0262 |
-0.0013 |
Government National Mortgage Association
/ ABS-MBS (US38382XGN93) |
|
|
|
|
|
0.38
|
1.59 |
0.0262 |
-0.0011 |
Government National Mortgage Association
/ ABS-MBS (US38382XGN93) |
|
|
|
|
|
0.38
|
1.59 |
0.0262 |
-0.0011 |
Government National Mortgage Association
/ ABS-MBS (US38382XGN93) |
|
|
|
|
|
0.38
|
1.59 |
0.0262 |
-0.0011 |
US059487AA63
/ Banc of America Alternative Loan Trust 2006-6
|
|
|
|
|
|
0.38
|
|
0.0261 |
0.0261 |
US05949CHV19
/ BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 3A1
|
|
|
|
|
|
0.38
|
-0.26 |
0.0261 |
-0.0017 |
US362341EE51
/ GSR Mortgage Loan Trust 2005-6F
|
|
|
|
|
|
0.38
|
-4.74 |
0.0261 |
-0.0029 |
US3622NAAE07
/ CORP CMO
|
|
|
|
|
|
0.38
|
-3.07 |
0.0259 |
-0.0024 |
US59025GAA94
/ Merrill Lynch Mortgage Backed Securities Trust Series 2007-2
|
|
|
|
|
|
0.38
|
-0.79 |
0.0259 |
-0.0018 |
US3136B1RS59
/ FNMA, Series 2018-21
|
|
|
|
|
|
0.38
|
|
0.0258 |
0.0258 |
US05948KQ851
/ Banc of America Alternative Loan Trust 2005-10
|
|
|
|
|
|
0.38
|
-2.58 |
0.0257 |
-0.0023 |
US02660CAD20
/ AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 12A1
|
|
|
|
|
|
0.38
|
-1.57 |
0.0257 |
-0.0020 |
US126694Y287
/ CHL Mortgage Pass-Through Trust 2006-9
|
|
|
|
|
|
0.38
|
-0.79 |
0.0257 |
-0.0017 |
CHL Mortgage Pass-Through Trust 2005-J3
/ ABS-MBS (US12669G4S75) |
|
|
|
|
|
0.38
|
-8.74 |
0.0257 |
-0.0041 |
US31398GUJ65
/ FANNIE MAE FNR 2009 106 FA
|
|
|
|
|
|
0.38
|
-5.05 |
0.0257 |
-0.0030 |
US61749LAH42
/ MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 3A
|
|
|
|
|
|
0.38
|
2.74 |
0.0256 |
-0.0008 |
US55265K8A03
/ MASTR 2004-3 4A10 MTGE
|
|
|
|
|
|
0.38
|
-2.09 |
0.0256 |
-0.0022 |
US949797AA29
/ Wells Fargo Mortgage Backed Securities 2007-15 Trust
|
|
|
|
|
|
0.37
|
|
0.0256 |
0.0256 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.37
|
-3.88 |
0.0254 |
-0.0026 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.37
|
-2.37 |
0.0254 |
-0.0021 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.37
|
-2.37 |
0.0254 |
-0.0021 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.37
|
-2.37 |
0.0254 |
-0.0021 |
US576434A531
/ MASTR Alternative Loan Trust 2004-13
|
|
|
|
|
|
0.37
|
-1.07 |
0.0254 |
-0.0018 |
US75115DAK19
/ RALI Trust, Series 2006-QS13, Class 1A10
|
|
|
|
|
|
0.37
|
-0.54 |
0.0251 |
-0.0016 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.37
|
-7.32 |
0.0251 |
-0.0036 |
US02151BBG23
/ Alternative Loan Trust 2007-22
|
|
|
|
|
|
0.37
|
-4.68 |
0.0251 |
-0.0028 |
US92925CDB54
/ WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust
|
|
|
|
|
|
0.37
|
-2.91 |
0.0251 |
-0.0023 |
US02151NBV38
/ Alternative Loan Trust 2007-18CB
|
|
|
|
|
|
0.37
|
-5.90 |
0.0250 |
-0.0032 |
IndyMac INDX Mortgage Loan Trust 2004-AR9
/ ABS-MBS (US45660N3U78) |
|
|
|
|
|
0.37
|
|
0.0249 |
0.0249 |
US12668AMM44
/ Alternative Loan Trust 2005-49CB
|
|
|
|
|
|
0.36
|
-1.36 |
0.0249 |
-0.0019 |
Banc of America Funding 2009-R14 Trust
/ ABS-MBS (US05955MAC91) |
|
|
|
|
|
0.36
|
-4.47 |
0.0248 |
-0.0027 |
US059487AY40
/ BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 2A10
|
|
|
|
|
|
0.36
|
0.00 |
0.0248 |
-0.0015 |
Government National Mortgage Association
/ ABS-MBS (US38374VAT61) |
|
|
|
|
|
0.36
|
-2.16 |
0.0248 |
-0.0021 |
Government National Mortgage Association
/ ABS-MBS (US38374VAT61) |
|
|
|
|
|
0.36
|
-2.16 |
0.0248 |
-0.0021 |
US31397GZ940
/ Freddie Mac REMICS
|
|
|
|
|
|
0.36
|
-3.20 |
0.0248 |
-0.0024 |
US36185MBJ09
/ GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1
|
|
|
|
|
|
0.36
|
1.69 |
0.0247 |
-0.0011 |
US94984UAA43
/ Wells Fargo Alternative Loan 2007-PA4 Trust
|
|
|
|
|
|
0.36
|
|
0.0247 |
0.0247 |
US07389QAN88
/ BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1
|
|
|
|
|
|
0.36
|
0.00 |
0.0247 |
-0.0015 |
US225458F526
/ Credit Suisse First Boston Mortgage Securities Corp
|
|
|
|
|
|
0.36
|
-3.99 |
0.0247 |
-0.0026 |
Alternative Loan Trust 2005-J3
/ ABS-MBS (US12667GDH39) |
|
|
|
|
|
0.36
|
-0.55 |
0.0245 |
-0.0016 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.36
|
-3.49 |
0.0245 |
-0.0024 |
US40431KAA88
/ HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1
|
|
|
|
|
|
0.36
|
-0.28 |
0.0245 |
-0.0016 |
US57645DAG79
/ MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2
|
|
|
|
|
|
0.36
|
-1.92 |
0.0245 |
-0.0020 |
US74923WAG33
/ RALI Series 2007-QS7 Trust
|
|
|
|
|
|
0.36
|
1.42 |
0.0244 |
-0.0011 |
US22540VKM36
/ CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 28 1A1
|
|
|
|
|
|
0.36
|
-3.00 |
0.0243 |
-0.0023 |
US25151YAF60
/ DBALT 2007-1 1A4A
|
|
|
|
|
|
0.36
|
|
0.0243 |
0.0243 |
US126378AL28
/ CSMC Mortgage-Backed Trust 2007-1
|
|
|
|
|
|
0.36
|
-1.11 |
0.0242 |
-0.0018 |
US74922KAH86
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 2A2
|
|
|
|
|
|
0.36
|
-1.66 |
0.0242 |
-0.0019 |
US74928AAA97
/ RBSGC MORTGAGE PASS THROUGH CE RBSGC 2008 A A1 144A
|
|
|
|
|
|
0.36
|
-4.83 |
0.0242 |
-0.0028 |
US07400NAA81
/ BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR5 BSMF 2007-AR5 1A1A
|
|
|
|
|
|
0.35
|
2.61 |
0.0242 |
-0.0008 |
Alternative Loan Trust 2005-27
/ ABS-MBS (US12667GM269) |
|
|
|
|
|
0.35
|
-0.56 |
0.0241 |
-0.0016 |
Alternative Loan Trust 2005-27
/ ABS-MBS (US12667GM269) |
|
|
|
|
|
0.35
|
-0.56 |
0.0241 |
-0.0016 |
Alternative Loan Trust 2005-27
/ ABS-MBS (US12667GM269) |
|
|
|
|
|
0.35
|
-0.56 |
0.0241 |
-0.0016 |
US362334JR68
/ GSR MORTGAGE LOAN TRUST GSR 2006 3F 2A3
|
|
|
|
|
|
0.35
|
0.57 |
0.0241 |
-0.0013 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.35
|
-5.38 |
0.0240 |
-0.0029 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.35
|
-5.38 |
0.0240 |
-0.0029 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.35
|
-5.38 |
0.0240 |
-0.0029 |
Alternative Loan Trust 2005-27
/ ABS-MBS (US12667GM343) |
|
|
|
|
|
0.35
|
-0.57 |
0.0240 |
-0.0015 |
US3137AQUB27
/ FHLMC, REMIC, Series 4048, Class FB
|
|
|
|
|
|
0.35
|
|
0.0240 |
0.0240 |
US251513AZ08
/ Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4
|
|
|
|
|
|
0.35
|
-2.77 |
0.0239 |
-0.0022 |
US05552UAA25
/ BINOM Securitization Trust 2021-INV1
|
|
|
|
|
|
0.35
|
-3.85 |
0.0239 |
-0.0024 |
US362341LL12
/ GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF
|
|
|
|
|
|
0.35
|
-1.41 |
0.0239 |
-0.0018 |
Alternative Loan Trust 2006-18CB
/ ABS-MBS (US02147FAV85) |
|
|
|
|
|
0.35
|
-1.13 |
0.0239 |
-0.0018 |
US881561LR34
/ Terwin Mortgage Trust 2004-19HE
|
|
|
|
|
|
0.35
|
-4.90 |
0.0239 |
-0.0027 |
IndyMac INDX Mortgage Loan Trust 2005-AR7
/ ABS-MBS (US45660LLJ60) |
|
|
|
|
|
0.35
|
0.00 |
0.0238 |
-0.0015 |
US12667G6K42
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1
|
|
|
|
|
|
0.35
|
-2.79 |
0.0238 |
-0.0022 |
US863579WZ70
/ STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 1A1
|
|
|
|
|
|
0.35
|
-0.29 |
0.0238 |
-0.0015 |
US452764AA15
/ Imperial Fund Mortgage Trust 2021-NQM1
|
|
|
|
|
|
0.35
|
|
0.0238 |
0.0238 |
US00083BAD73
/ ACE Securities Corp Mortgage Loan Trust Series 2007-D1
|
|
|
|
|
|
0.35
|
-9.37 |
0.0238 |
-0.0040 |
US126694H688
/ COUNTRYWIDE HOME LOANS CWHL 2006 J2 1A6
|
|
|
|
|
|
0.35
|
-10.77 |
0.0238 |
-0.0045 |
US2254585U89
/ CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9
|
|
|
|
|
|
0.35
|
1.75 |
0.0237 |
-0.0010 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.35
|
-8.68 |
0.0237 |
-0.0038 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.35
|
-8.68 |
0.0237 |
-0.0038 |
US02149DAN93
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1
|
|
|
|
|
|
0.35
|
-0.29 |
0.0237 |
-0.0015 |
US362341B328
/ GSAA Home Equity Trust 2005-14
|
|
|
|
|
|
0.35
|
0.58 |
0.0236 |
-0.0013 |
US32052DAG60
/ First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7
|
|
|
|
|
|
0.35
|
-5.46 |
0.0236 |
-0.0029 |
US61748HWT49
/ Morgan Stanley Mortgage Loan Trust 2006-3AR
|
|
|
|
|
|
0.34
|
-1.44 |
0.0233 |
-0.0018 |
US12566TAA51
/ CitiMortgage Alternative Loan Trust Series 2006-A7
|
|
|
|
|
|
0.34
|
-1.45 |
0.0233 |
-0.0018 |
US43739EAQ08
/ HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2
|
|
|
|
|
|
0.34
|
-2.02 |
0.0231 |
-0.0019 |
US92925CCC47
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR1 1A1A
|
|
|
|
|
|
0.34
|
0.00 |
0.0231 |
-0.0014 |
ABFC 2005-WF1 Trust
/ ABS-MBS (US04542BMF66) |
|
|
|
|
|
0.34
|
|
0.0229 |
0.0229 |
ABFC 2005-WF1 Trust
/ ABS-MBS (US04542BMF66) |
|
|
|
|
|
0.34
|
|
0.0229 |
0.0229 |
ABFC 2005-WF1 Trust
/ ABS-MBS (US04542BMF66) |
|
|
|
|
|
0.34
|
|
0.0229 |
0.0229 |
CHL Mortgage Pass-Through Trust 2003-53
/ ABS-MBS (US12669E5S12) |
|
|
|
|
|
0.34
|
-8.45 |
0.0229 |
-0.0037 |
CHL Mortgage Pass-Through Trust 2003-53
/ ABS-MBS (US12669E5S12) |
|
|
|
|
|
0.34
|
-8.45 |
0.0229 |
-0.0037 |
US45661EBT01
/ Residential Asset Securitization Trust 2006-A2
|
|
|
|
|
|
0.34
|
-2.04 |
0.0229 |
-0.0019 |
US74922EAA73
/ RALI SERIES 2006-QS6 TRUST SER 2006-QS6 CL 1A1 REGD 6.00000000
|
|
|
|
|
|
0.34
|
-1.18 |
0.0228 |
-0.0017 |
US25151RAG92
/ DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A5
|
|
|
|
|
|
0.33
|
-2.92 |
0.0227 |
-0.0021 |
Government National Mortgage Association
/ ABS-MBS (US38381TBW45) |
|
|
|
|
|
0.33
|
-5.19 |
0.0225 |
-0.0026 |
US38383AUP73
/ Government National Mortgage Association
|
|
|
|
|
|
0.33
|
-2.08 |
0.0225 |
-0.0019 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.33
|
|
0.0224 |
0.0224 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.33
|
|
0.0224 |
0.0224 |
US46653JBC45
/ JP Morgan Mortgage Trust 2020-5
|
|
|
|
|
|
0.33
|
-2.39 |
0.0223 |
-0.0019 |
US362375AD97
/ GSAA HOME EQUITY TRUST GSAA 2006 10 AF4
|
|
|
|
|
|
0.33
|
-2.40 |
0.0223 |
-0.0019 |
US12667GPU12
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 20CB 1A2
|
|
|
|
|
|
0.33
|
-2.10 |
0.0223 |
-0.0019 |
GSR Mortgage Loan Trust 2005-AR3
/ ABS-MBS (US36242D4Y64) |
|
|
|
|
|
0.33
|
-0.61 |
0.0222 |
-0.0015 |
GSR Mortgage Loan Trust 2005-AR3
/ ABS-MBS (US36242D4Y64) |
|
|
|
|
|
0.33
|
-0.61 |
0.0222 |
-0.0015 |
US41161GAA13
/ HarborView Mortgage Loan Trust 2006-8
|
|
|
|
|
|
0.33
|
-2.40 |
0.0222 |
-0.0019 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.32
|
-3.28 |
0.0221 |
-0.0022 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.32
|
-3.28 |
0.0221 |
-0.0022 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.32
|
1.89 |
0.0221 |
-0.0009 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.32
|
1.89 |
0.0221 |
-0.0009 |
US749228AB88
/ RALI Trust, Series 2006-QS4, Class A2
|
|
|
|
|
|
0.32
|
14.75 |
0.0218 |
0.0016 |
US74159UAD90
/ Prime Mortgage Trust 2006-DR1
|
|
|
|
|
|
0.32
|
-2.17 |
0.0216 |
-0.0018 |
US25157GBA94
/ Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
|
|
|
|
|
|
0.32
|
-3.36 |
0.0216 |
-0.0021 |
US3137HAA486
/ FHLMC, REMIC, Series 5315, Class OQ
|
|
|
|
|
|
0.32
|
-1.87 |
0.0215 |
-0.0017 |
US16678RFB87
/ Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2006-1
|
|
|
|
|
|
0.31
|
-3.68 |
0.0214 |
-0.0022 |
Lehman XS Trust 2007-10H
/ ABS-MBS (US525237AS25) |
|
|
|
|
|
0.31
|
0.00 |
0.0213 |
-0.0013 |
Lehman XS Trust 2007-10H
/ ABS-MBS (US525237AS25) |
|
|
|
|
|
0.31
|
0.00 |
0.0213 |
-0.0013 |
US94985KAA51
/ Wells Fargo Alternative Loan 2007-PA6 Trust
|
|
|
|
|
|
0.31
|
-4.00 |
0.0213 |
-0.0022 |
US12668PAA03
/ Alternative Loan Trust 2006-OA17
|
|
|
|
|
|
0.31
|
|
0.0213 |
0.0213 |
Government National Mortgage Association
/ ABS-MBS (US38380UEE91) |
|
|
|
|
|
0.31
|
|
0.0212 |
0.0212 |
Government National Mortgage Association
/ ABS-MBS (US38380UEE91) |
|
|
|
|
|
0.31
|
|
0.0212 |
0.0212 |
Alternative Loan Trust 2007-18CB
/ ABS-MBS (US02151NAF96) |
|
|
|
|
|
0.31
|
1.64 |
0.0212 |
-0.0009 |
US585525DF22
/ MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2
|
|
|
|
|
|
0.31
|
-13.69 |
0.0211 |
-0.0048 |
US3137H0RQ32
/ FREDDIE MAC REMICS FHR 5119 AB
|
|
|
|
|
|
0.31
|
-1.90 |
0.0211 |
-0.0017 |
US52521FAT49
/ Lehman Mortgage Trust 2007-1
|
|
|
|
|
|
0.31
|
4.07 |
0.0210 |
-0.0004 |
US55274QAP00
/ MASTR Asset Securitization Trust 2006-2
|
|
|
|
|
|
0.31
|
-4.36 |
0.0210 |
-0.0023 |
US362334BT07
/ GSAA 2006-3 A4
|
|
|
|
|
|
0.31
|
-1.29 |
0.0209 |
-0.0015 |
US393505XW79
/ Conseco Finance Corp
|
|
|
|
|
|
0.31
|
-10.03 |
0.0209 |
-0.0037 |
US3136B1BM53
/ Fannie Mae REMICS
|
|
|
|
|
|
0.31
|
|
0.0209 |
0.0209 |
US93363NAH89
/ WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
|
|
|
|
|
|
0.30
|
-6.75 |
0.0207 |
-0.0028 |
RALI Series 2007-QS1 Trust
/ ABS-MBS (US74922KAX37) |
|
|
|
|
|
0.30
|
-3.21 |
0.0206 |
-0.0020 |
RALI Series 2007-QS1 Trust
/ ABS-MBS (US74922KAX37) |
|
|
|
|
|
0.30
|
-3.21 |
0.0206 |
-0.0020 |
US59020UYN98
/ Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5
|
|
|
|
|
|
0.30
|
-6.23 |
0.0206 |
-0.0026 |
US32051G3A16
/ First Horizon Alternative Mortgage Securities Trust 2006-FA2
|
|
|
|
|
|
0.30
|
-5.64 |
0.0205 |
-0.0025 |
US3137BLD886
/ Freddie Mac REMICS
|
|
|
|
|
|
0.30
|
103.38 |
0.0205 |
0.0098 |
US76113LAE74
/ RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A10 SER 2006-A10 CL A5 REGD 6.50000000
|
|
|
|
|
|
0.30
|
-1.32 |
0.0205 |
-0.0015 |
US02148JAZ03
/ Alternative Loan Trust 2006-39CB
|
|
|
|
|
|
0.30
|
-2.30 |
0.0203 |
-0.0018 |
Government National Mortgage Association
/ ABS-MBS (US38378ML370) |
|
|
|
|
|
0.30
|
-6.33 |
0.0202 |
-0.0026 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.30
|
-3.90 |
0.0202 |
-0.0020 |
US61756VAU35
/ Morgan Stanley Mortgage Loan Trust 2007-14AR
|
|
|
|
|
|
0.30
|
0.34 |
0.0202 |
-0.0012 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.30
|
-3.58 |
0.0202 |
-0.0021 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.30
|
-3.58 |
0.0202 |
-0.0021 |
US17307GPH55
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF1 M2
|
|
|
|
|
|
0.30
|
1.72 |
0.0201 |
-0.0009 |
US36242DH559
/ GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2
|
|
|
|
|
|
0.29
|
1.73 |
0.0201 |
-0.0008 |
US86361QAD60
/ STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
|
|
|
|
|
|
0.29
|
-12.50 |
0.0201 |
-0.0043 |
US466247YP25
/ JP Morgan Mortgage Trust 2005-A8
|
|
|
|
|
|
0.29
|
-1.01 |
0.0201 |
-0.0014 |
US86358EZT62
/ Structured Asset Investment Loan Trust
|
|
|
|
|
|
0.29
|
-3.29 |
0.0201 |
-0.0020 |
US61751TAB52
/ Morgan Stanley Mortgage Loan Trust 2007-2AX
|
|
|
|
|
|
0.29
|
-3.30 |
0.0200 |
-0.0019 |
US759950CX42
/ RAMC 2004-2 M1
|
|
|
|
|
|
0.29
|
-1.01 |
0.0200 |
-0.0014 |
US12544ABL89
/ CHL Mortgage Pass-Through Trust 2006-18
|
|
|
|
|
|
0.29
|
-2.68 |
0.0199 |
-0.0018 |
US74922EAQ26
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A15
|
|
|
|
|
|
0.29
|
|
0.0199 |
0.0199 |
US02150EAL74
/ Alternative Loan Trust 2007-5CB
|
|
|
|
|
|
0.29
|
-2.68 |
0.0198 |
-0.0017 |
US25157GCJ94
/ Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
|
|
|
|
|
|
0.29
|
8.21 |
0.0198 |
0.0004 |
US12667GM426
/ Alternative Loan Trust, Series 2005-27, Class 1A6
|
|
|
|
|
|
0.29
|
-0.34 |
0.0198 |
-0.0012 |
US3136BAF902
/ FNMA, REMIC, Series 2020-49, Class GA
|
|
|
|
|
|
0.29
|
-1.70 |
0.0197 |
-0.0016 |
MASTR Alternative Loan Trust 2003-6
/ ABS-MBS (US576434GQ17) |
|
|
|
|
|
0.29
|
-2.70 |
0.0197 |
-0.0018 |
MASTR Alternative Loan Trust 2003-6
/ ABS-MBS (US576434GQ17) |
|
|
|
|
|
0.29
|
-2.70 |
0.0197 |
-0.0018 |
HarborView Mortgage Loan Trust 2006-6
/ ABS-MBS (US41161UAA07) |
|
|
|
|
|
0.29
|
-0.35 |
0.0196 |
-0.0013 |
HarborView Mortgage Loan Trust 2006-6
/ ABS-MBS (US41161UAA07) |
|
|
|
|
|
0.29
|
-0.35 |
0.0196 |
-0.0013 |
US65535AAA25
/ NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1
|
|
|
|
|
|
0.29
|
-1.71 |
0.0196 |
-0.0016 |
US00842DAC74
/ Agate Bay Mortgage Trust 2015-6
|
|
|
|
|
|
0.29
|
-5.63 |
0.0195 |
-0.0024 |
US31395B4E06
/ Fannie Mae REMICS
|
|
|
|
|
|
0.29
|
-1.72 |
0.0194 |
-0.0016 |
US41164YAB74
/ HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1
|
|
|
|
|
|
0.28
|
-1.05 |
0.0194 |
-0.0013 |
US525245AC07
/ LXS 2007-3 1BA1
|
|
|
|
|
|
0.28
|
1.07 |
0.0194 |
-0.0010 |
US59020U4S19
/ Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1
|
|
|
|
|
|
0.28
|
-5.33 |
0.0194 |
-0.0023 |
US02148KAQ76
/ Alternative Loan Trust 2006-40T1
|
|
|
|
|
|
0.28
|
-0.70 |
0.0194 |
-0.0013 |
US93934FGL04
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 4CB1
|
|
|
|
|
|
0.28
|
-2.41 |
0.0193 |
-0.0017 |
CSMC Series 2014-6R
/ ABS-MBS (US12648PCE51) |
|
|
|
|
|
0.28
|
-6.91 |
0.0193 |
-0.0027 |
US378961AQ98
/ GLOBAL MORTGAGE SECURITIZATION GMSL 2005 A A2 144A
|
|
|
|
|
|
0.28
|
-9.62 |
0.0192 |
-0.0034 |
US66988YAC66
/ NovaStar Mortgage Funding Trust Series 2006-5
|
|
|
|
|
|
0.28
|
-0.35 |
0.0192 |
-0.0012 |
US74923WAK45
/ RALI Series 2007-QS7 Trust
|
|
|
|
|
|
0.28
|
-4.75 |
0.0192 |
-0.0022 |
US93934NAR61
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust
|
|
|
|
|
|
0.28
|
-1.40 |
0.0192 |
-0.0014 |
US12667GF818
/ Alternative Loan Trust 2005-J7
|
|
|
|
|
|
0.28
|
-0.71 |
0.0192 |
-0.0013 |
US12667GUE15
/ Alternative Loan Trust 2005-29CB
|
|
|
|
|
|
0.28
|
-6.95 |
0.0192 |
-0.0027 |
US41162GAA04
/ HarborView Mortgage Loan Trust 2006-11
|
|
|
|
|
|
0.28
|
|
0.0192 |
0.0192 |
US45660L4C08
/ Residential Asset Securitization Trust 2005-A15
|
|
|
|
|
|
0.28
|
-2.10 |
0.0191 |
-0.0016 |
US36244WAB54
/ GSAMP Trust 2006-S5
|
|
|
|
|
|
0.28
|
10.28 |
0.0191 |
0.0007 |
US94985FAH10
/ Wells Fargo Alternative Loan 2007-PA2 Trust
|
|
|
|
|
|
0.28
|
-2.46 |
0.0190 |
-0.0017 |
US52520MEZ23
/ Lehman Mortgage Trust 2006-1
|
|
|
|
|
|
0.28
|
|
0.0189 |
0.0189 |
US073879L557
/ Bear Stearns Asset Backed Securities I Trust 2005-AC6
|
|
|
|
|
|
0.28
|
0.36 |
0.0189 |
-0.0011 |
US02146TAJ60
/ Alternative Loan Trust
|
|
|
|
|
|
0.28
|
-1.78 |
0.0188 |
-0.0015 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.28
|
-2.48 |
0.0188 |
-0.0017 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.28
|
-2.48 |
0.0188 |
-0.0017 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.28
|
|
0.0188 |
0.0188 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.28
|
|
0.0188 |
0.0188 |
US55292EAA82
/ Mastr Resecuritization Trust 2008-1
|
|
|
|
|
|
0.27
|
-2.14 |
0.0187 |
-0.0015 |
US31397H6P87
/ FREDDIE MAC REMICS FHR 3311 FN
|
|
|
|
|
|
0.27
|
|
0.0187 |
0.0187 |
US12566TAM99
/ CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A12
|
|
|
|
|
|
0.27
|
-1.44 |
0.0187 |
-0.0014 |
US17307G4H88
/ Citigroup Mortgage Loan Trust 2006-WF1
|
|
|
|
|
|
0.27
|
-0.73 |
0.0186 |
-0.0013 |
US3137FQNW91
/ Freddie Mac REMICS
|
|
|
|
|
|
0.27
|
0.00 |
0.0186 |
-0.0011 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
|
0.0186 |
0.0186 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
|
0.0186 |
0.0186 |
US92922FG778
/ WAMU 05-AR4 A5 4.6787% 4/25/35 4.21583000
|
|
|
|
|
|
0.27
|
|
0.0185 |
0.0185 |
New Century Alternative Mortgage Loan Trust 2006-ALT2
/ ABS-MBS (US643529AC47) |
|
|
|
|
|
0.27
|
-6.23 |
0.0185 |
-0.0024 |
US09774XBN12
/ BCMSC Trust 2000-A
|
|
|
|
|
|
0.27
|
-6.55 |
0.0185 |
-0.0025 |
US36297TAE29
/ GSR Mortgage Loan Trust 2006-AR2
|
|
|
|
|
|
0.27
|
-0.74 |
0.0185 |
-0.0013 |
US61762BBV62
/ Morgan Stanley Reremic Trust
|
|
|
|
|
|
0.27
|
-0.74 |
0.0184 |
-0.0013 |
US05951GBV32
/ BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A31
|
|
|
|
|
|
0.27
|
0.00 |
0.0184 |
-0.0011 |
US12669GXF35
/ Reperforming Loan REMIC Trust 2005-R1
|
|
|
|
|
|
0.27
|
|
0.0183 |
0.0183 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
-2.91 |
0.0183 |
-0.0016 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
-2.91 |
0.0183 |
-0.0016 |
US25150XAR35
/ Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA5/DE
|
|
|
|
|
|
0.27
|
|
0.0182 |
0.0182 |
US16162WPG86
/ Chase Mortgage Finance Trust Series 2005-A1
|
|
|
|
|
|
0.27
|
-0.74 |
0.0182 |
-0.0012 |
US46631NAT63
/ JP Morgan Mortgage Trust 2007-S3
|
|
|
|
|
|
0.27
|
-0.37 |
0.0182 |
-0.0012 |
US31397KYA32
/ FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A
|
|
|
|
|
|
0.27
|
0.00 |
0.0182 |
-0.0011 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
-23.78 |
0.0182 |
-0.0071 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
-23.78 |
0.0182 |
-0.0071 |
Securitized Asset Backed Receivables LLC Trust 2005-EC1
/ ABS-MBS (US81375WDF05) |
|
|
|
|
|
0.27
|
-1.85 |
0.0182 |
-0.0014 |
Securitized Asset Backed Receivables LLC Trust 2005-EC1
/ ABS-MBS (US81375WDF05) |
|
|
|
|
|
0.27
|
-1.85 |
0.0182 |
-0.0014 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.27
|
-2.56 |
0.0182 |
-0.0016 |
US55275SAN09
/ MASTR Alternative Loan Trust 2007-1
|
|
|
|
|
|
0.27
|
-5.67 |
0.0182 |
-0.0023 |
US87804AAB89
/ TBW Mortgage-Backed Trust Series 2006-3
|
|
|
|
|
|
0.27
|
-2.21 |
0.0181 |
-0.0016 |
US525245AD89
/ Lehman XS Trust 2007-3
|
|
|
|
|
|
0.27
|
0.38 |
0.0181 |
-0.0011 |
US749241AA33
/ RALI Series 2007-QH9 Trust
|
|
|
|
|
|
0.26
|
-1.86 |
0.0180 |
-0.0014 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.26
|
-6.71 |
0.0180 |
-0.0025 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.26
|
-6.71 |
0.0180 |
-0.0025 |
US31397FLU48
/ Freddie Mac REMICS
|
|
|
|
|
|
0.26
|
-4.71 |
0.0180 |
-0.0020 |
US126378BC10
/ CSMC Mortgage-Backed Trust 2007-1
|
|
|
|
|
|
0.26
|
-2.96 |
0.0179 |
-0.0017 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.26
|
-4.03 |
0.0179 |
-0.0019 |
US059487AW83
/ BOAA 2006-6 2A8
|
|
|
|
|
|
0.26
|
0.38 |
0.0179 |
-0.0011 |
US5899296M54
/ MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2003-H CL A1 V/R REGD 2.34800000
|
|
|
|
|
|
0.26
|
-5.09 |
0.0179 |
-0.0020 |
US12667GPC14
/ Alternative Loan Trust 2005-24
|
|
|
|
|
|
0.26
|
-1.51 |
0.0178 |
-0.0013 |
US16678RAL15
/ CCMFC 2003-4A B1
|
|
|
|
|
|
0.26
|
-5.78 |
0.0178 |
-0.0022 |
US12555DAB10
/ CIM Trust, Series 2019-INV1, Class A2
|
|
|
|
|
|
0.26
|
-6.14 |
0.0178 |
-0.0023 |
US83613AAR32
/ SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A3
|
|
|
|
|
|
0.26
|
-1.52 |
0.0177 |
-0.0014 |
US32027NFF33
/ FFML 2003-FF5 M3
|
|
|
|
|
|
0.26
|
-0.39 |
0.0176 |
-0.0011 |
US16165YAA01
/ ChaseFlex Trust Series 2007-M1
|
|
|
|
|
|
0.26
|
-1.90 |
0.0176 |
-0.0014 |
Bear Stearns ARM Trust 2006-2
/ ABS-MBS (US07388DAR98) |
|
|
|
|
|
0.26
|
-0.77 |
0.0176 |
-0.0012 |
Bear Stearns ARM Trust 2006-2
/ ABS-MBS (US07388DAR98) |
|
|
|
|
|
0.26
|
-0.77 |
0.0176 |
-0.0012 |
Bear Stearns ARM Trust 2006-2
/ ABS-MBS (US07388DAR98) |
|
|
|
|
|
0.26
|
-0.77 |
0.0176 |
-0.0012 |
US33852AAL17
/ Flagstar Mortgage Trust 2019-1
|
|
|
|
|
|
0.26
|
-2.28 |
0.0176 |
-0.0014 |
US059496AA70
/ Banc of America Alternative Loan Trust 2007-1
|
|
|
|
|
|
0.26
|
0.00 |
0.0175 |
-0.0010 |
US00842AAE91
/ Agate Bay Mortgage Trust 2015-4
|
|
|
|
|
|
0.26
|
-0.39 |
0.0174 |
-0.0011 |
US61915RBY18
/ MortgageIT Mortgage Loan Trust, Series 2006-1, Class 1A1
|
|
|
|
|
|
0.26
|
-2.67 |
0.0174 |
-0.0016 |
US81745DAN12
/ Sequoia Mortgage Trust 2013-9
|
|
|
|
|
|
0.25
|
61.78 |
0.0173 |
0.0059 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.25
|
-3.44 |
0.0173 |
-0.0017 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.25
|
-3.44 |
0.0173 |
-0.0017 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.25
|
-3.44 |
0.0173 |
-0.0017 |
US12669FKT92
/ COUNTRYWIDE HOME LOANS CWHL 2004 2 3A1
|
|
|
|
|
|
0.25
|
-0.78 |
0.0173 |
-0.0012 |
US362341Q854
/ GSR Mortgage Loan Trust 2005-9F
|
|
|
|
|
|
0.25
|
-1.18 |
0.0172 |
-0.0012 |
US05946XM832
/ Banc of America Funding Trust, Series 2005-6, Class 1A8
|
|
|
|
|
|
0.25
|
0.40 |
0.0172 |
-0.0010 |
RALI Series 2006-QS9 Trust
/ ABS-MBS (US75115CAA53) |
|
|
|
|
|
0.25
|
-1.57 |
0.0172 |
-0.0013 |
RALI Series 2006-QS9 Trust
/ ABS-MBS (US75115CAA53) |
|
|
|
|
|
0.25
|
-1.57 |
0.0172 |
-0.0013 |
US61759HAZ01
/ MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A
|
|
|
|
|
|
0.25
|
-0.79 |
0.0171 |
-0.0012 |
US46591KAZ66
/ JP Morgan Mortgage Trust 2019-8
|
|
|
|
|
|
0.25
|
46.20 |
0.0171 |
0.0047 |
US31394E7L68
/ Fannie Mae REMICS
|
|
|
|
|
|
0.25
|
-7.06 |
0.0171 |
-0.0024 |
US86359WAA36
/ Structured Asset Securities Corp Mortgage Loan Trust 2006-S3
|
|
|
|
|
|
0.25
|
-0.80 |
0.0169 |
-0.0011 |
US161639BH17
/ CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A3 3A1
|
|
|
|
|
|
0.25
|
-8.52 |
0.0169 |
-0.0027 |
US589929S412
/ MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1
|
|
|
|
|
|
0.25
|
-7.87 |
0.0168 |
-0.0025 |
US3137FHEB56
/ FREDDIE MAC FHR 4821 FA
|
|
|
|
|
|
0.25
|
-4.65 |
0.0168 |
-0.0019 |
US2254585Y02
/ CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1
|
|
|
|
|
|
0.25
|
-1.99 |
0.0168 |
-0.0014 |
US3136APKQ40
/ Fannie Mae REMICS
|
|
|
|
|
|
0.25
|
-3.16 |
0.0167 |
-0.0016 |
US45660L4G12
/ RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1
|
|
|
|
|
|
0.24
|
-8.99 |
0.0166 |
-0.0027 |
US31396X3H55
/ Fannie Mae REMICS
|
|
|
|
|
|
0.24
|
-1.62 |
0.0166 |
-0.0013 |
US32051GW766
/ FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA2 2A1
|
|
|
|
|
|
0.24
|
-0.82 |
0.0165 |
-0.0012 |
US86359BJV45
/ SASC 2004-6XS M1
|
|
|
|
|
|
0.24
|
-2.82 |
0.0165 |
-0.0015 |
US3136B5ZS71
/ Fannie Mae REMICS
|
|
|
|
|
|
0.24
|
-3.61 |
0.0164 |
-0.0016 |
US02148YAE41
/ CWALT 2006-42 1A5
|
|
|
|
|
|
0.24
|
-2.85 |
0.0163 |
-0.0015 |
CHL Mortgage Pass-Through Trust 2007-11
/ ABS-MBS (US12544LAM37) |
|
|
|
|
|
0.24
|
-1.24 |
0.0163 |
-0.0012 |
CHL Mortgage Pass-Through Trust 2007-11
/ ABS-MBS (US12544LAM37) |
|
|
|
|
|
0.24
|
-1.24 |
0.0163 |
-0.0012 |
CHL Mortgage Pass-Through Trust 2007-11
/ ABS-MBS (US12544LAM37) |
|
|
|
|
|
0.24
|
-1.24 |
0.0163 |
-0.0012 |
US3137A6DK58
/ Freddie Mac REMICS
|
|
|
|
|
|
0.24
|
2.15 |
0.0163 |
-0.0006 |
Credit Suisse First Boston Mortgage Securities Corp
/ ABS-MBS (US2254582K35) |
|
|
|
|
|
0.24
|
|
0.0162 |
0.0162 |
US362341AQ28
/ GSAA HOME EQUITY TRUST GSAA 2005 7 AF4
|
|
|
|
|
|
0.24
|
6.25 |
0.0162 |
0.0000 |
US87804AAA07
/ TBW Mortgage-Backed Trust Series 2006-3
|
|
|
|
|
|
0.24
|
-1.26 |
0.0162 |
-0.0012 |
US86362XAA63
/ Structured Asset Mortgage Investments II Trust 2007-AR1
|
|
|
|
|
|
0.24
|
-89.41 |
0.0161 |
-0.2699 |
US05946XVS97
/ Banc of America Funding 2005-3 Trust
|
|
|
|
|
|
0.24
|
0.86 |
0.0161 |
-0.0008 |
RALI Series 2006-QS3 Trust
/ ABS-MBS (US761118XX18) |
|
|
|
|
|
0.24
|
-1.26 |
0.0161 |
-0.0012 |
Government National Mortgage Association
/ ABS-MBS (US38377YXG06) |
|
|
|
|
|
0.23
|
-4.49 |
0.0160 |
-0.0017 |
US12543RAR03
/ CHL Mortgage Pass-Through Trust 2007-3
|
|
|
|
|
|
0.23
|
-3.70 |
0.0160 |
-0.0016 |
US12668A2N44
/ Alternative Loan Trust 2005-70CB
|
|
|
|
|
|
0.23
|
-2.90 |
0.0160 |
-0.0015 |
US12668AKV60
/ Alternative Loan Trust 2005-53T2
|
|
|
|
|
|
0.23
|
4.93 |
0.0160 |
-0.0002 |
US02146QAA13
/ CORP CMO
|
|
|
|
|
|
0.23
|
-0.43 |
0.0160 |
-0.0010 |
US3137BR4G78
/ Freddie Mac REMICS
|
|
|
|
|
|
0.23
|
|
0.0159 |
0.0159 |
US126670KK30
/ Countrywide Asset-Backed Certificates, Series 2005-AB4, Class 2A1
|
|
|
|
|
|
0.23
|
-0.85 |
0.0159 |
-0.0011 |
US761119AH97
/ Residential Asset Securitization Trust 2006-A8
|
|
|
|
|
|
0.23
|
-2.93 |
0.0159 |
-0.0014 |
US362341ZV48
/ GSAA Home Equity Trust 2005-14
|
|
|
|
|
|
0.23
|
-2.11 |
0.0159 |
-0.0013 |
US41161PPN77
/ HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1
|
|
|
|
|
|
0.23
|
-1.69 |
0.0158 |
-0.0012 |
US59001FAQ46
/ MMLT 2004-1 M1
|
|
|
|
|
|
0.23
|
|
0.0158 |
0.0158 |
US3136B5XC48
/ FANNIE MAE FNR 2019 46 FG
|
|
|
|
|
|
0.23
|
-5.35 |
0.0157 |
-0.0019 |
US64352VQC80
/ New Century Home Equity Loan Trust 2006-S1
|
|
|
|
|
|
0.23
|
-0.86 |
0.0157 |
-0.0011 |
US36185MEC29
/ GMACM 2006-J1 A2
|
|
|
|
|
|
0.23
|
|
0.0157 |
0.0157 |
US12669GQ951
/ CHL Mortgage Pass-Through Trust 2005-15
|
|
|
|
|
|
0.23
|
-0.87 |
0.0156 |
-0.0011 |
US92925VAA89
/ WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust
|
|
|
|
|
|
0.23
|
-2.98 |
0.0156 |
-0.0015 |
US12668AX754
/ COUNTRYWIDE ALTERNATIVE
|
|
|
|
|
|
0.23
|
-1.31 |
0.0155 |
-0.0012 |
US38379QFL41
/ Government National Mortgage Association
|
|
|
|
|
|
0.23
|
1.80 |
0.0154 |
-0.0007 |
US61744CKP04
/ Morgan Stanley ABS Capital I Inc Trust 2005-HE1
|
|
|
|
|
|
0.23
|
-2.59 |
0.0154 |
-0.0014 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.22
|
|
0.0153 |
0.0153 |
RFMSI Series 2006-S7 Trust
/ ABS-MBS (US74958AAJ34) |
|
|
|
|
|
0.22
|
-0.45 |
0.0153 |
-0.0010 |
RFMSI Series 2006-S7 Trust
/ ABS-MBS (US74958AAJ34) |
|
|
|
|
|
0.22
|
-0.45 |
0.0153 |
-0.0010 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.22
|
-3.04 |
0.0152 |
-0.0015 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.22
|
-3.04 |
0.0152 |
-0.0015 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.22
|
-3.04 |
0.0152 |
-0.0015 |
US126673CB61
/ COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC3 M2
|
|
|
|
|
|
0.22
|
-3.49 |
0.0151 |
-0.0015 |
US65538PAD06
/ NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUS NAA 2007-1 1A3
|
|
|
|
|
|
0.22
|
12.18 |
0.0151 |
0.0008 |
US92922FTJ74
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A1
|
|
|
|
|
|
0.22
|
-0.90 |
0.0151 |
-0.0010 |
US863579B236
/ STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 1A
|
|
|
|
|
|
0.22
|
-0.45 |
0.0150 |
-0.0010 |
US89179TAA25
/ Towd Point Mortgage Trust, Series 2021-R1, Class A1
|
|
|
|
|
|
0.22
|
-0.46 |
0.0149 |
-0.0009 |
US81376YAC57
/ SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B
|
|
|
|
|
|
0.22
|
0.00 |
0.0149 |
-0.0009 |
Bear Stearns ALT-A Trust 2004-4
/ ABS-MBS (US07386HHV69) |
|
|
|
|
|
0.22
|
1.88 |
0.0149 |
-0.0006 |
Bear Stearns ALT-A Trust 2004-4
/ ABS-MBS (US07386HHV69) |
|
|
|
|
|
0.22
|
1.88 |
0.0149 |
-0.0006 |
Bear Stearns ALT-A Trust 2004-4
/ ABS-MBS (US07386HHV69) |
|
|
|
|
|
0.22
|
1.88 |
0.0149 |
-0.0006 |
US12543RAP47
/ CHL Mortgage Pass-Through Trust 2007-3
|
|
|
|
|
|
0.22
|
-2.25 |
0.0148 |
-0.0013 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.22
|
-4.82 |
0.0148 |
-0.0017 |
US04541GNA66
/ Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9
|
|
|
|
|
|
0.22
|
-3.15 |
0.0147 |
-0.0014 |
US362334JV70
/ GSR Mortgage Loan Trust, Series 2006-3F, Class 2A7
|
|
|
|
|
|
0.22
|
0.47 |
0.0147 |
-0.0008 |
US74922MAA99
/ RALI Trust, Series 2006-QA6, Class A1
|
|
|
|
|
|
0.22
|
-1.83 |
0.0147 |
-0.0012 |
US126380BZ68
/ CSMC 2006-9 4A13
|
|
|
|
|
|
0.21
|
|
0.0146 |
0.0146 |
US45669AAB08
/ IndyMac INDA Mortgage Loan Trust 2007-AR1
|
|
|
|
|
|
0.21
|
0.00 |
0.0146 |
-0.0009 |
US16678RDL87
/ CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A
|
|
|
|
|
|
0.21
|
-5.33 |
0.0146 |
-0.0017 |
US61748HRS21
/ Morgan Stanley Mortgage Loan Trust 2005-10
|
|
|
|
|
|
0.21
|
-0.93 |
0.0146 |
-0.0011 |
US576433D529
/ MASTR Adjustable Rate Mortgages Trust 2005-7
|
|
|
|
|
|
0.21
|
-1.39 |
0.0145 |
-0.0011 |
US94983RAD61
/ Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
|
|
|
|
|
|
0.21
|
-3.62 |
0.0145 |
-0.0015 |
US31395WT985
/ Freddie Mac REMICS
|
|
|
|
|
|
0.21
|
-3.20 |
0.0145 |
-0.0014 |
Government National Mortgage Association
/ ABS-MBS (US38384ELE31) |
|
|
|
|
|
0.21
|
-4.07 |
0.0145 |
-0.0016 |
Government National Mortgage Association
/ ABS-MBS (US38384ELE31) |
|
|
|
|
|
0.21
|
-4.07 |
0.0145 |
-0.0016 |
US59020U2H71
/ Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 2A1E
|
|
|
|
|
|
0.21
|
-1.86 |
0.0144 |
-0.0012 |
US411640AB10
/ HarborView Mortgage Loan Trust 2007-7
|
|
|
|
|
|
0.21
|
|
0.0144 |
0.0144 |
US02146TAX54
/ Alternative Loan Trust 2006-24CB
|
|
|
|
|
|
0.21
|
-1.87 |
0.0144 |
-0.0012 |
US36266WAD48
/ GSR Mortgage Loan Trust 2006-10F
|
|
|
|
|
|
0.21
|
-1.87 |
0.0143 |
-0.0011 |
US86358EE771
/ STRUCTURED ASSET INVESTMENT LO SAIL 2006 2 A4
|
|
|
|
|
|
0.21
|
-1.88 |
0.0143 |
-0.0012 |
US32056JAE47
/ FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2
|
|
|
|
|
|
0.21
|
362.22 |
0.0142 |
0.0110 |
US74929CAG15
/ RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A
|
|
|
|
|
|
0.21
|
7.77 |
0.0142 |
0.0002 |
US12566WAC47
/ CitiMortgage Alternative Loan Trust Series 2007-A5
|
|
|
|
|
|
0.21
|
-1.90 |
0.0142 |
-0.0012 |
US02147TAC09
/ CWALT 2006-28CB A3
|
|
|
|
|
|
0.21
|
1.47 |
0.0142 |
-0.0006 |
US059522AF99
/ Banc of America Funding 2007-C Trust
|
|
|
|
|
|
0.21
|
-0.48 |
0.0142 |
-0.0010 |
Banc of America Funding 2010-R6 Trust
/ ABS-MBS (US05956EAP79) |
|
|
|
|
|
0.21
|
-2.82 |
0.0141 |
-0.0013 |
Banc of America Funding 2010-R6 Trust
/ ABS-MBS (US05956EAP79) |
|
|
|
|
|
0.21
|
-2.82 |
0.0141 |
-0.0013 |
Banc of America Funding 2010-R6 Trust
/ ABS-MBS (US05956EAP79) |
|
|
|
|
|
0.21
|
-2.82 |
0.0141 |
-0.0013 |
US06606TAK79
/ BankAmerica Manufactured Housing Contract Trust
|
|
|
|
|
|
0.21
|
-10.04 |
0.0141 |
-0.0025 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.21
|
-5.09 |
0.0140 |
-0.0017 |
US46646BAG32
/ JP Morgan Mortgage Trust 2016-1
|
|
|
|
|
|
0.20
|
-0.49 |
0.0139 |
-0.0009 |
US12667GGA58
/ Alternative Loan Trust 2005-19CB
|
|
|
|
|
|
0.20
|
343.48 |
0.0139 |
0.0106 |
US12669GPR64
/ CHL Mortgage Pass-Through Trust 2005-2
|
|
|
|
|
|
0.20
|
4.62 |
0.0139 |
-0.0002 |
US74928UBB26
/ RBSSP Resecuritization Trust 2009-12
|
|
|
|
|
|
0.20
|
-4.25 |
0.0139 |
-0.0015 |
US3136ANPY70
/ Fannie Mae REMICS
|
|
|
|
|
|
0.20
|
-4.25 |
0.0139 |
-0.0015 |
US552732AA78
/ MFA 2021-INV2 Trust, Series 2021-INV2, Class A1
|
|
|
|
|
|
0.20
|
81.25 |
0.0139 |
0.0058 |
US02149LAA98
/ Alternative Loan Trust 2007-OA2
|
|
|
|
|
|
0.20
|
-5.58 |
0.0139 |
-0.0017 |
US64352VLN90
/ NEW CENTURY HOME EQUITY LOAN T NCHET 2005 3 M5
|
|
|
|
|
|
0.20
|
-8.56 |
0.0139 |
-0.0023 |
US759950AY43
/ Renaissance Home Equity Loan Trust, Series 2003-2, Class M1
|
|
|
|
|
|
0.20
|
|
0.0138 |
0.0138 |
US3136A6YV03
/ SINGLE FAMILY ARM
|
|
|
|
|
|
0.20
|
-5.16 |
0.0138 |
-0.0017 |
US12667GJ463
/ CMO
|
|
|
|
|
|
0.20
|
-0.98 |
0.0138 |
-0.0010 |
US41161PVF79
/ HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A
|
|
|
|
|
|
0.20
|
|
0.0138 |
0.0138 |
US3136B6K369
/ Fannie Mae REMICS
|
|
|
|
|
|
0.20
|
|
0.0138 |
0.0138 |
US05949A6L94
/ BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 3A1
|
|
|
|
|
|
0.20
|
-0.99 |
0.0137 |
-0.0009 |
US362351AC21
/ GSAA Home Equity Trust 2006-20
|
|
|
|
|
|
0.20
|
|
0.0137 |
0.0137 |
US41161PHB22
/ HarborView Mortgage Loan Trust 2004-8
|
|
|
|
|
|
0.20
|
-3.40 |
0.0136 |
-0.0013 |
US05950GAB95
/ Banc of America Mortgage 2006-2 Trust
|
|
|
|
|
|
0.20
|
-2.93 |
0.0136 |
-0.0012 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.20
|
-23.75 |
0.0136 |
-0.0053 |
US05949CCA27
/ BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2
|
|
|
|
|
|
0.20
|
3.65 |
0.0136 |
-0.0003 |
US007036JA51
/ ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1
|
|
|
|
|
|
0.20
|
-1.97 |
0.0136 |
-0.0011 |
US94984NAA00
/ WFMBS_06-AR16
|
|
|
|
|
|
0.20
|
-6.57 |
0.0136 |
-0.0019 |
US12667GKC68
/ ALTERNATIVE LOAN TRUST 2005-21CB SER 2005-21CB CL A3 REGD 5.25000000
|
|
|
|
|
|
0.20
|
-3.86 |
0.0136 |
-0.0014 |
US55265WCK71
/ MASTR SEASONED SECURITIZATION TRUST 2005-1 MSSTR 2005-1 4A1
|
|
|
|
|
|
0.20
|
-2.46 |
0.0136 |
-0.0012 |
RFMSI Series 2007-S3 Trust
/ ABS-MBS (US74958BAL62) |
|
|
|
|
|
0.20
|
0.00 |
0.0136 |
-0.0008 |
RFMSI Series 2007-S3 Trust
/ ABS-MBS (US74958BAL62) |
|
|
|
|
|
0.20
|
0.00 |
0.0136 |
-0.0008 |
US38144RAC16
/ GSAA Home Equity Trust 2007-8
|
|
|
|
|
|
0.20
|
16.57 |
0.0135 |
0.0012 |
INABS
/ Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A
|
|
|
|
|
|
0.20
|
-1.01 |
0.0135 |
-0.0009 |
US3137ASEM22
/ Freddie Mac REMICS
|
|
|
|
|
|
0.20
|
-3.90 |
0.0134 |
-0.0014 |
US2254W0PH20
/ CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 11 8A4
|
|
|
|
|
|
0.20
|
-1.01 |
0.0134 |
-0.0010 |
US761118BS60
/ RALI Series 2005-QA8 Trust
|
|
|
|
|
|
0.20
|
-1.51 |
0.0134 |
-0.0010 |
US67448VAG59
/ OBX 2020-EXP2 TR 3% 05/25/2060 144A
|
|
|
|
|
|
0.20
|
-3.92 |
0.0134 |
-0.0014 |
US03465WAC55
/ Angel Oak Mortgage Trust 2023-1
|
|
|
|
|
|
0.20
|
-2.97 |
0.0134 |
-0.0013 |
US31396XZA52
/ Fannie Mae REMICS
|
|
|
|
|
|
0.20
|
-1.52 |
0.0133 |
-0.0010 |
US12668AU453
/ CMO
|
|
|
|
|
|
0.19
|
0.00 |
0.0133 |
-0.0008 |
US12668BTE38
/ Alternative Loan Trust 2006-J2
|
|
|
|
|
|
0.19
|
2.65 |
0.0132 |
-0.0005 |
US576433UM63
/ MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7
|
|
|
|
|
|
0.19
|
-1.52 |
0.0132 |
-0.0011 |
US36242DJ209
/ GSR MORTGAGE LOAN TRUST GSR 2005 AR2 5A1
|
|
|
|
|
|
0.19
|
3,116.67 |
0.0132 |
0.0127 |
US576433G423
/ MASTR Adjustable Rate Mortgages Trust 2006-OA1
|
|
|
|
|
|
0.19
|
1.05 |
0.0132 |
-0.0006 |
US126694C630
/ CHL Mortgage Pass-Through Trust 2006-HYB2
|
|
|
|
|
|
0.19
|
-6.76 |
0.0132 |
-0.0018 |
GreenPoint Mortgage Funding Trust 2006-AR2
/ ABS-MBS (US39538WGG78) |
|
|
|
|
|
0.19
|
-0.52 |
0.0131 |
-0.0009 |
GreenPoint Mortgage Funding Trust 2006-AR2
/ ABS-MBS (US39538WGG78) |
|
|
|
|
|
0.19
|
-0.52 |
0.0131 |
-0.0009 |
GreenPoint Mortgage Funding Trust 2006-AR2
/ ABS-MBS (US39538WGG78) |
|
|
|
|
|
0.19
|
-0.52 |
0.0131 |
-0.0009 |
US46629AAN19
/ JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A13
|
|
|
|
|
|
0.19
|
-1.03 |
0.0131 |
-0.0010 |
Origen Manufactured Housing Contract Trust 2002-A
/ ABS-O (US68619AAR86) |
|
|
|
|
|
0.19
|
|
0.0131 |
0.0131 |
Origen Manufactured Housing Contract Trust 2002-A
/ ABS-O (US68619AAR86) |
|
|
|
|
|
0.19
|
|
0.0131 |
0.0131 |
US43710BAC00
/ Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 2A2
|
|
|
|
|
|
0.19
|
21.66 |
0.0130 |
0.0017 |
US41161PQU02
/ HarborView Mortgage Loan Trust, Series 2005-8, Class 1A2A
|
|
|
|
|
|
0.19
|
-6.86 |
0.0130 |
-0.0018 |
US86363GAD60
/ SARM 2007-3 2A1
|
|
|
|
|
|
0.19
|
-0.52 |
0.0130 |
-0.0009 |
US69337HBG56
/ PHH Alternative Mortgage Trust
|
|
|
|
|
|
0.19
|
-0.53 |
0.0129 |
-0.0008 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.19
|
-1.56 |
0.0129 |
-0.0010 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.19
|
-1.56 |
0.0129 |
-0.0010 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.19
|
-1.56 |
0.0129 |
-0.0010 |
US52521JAB52
/ LEHMAN MORTGAGE TRUST LMT 2007 3 1A2
|
|
|
|
|
|
0.19
|
0.00 |
0.0129 |
-0.0008 |
US12544KAA16
/ CHL Mortgage Pass-Through Trust 2007-17
|
|
|
|
|
|
0.19
|
0.00 |
0.0129 |
-0.0008 |
US02152ABS78
/ Alternative Loan Trust 2007-16CB
|
|
|
|
|
|
0.19
|
-2.07 |
0.0129 |
-0.0011 |
US02147XAC11
/ Alternative Loan Trust 2006-32CB
|
|
|
|
|
|
0.19
|
-3.09 |
0.0129 |
-0.0012 |
US61749WAN74
/ Morgan Stanley 06-11 2a1 Bond
|
|
|
|
|
|
0.19
|
-1.05 |
0.0129 |
-0.0009 |
Citicorp Mortgage Securities Inc
/ ABS-MBS (US172973N471) |
|
|
|
|
|
0.19
|
-1.57 |
0.0129 |
-0.0010 |
Citicorp Mortgage Securities Inc
/ ABS-MBS (US172973N471) |
|
|
|
|
|
0.19
|
-1.57 |
0.0129 |
-0.0010 |
US3137FPE845
/ Freddie Mac REMICS
|
|
|
|
|
|
0.19
|
-1.05 |
0.0128 |
-0.0009 |
US32051GH650
/ FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1
|
|
|
|
|
|
0.19
|
-0.53 |
0.0128 |
-0.0009 |
US12566VAN29
/ CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A13
|
|
|
|
|
|
0.19
|
|
0.0128 |
0.0128 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.19
|
35.77 |
0.0127 |
0.0028 |
US93363PAD24
/ WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR14 1A4
|
|
|
|
|
|
0.19
|
-1.06 |
0.0127 |
-0.0009 |
US12656YAA55
/ COLT_21-2R
|
|
|
|
|
|
0.19
|
-4.62 |
0.0127 |
-0.0014 |
US04541GQE51
/ ABSHE 2005-HE2 M4
|
|
|
|
|
|
0.19
|
|
0.0127 |
0.0127 |
RALI Series 2006-QS2 Trust
/ ABS-MBS (US761118UV88) |
|
|
|
|
|
0.19
|
-3.14 |
0.0126 |
-0.0012 |
RALI Series 2006-QS2 Trust
/ ABS-MBS (US761118UV88) |
|
|
|
|
|
0.19
|
-3.14 |
0.0126 |
-0.0012 |
RALI Series 2006-QS2 Trust
/ ABS-MBS (US761118UV88) |
|
|
|
|
|
0.19
|
-3.14 |
0.0126 |
-0.0012 |
US17307G2Z05
/ Citigroup Mortgage Loan Trust, Inc., Series 2006-AR1, Class 1A1
|
|
|
|
|
|
0.18
|
2.22 |
0.0126 |
-0.0004 |
US74922KAA34
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1
|
|
|
|
|
|
0.18
|
-2.13 |
0.0126 |
-0.0010 |
US751151AX97
/ RALI Series 2006-QS12 Trust
|
|
|
|
|
|
0.18
|
0.55 |
0.0126 |
-0.0007 |
US452761AC32
/ IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A
|
|
|
|
|
|
0.18
|
-1.08 |
0.0126 |
-0.0009 |
US94985FAG37
/ Wells Fargo Alternative Loan 2007-PA2 Trust
|
|
|
|
|
|
0.18
|
-5.70 |
0.0125 |
-0.0015 |
US38381TV931
/ Government National Mortgage Association
|
|
|
|
|
|
0.18
|
4.00 |
0.0125 |
-0.0002 |
US3137FL2D51
/ Freddie Mac REMICS
|
|
|
|
|
|
0.18
|
-3.72 |
0.0124 |
-0.0012 |
BAFC
/ BANC OF AMERICA FUNDING CORPOR BAFC 2005 5 1A1
|
|
|
|
|
|
0.18
|
-1.63 |
0.0124 |
-0.0010 |
US126694JQ21
/ CHL Mortgage Pass-Through Trust 2005-25
|
|
|
|
|
|
0.18
|
-1.09 |
0.0124 |
-0.0009 |
US61751MAV63
/ Morgan Stanley Mortgage Loan Trust 2007-10XS
|
|
|
|
|
|
0.18
|
-0.55 |
0.0124 |
-0.0008 |
US31398QGG64
/ FREDDIE MAC FHR 3666 FC
|
|
|
|
|
|
0.18
|
-1.09 |
0.0124 |
-0.0009 |
US02147FAQ90
/ Alternative Loan Trust 2006-18CB
|
|
|
|
|
|
0.18
|
2.86 |
0.0123 |
-0.0004 |
US33851FAP27
/ Flagstar Mortgage Trust 2018-6RR
|
|
|
|
|
|
0.18
|
-2.19 |
0.0123 |
-0.0010 |
US761118CX47
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1
|
|
|
|
|
|
0.18
|
-5.29 |
0.0122 |
-0.0014 |
US05951FAA21
/ Banc of America Funding 2007-1 Trust
|
|
|
|
|
|
0.18
|
-1.65 |
0.0122 |
-0.0010 |
Banc of America Alternative Loan Trust 2005-11
/ ABS-MBS (US05948KU648) |
|
|
|
|
|
0.18
|
-0.56 |
0.0122 |
-0.0008 |
US45661SAA15
/ IndyMac INDA Mortgage Loan Trust 2006-AR2
|
|
|
|
|
|
0.18
|
-3.78 |
0.0122 |
-0.0013 |
Banc of America Alternative Loan Trust 2005-11
/ ABS-MBS (US05948KU648) |
|
|
|
|
|
0.18
|
-0.56 |
0.0122 |
-0.0008 |
Banc of America Alternative Loan Trust 2005-11
/ ABS-MBS (US05948KU648) |
|
|
|
|
|
0.18
|
-0.56 |
0.0122 |
-0.0008 |
US007036TA42
/ ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 1A1
|
|
|
|
|
|
0.18
|
-1.68 |
0.0121 |
-0.0009 |
US05946XG982
/ BAFC 2005-H 1A1
|
|
|
|
|
|
0.18
|
-1.12 |
0.0120 |
-0.0009 |
US46628BBF67
/ JPMMT 2006-A6 3A2
|
|
|
|
|
|
0.18
|
-1.68 |
0.0120 |
-0.0010 |
Structured Asset Mortgage Investments II Trust 2004-AR4
/ ABS-MBS (US86359LDW63) |
|
|
|
|
|
0.18
|
-2.22 |
0.0120 |
-0.0010 |
US362334HJ60
/ GSR Mortgage Loan Trust 2006-3F
|
|
|
|
|
|
0.18
|
-1.12 |
0.0120 |
-0.0009 |
Structured Asset Mortgage Investments II Trust 2004-AR4
/ ABS-MBS (US86359LDW63) |
|
|
|
|
|
0.18
|
-2.22 |
0.0120 |
-0.0010 |
US74922UAC71
/ Rali Series 2007-Qs8 Trust
|
|
|
|
|
|
0.18
|
-1.69 |
0.0120 |
-0.0009 |
US94984MAP95
/ WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR14 2A3
|
|
|
|
|
|
0.17
|
-1.69 |
0.0119 |
-0.0009 |
US759950CJ57
/ Renaissance Home Equity Loan Trust, Series 2004-1, Class M4
|
|
|
|
|
|
0.17
|
1.16 |
0.0119 |
-0.0006 |
US12669G2U40
/ CHL Mortgage Pass-Through Trust 2005-16
|
|
|
|
|
|
0.17
|
-4.40 |
0.0119 |
-0.0013 |
US3136BQDK27
/ FANNIE MAE REMICS SER 2023-36 CL AO ZCP 0.00000000
|
|
|
|
|
|
0.17
|
-1.14 |
0.0118 |
-0.0009 |
US76113LAD91
/ Residential Asset Securitization Trust 2006-A10
|
|
|
|
|
|
0.17
|
-1.14 |
0.0118 |
-0.0009 |
US3136A0J654
/ Fannie Mae REMICS
|
|
|
|
|
|
0.17
|
-5.46 |
0.0118 |
-0.0015 |
US590217AB14
/ Merrill Lynch Mortgage Investors Trust Series 2006-RM3
|
|
|
|
|
|
0.17
|
-1.70 |
0.0118 |
-0.0009 |
US3136ADQP72
/ Fannie Mae REMICS
|
|
|
|
|
|
0.17
|
-6.52 |
0.0118 |
-0.0016 |
US46629DAW56
/ JP Morgan Mortgage Trust 2006-A7
|
|
|
|
|
|
0.17
|
-3.91 |
0.0118 |
-0.0012 |
Alternative Loan Trust 2006-24CB
/ ABS-MBS (US02146TAB35) |
|
|
|
|
|
0.17
|
-2.27 |
0.0118 |
-0.0010 |
US761119AW64
/ Residential Asset Securitization Trust 2006-A8
|
|
|
|
|
|
0.17
|
-0.58 |
0.0117 |
-0.0008 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.17
|
-0.58 |
0.0117 |
-0.0007 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.17
|
-0.58 |
0.0117 |
-0.0007 |
US12667G7H04
/ Alternative Loan Trust 2005-43
|
|
|
|
|
|
0.17
|
-2.84 |
0.0117 |
-0.0011 |
US81745AAA51
/ SEQUOIA MORTGAGE TRUST 2013-5 SER 2013-5 CL A1 V/R REGD 144A P/P 2.50000000
|
|
|
|
|
|
0.17
|
-0.58 |
0.0116 |
-0.0008 |
US172987AW97
/ Citigroup Mortgage Loan Trust 2006-AR7
|
|
|
|
|
|
0.17
|
|
0.0116 |
0.0116 |
US57643MAH79
/ MASTR Asset Securitization Trust 2004-4
|
|
|
|
|
|
0.17
|
-8.60 |
0.0116 |
-0.0018 |
US17309AAE91
/ CMALT 2006 A1 1A5
|
|
|
|
|
|
0.17
|
-1.74 |
0.0116 |
-0.0009 |
US3137FRHP97
/ FHR 4960 PD Mortgage 2.00% Due 10/25/2049
|
|
|
|
|
|
0.17
|
|
0.0115 |
0.0115 |
US3128HWPJ06
/ Freddie Mac Strips
|
|
|
|
|
|
0.17
|
-3.98 |
0.0115 |
-0.0012 |
US3623413D91
/ GSMPS Mortgage Loan Trust 2006-RP1
|
|
|
|
|
|
0.17
|
76.84 |
0.0115 |
0.0046 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.17
|
-0.59 |
0.0115 |
-0.0008 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.17
|
-0.59 |
0.0115 |
-0.0008 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.17
|
-0.59 |
0.0115 |
-0.0008 |
US12668ABK07
/ Alternative Loan Trust 2005-J10
|
|
|
|
|
|
0.17
|
-6.67 |
0.0115 |
-0.0016 |
US74161BAM72
/ Prime Mortgage Trust 2006-1
|
|
|
|
|
|
0.17
|
1.84 |
0.0114 |
-0.0005 |
RALI Series 2006-QS17 Trust
/ ABS-MBS (US74922SAB43) |
|
|
|
|
|
0.17
|
2.47 |
0.0113 |
-0.0004 |
RALI Series 2006-QS17 Trust
/ ABS-MBS (US74922SAB43) |
|
|
|
|
|
0.17
|
2.47 |
0.0113 |
-0.0004 |
US05946XX573
/ Banc of America Funding Trust
|
|
|
|
|
|
0.17
|
0.61 |
0.0113 |
-0.0006 |
US576433MA18
/ MASTR Adjustable Rate Mortgages Trust 2004-4
|
|
|
|
|
|
0.17
|
0.00 |
0.0113 |
-0.0007 |
US525229BD13
/ CMO
|
|
|
|
|
|
0.16
|
-0.61 |
0.0112 |
-0.0007 |
US466247XG35
/ JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1
|
|
|
|
|
|
0.16
|
-3.55 |
0.0112 |
-0.0011 |
US466247CV31
/ JP Morgan Mortgage Trust 2004-A3
|
|
|
|
|
|
0.16
|
-2.99 |
0.0111 |
-0.0010 |
RALI Series 2006-QS9 Trust
/ ABS-MBS (US75115CAD92) |
|
|
|
|
|
0.16
|
-1.23 |
0.0110 |
-0.0008 |
US16162WGP86
/ CHASE 2004-S2 2A4
|
|
|
|
|
|
0.16
|
-10.06 |
0.0110 |
-0.0020 |
US07386HGG02
/ Bear Stearns ALT-A Trust 2004-3
|
|
|
|
|
|
0.16
|
-3.01 |
0.0110 |
-0.0010 |
US759950BR82
/ RENAISSANCE HOME EQUITY LOAN TRUST 2003-4 RAMC 2003-4 A3
|
|
|
|
|
|
0.16
|
-0.62 |
0.0109 |
-0.0007 |
US126694UL05
/ CHL Mortgage Pass-Through Trust, Series 2005-31, Class 2A1
|
|
|
|
|
|
0.16
|
0.63 |
0.0109 |
-0.0006 |
US16163BAU89
/ CHASE 2006-S2 1A19
|
|
|
|
|
|
0.16
|
-4.79 |
0.0108 |
-0.0013 |
US17307G6K99
/ CITIGROUP MORTGAGE LOAN TRUST 2006-AR2 CMLTI 2006-AR2 1A1
|
|
|
|
|
|
0.16
|
-2.47 |
0.0108 |
-0.0009 |
US12668AYJ86
/ Alternative Loan Trust 2005-57CB
|
|
|
|
|
|
0.16
|
-3.07 |
0.0108 |
-0.0011 |
US525221EN32
/ LEHMAN XS TRUST SERIES 2005-7N SER 2005-7N CL 1A1B V/R REGD 2.30800000
|
|
|
|
|
|
0.16
|
-0.63 |
0.0108 |
-0.0007 |
US12669FUC57
/ CHL Mortgage Pass-Through Trust, Series 2004-9, Class A7
|
|
|
|
|
|
0.16
|
-2.48 |
0.0107 |
-0.0009 |
RALI Series 2006-QS6 Trust
/ ABS-MBS (US74922EAE95) |
|
|
|
|
|
0.16
|
-1.27 |
0.0107 |
-0.0008 |
RALI Series 2006-QS6 Trust
/ ABS-MBS (US74922EAE95) |
|
|
|
|
|
0.16
|
-1.27 |
0.0107 |
-0.0008 |
US362334NB60
/ GSAA Trust
|
|
|
|
|
|
0.16
|
-2.50 |
0.0107 |
-0.0009 |
US59020VAS25
/ Merrill Lynch Mortgage Capital Inc.
|
|
|
|
|
|
0.16
|
-2.52 |
0.0106 |
-0.0009 |
US3136A0NR40
/ FANNIE MAE FNR 2011 71 FA
|
|
|
|
|
|
0.16
|
-4.32 |
0.0106 |
-0.0011 |
US94985GAB23
/ Wells Fargo Alternative Loan Trust, Series 2007-PA3, Class 1A2
|
|
|
|
|
|
0.15
|
-3.14 |
0.0106 |
-0.0009 |
US12668AZX61
/ Alternative Loan Trust 2005-64CB
|
|
|
|
|
|
0.15
|
-1.91 |
0.0106 |
-0.0008 |
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AR4
/ ABS-MBS (US65538DAA37) |
|
|
|
|
|
0.15
|
-0.65 |
0.0105 |
-0.0007 |
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AR4
/ ABS-MBS (US65538DAA37) |
|
|
|
|
|
0.15
|
-0.65 |
0.0105 |
-0.0007 |
US12667FLM58
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J5 M2
|
|
|
|
|
|
0.15
|
-9.94 |
0.0105 |
-0.0018 |
US38378YF955
/ GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 BK
|
|
|
|
|
|
0.15
|
-1.92 |
0.0105 |
-0.0008 |
US17307GQY79
/ Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
0.15
|
-19.05 |
0.0105 |
-0.0032 |
US939344AN72
/ WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 4 3A3
|
|
|
|
|
|
0.15
|
-0.65 |
0.0105 |
-0.0007 |
US05956GAD97
/ BAFC 2010-R8 1A4
|
|
|
|
|
|
0.15
|
-1.29 |
0.0105 |
-0.0008 |
US32052AAE73
/ First Horizon Alternative Mortgage Securities Trust 2006-AA8
|
|
|
|
|
|
0.15
|
-1.29 |
0.0105 |
-0.0008 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.15
|
-6.75 |
0.0104 |
-0.0014 |
US466284AA40
/ JP Morgan Alternative Loan Trust 2006-A5
|
|
|
|
|
|
0.15
|
-3.18 |
0.0104 |
-0.0010 |
US362290AC25
/ GSR Mortgage Loan Trust 2007-AR1
|
|
|
|
|
|
0.15
|
-5.59 |
0.0104 |
-0.0013 |
US05949CFW10
/ Banc of America Mortgage 2005-H Trust
|
|
|
|
|
|
0.15
|
-5.00 |
0.0104 |
-0.0012 |
US3137AJ3X02
/ Freddie Mac REMICS
|
|
|
|
|
|
0.15
|
-5.03 |
0.0104 |
-0.0012 |
US07388DAC20
/ Bear Stearns ARM Trust 2006-2
|
|
|
|
|
|
0.15
|
4.86 |
0.0104 |
-0.0001 |
US16158RAC07
/ CHASE_19-ATR1
|
|
|
|
|
|
0.15
|
-3.82 |
0.0103 |
-0.0010 |
US38377WEZ32
/ Government National Mortgage Association
|
|
|
|
|
|
0.15
|
-1.32 |
0.0103 |
-0.0007 |
US000780NK80
/ ABN AMRO Mortgage Corporation Series 2003-12 Class 1A
|
|
|
|
|
|
0.15
|
108.33 |
0.0103 |
0.0050 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.15
|
-3.85 |
0.0103 |
-0.0011 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.15
|
-3.85 |
0.0103 |
-0.0011 |
US41161PLD32
/ HarborView Mortgage Loan Trust 2005-1
|
|
|
|
|
|
0.15
|
1.35 |
0.0102 |
-0.0005 |
US863579SS83
/ Structured Adjustable Rate Mortgage Loan Trust
|
|
|
|
|
|
0.15
|
-1.32 |
0.0102 |
-0.0008 |
US12662QAC06
/ CSMC 2021-NQM7
|
|
|
|
|
|
0.15
|
-3.87 |
0.0102 |
-0.0011 |
US05948KU804
/ Banc of America Alternative Loan Trust 2005-11
|
|
|
|
|
|
0.15
|
-0.67 |
0.0102 |
-0.0007 |
US86363NAY58
/ STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1
|
|
|
|
|
|
0.15
|
-1.97 |
0.0102 |
-0.0008 |
US576433A715
/ MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1
|
|
|
|
|
|
0.15
|
-1.32 |
0.0102 |
-0.0008 |
US3136AFJD73
/ FEDERAL NATIONAL MORTGAGE ASSOCIATION
|
|
|
|
|
|
0.15
|
-1.33 |
0.0101 |
-0.0007 |
US45660LXN45
/ RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4
|
|
|
|
|
|
0.15
|
-0.67 |
0.0101 |
-0.0007 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.15
|
-2.65 |
0.0101 |
-0.0009 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.15
|
-2.65 |
0.0101 |
-0.0009 |
US3137BSAE33
/ FREDDIE MAC FHR 4620 AF
|
|
|
|
|
|
0.15
|
-3.92 |
0.0101 |
-0.0011 |
Government National Mortgage Association
/ ABS-MBS (US38382KJ792) |
|
|
|
|
|
0.15
|
153.45 |
0.0100 |
0.0058 |
Government National Mortgage Association
/ ABS-MBS (US38382KJ792) |
|
|
|
|
|
0.15
|
153.45 |
0.0100 |
0.0058 |
Alternative Loan Trust 2005-11CB
/ ABS-MBS (US12667GJF19) |
|
|
|
|
|
0.15
|
-2.01 |
0.0100 |
-0.0008 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.15
|
-0.68 |
0.0099 |
-0.0006 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.15
|
-0.68 |
0.0099 |
-0.0006 |
US026935AA45
/ AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1
|
|
|
|
|
|
0.15
|
-0.68 |
0.0099 |
-0.0007 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.15
|
1.40 |
0.0099 |
-0.0005 |
US02149CAG69
/ Alternative Loan Trust 2006-41CB
|
|
|
|
|
|
0.14
|
-2.04 |
0.0099 |
-0.0008 |
US05946XF570
/ Banc of America Funding Trust, Series 2005-5, Class 3A5
|
|
|
|
|
|
0.14
|
-0.69 |
0.0099 |
-0.0007 |
US45669JAC99
/ IndyMac INDX Mortgage Loan Trust 2007-AR15
|
|
|
|
|
|
0.14
|
0.70 |
0.0099 |
-0.0006 |
US61748HVW86
/ Morgan Stanley Mortgage Loan Trust 2006-2
|
|
|
|
|
|
0.14
|
-1.37 |
0.0098 |
-0.0008 |
US3137BEH494
/ Freddie Mac REMICS
|
|
|
|
|
|
0.14
|
-3.36 |
0.0098 |
-0.0010 |
US38375JSV88
/ GNMA, Series 2007-17, Class CF
|
|
|
|
|
|
0.14
|
-5.30 |
0.0098 |
-0.0012 |
US45660LGV53
/ INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A1
|
|
|
|
|
|
0.14
|
1.42 |
0.0098 |
-0.0005 |
US07402FAC95
/ BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1
|
|
|
|
|
|
0.14
|
-0.70 |
0.0097 |
-0.0007 |
US31398J4P59
/ Freddie Mac REMICS
|
|
|
|
|
|
0.14
|
-2.08 |
0.0097 |
-0.0008 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.14
|
1.44 |
0.0096 |
-0.0004 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.14
|
1.44 |
0.0096 |
-0.0004 |
US885220HA41
/ Thornburg Mortgage Securities Trust 2005-1
|
|
|
|
|
|
0.14
|
-20.45 |
0.0096 |
-0.0032 |
US2254585Q77
/ Credit Suisse First Boston Mortgage Securities Corporation
|
|
|
|
|
|
0.14
|
0.00 |
0.0095 |
-0.0005 |
US3136B45C86
/ FANNIE MAE FNR 2019 33 FB
|
|
|
|
|
|
0.14
|
-4.14 |
0.0095 |
-0.0010 |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
/ ABS-MBS (US93935EAC84) |
|
|
|
|
|
0.14
|
-1.42 |
0.0095 |
-0.0007 |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
/ ABS-MBS (US93935EAC84) |
|
|
|
|
|
0.14
|
-1.42 |
0.0095 |
-0.0007 |
Banc of America Funding 2003-2 Trust
/ ABS-MBS (US05946XCY76) |
|
|
|
|
|
0.14
|
29.91 |
0.0095 |
0.0017 |
Banc of America Funding 2003-2 Trust
/ ABS-MBS (US05946XCY76) |
|
|
|
|
|
0.14
|
29.91 |
0.0095 |
0.0017 |
Banc of America Funding 2003-2 Trust
/ ABS-MBS (US05946XCY76) |
|
|
|
|
|
0.14
|
29.91 |
0.0095 |
0.0017 |
US466247QM85
/ JP Morgan Mortgage Trust, Series 2005-A3, Class 6A5
|
|
|
|
|
|
0.14
|
-1.43 |
0.0094 |
-0.0007 |
US466247B512
/ JP Morgan Mortgage Trust 2005-S3
|
|
|
|
|
|
0.14
|
0.73 |
0.0094 |
-0.0005 |
US74928BAA70
/ RBSGC Structured Trust
|
|
|
|
|
|
0.14
|
-2.16 |
0.0093 |
-0.0007 |
US00764MDH79
/ AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2
|
|
|
|
|
|
0.13
|
-3.60 |
0.0092 |
-0.0009 |
US61744CFC55
/ Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M2
|
|
|
|
|
|
0.13
|
-2.90 |
0.0092 |
-0.0009 |
US12662EAC75
/ CSMC 2021 NQM2 A3 144A
|
|
|
|
|
|
0.13
|
-4.96 |
0.0092 |
-0.0010 |
US3623414F31
/ GSR Mortgage Loan Trust 2006-AR1
|
|
|
|
|
|
0.13
|
-0.74 |
0.0091 |
-0.0006 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.13
|
0.00 |
0.0091 |
-0.0005 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.13
|
0.00 |
0.0091 |
-0.0005 |
US12669E4E35
/ Alternative Loan Trust 2003-J2
|
|
|
|
|
|
0.13
|
-11.41 |
0.0090 |
-0.0017 |
US45669AAA25
/ IndyMac INDA Mortgage Loan Trust 2007-AR1
|
|
|
|
|
|
0.13
|
-0.75 |
0.0090 |
-0.0006 |
US76114QAJ40
/ Residential Asset Securitization Trust
|
|
|
|
|
|
0.13
|
-0.75 |
0.0090 |
-0.0006 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.13
|
|
0.0090 |
0.0090 |
US57643GAE70
/ MASTR Asset-Backed Securities Trust, Series 2006-FRE2, Class A5
|
|
|
|
|
|
0.13
|
-2.26 |
0.0089 |
-0.0008 |
US38376MK632
/ Government National Mortgage Association
|
|
|
|
|
|
0.13
|
-10.34 |
0.0089 |
-0.0017 |
US05950FAL94
/ BANC OF AMERICA FUNDING CORPOR BAFC 2006 4 A11
|
|
|
|
|
|
0.13
|
-1.53 |
0.0088 |
-0.0007 |
US02148BAC81
/ Alternative Loan Trust 2006-33CB
|
|
|
|
|
|
0.13
|
|
0.0088 |
0.0088 |
US3136B4B496
/ Fannie Mae REMICS
|
|
|
|
|
|
0.13
|
|
0.0088 |
0.0088 |
US31392MH392
/ FHLMC STRUCTURED PASS THROUGH FSPC T 42 A5
|
|
|
|
|
|
0.13
|
-2.31 |
0.0087 |
-0.0007 |
US12669GHY08
/ CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1
|
|
|
|
|
|
0.13
|
-10.56 |
0.0087 |
-0.0016 |
US585525ED64
/ MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1
|
|
|
|
|
|
0.13
|
-4.51 |
0.0087 |
-0.0010 |
US17307GEC87
/ CITIGROUP MORTGAGE LOAN TRUST 2004-HYB2 SER 2004-HYB2 CL 2A V/R REGD 5.13268700
|
|
|
|
|
|
0.13
|
0.79 |
0.0087 |
-0.0005 |
Government National Mortgage Association
/ ABS-MBS (US38378DYV18) |
|
|
|
|
|
0.13
|
-0.79 |
0.0086 |
-0.0006 |
Government National Mortgage Association
/ ABS-MBS (US38378DYV18) |
|
|
|
|
|
0.13
|
-0.79 |
0.0086 |
-0.0006 |
Thornburg Mortgage Securities Trust 2004-4
/ ABS-MBS (US885220GB33) |
|
|
|
|
|
0.13
|
0.80 |
0.0086 |
-0.0005 |
Thornburg Mortgage Securities Trust 2004-4
/ ABS-MBS (US885220GB33) |
|
|
|
|
|
0.13
|
0.80 |
0.0086 |
-0.0005 |
Thornburg Mortgage Securities Trust 2004-4
/ ABS-MBS (US885220GB33) |
|
|
|
|
|
0.13
|
0.80 |
0.0086 |
-0.0005 |
US92922FWM66
/ WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust
|
|
|
|
|
|
0.13
|
-3.85 |
0.0086 |
-0.0009 |
US86359BLE91
/ Structured Adjustable Rate Mortgage Loan Trust
|
|
|
|
|
|
0.13
|
23.76 |
0.0086 |
0.0012 |
US61748HAQ48
/ Morgan Stanley Mortgage Loan Trust 2004-5AR
|
|
|
|
|
|
0.12
|
-1.59 |
0.0085 |
-0.0006 |
US225470M758
/ CSMC 2006-3 1A4B
|
|
|
|
|
|
0.12
|
-0.80 |
0.0085 |
-0.0006 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.12
|
0.81 |
0.0085 |
-0.0005 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.12
|
0.81 |
0.0085 |
-0.0005 |
US3136AP7M83
/ Fannie Mae REMICS
|
|
|
|
|
|
0.12
|
2.48 |
0.0085 |
-0.0003 |
US52520QBE35
/ Lehman Mortgage Trust
|
|
|
|
|
|
0.12
|
-1.60 |
0.0084 |
-0.0007 |
US31392B6V34
/ FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A3
|
|
|
|
|
|
0.12
|
-2.40 |
0.0083 |
-0.0007 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.12
|
-5.43 |
0.0083 |
-0.0010 |
US07401CAV54
/ BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1
|
|
|
|
|
|
0.12
|
-1.61 |
0.0083 |
-0.0007 |
US31392DP972
/ Fannie Mae Trust 2002-W8
|
|
|
|
|
|
0.12
|
-3.20 |
0.0083 |
-0.0008 |
US22942JAN37
/ CSMC Mortgage-Backed Trust 2006-6
|
|
|
|
|
|
0.12
|
-2.42 |
0.0083 |
-0.0007 |
US466278AR98
/ JP Morgan Alternative Loan Trust 2007-A2
|
|
|
|
|
|
0.12
|
-3.23 |
0.0082 |
-0.0008 |
US07386HED98
/ Bear Stearns ALT-A Trust Series 2003-6 Class 2A1
|
|
|
|
|
|
0.12
|
|
0.0082 |
0.0082 |
US78473TAC45
/ STARM Mortgage Loan Trust 2007-2
|
|
|
|
|
|
0.12
|
-0.83 |
0.0082 |
-0.0006 |
US52521NAG51
/ Lehman Mortgage Trust 2007-6
|
|
|
|
|
|
0.12
|
-39.90 |
0.0082 |
-0.0062 |
US81743PAT30
/ Sequoia Mortgage Trust 2003-3
|
|
|
|
|
|
0.12
|
-3.25 |
0.0081 |
-0.0008 |
US07384MXB35
/ BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1
|
|
|
|
|
|
0.12
|
-2.48 |
0.0081 |
-0.0007 |
US46628VAJ52
/ JP Morgan Alternative Loan Trust
|
|
|
|
|
|
0.12
|
-4.07 |
0.0081 |
-0.0009 |
US46640MAC47
/ JP Morgan Mortgage Trust 2013-3
|
|
|
|
|
|
0.12
|
-12.03 |
0.0080 |
-0.0016 |
Government National Mortgage Association
/ ABS-MBS (US38384KTL51) |
|
|
|
|
|
0.12
|
-10.00 |
0.0080 |
-0.0014 |
US86360KAX63
/ Structured Asset Mortgage Investments II Trust 2006-AR3
|
|
|
|
|
|
0.12
|
-13.97 |
0.0080 |
-0.0019 |
US02149CAJ09
/ Alternative Loan Trust 2006-41CB
|
|
|
|
|
|
0.12
|
-2.52 |
0.0080 |
-0.0006 |
US44328BAD01
/ HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2
|
|
|
|
|
|
0.12
|
-1.69 |
0.0080 |
-0.0006 |
US05953YBM21
/ Banc of America Funding 2007-4 Trust
|
|
|
|
|
|
0.12
|
0.00 |
0.0079 |
-0.0005 |
US02149HAR12
/ Alternative Loan Trust 2007-2CB
|
|
|
|
|
|
0.12
|
-3.36 |
0.0079 |
-0.0007 |
US45661SAD53
/ IndyMac INDA Mortgage Loan Trust 2006-AR2
|
|
|
|
|
|
0.12
|
-2.54 |
0.0079 |
-0.0006 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.12
|
0.00 |
0.0079 |
-0.0005 |
US933637AJ93
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 3A3
|
|
|
|
|
|
0.12
|
|
0.0079 |
0.0079 |
US86359LAP40
/ Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1
|
|
|
|
|
|
0.12
|
-4.17 |
0.0079 |
-0.0009 |
US81441WAC01
/ Security National Mortgage Loan Trust 2006-3
|
|
|
|
|
|
0.11
|
-5.00 |
0.0078 |
-0.0009 |
US12669EV295
/ CHL Mortgage Pass-Through Trust 2003-48
|
|
|
|
|
|
0.11
|
-1.74 |
0.0077 |
-0.0006 |
US02146XAH17
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A9
|
|
|
|
|
|
0.11
|
0.00 |
0.0077 |
-0.0005 |
US61754HAG74
/ MSM 2007-7AX 2A6
|
|
|
|
|
|
0.11
|
-0.88 |
0.0077 |
-0.0006 |
US863579DQ82
/ Structured Adjustable Rate Mortgage Loan Trust
|
|
|
|
|
|
0.11
|
-4.24 |
0.0077 |
-0.0009 |
US863579CB23
/ Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A
|
|
|
|
|
|
0.11
|
-0.88 |
0.0077 |
-0.0006 |
US81744FBT30
/ Sequoia Mortgage Trust 2004-5
|
|
|
|
|
|
0.11
|
-1.75 |
0.0077 |
-0.0006 |
US31393AP927
/ Fannie Mae 5.69596 10/01/2042
|
|
|
|
|
|
0.11
|
-3.45 |
0.0076 |
-0.0008 |
US12668EAE77
/ Alternative Loan Trust 2006-J5
|
|
|
|
|
|
0.11
|
-1.77 |
0.0076 |
-0.0005 |
US16158RBB15
/ Chase Home Lending Mortgage Trust 2019-ATR1
|
|
|
|
|
|
0.11
|
-1.77 |
0.0076 |
-0.0006 |
US2254W0PJ85
/ Credit Suisse First Boston Mortgage Securities Corp
|
|
|
|
|
|
0.11
|
-0.90 |
0.0076 |
-0.0005 |
US004375CA70
/ ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A
|
|
|
|
|
|
0.11
|
-22.54 |
0.0075 |
-0.0028 |
US007036MQ66
/ Adjustable Rate Mortgage Trust 2005-7
|
|
|
|
|
|
0.11
|
5.77 |
0.0075 |
0.0000 |
US3136AFV504
/ Fannie Mae REMICS
|
|
|
|
|
|
0.11
|
1.85 |
0.0075 |
-0.0004 |
US17025QAJ67
/ COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9
|
|
|
|
|
|
0.11
|
0.00 |
0.0075 |
-0.0005 |
US02150GAN88
/ COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12
|
|
|
|
|
|
0.11
|
0.00 |
0.0075 |
-0.0005 |
US12544JAA43
/ COUNTRYWIDE HOME EQUITY LOAN TRUST
|
|
|
|
|
|
0.11
|
-0.91 |
0.0074 |
-0.0006 |
US12667GCB77
/ Alternative Loan Trust 2005-14
|
|
|
|
|
|
0.11
|
-1.82 |
0.0074 |
-0.0005 |
US92990GAC78
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1
|
|
|
|
|
|
0.11
|
-3.57 |
0.0074 |
-0.0007 |
US46630RBB69
/ JP Morgan Mortgage Trust 2007-S1
|
|
|
|
|
|
0.11
|
-0.92 |
0.0074 |
-0.0006 |
US86360JAN19
/ Structured Asset Mortgage Investments II Trust 2006-AR5
|
|
|
|
|
|
0.11
|
-1.82 |
0.0074 |
-0.0006 |
Soundview Home Equity Loan Trust 2001-2
/ ABS-MBS (US83611PAP62) |
|
|
|
|
|
0.11
|
-2.75 |
0.0073 |
-0.0007 |
Soundview Home Equity Loan Trust 2001-2
/ ABS-MBS (US83611PAP62) |
|
|
|
|
|
0.11
|
-2.75 |
0.0073 |
-0.0007 |
US61748HPR65
/ Morgan Stanley Mortgage Loan Trust 2005-7
|
|
|
|
|
|
0.11
|
-4.55 |
0.0072 |
-0.0008 |
US61746RDQ11
/ MSAC 2003-NC8 B1
|
|
|
|
|
|
0.11
|
-0.94 |
0.0072 |
-0.0005 |
US74160MJY93
/ PRIME 2005-4 1A2
|
|
|
|
|
|
0.10
|
0.97 |
0.0071 |
-0.0004 |
US07386HVU21
/ BEAR STEARNS ALT A TRUST BALTA 2005 7 23A1
|
|
|
|
|
|
0.10
|
0.00 |
0.0071 |
-0.0005 |
US02150JAE29
/ Alternative Loan Trust 2007-9T1
|
|
|
|
|
|
0.10
|
0.00 |
0.0071 |
-0.0005 |
US3136A9PC61
/ Federal National Mortgage Association REMICS
|
|
|
|
|
|
0.10
|
1.98 |
0.0071 |
-0.0003 |
US126694QJ05
/ CHL Mortgage Pass-Through Trust 2005-HYB8
|
|
|
|
|
|
0.10
|
-0.96 |
0.0070 |
-0.0005 |
US073882AC63
/ Bear Stearns ARM Trust 2006-4
|
|
|
|
|
|
0.10
|
-3.77 |
0.0070 |
-0.0007 |
US225470ZL00
/ Credit Suisse Mortgage Capital Certificates
|
|
|
|
|
|
0.10
|
-8.18 |
0.0069 |
-0.0011 |
US86359BMW80
/ Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1
|
|
|
|
|
|
0.10
|
|
0.0069 |
0.0069 |
US02152AAY55
/ ALTERNATIVE LOAN TRUST 2007-16CB SER 2007-16CB CL 5A1 REGD 6.25000000
|
|
|
|
|
|
0.10
|
-2.97 |
0.0067 |
-0.0006 |
US45257VAA44
/ Impac Secured Assets Trust 2007-3
|
|
|
|
|
|
0.10
|
-3.92 |
0.0067 |
-0.0007 |
US00105HEH57
/ AFC Mortgage Corporation
|
|
|
|
|
|
0.10
|
-2.97 |
0.0067 |
-0.0006 |
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F
/ ABS-MBS (US5899292W72) |
|
|
|
|
|
0.10
|
-7.55 |
0.0067 |
-0.0010 |
US31395BU433
/ Fannie Mae REMICS
|
|
|
|
|
|
0.10
|
-4.85 |
0.0067 |
-0.0008 |
US761128AB35
/ RAST 2007-A8 1A2
|
|
|
|
|
|
0.10
|
-3.92 |
0.0067 |
-0.0007 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.10
|
8.89 |
0.0067 |
0.0002 |
US32027NKU45
/ First Franklin Mortgage Loan Trust 2004-FF5
|
|
|
|
|
|
0.10
|
-2.02 |
0.0067 |
-0.0005 |
US92922FYA01
/ Washington Mutual Mortgage Pass-through Certificates Series 2003-s12 2a 4.75 25-nov-2018 Bond Interm. Bond
|
|
|
|
|
|
0.10
|
-2.02 |
0.0067 |
-0.0005 |
US04545EAA10
/ ABFC Trust, Series 2007-WMC1, Class A1A
|
|
|
|
|
|
0.10
|
|
0.0067 |
0.0067 |
US749228AH58
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS4 A8
|
|
|
|
|
|
0.10
|
-3.00 |
0.0066 |
-0.0006 |
US16678REK95
/ CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 CA A1 144A
|
|
|
|
|
|
0.10
|
0.00 |
0.0066 |
-0.0004 |
US07336LAE39
/ BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2 A5 2.5% 06/25/2051 144A
|
|
|
|
|
|
0.10
|
3.19 |
0.0066 |
-0.0002 |
Government National Mortgage Association
/ ABS-MBS (US38381BD846) |
|
|
|
|
|
0.10
|
-4.00 |
0.0066 |
-0.0007 |
Government National Mortgage Association
/ ABS-MBS (US38381BD846) |
|
|
|
|
|
0.10
|
-4.00 |
0.0066 |
-0.0007 |
US52520MGG24
/ LEHMAN MORTGAGE TRUST LMT 2006 2 1A1
|
|
|
|
|
|
0.10
|
-1.03 |
0.0066 |
-0.0005 |
US12566VAF94
/ CitiMortgage Alternative Loan Trust Series 2007-A4
|
|
|
|
|
|
0.10
|
|
0.0065 |
0.0065 |
US361856BU04
/ GMAC MORTGAGE CORPORATION LOAN GMACM 2002 HE1 A2
|
|
|
|
|
|
0.10
|
-69.55 |
0.0065 |
-0.0160 |
US126694CE63
/ CHL Mortgage Pass-Through Trust, Series 2005-21, Class A2
|
|
|
|
|
|
0.09
|
-3.09 |
0.0065 |
-0.0005 |
US74922KAB17
/ RALI Series 2007-QS1 Trust
|
|
|
|
|
|
0.09
|
5.62 |
0.0064 |
-0.0000 |
US31397BP397
/ Freddie Mac REMICS
|
|
|
|
|
|
0.09
|
-9.71 |
0.0064 |
-0.0011 |
US38378KQP74
/ Government National Mortgage Association
|
|
|
|
|
|
0.09
|
0.00 |
0.0064 |
-0.0004 |
US88522XAC56
/ Thornburg Mortgage Securities Trust 2007-3
|
|
|
|
|
|
0.09
|
-4.12 |
0.0064 |
-0.0007 |
US31396XNT71
/ FANNIE MAE FNR 2007 96 AF
|
|
|
|
|
|
0.09
|
-4.12 |
0.0064 |
-0.0007 |
US12544QAA85
/ CHL Mortgage Pass-Through Trust 2007-20
|
|
|
|
|
|
0.09
|
75.47 |
0.0064 |
0.0025 |
US225458UK28
/ Credit Suisse First Boston Mortgage Securities Corp
|
|
|
|
|
|
0.09
|
-4.12 |
0.0064 |
-0.0007 |
US36186MAC55
/ GMACM Home Equity Loan Trust 2007-HE3
|
|
|
|
|
|
0.09
|
-4.12 |
0.0064 |
-0.0007 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.09
|
-1.08 |
0.0063 |
-0.0004 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.09
|
-1.08 |
0.0063 |
-0.0004 |
US161639AG43
/ Chase Mortgage Finance Trust Series 2007-A3
|
|
|
|
|
|
0.09
|
-8.91 |
0.0063 |
-0.0010 |
US45073DAA63
/ IXIS Real Estate Capital Trust
|
|
|
|
|
|
0.09
|
0.00 |
0.0063 |
-0.0004 |
US2254W0HT59
/ Credit Suisse First Boston Mortgage Securities Corp
|
|
|
|
|
|
0.09
|
1.10 |
0.0063 |
-0.0003 |
US79548KUQ92
/ Citigroup Global Markets Mortgage Securities VII Inc
|
|
|
|
|
|
0.09
|
5.81 |
0.0062 |
-0.0000 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.09
|
0.00 |
0.0062 |
-0.0004 |
US007036TQ93
/ Adjustable Rate Mortgage Trust 2005-10
|
|
|
|
|
|
0.09
|
4.60 |
0.0062 |
-0.0001 |
US12666UAG85
/ Countrywide Asset-Backed Certificates
|
|
|
|
|
|
0.09
|
-4.26 |
0.0062 |
-0.0006 |
US76112BSA97
/ RAAC Series 2005-SP1 Trust
|
|
|
|
|
|
0.09
|
-15.09 |
0.0061 |
-0.0015 |
US39538WFH60
/ GreenPoint Mortgage Funding Trust 2006-AR1
|
|
|
|
|
|
0.09
|
|
0.0061 |
0.0061 |
US22541NTQ24
/ CSFB 02-30 1A1 PT 7.5% 11-25-32
|
|
|
|
|
|
0.09
|
-3.26 |
0.0061 |
-0.0006 |
US12669FEZ27
/ Alternative Loan Trust 2003-J3
|
|
|
|
|
|
0.09
|
9.88 |
0.0061 |
0.0002 |
US059475AS26
/ BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 3A2
|
|
|
|
|
|
0.09
|
-1.11 |
0.0061 |
-0.0005 |
US05949AH529
/ BOAMS 2005-A 1A1
|
|
|
|
|
|
0.09
|
|
0.0061 |
0.0061 |
US466247NK56
/ JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 1A1
|
|
|
|
|
|
0.09
|
-4.35 |
0.0061 |
-0.0006 |
US12669GZQ71
/ CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000
|
|
|
|
|
|
0.09
|
-2.22 |
0.0061 |
-0.0005 |
US94984GAD97
/ WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1
|
|
|
|
|
|
0.09
|
-1.12 |
0.0061 |
-0.0004 |
US761136AH39
/ RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A8
|
|
|
|
|
|
0.09
|
|
0.0061 |
0.0061 |
US41161PQR72
/ HVMLT 2005-6 A1B
|
|
|
|
|
|
0.09
|
-1.12 |
0.0060 |
-0.0004 |
US55027AAU43
/ Luminent Mortgage Trust 2006-3
|
|
|
|
|
|
0.09
|
0.00 |
0.0060 |
-0.0004 |
US3136A2D596
/ Fannie Mae REMICS
|
|
|
|
|
|
0.09
|
-3.33 |
0.0060 |
-0.0006 |
US88632AAN81
/ TIAA Bank Mortgage Loan Trust 2018-3
|
|
|
|
|
|
0.09
|
-1.14 |
0.0060 |
-0.0004 |
US35729PEU03
/ Fremont Home Loan Trust 2004-C
|
|
|
|
|
|
0.09
|
-1.14 |
0.0059 |
-0.0005 |
US74922YAC93
/ Residential Accredited Loans, Inc. 6.5%, Due 10/25/2036
|
|
|
|
|
|
0.09
|
-1.14 |
0.0059 |
-0.0004 |
Government National Mortgage Association
/ ABS-MBS (US38382JBW53) |
|
|
|
|
|
0.09
|
0.00 |
0.0059 |
-0.0004 |
US74958EAQ98
/ RFMSI Series 2006-S12 Trust
|
|
|
|
|
|
0.09
|
-2.27 |
0.0059 |
-0.0006 |
US761118FG86
/ RALI Series 2005-QA9 Trust
|
|
|
|
|
|
0.09
|
-2.30 |
0.0058 |
-0.0005 |
US31397RH333
/ FHLMC, REMIC, Series 3417, Class EO
|
|
|
|
|
|
0.09
|
-3.41 |
0.0058 |
-0.0006 |
US225470FM03
/ CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
|
|
|
|
|
|
0.09
|
-1.16 |
0.0058 |
-0.0005 |
Government National Mortgage Association
/ ABS-MBS (US38382KEA79) |
|
|
|
|
|
0.08
|
-2.33 |
0.0058 |
-0.0004 |
US31396YAY86
/ FNMA, REMIC, Series 2007-117, Class MF
|
|
|
|
|
|
0.08
|
-2.33 |
0.0058 |
-0.0005 |
US78473WAC73
/ SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 2A1
|
|
|
|
|
|
0.08
|
-10.64 |
0.0058 |
-0.0010 |
US585525EN47
/ MRFC Mortgage Pass-Through Trust Series 2000-TBC3
|
|
|
|
|
|
0.08
|
-7.69 |
0.0058 |
-0.0008 |
US939336G495
/ WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 2A2
|
|
|
|
|
|
0.08
|
1.20 |
0.0057 |
-0.0003 |
US12545CAF77
/ CHL Mortgage Pass-Through Trust 2007-10
|
|
|
|
|
|
0.08
|
-3.49 |
0.0057 |
-0.0005 |
US02146TAR86
/ Alternative Loan Trust 2006-24CB
|
|
|
|
|
|
0.08
|
-2.35 |
0.0057 |
-0.0005 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.08
|
0.00 |
0.0057 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.08
|
0.00 |
0.0057 |
-0.0003 |
US12667FYM12
/ Alternative Loan Trust 2004-28CB
|
|
|
|
|
|
0.08
|
-3.53 |
0.0056 |
-0.0006 |
US64831GAG01
/ New Residential Mortgage Loan Trust
|
|
|
|
|
|
0.08
|
-1.20 |
0.0056 |
-0.0004 |
US3137AS4Q43
/ FHLMC, Series 4087, Class FB
|
|
|
|
|
|
0.08
|
-3.53 |
0.0056 |
-0.0006 |
US07387AGZ21
/ Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1
|
|
|
|
|
|
0.08
|
5.13 |
0.0056 |
-0.0000 |
US161630BD93
/ CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1
|
|
|
|
|
|
0.08
|
-3.53 |
0.0056 |
-0.0006 |
US07389YAF88
/ Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A
|
|
|
|
|
|
0.08
|
-1.20 |
0.0056 |
-0.0005 |
US61913PAZ53
/ MHL_05-4
|
|
|
|
|
|
0.08
|
-8.89 |
0.0056 |
-0.0010 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.08
|
-40.15 |
0.0056 |
-0.0043 |
US40430RAB24
/ HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A1
|
|
|
|
|
|
0.08
|
-3.57 |
0.0056 |
-0.0006 |
US04012XAC92
/ ARGENT SECURITIES INC. ARSI 2006 W5 A2B
|
|
|
|
|
|
0.08
|
0.00 |
0.0055 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.08
|
1.25 |
0.0055 |
-0.0003 |
US31394EJP43
/ FANNIE MAE REMICS SER 2005-66 CL FD V/R 2.31838000
|
|
|
|
|
|
0.08
|
-4.76 |
0.0055 |
-0.0006 |
US3136B2LX81
/ Fannie Mae REMICS
|
|
|
|
|
|
0.08
|
|
0.0054 |
0.0054 |
US12667FZ735
/ Alternative Loan Trust 2005-2
|
|
|
|
|
|
0.08
|
-5.95 |
0.0054 |
-0.0007 |
GSR Mortgage Loan Trust 2005-2F
/ ABS-MBS (US36242DYJ61) |
|
|
|
|
|
0.08
|
2.60 |
0.0054 |
-0.0002 |
US74958WAC01
/ RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2
|
|
|
|
|
|
0.08
|
-2.50 |
0.0054 |
-0.0005 |
US02660TBV44
/ American Home Mortgage Investment Trust 2004-3
|
|
|
|
|
|
0.08
|
0.00 |
0.0054 |
-0.0003 |
US12628KAJ16
/ CSAB Mortgage-Backed Trust 2006-3
|
|
|
|
|
|
0.08
|
-2.50 |
0.0054 |
-0.0005 |
US25150MAC01
/ Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1
|
|
|
|
|
|
0.08
|
1.30 |
0.0054 |
-0.0002 |
US3136A7LX88
/ Fannie Mae REMICS
|
|
|
|
|
|
0.08
|
-2.50 |
0.0053 |
-0.0005 |
US17307GJX79
/ Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
0.08
|
0.00 |
0.0053 |
-0.0003 |
ACE Securities Corp Home Equity Loan Trust Series 2006-SL3
/ ABS-MBS (US004423AA74) |
|
|
|
|
|
0.08
|
0.00 |
0.0053 |
-0.0004 |
ACE Securities Corp Home Equity Loan Trust Series 2006-SL3
/ ABS-MBS (US004423AA74) |
|
|
|
|
|
0.08
|
0.00 |
0.0053 |
-0.0004 |
US31393AQ347
/ FANNIEMAE WHOLE LOAN FNW 2003 W4 4A
|
|
|
|
|
|
0.08
|
-3.80 |
0.0052 |
-0.0005 |
US05946XKB81
/ Banc of America Funding 2004-B Trust
|
|
|
|
|
|
0.08
|
-22.68 |
0.0052 |
-0.0019 |
US52522UAA16
/ Lehman Mortgage Trust 2008-2
|
|
|
|
|
|
0.08
|
-5.06 |
0.0051 |
-0.0006 |
US225470EU38
/ CMO
|
|
|
|
|
|
0.08
|
7.14 |
0.0051 |
0.0001 |
US46628LAW81
/ JP Morgan Mortgage Trust 2006-A4
|
|
|
|
|
|
0.07
|
-3.90 |
0.0051 |
-0.0005 |
US45660NK463
/ Residential Asset Securitization Trust 2004-A4
|
|
|
|
|
|
0.07
|
0.00 |
0.0051 |
-0.0003 |
HSI Asset Loan Obligation Trust 2006-2
/ ABS-MBS (US40431HAA59) |
|
|
|
|
|
0.07
|
-2.63 |
0.0051 |
-0.0005 |
HSI Asset Loan Obligation Trust 2006-2
/ ABS-MBS (US40431HAA59) |
|
|
|
|
|
0.07
|
-2.63 |
0.0051 |
-0.0005 |
US576433NY84
/ Master Adjustable Rate Mortgages Trust Series 2004-6 Class 4A6
|
|
|
|
|
|
0.07
|
-2.67 |
0.0050 |
-0.0004 |
Government National Mortgage Association
/ ABS-MBS (US38378ABV26) |
|
|
|
|
|
0.07
|
2.86 |
0.0049 |
-0.0002 |
Government National Mortgage Association
/ ABS-MBS (US38378ABV26) |
|
|
|
|
|
0.07
|
2.86 |
0.0049 |
-0.0002 |
US362341SG53
/ GSR Mortgage Loan Trust 2005-AR6
|
|
|
|
|
|
0.07
|
-1.39 |
0.0049 |
-0.0004 |
US2254W0NL59
/ Credit Suisse First Boston Mortgage Securities Corp
|
|
|
|
|
|
0.07
|
-1.39 |
0.0049 |
-0.0004 |
US31395DVV80
/ FANNIE MAE REMICS SER 2006-42 CL CF V/R 2.15800000
|
|
|
|
|
|
0.07
|
-5.33 |
0.0048 |
-0.0006 |
US23333YAC93
/ DSLA Mortgage Loan Trust 2007-AR1
|
|
|
|
|
|
0.07
|
-2.78 |
0.0048 |
-0.0004 |
US17307GT577
/ Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
0.07
|
2.94 |
0.0048 |
-0.0001 |
US76112BUF56
/ GMACM Mortgage Loan Trust 2005-AR4
|
|
|
|
|
|
0.07
|
-2.78 |
0.0048 |
-0.0004 |
RALI
/ RALI Series 2006-QS16 Trust
|
|
|
|
|
|
0.07
|
6.15 |
0.0047 |
0.0000 |
New Century Home Equity Loan Trust Series 2002-1
/ ABS-MBS (US64352VCE92) |
|
|
|
|
|
0.07
|
-1.43 |
0.0047 |
-0.0004 |
US76113NAL73
/ Residential Asset Securitization Trust, Series 2006-A7CB, Class 2A5
|
|
|
|
|
|
0.07
|
0.00 |
0.0047 |
-0.0003 |
US07384YKF24
/ Bear Stearns Asset Backed Security 5.5%, due 9/25/2033
|
|
|
|
|
|
0.07
|
-5.56 |
0.0047 |
-0.0005 |
US39538RAC34
/ GreenPoint MTA Trust 2005-AR1
|
|
|
|
|
|
0.07
|
-5.56 |
0.0047 |
-0.0005 |
US74160MKU52
/ Prime Mortgage Trust 2005-4
|
|
|
|
|
|
0.07
|
0.00 |
0.0047 |
-0.0003 |
US3137H1VN38
/ Freddie Mac REMICS
|
|
|
|
|
|
0.07
|
-2.86 |
0.0047 |
-0.0004 |
ACE Securities Corp Home Equity Loan Trust Series 2006-SL4
/ ABS-MBS (US00441WAA45) |
|
|
|
|
|
0.07
|
3.03 |
0.0047 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38379PLQ80) |
|
|
|
|
|
0.07
|
|
0.0046 |
0.0046 |
US94985GAA40
/ WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1
|
|
|
|
|
|
0.07
|
-2.94 |
0.0045 |
-0.0004 |
US05953LAJ89
/ Banc of America Funding 2007-8 Trust
|
|
|
|
|
|
0.07
|
1.54 |
0.0045 |
-0.0003 |
US466247NM13
/ JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1
|
|
|
|
|
|
0.07
|
-1.49 |
0.0045 |
-0.0003 |
US161546GN08
/ Chase Funding Trust, Series 2003-5, Class 1M2
|
|
|
|
|
|
0.07
|
1.56 |
0.0045 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.07
|
3.17 |
0.0044 |
-0.0002 |
US878048AQ03
/ TBW Mortgage-Backed Trust Series 2006-2
|
|
|
|
|
|
0.07
|
-2.99 |
0.0044 |
-0.0005 |
US31393U4S96
/ Fannie Mae Trust 2004-W1
|
|
|
|
|
|
0.06
|
-3.03 |
0.0044 |
-0.0004 |
US929227XE12
/ WaMu Mortgage Pass-Through Certificates Series 2002-AR17 Trust
|
|
|
|
|
|
0.06
|
-1.54 |
0.0044 |
-0.0004 |
US040104TH43
/ ARGENT SECURITIES INC. ARSI 2006 W4 A2D
|
|
|
|
|
|
0.06
|
0.00 |
0.0044 |
-0.0003 |
US12464YAA73
/ C-BASS 2007-CB5 Trust
|
|
|
|
|
|
0.06
|
|
0.0044 |
0.0044 |
US92925CBD39
/ WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust
|
|
|
|
|
|
0.06
|
3.23 |
0.0044 |
-0.0002 |
US31359UPD18
/ FANNIEMAE WHOLE LOAN FNW 1998 W2 A8
|
|
|
|
|
|
0.06
|
-18.99 |
0.0044 |
-0.0014 |
US45661EGK47
/ IndyMac INDX Mortgage Loan Trust 2006-AR9
|
|
|
|
|
|
0.06
|
14.29 |
0.0044 |
0.0003 |
US93934FDF62
/ WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1
|
|
|
|
|
|
0.06
|
|
0.0044 |
0.0044 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
-7.35 |
0.0043 |
-0.0006 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
-7.35 |
0.0043 |
-0.0006 |
CHL Mortgage Pass-Through Trust 2005-21
/ ABS-MBS (US126694CQ93) |
|
|
|
|
|
0.06
|
-4.55 |
0.0043 |
-0.0005 |
CHL Mortgage Pass-Through Trust 2005-21
/ ABS-MBS (US126694CQ93) |
|
|
|
|
|
0.06
|
-4.55 |
0.0043 |
-0.0005 |
US1266942H06
/ COUNTRYWIDE HOME EQUITY LOAN TRUST
|
|
|
|
|
|
0.06
|
0.00 |
0.0043 |
-0.0003 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.06
|
|
0.0043 |
0.0043 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
1.61 |
0.0043 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
1.61 |
0.0043 |
-0.0002 |
US81882JAB70
/ SG Residential Mortgage Trust 2020-2
|
|
|
|
|
|
0.06
|
-4.62 |
0.0043 |
-0.0004 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.06
|
-12.68 |
0.0043 |
-0.0009 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.06
|
-12.68 |
0.0043 |
-0.0009 |
US61915RAK23
/ MortgageIT Trust 2005-3
|
|
|
|
|
|
0.06
|
-6.06 |
0.0043 |
-0.0005 |
US02148YAA29
/ Alternative Loan Trust 2006-42
|
|
|
|
|
|
0.06
|
6.90 |
0.0042 |
0.0000 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
0.00 |
0.0042 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
-1.61 |
0.0042 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
-1.61 |
0.0042 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
-1.61 |
0.0042 |
-0.0003 |
US61748HHB06
/ Morgan Stanley Mortgage Loan Trust, Series 2004-11AR, Class 1A2A
|
|
|
|
|
|
0.06
|
-3.17 |
0.0042 |
-0.0004 |
US16158RAL06
/ Chase Home Lending Mortgage Trust 2019-ATR1
|
|
|
|
|
|
0.06
|
-4.69 |
0.0042 |
-0.0005 |
US93364FAL58
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1
|
|
|
|
|
|
0.06
|
-1.64 |
0.0041 |
-0.0003 |
US07400HAQ65
/ BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 2A1
|
|
|
|
|
|
0.06
|
0.00 |
0.0041 |
-0.0003 |
US1248P1AA20
/ Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB8, Class A1
|
|
|
|
|
|
0.06
|
0.00 |
0.0041 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
0.00 |
0.0041 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.06
|
0.00 |
0.0041 |
-0.0003 |
US12649MBC64
/ CSMC SER 2015-1R 1ML+28 05/27/2037 144A
|
|
|
|
|
|
0.06
|
-28.57 |
0.0041 |
-0.0020 |
US46592KAF93
/ JP Morgan Mortgage Trust 2021-3
|
|
|
|
|
|
0.06
|
-3.28 |
0.0041 |
-0.0004 |
US81743SAA87
/ SEQUOIA MORTGAGE TRUST 9 SEMT 9 1A
|
|
|
|
|
|
0.06
|
-4.84 |
0.0040 |
-0.0005 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.06
|
1.72 |
0.0040 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.06
|
1.72 |
0.0040 |
-0.0002 |
US126694AM08
/ CHL Mortgage Pass-Through Trust 2005-19
|
|
|
|
|
|
0.06
|
-1.69 |
0.0040 |
-0.0003 |
US12669YAC66
/ COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3
|
|
|
|
|
|
0.06
|
26.67 |
0.0039 |
0.0007 |
US378961AU01
/ GMSL 2005-A B1
|
|
|
|
|
|
0.06
|
-5.00 |
0.0039 |
-0.0004 |
US83611MPJ17
/ Soundview Home Loan Trust 2006-OPT3
|
|
|
|
|
|
0.06
|
-18.57 |
0.0039 |
-0.0012 |
US74928UBX46
/ RBSSP Resecuritization Trust 2009-12
|
|
|
|
|
|
0.06
|
-3.45 |
0.0039 |
-0.0004 |
US3136BKY225
/ Fannie Mae REMICS
|
|
|
|
|
|
0.06
|
-1.75 |
0.0039 |
-0.0003 |
US466247BT93
/ JP Morgan Mortgage Trust 2004-A1
|
|
|
|
|
|
0.06
|
-3.45 |
0.0039 |
-0.0003 |
US61744CFD39
/ Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M3
|
|
|
|
|
|
0.06
|
-22.22 |
0.0039 |
-0.0014 |
US872635AA52
/ Toorak Mortgage Corporation, Ltd.
|
|
|
|
|
|
0.06
|
-3.45 |
0.0038 |
-0.0004 |
US525226AG14
/ Lehman XS Trust Series 2006-12N
|
|
|
|
|
|
0.06
|
-5.08 |
0.0038 |
-0.0004 |
Government National Mortgage Association
/ ABS-MBS (US38383FT948) |
|
|
|
|
|
0.06
|
-1.75 |
0.0038 |
-0.0003 |
US02146YAC03
/ Alternative Loan Trust 2006-OA9
|
|
|
|
|
|
0.06
|
0.00 |
0.0038 |
-0.0003 |
CHL Mortgage Pass-Through Trust 2005-30
/ ABS-MBS (US126694TX61) |
|
|
|
|
|
0.06
|
|
0.0038 |
0.0038 |
CHL Mortgage Pass-Through Trust 2005-30
/ ABS-MBS (US126694TX61) |
|
|
|
|
|
0.06
|
|
0.0038 |
0.0038 |
US3136ABFP36
/ Fannie Mae REMICS
|
|
|
|
|
|
0.06
|
-1.79 |
0.0038 |
-0.0003 |
US12545EAF34
/ CWHL 2007-J2 2A5
|
|
|
|
|
|
0.05
|
-1.82 |
0.0037 |
-0.0003 |
US43709BAB53
/ Home Equity Mortgage Loan Asset-Backed Trust, Series 2006-C, Class 2A
|
|
|
|
|
|
0.05
|
-1.82 |
0.0037 |
-0.0003 |
US225470A787
/ Adjustable Rate Mortgage Trust 2006-1
|
|
|
|
|
|
0.05
|
0.00 |
0.0037 |
-0.0002 |
US12639QAA40
/ CSMC Trust, Series 2007-4R, Class 1A1
|
|
|
|
|
|
0.05
|
-1.82 |
0.0037 |
-0.0003 |
US61750FAB67
/ MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2FP
|
|
|
|
|
|
0.05
|
-1.89 |
0.0036 |
-0.0003 |
US933637AA84
/ WaMu Mortgage Pass-Through Certificates Series 2006-AR18 Trust
|
|
|
|
|
|
0.05
|
-3.70 |
0.0036 |
-0.0003 |
US251510FW82
/ Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-4
|
|
|
|
|
|
0.05
|
0.00 |
0.0036 |
-0.0002 |
US52520MCP68
/ LMT 2005-2 AX
|
|
|
|
|
|
0.05
|
-7.14 |
0.0036 |
-0.0005 |
Government National Mortgage Association
/ ABS-MBS (US38378HKV77) |
|
|
|
|
|
0.05
|
-1.89 |
0.0036 |
-0.0003 |
US64352VMA60
/ New Century Home Equity Loan Trust Series 2005-A
|
|
|
|
|
|
0.05
|
-8.77 |
0.0036 |
-0.0006 |
US126379AG16
/ CSMC Mortgage-Backed Trust
|
|
|
|
|
|
0.05
|
0.00 |
0.0036 |
-0.0003 |
US06606BAL45
/ BankAmerica Manufactured Housing Contract Trust
|
|
|
|
|
|
0.05
|
-15.00 |
0.0035 |
-0.0008 |
US05952FAG81
/ BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A7
|
|
|
|
|
|
0.05
|
-1.92 |
0.0035 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
0.00 |
0.0035 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
0.00 |
0.0035 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
0.00 |
0.0035 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
0.00 |
0.0035 |
-0.0002 |
Government National Mortgage Association
/ ABS-MBS (US38379FWK10) |
|
|
|
|
|
0.05
|
2.00 |
0.0035 |
-0.0002 |
Government National Mortgage Association
/ ABS-MBS (US38379FWK10) |
|
|
|
|
|
0.05
|
2.00 |
0.0035 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
0.00 |
0.0035 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
0.00 |
0.0035 |
-0.0002 |
US3622X1AA77
/ GS MORTGAGE SECURITIES CORP. GSMSC 2008 2R 1A1 144A
|
|
|
|
|
|
0.05
|
-7.41 |
0.0035 |
-0.0005 |
US61754HAD44
/ MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3
|
|
|
|
|
|
0.05
|
11.11 |
0.0035 |
0.0002 |
US3137FUA959
/ Freddie Mac REMICS
|
|
|
|
|
|
0.05
|
0.00 |
0.0034 |
-0.0002 |
US02150KAZ21
/ CORP CMO
|
|
|
|
|
|
0.05
|
0.00 |
0.0034 |
-0.0002 |
US02151GAF46
/ Alternative Loan Trust 2007-24
|
|
|
|
|
|
0.05
|
-3.92 |
0.0034 |
-0.0003 |
Merrill Lynch Mortgage Investors Trust Series 2003-HE1
/ ABS-MBS (US5899294W54) |
|
|
|
|
|
0.05
|
-5.77 |
0.0034 |
-0.0005 |
Merrill Lynch Mortgage Investors Trust Series 2003-HE1
/ ABS-MBS (US5899294W54) |
|
|
|
|
|
0.05
|
-5.77 |
0.0034 |
-0.0005 |
US05951GAB86
/ BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 TA1B
|
|
|
|
|
|
0.05
|
-5.77 |
0.0034 |
-0.0004 |
US93934FAF99
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust
|
|
|
|
|
|
0.05
|
-2.04 |
0.0033 |
-0.0003 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.05
|
2.17 |
0.0033 |
-0.0001 |
US16678XAB01
/ CORP CMO
|
|
|
|
|
|
0.05
|
-2.08 |
0.0032 |
-0.0002 |
US31397PST83
/ FREDDIE MAC FHR 3404 AF
|
|
|
|
|
|
0.05
|
-6.12 |
0.0032 |
-0.0004 |
US12668BKK88
/ Alternative Loan Trust 2006-J1
|
|
|
|
|
|
0.05
|
-2.13 |
0.0032 |
-0.0002 |
US84751WAD65
/ SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C
|
|
|
|
|
|
0.05
|
-2.13 |
0.0032 |
-0.0003 |
US86359LSM27
/ Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1
|
|
|
|
|
|
0.05
|
-6.12 |
0.0031 |
-0.0005 |
US525227AH79
/ Lehman XS Trust Series 2006-GP2
|
|
|
|
|
|
0.05
|
12.50 |
0.0031 |
0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.05
|
0.00 |
0.0031 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.05
|
0.00 |
0.0031 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.05
|
0.00 |
0.0031 |
-0.0002 |
US748940AA13
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1
|
|
|
|
|
|
0.04
|
-2.22 |
0.0030 |
-0.0003 |
US05949CKQ86
/ BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1
|
|
|
|
|
|
0.04
|
0.00 |
0.0030 |
-0.0002 |
US36418AAG22
/ GALTON FUNDING MORTGAGE TRUST 2017-2 GFMT 2019-2 A21
|
|
|
|
|
|
0.04
|
-6.52 |
0.0030 |
-0.0004 |
Government National Mortgage Association
/ ABS-MBS (US38379LD526) |
|
|
|
|
|
0.04
|
0.00 |
0.0030 |
-0.0002 |
US31394NT813
/ Freddie Mac REMICS
|
|
|
|
|
|
0.04
|
|
0.0030 |
0.0030 |
US36242DNU36
/ GSAMP_04-OPT
|
|
|
|
|
|
0.04
|
-6.52 |
0.0030 |
-0.0004 |
US92922F3L06
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6
|
|
|
|
|
|
0.04
|
-2.27 |
0.0029 |
-0.0003 |
Government National Mortgage Association
/ ABS-MBS (US38379CA711) |
|
|
|
|
|
0.04
|
-2.33 |
0.0029 |
-0.0002 |
US17312KAJ16
/ Citicorp Mortgage Securities Trust, Series 2007-5, Class 1A9
|
|
|
|
|
|
0.04
|
0.00 |
0.0029 |
-0.0002 |
US92922FE955
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A3
|
|
|
|
|
|
0.04
|
-8.89 |
0.0029 |
-0.0004 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.04
|
127.78 |
0.0028 |
0.0015 |
US12669GJB86
/ CHL Mortgage Pass-Through Trust 2004-29
|
|
|
|
|
|
0.04
|
-14.58 |
0.0028 |
-0.0007 |
US02150EAT01
/ CWALT 2007-5CB 1A18
|
|
|
|
|
|
0.04
|
2.50 |
0.0028 |
-0.0001 |
US33767CAD92
/ FIRSTKEY MORTGAGE TRUST 2015-1 FKMT 2015-1 A3
|
|
|
|
|
|
0.04
|
0.00 |
0.0028 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.04
|
2.50 |
0.0028 |
-0.0001 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.04
|
2.50 |
0.0028 |
-0.0001 |
US46631JAL26
/ JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1
|
|
|
|
|
|
0.04
|
2.50 |
0.0028 |
-0.0002 |
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A
/ ABS-MBS (US59020UAX37) |
|
|
|
|
|
0.04
|
-6.98 |
0.0028 |
-0.0004 |
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A
/ ABS-MBS (US59020UAX37) |
|
|
|
|
|
0.04
|
-6.98 |
0.0028 |
-0.0004 |
US45668LAA98
/ IndyMac INDX Mortgage Loan Trust 2006-AR37
|
|
|
|
|
|
0.04
|
-2.50 |
0.0027 |
-0.0002 |
US93934FQP08
/ WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A
|
|
|
|
|
|
0.04
|
5.41 |
0.0027 |
0.0000 |
US885220EP47
/ THORNBURG MORTGAGE SECURITIES TMST 2003 6 A1
|
|
|
|
|
|
0.04
|
-2.50 |
0.0027 |
-0.0002 |
US3137ASFJ83
/ Freddie Mac REMICS
|
|
|
|
|
|
0.04
|
-17.02 |
0.0027 |
-0.0008 |
Government National Mortgage Association
/ ABS-MBS (US38375GGP00) |
|
|
|
|
|
0.04
|
2.63 |
0.0027 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38375GGP00) |
|
|
|
|
|
0.04
|
2.63 |
0.0027 |
-0.0001 |
US16678RBV87
/ CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A
|
|
|
|
|
|
0.04
|
5.41 |
0.0027 |
-0.0000 |
US12667GYN77
/ Alternative Loan Trust, Series 2005-28CB, Class 3A5
|
|
|
|
|
|
0.04
|
-7.32 |
0.0027 |
-0.0003 |
US95002FAS39
/ Wells Fargo Mortgage Backed Securities 2019-4 Trust
|
|
|
|
|
|
0.04
|
-2.56 |
0.0026 |
-0.0002 |
Bear Stearns ARM Trust 2003-5
/ ABS-MBS (US07384MWP30) |
|
|
|
|
|
0.04
|
-2.56 |
0.0026 |
-0.0002 |
Bear Stearns ARM Trust 2003-5
/ ABS-MBS (US07384MWP30) |
|
|
|
|
|
0.04
|
-2.56 |
0.0026 |
-0.0002 |
US31396LHX10
/ FNMA, REMIC, Series 2006-101, Class FD
|
|
|
|
|
|
0.04
|
-11.63 |
0.0026 |
-0.0005 |
Lehman XS Trust Series 2005-8
/ ABS-MBS (US525221EE33) |
|
|
|
|
|
0.04
|
|
0.0026 |
0.0026 |
US81748JAA34
/ Sequoia Mortgage Trust
|
|
|
|
|
|
0.04
|
|
0.0026 |
0.0026 |
US86359AZA41
/ Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A
|
|
|
|
|
|
0.04
|
-2.63 |
0.0026 |
-0.0002 |
GSR Mortgage Loan Trust 2006-AR2
/ ABS-MBS (US36297TAA07) |
|
|
|
|
|
0.04
|
-2.63 |
0.0026 |
-0.0002 |
GSR Mortgage Loan Trust 2006-AR2
/ ABS-MBS (US36297TAA07) |
|
|
|
|
|
0.04
|
-2.63 |
0.0026 |
-0.0002 |
US05951FBD50
/ Banc of America Funding Corp. Trust, Series 2007-1, Class 1A3
|
|
|
|
|
|
0.04
|
0.00 |
0.0026 |
-0.0002 |
US35729MAA53
/ Fremont Home Loan Trust 2006-3
|
|
|
|
|
|
0.04
|
-2.63 |
0.0026 |
-0.0002 |
US29445FBP27
/ EquiFirst Mortgage Loan Trust 2004-2
|
|
|
|
|
|
0.04
|
2.78 |
0.0025 |
-0.0001 |
US05946XQA45
/ Banc of America Funding 2005-1 Trust
|
|
|
|
|
|
0.04
|
-2.70 |
0.0025 |
-0.0002 |
US761118UN62
/ RALI Series 2006-QS2 Trust
|
|
|
|
|
|
0.04
|
-2.70 |
0.0025 |
-0.0002 |
US225470SB01
/ CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 8A1
|
|
|
|
|
|
0.04
|
-2.78 |
0.0024 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.04
|
0.00 |
0.0024 |
-0.0001 |
CHL Mortgage Pass-Through Trust 2006-J4
/ ABS-MBS (US12669YAD40) |
|
|
|
|
|
0.04
|
0.00 |
0.0024 |
-0.0002 |
US589929V218
/ Merrill Lynch Mortgage Investors Trust Series MLCC 2003-D
|
|
|
|
|
|
0.04
|
0.00 |
0.0024 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38374HRN25) |
|
|
|
|
|
0.04
|
-5.41 |
0.0024 |
-0.0003 |
Government National Mortgage Association
/ ABS-MBS (US38374HRN25) |
|
|
|
|
|
0.04
|
-5.41 |
0.0024 |
-0.0003 |
Government National Mortgage Association
/ ABS-MBS (US38374HRN25) |
|
|
|
|
|
0.04
|
-5.41 |
0.0024 |
-0.0003 |
US466247DA84
/ JP Morgan Mortgage Trust, Series 2004-A3, Class 4A1
|
|
|
|
|
|
0.03
|
-2.86 |
0.0024 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.03
|
-5.56 |
0.0024 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.03
|
-5.56 |
0.0024 |
-0.0003 |
US12668BMH32
/ COUNTRYWIDE ALTERNATIVE LOAN TRUST
|
|
|
|
|
|
0.03
|
0.00 |
0.0023 |
-0.0001 |
US17307G3C01
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1
|
|
|
|
|
|
0.03
|
-8.11 |
0.0023 |
-0.0004 |
US12667GKG72
/ Countrywide Alternative Loan Trust, Series 2005-21CB, Class A7
|
|
|
|
|
|
0.03
|
-2.86 |
0.0023 |
-0.0002 |
US45660LTR05
/ Residential Asset Securitization Trust 2005-A9
|
|
|
|
|
|
0.03
|
0.00 |
0.0023 |
-0.0001 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
/ ABS-MBS (US25157GAB86) |
|
|
|
|
|
0.03
|
|
0.0023 |
0.0023 |
Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
/ ABS-MBS (US25157GAB86) |
|
|
|
|
|
0.03
|
|
0.0023 |
0.0023 |
US362334KT06
/ GSR Mortgage Loan Trust 2006-3F
|
|
|
|
|
|
0.03
|
0.00 |
0.0022 |
-0.0001 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.03
|
-3.03 |
0.0022 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.03
|
-3.03 |
0.0022 |
-0.0002 |
US16165LAG59
/ ChaseFlex Trust Series 2006-1
|
|
|
|
|
|
0.03
|
0.00 |
0.0022 |
-0.0001 |
US46627MFW29
/ JP Morgan Alternative Loan Trust 2006-S1
|
|
|
|
|
|
0.03
|
-5.88 |
0.0022 |
-0.0003 |
US36242DXL27
/ GSMPS Mortgage Loan Trust 2005-RP1
|
|
|
|
|
|
0.03
|
0.00 |
0.0022 |
-0.0002 |
US45254NKD83
/ Impac CMB Trust Series 2004-6
|
|
|
|
|
|
0.03
|
-21.95 |
0.0022 |
-0.0008 |
Home Equity Asset Trust
/ ABS-MBS (US437084AB26) |
|
|
|
|
|
0.03
|
3.23 |
0.0022 |
-0.0001 |
US31397SWH39
/ Fannie Mae REMICS
|
|
|
|
|
|
0.03
|
0.00 |
0.0022 |
-0.0001 |
US058928AD44
/ BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 2A1
|
|
|
|
|
|
0.03
|
0.00 |
0.0022 |
-0.0001 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.03
|
-8.82 |
0.0022 |
-0.0003 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.03
|
-8.82 |
0.0022 |
-0.0003 |
US31395ABZ75
/ Freddie Mac REMICS
|
|
|
|
|
|
0.03
|
-6.06 |
0.0022 |
-0.0002 |
US81743VAA17
/ SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A
|
|
|
|
|
|
0.03
|
-26.19 |
0.0022 |
-0.0009 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.03
|
-8.82 |
0.0022 |
-0.0003 |
US590219AE19
/ Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2
|
|
|
|
|
|
0.03
|
-18.42 |
0.0021 |
-0.0006 |
US007036PG57
/ Adjustable Rate Mortgage Trust 2005-6A
|
|
|
|
|
|
0.03
|
0.00 |
0.0021 |
-0.0002 |
First Horizon Alternative Mortgage Securities Trust 2006-FA6
/ ABS-MBS (US32052FAL04) |
|
|
|
|
|
0.03
|
-3.23 |
0.0021 |
-0.0002 |
First Horizon Alternative Mortgage Securities Trust 2006-FA6
/ ABS-MBS (US32052FAL04) |
|
|
|
|
|
0.03
|
-3.23 |
0.0021 |
-0.0002 |
First Horizon Alternative Mortgage Securities Trust 2006-FA6
/ ABS-MBS (US32052FAL04) |
|
|
|
|
|
0.03
|
-3.23 |
0.0021 |
-0.0002 |
FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.03
|
0.00 |
0.0021 |
-0.0001 |
JP Morgan Mortgage Trust 2007-A1
/ ABS-MBS (US46630GBH74) |
|
|
|
|
|
0.03
|
0.00 |
0.0021 |
-0.0001 |
US12667GUG62
/ Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4
|
|
|
|
|
|
0.03
|
-6.45 |
0.0020 |
-0.0003 |
US3137FEXL96
/ Freddie Mac REMICS
|
|
|
|
|
|
0.03
|
|
0.0020 |
0.0020 |
US66987XCE31
/ NOVASTAR MORTGAGE FUNDING TRUST SERIES 2003-1 SER 2003-1 CL A2 V/R REGD 2.48800000
|
|
|
|
|
|
0.03
|
-39.58 |
0.0020 |
-0.0015 |
US3136BN6T80
/ Fannie Mae REMICS
|
|
|
|
|
|
0.03
|
-12.50 |
0.0019 |
-0.0004 |
US32051RAA95
/ First Horizon Alternative Mortgage Securities Trust 2006-RE1
|
|
|
|
|
|
0.03
|
-3.45 |
0.0019 |
-0.0002 |
US225470YH07
/ Credit Suisse Securities (USA) LLC
|
|
|
|
|
|
0.03
|
-3.57 |
0.0019 |
-0.0002 |
US25157GAH56
/ Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
|
|
|
|
|
|
0.03
|
0.00 |
0.0019 |
-0.0001 |
US3136BCSC59
/ Fannie Mae REMICS
|
|
|
|
|
|
0.03
|
0.00 |
0.0019 |
-0.0002 |
US576438AC98
/ MARM 2006-2 2A1
|
|
|
|
|
|
0.03
|
0.00 |
0.0018 |
-0.0001 |
US3622X1AC34
/ GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1
|
|
|
|
|
|
0.03
|
-3.70 |
0.0018 |
-0.0002 |
US38377MH743
/ Government National Mortgage Association
|
|
|
|
|
|
0.03
|
-13.79 |
0.0018 |
-0.0003 |
US05946XRV72
/ BANC OF AMERICA FUNDING 2005-B TRUST BAFC 2005-B 2A1
|
|
|
|
|
|
0.03
|
0.00 |
0.0017 |
-0.0001 |
US160762AH35
/ Charlie Mac Trust 2004-1
|
|
|
|
|
|
0.02
|
-4.00 |
0.0017 |
-0.0001 |
US75115VAA35
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA9 A1
|
|
|
|
|
|
0.02
|
4.35 |
0.0017 |
0.0000 |
US31396WLX29
/ Fannie Mae REMICS
|
|
|
|
|
|
0.02
|
-4.00 |
0.0017 |
-0.0001 |
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G
/ ABS-MBS (US59020UNZ48) |
|
|
|
|
|
0.02
|
0.00 |
0.0017 |
-0.0001 |
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G
/ ABS-MBS (US59020UNZ48) |
|
|
|
|
|
0.02
|
0.00 |
0.0017 |
-0.0001 |
US674135BW76
/ Oakwood Mortgage Investors Inc
|
|
|
|
|
|
0.02
|
-17.24 |
0.0017 |
-0.0004 |
US52524VAG41
/ Lehman XS Trust, Series 2007-15N
|
|
|
|
|
|
0.02
|
-4.00 |
0.0017 |
-0.0002 |
US984582AA41
/ Yale Mortgage Loan Trust 2007-1
|
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
US36242DXG32
/ GSMPS Mortgage Loan Trust 2005-RP1
|
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0002 |
US225470UJ09
/ CSMC Mortgage-Backed Trust Series 2006-1
|
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
US31396R3N59
/ Freddie Mac REMICS
|
|
|
|
|
|
0.02
|
-8.00 |
0.0016 |
-0.0002 |
Government National Mortgage Association
/ ABS-MBS (US38382LTT88) |
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38382LTT88) |
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
US649603AP22
/ NEW YORK MORTGAGE TRUST 2006-1 NYMT 2006-1 2A2
|
|
|
|
|
|
0.02
|
-4.17 |
0.0016 |
-0.0001 |
US02147XAR89
/ Alternative Loan Trust
|
|
|
|
|
|
0.02
|
-4.17 |
0.0016 |
-0.0002 |
US92922F3J59
/ WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4
|
|
|
|
|
|
0.02
|
-4.17 |
0.0016 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38382RYV40) |
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38382RYV40) |
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
Government National Mortgage Association
/ ABS-MBS (US38382RYV40) |
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
CSMC Series 2014-6R
/ ABS-MBS (US12648PCN50) |
|
|
|
|
|
0.02
|
-17.86 |
0.0016 |
-0.0005 |
US007036DN37
/ Adjustable Rate Mortgage Trust 2004-4
|
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
US35729QAC24
/ Fremont Home Loan Trust 2006-B
|
|
|
|
|
|
0.02
|
0.00 |
0.0016 |
-0.0001 |
US026933AA96
/ American Home Mortgage Investment Trust 2007-A
|
|
|
|
|
|
0.02
|
-4.35 |
0.0016 |
-0.0001 |
US589962CV90
/ MESC 13 M1 VAR 12/33
|
|
|
|
|
|
0.02
|
-12.00 |
0.0015 |
-0.0003 |
US36229RKQ10
/ GSR Mortgage Loan Trust 2004-2F
|
|
|
|
|
|
0.02
|
0.00 |
0.0015 |
-0.0001 |
US17313QAU22
/ CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A4A
|
|
|
|
|
|
0.02
|
-8.33 |
0.0015 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.02
|
-4.35 |
0.0015 |
-0.0002 |
US5764342H69
/ MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1
|
|
|
|
|
|
0.02
|
0.00 |
0.0015 |
-0.0001 |
US92922FMB12
/ WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S1, Class 1A11
|
|
|
|
|
|
0.02
|
-8.33 |
0.0015 |
-0.0003 |
US45660LQH59
/ IndyMac INDX Mortgage Loan Trust 2005-AR11
|
|
|
|
|
|
0.02
|
0.00 |
0.0015 |
-0.0001 |
US542514HT42
/ Long Beach Mortgage Loan Trust 2004-4
|
|
|
|
|
|
0.02
|
5.00 |
0.0015 |
-0.0000 |
Flagstar Mortgage Trust 2018-6RR
/ ABS-MBS (US33851FBN69) |
|
|
|
|
|
0.02
|
-4.55 |
0.0015 |
-0.0001 |
Flagstar Mortgage Trust 2018-6RR
/ ABS-MBS (US33851FBN69) |
|
|
|
|
|
0.02
|
-4.55 |
0.0015 |
-0.0001 |
US12647MAM73
/ CSMC Trust 2013-6
|
|
|
|
|
|
0.02
|
-8.70 |
0.0015 |
-0.0002 |
US761118CG14
/ RALI Series 2005-QS11 Trust
|
|
|
|
|
|
0.02
|
5.26 |
0.0014 |
0.0000 |
US33852AAP21
/ Flagstar Mortgage Trust 2019-1
|
|
|
|
|
|
0.02
|
-4.76 |
0.0014 |
-0.0001 |
US12669YAU64
/ COUNTRYWIDE HOME LOANS CWHL 2006 J4 A9
|
|
|
|
|
|
0.02
|
-4.76 |
0.0014 |
-0.0001 |
US3136ANWE34
/ FNMA, REMIC, Series 2015-27, Class HA
|
|
|
|
|
|
0.02
|
-4.76 |
0.0014 |
-0.0001 |
US00442AAA16
/ ACE Securities Corp Home Equity Loan Trust Series 2006-ASL1
|
|
|
|
|
|
0.02
|
-9.09 |
0.0014 |
-0.0002 |
US3137ARCX22
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.02
|
0.00 |
0.0014 |
-0.0001 |
US02151GAG29
/ Alternative Loan Trust 2007-24
|
|
|
|
|
|
0.02
|
5.26 |
0.0014 |
-0.0001 |
US02147WAH25
/ Alternative Loan Trust 2006-26CB
|
|
|
|
|
|
0.02
|
-5.00 |
0.0013 |
-0.0001 |
US362244AA32
/ GSAA Home Equity Trust 2006-19
|
|
|
|
|
|
0.02
|
0.00 |
0.0013 |
-0.0001 |
US02148YAB02
/ Alternative Loan Trust 2006-42
|
|
|
|
|
|
0.02
|
5.56 |
0.0013 |
-0.0001 |
US126670TH10
/ COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF6
|
|
|
|
|
|
0.02
|
-5.00 |
0.0013 |
-0.0001 |
Bear Stearns ARM Trust 2003-7
/ ABS-MBS (US07384MYR77) |
|
|
|
|
|
0.02
|
20.00 |
0.0013 |
0.0002 |
CSMC Mortgage-Backed Trust Series 2006-1
/ ABS-MBS (US225470WC38) |
|
|
|
|
|
0.02
|
0.00 |
0.0013 |
-0.0001 |
CSMC Mortgage-Backed Trust Series 2006-1
/ ABS-MBS (US225470WC38) |
|
|
|
|
|
0.02
|
0.00 |
0.0013 |
-0.0001 |
US81744MAA09
/ Sequoia Mortgage Trust 2007-3
|
|
|
|
|
|
0.02
|
-5.26 |
0.0012 |
-0.0002 |
US3137G1BV83
/ Freddie Mac Whole Loan Securities Trust 2017-SC02
|
|
|
|
|
|
0.02
|
-5.26 |
0.0012 |
-0.0001 |
US576434PX66
/ MASTER ALTERNATIVE LOANS TRUST
|
|
|
|
|
|
0.02
|
0.00 |
0.0012 |
-0.0001 |
US126694W208
/ COUNTRYWIDE HOME LOANS CWHL 2006 9 A1
|
|
|
|
|
|
0.02
|
0.00 |
0.0012 |
-0.0001 |
US31397HFY99
/ Freddie Mac REMICS
|
|
|
|
|
|
0.02
|
-18.18 |
0.0012 |
-0.0004 |
US31393XRD11
/ FANNIE MAE REMICS SER 2004-25 CL FA V/R 2.10800000
|
|
|
|
|
|
0.02
|
-10.53 |
0.0012 |
-0.0002 |
US172973M978
/ Citicorp Mortgage Securities Inc
|
|
|
|
|
|
0.02
|
0.00 |
0.0012 |
-0.0001 |
US542515AA98
/ Long Beach Mortgage Loan Trust 2006-A
|
|
|
|
|
|
0.02
|
0.00 |
0.0012 |
-0.0001 |
US38382TG815
/ Government National Mortgage Association
|
|
|
|
|
|
0.02
|
0.00 |
0.0012 |
-0.0001 |
US466247LS01
/ JP MORGAN MORTGAGE TRUST
|
|
|
|
|
|
0.02
|
0.00 |
0.0011 |
-0.0001 |
US25157GAP72
/ Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1
|
|
|
|
|
|
0.02
|
-5.88 |
0.0011 |
-0.0002 |
US61748HRW33
/ Morgan Stanley Mortgage Loan Trust 2005-10
|
|
|
|
|
|
0.02
|
0.00 |
0.0011 |
-0.0001 |
US46631NEA37
/ JP Morgan Mortgage Trust
|
|
|
|
|
|
0.02
|
14.29 |
0.0011 |
0.0001 |
US81882JAA97
/ SG Residential Mortgage Trust 2020-2
|
|
|
|
|
|
0.02
|
-6.25 |
0.0011 |
-0.0001 |
US07384M5Y44
/ BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 12A5
|
|
|
|
|
|
0.02
|
-6.25 |
0.0011 |
-0.0001 |
US251563CA87
/ Deutsche Mortgage Securities, Inc., Mortgage Loan Trust, Series 2004-1, Class 3A5
|
|
|
|
|
|
0.02
|
-11.76 |
0.0011 |
-0.0002 |
US31392FDE43
/ Fannie Mae Grantor Trust 2002-T16
|
|
|
|
|
|
0.02
|
0.00 |
0.0011 |
-0.0001 |
US61748HKC42
/ Morgan Stanley Mortgage Loan Trust 2005-4
|
|
|
|
|
|
0.02
|
0.00 |
0.0011 |
-0.0001 |
US939336S201
/ WAMMS 2004-RA2 CB1
|
|
|
|
|
|
0.02
|
-16.67 |
0.0011 |
-0.0003 |
US3137ASL365
/ Freddie Mac REMICS
|
|
|
|
|
|
0.01
|
-22.22 |
0.0010 |
-0.0003 |
US86359BEA52
/ SASC 2003-39EX M3
|
|
|
|
|
|
0.01
|
7.69 |
0.0010 |
0.0000 |
US251510HR79
/ Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-5
|
|
|
|
|
|
0.01
|
-6.67 |
0.0010 |
-0.0002 |
US81744FCH82
/ SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2
|
|
|
|
|
|
0.01
|
0.00 |
0.0010 |
-0.0001 |
US45671BAC28
/ INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F3 2A1
|
|
|
|
|
|
0.01
|
0.00 |
0.0010 |
-0.0001 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.01
|
-6.67 |
0.0010 |
-0.0002 |
FMCC
/ Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
0.01
|
-6.67 |
0.0010 |
-0.0002 |
US3137AYEW71
/ Freddie Mac REMICS
|
|
|
|
|
|
0.01
|
-6.67 |
0.0010 |
-0.0001 |
US05531RAB33
/ BCAP LLC TRUST BCAP 2009 RR4 1A2 144A
|
|
|
|
|
|
0.01
|
|
0.0009 |
0.0009 |
US762009AR96
/ Residential 07-s6 1a16 Bond
|
|
|
|
|
|
0.01
|
0.00 |
0.0009 |
-0.0000 |
US9393357P40
/ WAMU 02-AR9 1A V/R 8/25/42 3.72644500
|
|
|
|
|
|
0.01
|
|
0.0009 |
0.0009 |
US45254NJL29
/ Impac CMB Trust, Series 2004-5, Class 1M2
|
|
|
|
|
|
0.01
|
-7.14 |
0.0009 |
-0.0001 |
US31392GWB75
/ FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A
|
|
|
|
|
|
0.01
|
0.00 |
0.0009 |
0.0000 |
US74924DAA72
/ RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1
|
|
|
|
|
|
0.01
|
0.00 |
0.0009 |
-0.0001 |
US93362YAB83
/ WAMU_06-AR5
|
|
|
|
|
|
0.01
|
20.00 |
0.0008 |
0.0000 |
US45254NQX83
/ IMPAC CMB TRUST IMM 2005 7 A1
|
|
|
|
|
|
0.01
|
-8.33 |
0.0008 |
-0.0001 |
US576433B218
/ MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 7A1
|
|
|
|
|
|
0.01
|
-26.67 |
0.0008 |
-0.0004 |
US589929G284
/ Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A
|
|
|
|
|
|
0.01
|
-8.33 |
0.0008 |
-0.0001 |
US02150EAZ60
/ CWALT 2007-5CB 1A24
|
|
|
|
|
|
0.01
|
-9.09 |
0.0007 |
-0.0001 |
US12669FBW23
/ CWHL 2003-56 M
|
|
|
|
|
|
0.01
|
-9.09 |
0.0007 |
-0.0001 |
US64352VJK89
/ New Century Home Equity Loan Trust, Series 2004-4, Class M2
|
|
|
|
|
|
0.01
|
-47.37 |
0.0007 |
-0.0007 |
Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6
/ ABS-MBS (US251510JY03) |
|
|
|
|
|
0.01
|
0.00 |
0.0007 |
-0.0001 |
US61749JAS50
/ MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2
|
|
|
|
|
|
0.01
|
-9.09 |
0.0007 |
-0.0001 |
US761119AE66
/ RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A5
|
|
|
|
|
|
0.01
|
0.00 |
0.0007 |
-0.0000 |
US59020UL458
/ Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3
|
|
|
|
|
|
0.01
|
|
0.0007 |
0.0007 |
Morgan Stanley Mortgage Loan Trust 2006-8AR
/ ABS-MBS (US61749LBR15) |
|
|
|
|
|
0.01
|
0.00 |
0.0006 |
-0.0000 |
Morgan Stanley Mortgage Loan Trust 2006-8AR
/ ABS-MBS (US61749LBR15) |
|
|
|
|
|
0.01
|
0.00 |
0.0006 |
-0.0000 |
US61749LAK70
/ MSM 2006-8AR 4A2
|
|
|
|
|
|
0.01
|
-11.11 |
0.0006 |
-0.0001 |
US36185MBL54
/ GMAC MORTGAGE CORPORATION LOAN TRUST
|
|
|
|
|
|
0.01
|
14.29 |
0.0006 |
0.0000 |
74951PCC
/ RESI Finance LP 2003-D
|
|
|
|
|
|
0.01
|
0.00 |
0.0006 |
-0.0001 |
US007036BU97
/ Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1
|
|
|
|
|
|
0.01
|
-38.46 |
0.0006 |
-0.0004 |
US75115BAY56
/ Residential Accredit Loans, Inc.
|
|
|
|
|
|
0.01
|
0.00 |
0.0006 |
-0.0001 |
US46631NDZ96
/ JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A96
|
|
|
|
|
|
0.01
|
14.29 |
0.0005 |
0.0000 |
US46627MAW73
/ JP Morgan Alternative Loan Trust
|
|
|
|
|
|
0.01
|
-14.29 |
0.0005 |
-0.0000 |
US46629EAH62
/ JP Morgan Alternative Loan Trust
|
|
|
|
|
|
0.01
|
-14.29 |
0.0005 |
-0.0001 |
US69337NAC20
/ PHHMC Series 2007-3 Trust
|
|
|
|
|
|
0.01
|
0.00 |
0.0005 |
-0.0000 |
US31397KQS32
/ Freddie Mac REMICS
|
|
|
|
|
|
0.01
|
-14.29 |
0.0005 |
-0.0000 |
US05950MAJ99
/ BAFC 2006-G 3A3
|
|
|
|
|
|
0.01
|
-14.29 |
0.0004 |
-0.0001 |
US86359LDX47
/ Structured Asset Mortgage Investments II Trust 2004-AR5
|
|
|
|
|
|
0.01
|
-16.67 |
0.0004 |
-0.0001 |
US31393APU50
/ FNMA, REMIC, Series 2003-25, Class KP
|
|
|
|
|
|
0.01
|
0.00 |
0.0004 |
-0.0001 |
US02147WAF68
/ Alternative Loan Trust 2006-26CB
|
|
|
|
|
|
0.01
|
0.00 |
0.0004 |
-0.0000 |
US12628LAJ98
/ CSAB MORTGAGE-BACKED TRUST 2006-4 SER 2006-4 CL A6A S/UP REGD 5.68370000
|
|
|
|
|
|
0.00
|
33.33 |
0.0003 |
0.0000 |
US04542BBT89
/ ABFC 2002-WF2 Trust
|
|
|
|
|
|
0.00
|
-33.33 |
0.0003 |
-0.0001 |
US31394TZV06
/ Freddie Mac REMICS
|
|
|
|
|
|
0.00
|
0.00 |
0.0003 |
-0.0000 |
US46591VBC28
/ JP Morgan Mortgage Trust 2020-INV1
|
|
|
|
|
|
0.00
|
-25.00 |
0.0003 |
-0.0000 |
US46648UAC80
/ JP Morgan Mortgage Trust 2017-4
|
|
|
|
|
|
0.00
|
0.00 |
0.0003 |
-0.0000 |
US81743PBW59
/ Sequoia Mortgage Trust 2003-4
|
|
|
|
|
|
0.00
|
0.00 |
0.0002 |
0.0000 |
US86359LAQ23
/ STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2
|
|
|
|
|
|
0.00
|
0.00 |
0.0002 |
-0.0000 |
US073879EV61
/ Bear Stearns Asset Backed Securities I Trust 2004-HE7
|
|
|
|
|
|
0.00
|
0.00 |
0.0002 |
-0.0000 |
US393505HL98
/ Conseco Finance Corp
|
|
|
|
|
|
0.00
|
-91.30 |
0.0002 |
-0.0015 |
US32053LAE20
/ First Horizon Alternative Mortgage Securities Trust 2007-FA2
|
|
|
|
|
|
0.00
|
0.00 |
0.0001 |
-0.0000 |
US161630AE85
/ Chase Mortgage Finance Trust, Series 2007-A1, Class 1A5
|
|
|
|
|
|
0.00
|
0.00 |
0.0001 |
-0.0000 |
US07384MN322
/ BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 22A V/R REGD 4.79772900
|
|
|
|
|
|
0.00
|
-50.00 |
0.0001 |
-0.0001 |
US38378YZ771
/ Government National Mortgage Association
|
|
|
|
|
|
0.00
|
-100.00 |
0.0000 |
-0.0000 |
US81744MAQ50
/ SEQUOIA MORTGAGE TRUST SEMT 2007 3 2BA1
|
|
|
|
|
|
0.00
|
|
0.0000 |
-0.0000 |
US93934NAZ87
/ Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust
|
|
|
|
|
|
0.00
|
|
0.0000 |
-0.0000 |
US41161PWU38
/ HarborView Mortgage Loan Trust 2005-14
|
|
|
|
|
|
0.00
|
|
0.0000 |
-0.0000 |
US50067HDB06
/ Korth Direct Mortgage Inc
|
|
|
|
|
|
0.00
|
|
0.0000 |
0.0000 |