Principaux titres en portefeuille Market Value Shares Weight %
FREDDIE MAC 2665 5.5% 15/08/2033 15.62726 K 15.00000 K 0.00023% FREDDIE MAC REMICS 2601 5.25% 15/04/2033 15.40500 K 15.00000 K 0.00022% RESIDENTIAL ASSET SEC TRUST 2003-A9 4.39621% 25/08/2033 15.34218 K 16.63451 K 0.00022% FREDDIE MAC REMICS 3549 0% 15/07/2039 14.81655 K 18.13506 K 0.00022% SVB FINANCIAL TRUST 14.56000 K 112.00000 K 0.00021% FREDDIE MAC 2613 5% 15/05/2033 13.27060 K 13.00000 K 0.00019% CS FIRST BOSTON MORTGAGE SEC 2001-28 4.49621% 25/11/2031 12.96754 K 23.45975 K 0.00019% GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2004-26 5.5% 16/04/2034 12.76215 K 12.69668 K 0.00019% CS FIRST BOSTON MTGE SEC CORP 2004-AR7 5.00769% 25/11/2034 12.01684 K 12.45299 K 0.00018% FANNIE MAE 2006-22 0% 25/04/2036 9 221.26000 10.23712 K 0.00013% SEQUOIA MORTGAGE TRUST 2003-4 4.54838% 20/07/2033 8 342.77000 8 301.95000 0.00012% JP MORGAN MORTGAGE TRUST 2007-A1 5.19147% 25/07/2035 8 194.89000 8 527.45000 0.00012% FREDDIE MAC 3545 0% 15/06/2039 6 836.45000 7 986.96000 0.00010% MLCC MORTGAGE INVESTORS INC 2004-B 5.24435% 25/05/2029 5 898.89000 6 488.34000 0.00009% FANNIE MAE INTEREST STRIP 314 0% 25/07/2031 5 637.38000 6 234.76000 0.00008% BEAR STEARNS ALT-A TRUST 2004-3 4.48621% 25/04/2034 4 225.55000 4 247.23000 0.00006% FANNIE MAE-2006-50 0% 25/06/2036 4 221.82000 4 820.22000 0.00006% GSR MORTGAGE LOAN TRUST 2005-AR7 4.12496% 25/11/2035 4 080.33000 4 675.58000 0.00006% FREDDIE MAC 3117 0% 15/02/2036 3 949.69000 4 392.73000 0.00006% GOVERNEMENT NATIONAL MTG ASSOC 2007-41 5.5% 20/07/2037 3 945.04000 3 814.71000 0.00006% 