Principali partecipazioni Market Value Shares Weight %
Banc of America Funding Trust 5.5% 25/10/2035 60.835190 K 65.934409 K 0.000919% Merrill Lynch Mortgage Investors Trust 5.1063192% 25/08/2034 59.379060 K 62.090370 K 0.000897% Prime Mortgage Trust 6% 25/02/2034 47.032370 K 46.534190 K 0.000710% Securitized Asset-Backed Receivables LLC Trust 2.801952% 25/01/2036 41.617050 K 47.526900 K 0.000629% IndyMac INDX Mortgage Loan Trust 3.6628704% 25/03/2036 38.188860 K 56.706419 K 0.000577% KGS-Alpha SBA COOF Trust 3.3606432% 25/07/2041 35.384380 K 364.415527 K 0.000534% Bear Stearns Asset-Backed Securities Trust 5.7499992% 25/10/2033 33.195880 K 27.170330 K 0.000501% MHC Commercial Mortgage Trust 5.8754412% 15/04/2038 32.795140 K 32.795140 K 0.000495% MASTR Resecuritization Trust 0% 28/05/2035 24.028190 K 31.695732 K 0.000363% Nomura Asset Acceptance Corp. Alternative Loan Trust 7% 25/04/2033 22.330200 K 22.058730 K 0.000337% MASTR Asset Securitization Trust 5.5% 27/12/2033 22.253780 K 26.236360 K 0.000336% Citigroup Global Markets Mortgage Securities VII, Inc. 6.7399596% 25/09/2033 19.137510 K 19.801420 K 0.000289% MortgageIT Trust 4.30821% 25/12/2035 14.684680 K 14.631800 K 0.000222% Structured Asset Securities Corp. Pass-Through Certificates 3.45% 25/02/2032 11.957730 K 73.034217 K 0.000181% Thornburg Mortgage Securities Trust 4.4282088% 25/09/2043 10.571340 K 10.530610 K 0.000160% Deutsche Alt-A Securities, Inc. Mortgage Loan Trust 3.4080912% 25/02/2020 9 417.500000 9 621.400000 0.000142% ASG Resecuritization Trust 6.0000012% 28/09/2036 8 520.630000 28.398990 K 0.000129% Banc of America Mortgage Trust 6.99651% 25/04/2033 8 338.490000 9 001.040000 0.000126% Cendant Mortgage Capital CDMC Mortgage Pass-Through Certificates 0% 25/11/2033 2 176.250000 2 768.427900 0.000033% American General Mortgage Loan Trust 5.7499992% 25/12/2035 478.020000 412.220000 0.000007% 