PIMCOFUNDS > PIMCO Funds
PIMCO GNMA and Government Securities Fund
$1.31B
Avg Monthly Net Assets
$6.08B
Total Assets
$4.70B
Total Liabilities
$1.38B
Net Assets
PIMCO GNMA and Government Securities Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $1.31B.
On August 28th, 2024 it reported 1,841 holdings, the largest
being GNMA PASS THRU POOLS (20.2%), GNMA PASS THRU POOLS (16.9%) and UMBS PASS THRU POOLS (16.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000026542 | PAGNX | |
| Class C | C000026544 | PCGNX | |
| Class I-2 | C000064137 | PPGNX | |
| Class I-3 | C000203300 | PANNX | |
| Institutional | C000026541 | PDMIX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 31750O914 OTC EPUT FN 6.0 AUG24 98.109375 PUT | Derivative-interest rate | US | $9K | – | 0.00 | |
| 31750O922 OTC EPUT FN 6.0 AUG24 98.09375 PUT | Derivative-interest rate | US | $6K | – | 0.00 | |
| 31750O9P1 OTC EPUT FN 6.0 AUG24 98.515625 PUT | Derivative-interest rate | US | $11K | – | 0.00 | |
| 31750O9Q9 OTC EPUT FN 6.0 AUG24 98.507813 PUT | Derivative-interest rate | US | $5K | – | 0.00 | |
| 31750O9S5 OTC EPUT FN 6.0 AUG24 98.65625 PUT | Derivative-interest rate | US | $12K | – | 0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-37K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-33K | – | -0.00 | |
| 31750OEL4 OTC EPUT FN 5.0 JUL24 95.78125 PUT | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 31750OGY4 OTC EPUT FN 5.0 JUL24 97.25 PUT | Derivative-interest rate | US | $-296K | – | -0.02 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-115K | – | -0.01 | |
| 317U34WA4 PIMCO FPPSWAPTION 5.0 PUT USD | Derivative-interest rate | US | $22K | – | 0.00 | |
| 317U39EA3 PIMCO SWAPTION 5.5 PUT USD 20241216 | Derivative-interest rate | US | $12K | – | 0.00 | |
| 317U3ERA8 PIMCO SWAPTION 5.5 PUT USD 20250121 | Derivative-interest rate | US | $26K | – | 0.00 | |
| 317U3I8A0 PIMCO SWAPTION 5.5 PUT USD 20250128 | Derivative-interest rate | US | $53K | – | 0.00 | |
| 317U3R8A0 PIMCO SWAPTION 4.2 PUT USD 20240819 | Derivative-interest rate | US | $28K | – | 0.00 | |
| 317U3RCA5 PIMCO SWAPTION 3.5 CALL USD 20240819 | Derivative-interest rate | US | $14K | – | 0.00 | |
| 317U3RLA5 PIMCO SWAPTION 5.25 PUT USD 20240819 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 317U3RMA4 PIMCO SWAPTION 3.365 CALL USD 202408 | Derivative-interest rate | US | $9K | – | 0.00 | |
| 317U3RNA3 PIMCO SWAPTION 4.265 PUT USD 2024081 | Derivative-interest rate | US | $23K | – | 0.00 | |
| 317U3SLA3 PIMCO SWAPTION 2.5 CALL USD 20250822 | Derivative-interest rate | US | $120K | – | 0.01 | |
| 317U3VRA0 PIMCO SWAPTION 5.25 PUT USD 20250303 | Derivative-interest rate | US | $31K | – | 0.00 | |
| 317U3Y8A5 PIMCO SWAPTION 5.3 PUT USD 20250313 | Derivative-interest rate | US | $11K | – | 0.00 | |
| 317U4LMA6 PIMCO SWAPTION 4.25 PUT USD 20241129 | Derivative-interest rate | US | $176K | – | 0.01 | |
| 317U50RA6 PIMCO SWAPTION 4.75 PUT USD 20241031 | Derivative-interest rate | US | $47K | – | 0.00 | |
| 317U58FA2 PIMCO SWAPTION 5.25 PUT USD 20241024 | Derivative-interest rate | US | $14K | – | 0.00 | |
| 317U58UA5 PIMCO SWAPTION 5.25 PUT USD 20240823 | Derivative-interest rate | US | $-125K | – | -0.01 | |
| 317U58VA4 PIMCO SWAPTION 5.5 PUT USD 20240823 | Derivative-interest rate | US | $13K | – | 0.00 | |
| 317U58WA3 PIMCO SWAPTION 5.0 PUT USD 20240823 | Derivative-interest rate | US | $203K | – | 0.01 | |
| 317U5EVA1 PIMCO SWAPTION 2.5 CALL USD 20250310 | Derivative-interest rate | US | $41K | – | 0.00 | |
| 317U5IMA2 PIMCO SWAPTION 5.0 PUT USD 20250325 | Derivative-interest rate | US | $112K | – | 0.01 | |
| 317U5ITA5 PIMCO SWAPTION 5.0 PUT USD 20250925 | Derivative-interest rate | US | $163K | – | 0.01 | |
| 317U5S7A7 PIMCO SWAPTION 5.5 PUT USD 20251017 | Derivative-interest rate | US | $35K | – | 0.00 | |
| 317U5S9A5 PIMCO SWAPTION 6.0 PUT USD 20251017 | Derivative-interest rate | US | $137K | – | 0.01 | |
| 317U5SEA9 PIMCO SWAPTION 6.0 PUT USD 20251017 | Derivative-interest rate | US | $65K | – | 0.00 | |
| 317U5SFA8 PIMCO SWAPTION 5.5 PUT USD 20251017 | Derivative-interest rate | US | $17K | – | 0.00 | |
| 317U5SQA6 PIMCO SWAPTION 6.0 PUT USD 20251022 | Derivative-interest rate | US | $71K | – | 0.01 | |
| 317U5SRA5 PIMCO SWAPTION 5.5 PUT USD 20251022 | Derivative-interest rate | US | $18K | – | 0.00 | |
| 317U5W2A3 PIMCO SWAPTION 6.0 PUT USD 20251103 | Derivative-interest rate | US | $75K | – | 0.01 | |
| 317U5WIA6 PIMCO SWAPTION 5.5 PUT USD 20251103 | Derivative-interest rate | US | $17K | – | 0.00 | |
| 317U5YJA1 PIMCO SWAPTION 4.55 PUT USD 20240806 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U5YKA9 PIMCO SWAPTION 4.551 PUT USD 2024080 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U5ZAA7 PIMCO SWAPTION 4.443 PUT USD 2024080 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U5ZBA6 PIMCO SWAPTION 4.4375 PUT USD 202408 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U62HA2 PIMCO SWAPTION 4.483 PUT USD 2024112 | Derivative-interest rate | US | $113K | – | 0.01 | |
| 317U62IA1 PIMCO SWAPTION 3.483 CALL USD 202411 | Derivative-interest rate | US | $179K | – | 0.01 | |
| 317U66BA9 PIMCO SWAPTION 4.53 PUT USD 20241203 | Derivative-interest rate | US | $77K | – | 0.01 | |
| 317U66CA8 PIMCO SWAPTION 3.53 CALL USD 2024120 | Derivative-interest rate | US | $148K | – | 0.01 | |
| 317U67GA2 PIMCO SWAPTION 4.372 PUT USD 2024120 | Derivative-interest rate | US | $55K | – | 0.00 | |
| 317U67HA1 PIMCO SWAPTION 3.372 CALL USD 202412 | Derivative-interest rate | US | $55K | – | 0.00 | |
| 317U68WA2 PIMCO SWAPTION 3.3475 CALL USD 20241 | Derivative-interest rate | US | $107K | – | 0.01 | |
| 317U69IA6 PIMCO SWAPTION 4.3125 PUT USD 202606 | Derivative-interest rate | US | $357K | – | 0.03 | |
| 317U69JA5 PIMCO SWAPTION 3.3125 CALL USD 20260 | Derivative-interest rate | US | $381K | – | 0.03 | |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A (ANCHORAGE CAPITAL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.27 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A (APEX CREDIT CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.14 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.25 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $448K | – | 0.03 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.29 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A (BRYANT PARK FUNDING 2024-22A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A (CATHEDRAL LAKE VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| CENTEX HOME EQUITY CXHE 2002 A AV (CENTEX HOME EQUITY 2002-A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV2 A3B 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-INV2) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| CITIGROUP REVERSE REPO | Short | Repurchase agreement | US | $-230M | – | -16.61 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2013 MH1 A 144A (CREDIT SUISSE MORTGAGE TRUST 2013-MH1) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $915K | – | 0.07 |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A (DIAMETER CAPITAL CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| FANNIE MAE FNR 2002 14 A3 (FANNIE MAE 2002-14) | Long | ABS-mortgage backed security | US | $421K | – | 0.03 |
| FANNIE MAE FNR 2002 33 A3 (FANNIE MAE 2002-33) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE FNR 2003 7 A2 (FANNIE MAE 2003-7) | Long | ABS-mortgage backed security | US | $476K | – | 0.03 |
| FANNIE MAE FNR 2007 96 BF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $678K | – | 0.05 |
| FANNIE MAE FNR 2010 126 LS (FANNIE MAE REMICS 2010-126) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FANNIE MAE FNR 2012 111 HS (FANNIE MAE REMICS 2012-111) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE FNR 2012 77 IO (FANNIE MAE REMICS 2012-77) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2013 20 YZ (FANNIE MAE REMICS 2013-20) | Long | ABS-mortgage backed security | US | $599K | – | 0.04 |
| FANNIE MAE FNR 2013 30 JI (FANNIE MAE REMICS 2013-30) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FANNIE MAE FNR 2013 34 PS (FANNIE MAE REMICS 2013-34) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIE MAE FNR 2014 42 SA (FANNIE MAE REMICS 2014-42) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2014 43 BS (FANNIE MAE REMICS 2014-43) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE FNR 2014 45 SA (FANNIE MAE REMICS 2014-45) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2014 47 BI (FANNIE MAE REMICS 2014-47) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2014 73 MS (FANNIE MAE REMICS 2014-73) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FANNIE MAE FNR 2014 84 AI (FANNIE MAE REMICS 2014-84) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2014 92 SB (FANNIE MAE REMICS 2014-92) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2015 10 SA (FANNIE MAE REMICS 2015-10) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE FNR 2015 19 AI (FANNIE MAE REMICS 2015-19) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2015 47 GI (FANNIE MAE REMICS 2015-47) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2015 50 SB (FANNIE MAE REMICS 2015-50) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FANNIE MAE FNR 2015 58 AI (FANNIE MAE REMICS 2015-58) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2015 64 KS (FANNIE MAE REMICS 2015-64) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE FNR 2015 73 ES (FANNIE MAE REMICS 2015-73) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FANNIE MAE FNR 2016 17 CS (FANNIE MAE REMICS 2016-17) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2016 63 YI (FANNIE MAE REMICS 2016-63) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2016 64 IA (FANNIE MAE REMICS 2016-64) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2016 76 CS (FANNIE MAE REMICS 2016-76) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2017 97 BF (FANNIE MAE REMICS 2017-97) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| FANNIE MAE FNR 2018 28 CA (FANNIE MAE REMICS 2018-28) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FANNIE MAE FNR 2018 36 SA (FANNIE MAE REMICS 2018-36) | Long | ABS-mortgage backed security | US | $315K | – | 0.02 |
| FANNIE MAE FNR 2018 64 ET (FANNIE MAE REMICS 2018-64) | Long | ABS-mortgage backed security | US | $405K | – | 0.03 |
| FANNIE MAE FNR 2018 85 IO (FANNIE MAE REMICS 2018-85) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FANNIE MAE FNR 2019 1 HF (FANNIE MAE REMICS 2019-1) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| FANNIE MAE FNR 2019 62 SN (FANNIE MAE REMICS 2019-62) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FANNIE MAE FNR 2020 28 KS (FANNIE MAE REMICS 2020-28) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FANNIE MAE FNR 2021 3 TI (FANNIE MAE REMICS 2021-3) | Long | ABS-mortgage backed security | US | $561K | – | 0.04 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $18M | – | 1.33 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FANNIEMAE STRIP FNS 386 14 (FANNIE MAE INTEREST STRIP 386) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIEMAE STRIP FNS 418 C15 (FANNIE MAE INTEREST STRIP 418) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W1 3A (FANNIEMAE WHOLE LOAN 2002-W1) | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| FANNIEMAE WHOLE LOAN FNW 2002 W4 A6 (FANNIEMAE WHOLE LOAN-2002-W4) | Long | ABS-mortgage backed security | US | $860K | – | 0.06 |
| FANNIEMAE WHOLE LOAN FNW 2002 W6 3A (FANNIEMAE WHOLE LOAN 2002-W6) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIEMAE WHOLE LOAN FNW 2002 W8 A6 (FANNIEMAE WHOLE LOAN 2002-W8) | Long | ABS-mortgage backed security | US | $506K | – | 0.04 |
| FED HM LN PC POOL 1Q0184 FH 11/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| FED HM LN PC POOL 781923 FH 09/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| FED HM LN PC POOL 788799 FH 05/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 840291 FH 11/41 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $771K | – | 0.06 |
| FED HM LN PC POOL 841056 FH 01/50 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875K | – | 0.06 |
| FED HM LN PC POOL 848812 FH 10/39 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $750K | – | 0.05 |
| FED HM LN PC POOL A97631 FG 03/41 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL E02997 FG 10/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL E03003 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $541K | – | 0.04 |
| FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G06500 FG 04/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FED HM LN PC POOL G08789 FG 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.02 |
| FED HM LN PC POOL G18632 FG 02/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $529K | – | 0.04 |
| FED HM LN PC POOL G18641 FG 04/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FED HM LN PC POOL G18644 FG 05/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FED HM LN PC POOL G18652 FG 07/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FED HM LN PC POOL G18663 FG 10/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FED HM LN PC POOL G18666 FG 11/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FED HM LN PC POOL G60344 FG 12/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FED HM LN PC POOL G61254 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FED HM LN PC POOL G67722 FG 03/49 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FED HM LN PC POOL J17232 FG 11/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| FED HM LN PC POOL J17743 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $245K | – | 0.02 |
| FED HM LN PC POOL J17813 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| FED HM LN PC POOL J17826 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| FED HM LN PC POOL J17834 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL J17848 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FED HM LN PC POOL K00034 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL N30139 FG 10/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL N30991 FG 07/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL N31271 FG 01/36 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL N31276 FG 01/36 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL N31313 FG 09/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL N31417 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL N31476 FG 12/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL N31480 FG 04/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL N31490 FG 01/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL Q50235 FG 08/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FED HM LN PC POOL Q51096 FG 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $232K | – | 0.02 |
| FED HM LN PC POOL Q51769 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $426K | – | 0.03 |
| FED HM LN PC POOL Q54427 FG 02/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL Q54654 FG 03/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL Q55189 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL Q56464 FG 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FED HM LN PC POOL Q56894 FG 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FED HM LN PC POOL Q59983 FG 11/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $884K | – | 0.06 |
| FED HM LN PC POOL Q60520 FG 12/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| FED HM LN PC POOL Q61017 FG 01/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FED HM LN PC POOL Q62642 FG 03/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FED HM LN PC POOL QB6642 FR 12/50 FIXED 1.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| FED HM LN PC POOL QB7854 FR 01/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $521K | – | 0.04 |
| FED HM LN PC POOL QB9007 FR 02/51 FIXED 1.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FED HM LN PC POOL QC2713 FR 04/51 FIXED 1.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FED HM LN PC POOL QF1988 FR 10/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $444K | – | 0.03 |
| FED HM LN PC POOL QG1480 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $428K | – | 0.03 |
| FED HM LN PC POOL QG3358 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| FED HM LN PC POOL QG3366 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FED HM LN PC POOL QG5084 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| FED HM LN PC POOL QG5085 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FED HM LN PC POOL QG5089 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| FED HM LN PC POOL QG5258 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FED HM LN PC POOL QG5279 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FED HM LN PC POOL QG5280 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FED HM LN PC POOL QG5356 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FED HM LN PC POOL QG6222 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FED HM LN PC POOL QG6226 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $736K | – | 0.05 |
| FED HM LN PC POOL QG7328 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $468K | – | 0.03 |
| FED HM LN PC POOL QG7748 FR 08/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FED HM LN PC POOL QG8085 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $494K | – | 0.04 |
| FED HM LN PC POOL QG8338 FR 08/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $754K | – | 0.05 |
| FED HM LN PC POOL QG8492 FR 08/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL QG9019 FR 08/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $887K | – | 0.06 |
| FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $440K | – | 0.03 |
| FED HM LN PC POOL QH0440 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| FED HM LN PC POOL QH8387 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| FED HM LN PC POOL RA2134 FR 02/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $678K | – | 0.05 |
| FED HM LN PC POOL RA4216 FR 12/50 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| FED HM LN PC POOL RA5646 FR 07/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.75 |
| FED HM LN PC POOL RA7000 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.03 |
| FED HM LN PC POOL RA7001 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433K | – | 0.03 |
| FED HM LN PC POOL RA7020 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| FED HM LN PC POOL RB5162 FR 06/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| FED HM LN PC POOL RB5166 FR 07/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $590K | – | 0.04 |
| FED HM LN PC POOL RB5173 FR 08/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| FED HM LN PC POOL RB5180 FR 08/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL RB5198 FR 12/42 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370K | – | 0.03 |
| FED HM LN PC POOL RB5206 FR 01/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445K | – | 0.03 |
| FED HM LN PC POOL RB5212 FR 02/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $695K | – | 0.05 |
| FED HM LN PC POOL RC1860 FR 04/36 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| FED HM LN PC POOL RC1932 FR 04/36 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FED HM LN PC POOL SB0571 FR 10/36 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| FED HM LN PC POOL SB8509 FR 01/36 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL SC0050 FR 02/40 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.57 |
| FED HM LN PC POOL SD0056 FR 01/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| FED HM LN PC POOL SD0063 FR 08/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL SD0250 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FED HM LN PC POOL SD0461 FR 11/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 1.04 |
| FED HM LN PC POOL SD2321 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL SD4884 FR 02/54 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.63 |
| FED HM LN PC POOL SD7518 FR 06/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 1.06 |
| FED HM LN PC POOL SD8343 FR 07/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 3.49 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.86 |
| FED HM LN PC POOL T62071 FG 08/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| FED HM LN PC POOL U61264 FG 07/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| FED HM LN PC POOL U63001 FG 07/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $786K | – | 0.06 |
| FED HM LN PC POOL U90133 FG 08/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FED HM LN PC POOL U91148 FG 03/43 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| FED HM LN PC POOL U91486 FG 05/43 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $911K | – | 0.07 |
| FED HM LN PC POOL V83307 FG 07/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL WN2175 FR 03/32 FIXED 3.05 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FED HM LN PC POOL WN2384 FR 06/30 FIXED 4.4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $602K | – | 0.04 |
| FED HM LN PC POOL ZA2860 FR 01/28 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL ZA5434 FR 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| FED HM LN PC POOL ZA6528 FR 04/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FED HM LN PC POOL ZK9295 FR 02/33 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| FED HM LN PC POOL ZL2783 FR 03/42 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS3767 FR 07/43 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZS3768 FR 06/43 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $671K | – | 0.05 |
| FED HM LN PC POOL ZS7939 FR 01/33 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234K | – | 0.02 |
| FED HM LN PC POOL ZS8678 FR 12/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $595K | – | 0.04 |
| FED HM LN PC POOL ZS8682 FR 01/33 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321K | – | 0.02 |
| FED HM LN PC POOL ZT0789 FR 10/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.59 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KJ45 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ45) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 48 2A (FHLMC STRUCTURED PASS THROUGH SECURITIES T-48) | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $589K | – | 0.04 |
| FNMA POOL 256675 FN 04/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 257438 FN 10/48 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720.91 | – | 0.00 |
| FNMA POOL 668388 FN 12/32 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 723336 FN 09/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 736582 FN 09/28 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 745101 FN 04/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 845233 FN 12/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 870799 FN 10/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 890407 FN 02/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL 896002 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 910155 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 923823 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.02 |
| FNMA POOL 928169 FN 05/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 930844 FN 01/47 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FNMA POOL 930917 FN 04/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FNMA POOL 939477 FN 06/37 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921.03 | – | 0.00 |
| FNMA POOL 942283 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 942320 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 942867 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 942980 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 943996 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 946310 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 982008 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL 995650 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AB3865 FN 11/41 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL AB3898 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349K | – | 0.03 |
| FNMA POOL AB3899 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $447K | – | 0.03 |
| FNMA POOL AB4275 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $410K | – | 0.03 |
| FNMA POOL AB4276 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $426K | – | 0.03 |
| FNMA POOL AB4277 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| FNMA POOL AB4280 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $372K | – | 0.03 |
| FNMA POOL AB4487 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285K | – | 0.02 |
| FNMA POOL AB7517 FN 01/33 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FNMA POOL AB7673 FN 01/33 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| FNMA POOL AB9461 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FNMA POOL AB9465 FN 05/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AC4497 FN 09/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD0497 FN 11/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FNMA POOL AD7460 FN 11/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AE0385 FN 09/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL AE0615 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AE0715 FN 12/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $558K | – | 0.04 |
| FNMA POOL AE2157 FN 03/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AJ4522 FN 10/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FNMA POOL AJ4535 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FNMA POOL AJ4574 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FNMA POOL AJ6054 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA POOL AJ6392 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AK0730 FN 02/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FNMA POOL AL2527 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL AL2815 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FNMA POOL AL4010 FN 07/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370.59 | – | 0.00 |
| FNMA POOL AL4287 FN 11/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $363K | – | 0.03 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $706K | – | 0.05 |
| FNMA POOL AL6447 FN 01/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370.21 | – | 0.00 |
| FNMA POOL AL7079 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL AL7090 FN 10/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL AL7183 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| FNMA POOL AL7271 FN 09/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FNMA POOL AL7589 FN 10/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AL8091 FN 06/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| FNMA POOL AL8092 FN 07/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| FNMA POOL AL8376 FN 05/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| FNMA POOL AL8835 FN 01/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL AL9380 FN 04/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| FNMA POOL AM4671 FN 10/43 FIXED 5.32 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| FNMA POOL AO6778 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $869K | – | 0.06 |
| FNMA POOL AO9700 FN 07/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AP0335 FN 07/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AP6055 FN 07/28 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| FNMA POOL AS0209 FN 08/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $588.06 | – | 0.00 |
| FNMA POOL AS0645 FN 10/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $838K | – | 0.06 |
| FNMA POOL AS3285 FN 09/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FNMA POOL AS4009 FN 12/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.03 |
| FNMA POOL AS4556 FN 03/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| FNMA POOL AS8509 FN 12/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL AS9462 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| FNMA POOL AT0681 FN 03/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218K | – | 0.02 |
| FNMA POOL AT5929 FN 06/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AU5542 FN 08/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FNMA POOL AU5741 FN 08/28 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| FNMA POOL AU6648 FN 08/28 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL AU7598 FN 09/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AU8471 FN 09/28 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AV2568 FN 11/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA POOL AV3789 FN 11/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AV6718 FN 03/44 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AW6985 FN 07/34 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451K | – | 0.03 |
| FNMA POOL AX3590 FN 06/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452K | – | 0.03 |
| FNMA POOL BC2612 FN 10/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FNMA POOL BC7289 FN 10/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FNMA POOL BC9026 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $703K | – | 0.05 |
| FNMA POOL BD8952 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| FNMA POOL BD8980 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| FNMA POOL BE0537 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| FNMA POOL BE2689 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BE7131 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $820K | – | 0.06 |
| FNMA POOL BE7840 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BE8055 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BE8365 FN 06/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL BE8409 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BF0102 FN 06/56 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FNMA POOL BF0167 FN 02/57 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $915K | – | 0.07 |
| FNMA POOL BF0169 FN 01/57 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA POOL BF0262 FN 05/58 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $952K | – | 0.07 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| FNMA POOL BH0299 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL BH2087 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL BH2185 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BH2718 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL BH4379 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL BH5368 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| FNMA POOL BH6574 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FNMA POOL BH8675 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FNMA POOL BH9315 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| FNMA POOL BJ1665 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $571K | – | 0.04 |
| FNMA POOL BJ2755 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $996K | – | 0.07 |
| FNMA POOL BJ3287 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BJ3432 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.03 |
| FNMA POOL BJ3862 FN 01/38 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.03 |
| FNMA POOL BJ4616 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| FNMA POOL BJ4744 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BJ4843 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL BJ4914 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BJ7040 FN 08/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL BJ9921 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL BK1962 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FNMA POOL BK8736 FN 01/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FNMA POOL BL1296 FN 02/26 FIXED 3.575 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $972K | – | 0.07 |
| FNMA POOL BL1384 FN 02/29 FIXED 3.75 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| FNMA POOL BL1389 FN 01/29 FIXED 3.82 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $724K | – | 0.05 |
| FNMA POOL BL2205 FN 04/29 FIXED 3.045 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $849K | – | 0.06 |
| FNMA POOL BM1497 FN 07/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $755K | – | 0.05 |
| FNMA POOL BM1963 FN 02/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| FNMA POOL BM3392 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FNMA POOL BM3638 FN 08/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| FNMA POOL BM3927 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $751K | – | 0.05 |
| FNMA POOL BM4413 FN 12/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| FNMA POOL BM4434 FN 06/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FNMA POOL BM4521 FN 08/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FNMA POOL BM4583 FN 09/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| FNMA POOL BM5434 FN 01/48 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FNMA POOL BM6188 FN 08/49 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $962K | – | 0.07 |
| FNMA POOL BM7152 FN 02/28 VARIABLE (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNMA POOL BN0932 FN 12/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| FNMA POOL BN1152 FN 11/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| FNMA POOL BN4325 FN 01/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FNMA POOL BN5883 FN 03/49 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BN8190 FN 05/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FNMA POOL BO1327 FN 08/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNMA POOL BO5356 FN 12/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.03 |
| FNMA POOL BS7102 FN 11/32 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FNMA POOL BS7386 FN 12/29 FIXED 4.77 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $670K | – | 0.05 |
| FNMA POOL BS8096 FN 04/33 FIXED 4.7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BS8097 FN 04/33 FIXED 4.7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $801K | – | 0.06 |
| FNMA POOL BS8176 FN 04/33 FIXED 4.385 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $805K | – | 0.06 |
| FNMA POOL BS8202 FN 04/28 FIXED 4.14 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $762K | – | 0.06 |
| FNMA POOL BS8211 FN 05/28 FIXED 4.55 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FNMA POOL BS8216 FN 04/33 FIXED 4.49 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA POOL BS8227 FN 06/33 FIXED 4.59 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL BS8229 FN 06/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FNMA POOL BS8659 FN 06/33 FIXED 4.44 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNMA POOL BS8678 FN 06/33 FIXED 4.59 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.57 |
| FNMA POOL BS8743 FN 06/30 FIXED 4.68 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.81 |
| FNMA POOL BS8910 FN 03/31 FIXED 4.99 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNMA POOL BS8943 FN 12/31 FIXED 5.41 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $838K | – | 0.06 |
| FNMA POOL BS9367 FN 08/33 FIXED 4.58 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $986K | – | 0.07 |
| FNMA POOL BS9441 FN 09/33 FIXED 5.07 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $852K | – | 0.06 |
| FNMA POOL BS9610 FN 09/38 FIXED 5.3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNMA POOL BS9683 FN 10/28 FIXED 5.57 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.03 |
| FNMA POOL BS9690 FN 10/28 FIXED 4.9 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $356K | – | 0.03 |
| FNMA POOL BS9731 FN 10/28 FIXED 5.61 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.04 |
| FNMA POOL BS9746 FN 10/28 FIXED 5.61 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400K | – | 0.03 |
| FNMA POOL BS9968 FN 11/33 FIXED 5.82 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL BS9974 FN 11/28 FIXED 5.85 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL BS9989 FN 07/28 FIXED 6.01 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BS9990 FN 11/33 FIXED 5.96 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582K | – | 0.04 |
| FNMA POOL BS9994 FN 12/33 FIXED 5.87 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL BS9995 FN 04/30 FIXED 6.66 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL BV7503 FN 04/37 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL BW3079 FN 06/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL BX0428 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $413K | – | 0.03 |
| FNMA POOL BY0044 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $454K | – | 0.03 |
| FNMA POOL BY0125 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| FNMA POOL BY0131 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $911K | – | 0.07 |
| FNMA POOL BY1512 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| FNMA POOL BY1513 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| FNMA POOL BY1782 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $465K | – | 0.03 |
| FNMA POOL BY2122 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| FNMA POOL BY2125 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| FNMA POOL BY2537 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL BY4015 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FNMA POOL BY4058 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| FNMA POOL BY4070 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| FNMA POOL BY4071 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| FNMA POOL BY5041 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $665K | – | 0.05 |
| FNMA POOL BY5374 FN 07/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $935K | – | 0.07 |
| FNMA POOL BY8301 FN 08/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $683K | – | 0.05 |
| FNMA POOL BY8503 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL BY8507 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BY9433 FN 09/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FNMA POOL BY9525 FN 08/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $675K | – | 0.05 |
| FNMA POOL BY9962 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $991K | – | 0.07 |
| FNMA POOL BY9999 FN 09/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483K | – | 0.03 |
| FNMA POOL BZ0617 FN 08/30 FIXED 5.7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $968K | – | 0.07 |
| FNMA POOL BZ1178 FN 06/31 FIXED 5.81 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 1.02 |
| FNMA POOL CA1314 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| FNMA POOL CA1360 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL CA1827 FN 05/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL CA1988 FN 07/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584K | – | 0.04 |
| FNMA POOL CA2234 FN 08/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FNMA POOL CA2833 FN 12/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| FNMA POOL CA3718 FN 06/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| FNMA POOL CA5366 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| FNMA POOL CA5561 FN 04/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $748K | – | 0.05 |
| FNMA POOL CA6009 FN 05/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| FNMA POOL CA8234 FN 12/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.57 |
| FNMA POOL CA8528 FN 01/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| FNMA POOL CB0810 FN 06/51 FIXED 1.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FNMA POOL CB3046 FN 03/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $371K | – | 0.03 |
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 1.19 |
| FNMA POOL CB6682 FN 07/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FNMA POOL CB6685 FN 07/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| FNMA POOL CB7107 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $734K | – | 0.05 |
| FNMA POOL FM0076 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| FNMA POOL FM1514 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453K | – | 0.03 |
| FNMA POOL FM1631 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $656K | – | 0.05 |
| FNMA POOL FM2333 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| FNMA POOL FM2419 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.59 |
| FNMA POOL FM2533 FN 06/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FNMA POOL FM3229 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FNMA POOL FM3343 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.03 |
| FNMA POOL FM3493 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL FM4862 FN 11/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL FM7616 FN 06/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $510K | – | 0.04 |
| FNMA POOL FM9639 FN 11/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.92 |
| FNMA POOL FM9640 FN 11/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| FNMA POOL FM9966 FN 08/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 1.60 |
| FNMA POOL FS0406 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $732K | – | 0.05 |
| FNMA POOL FS0427 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.02 |
| FNMA POOL FS0900 FN 07/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.63 |
| FNMA POOL FS0909 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FNMA POOL FS1548 FN 04/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $491K | – | 0.04 |
| FNMA POOL FS1907 FN 07/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $763K | – | 0.06 |
| FNMA POOL FS1910 FN 01/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| FNMA POOL FS2338 FN 11/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FNMA POOL FS2678 FN 01/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| FNMA POOL FS3885 FN 11/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL FS4975 FN 06/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| FNMA POOL FS7211 FN 02/54 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| FNMA POOL MA0141 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA0898 FN 10/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL MA2200 FN 02/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $635.81 | – | 0.00 |
| FNMA POOL MA2903 FN 02/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.04 |
| FNMA POOL MA2931 FN 03/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.04 |
| FNMA POOL MA2964 FN 04/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FNMA POOL MA2997 FN 05/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $749K | – | 0.05 |
| FNMA POOL MA3060 FN 07/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA POOL MA3090 FN 08/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $643K | – | 0.05 |
| FNMA POOL MA3188 FN 11/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL MA3306 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA3335 FN 04/38 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| FNMA POOL MA3359 FN 04/38 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FNMA POOL MA3389 FN 06/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $413K | – | 0.03 |
| FNMA POOL MA3400 FN 06/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FNMA POOL MA3413 FN 07/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| FNMA POOL MA3465 FN 09/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $369K | – | 0.03 |
| FNMA POOL MA3474 FN 09/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL MA3590 FN 02/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FNMA POOL MA4256 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL MA4306 FN 04/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| FNMA POOL MA4418 FN 09/36 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL MA4632 FN 06/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $579K | – | 0.04 |
| FNMA POOL MA4643 FN 05/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $610K | – | 0.04 |
| FNMA POOL MA4660 FN 07/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL MA4695 FN 07/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $913K | – | 0.07 |
| FNMA POOL MA5021 FN 05/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL MA5097 FN 07/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.04 |
| FNMA POOL MA5126 FN 08/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $927K | – | 0.07 |
| FNMA POOL MA5157 FN 08/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.03 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 1.06 |
| FNMA TBA 15 YR 1.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-855K | – | -0.06 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-34M | – | -2.48 |
| FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-1M | – | -0.11 |
| FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-10M | – | -0.74 |
| FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| FNMA TBA 15 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-10M | – | -0.72 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 1.39 |
| FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.67 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-45M | – | -3.23 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-272M | – | -19.61 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116M | – | 8.36 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-116M | – | -8.36 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-146M | – | -10.57 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-1M | – | -0.09 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-54M | – | -3.88 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-57M | – | -4.10 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 2.95 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 2.62 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 3.77 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-39M | – | -2.81 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 2.72 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-2M | – | -0.11 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-32M | – | -2.30 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231M | – | 16.66 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $610K | – | 0.04 |
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.96 |
| FREDDIE MAC FHR 2178 PI (FREDDIE MAC 2178) | Long | ABS-mortgage backed security | US | $83.64 | – | 0.00 |
| FREDDIE MAC FHR 2614 WO (FREDDIE MAC-2614) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| FREDDIE MAC FHR 2616 JS (FREDDIE MAC-2616) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 3598 JI (FREDDIE MAC REMICS-3598) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 3621 WI (FREDDIE MAC REMICS 3621) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 3635 IB (FREDDIE MAC REMICS 3635) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 3684 JI (FREDDIE MAC REMICS 3684) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3962 KS (FREDDIE MAC REMICS 3962) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 4068 UF (FREDDIE MAC REMICS 4068) | Long | ABS-mortgage backed security | US | $590K | – | 0.04 |
| FREDDIE MAC FHR 4096 PI (FREDDIE MAC REMICS 4096) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 4136 IN (FREDDIE MAC REMICS 4136) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FREDDIE MAC FHR 4165 TI (FREDDIE MAC REMICS 4165) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FREDDIE MAC FHR 4182 QI (FREDDIE MAC REMICS 4182) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 4203 DI (FREDDIE MAC REMICS 4203) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| FREDDIE MAC FHR 4240 DI (FREDDIE MAC REMICS 4240) | Long | ABS-mortgage backed security | US | $240K | – | 0.02 |
| FREDDIE MAC FHR 4248 ES (FREDDIE MAC REMICS 4248) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FREDDIE MAC FHR 4255 SN (FREDDIE MAC REMICS 4255) | Long | ABS-mortgage backed security | US | $459K | – | 0.03 |
| FREDDIE MAC FHR 4274 VS (FREDDIE MAC REMICS 4274) | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| FREDDIE MAC FHR 4324 IO (FREDDIE MAC REMICS 4324) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 4338 SB (FREDDIE MAC REMICS 4338) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 4362 IM (FREDDIE MAC REMICS 4362) | Long | ABS-mortgage backed security | US | $54.04 | – | 0.00 |
| FREDDIE MAC FHR 4367 GS (FREDDIE MAC REMICS 4367) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 4394 WI (FREDDIE MAC REMICS 4394) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 4438 WI (FREDDIE MAC REMICS 4438) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC FHR 4463 IO (FREDDIE MAC REMICS 4463) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 4479 TI (FREDDIE MAC REMICS 4479) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FREDDIE MAC FHR 4825 NI (FREDDIE MAC REMICS 4825) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC FHR 4832 FW (FREDDIE MAC-4832) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FREDDIE MAC FHR 4836 PO (FREDDIE MAC 4836) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC FHR 4839 UO (FREDDIE MAC 4839) | Long | ABS-mortgage backed security | US | $455K | – | 0.03 |
| FREDDIE MAC FHR 4839 WO (FREDDIE MAC 4839) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FREDDIE MAC FHR 4940 FE (FREDDIE MAC REMICS 4940) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| FREDDIE MAC FHR 4988 IL (FREDDIE MAC REMICS 4988) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FREDDIE MAC FHR 5034 MI (FREDDIE MAC REMICS 5034) | Long | ABS-mortgage backed security | US | $343K | – | 0.02 |
| FREDDIE MAC FHR 5080 IQ (FREDDIE MAC REMICS 5080) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| FREDDIE MAC FHR 5104 UB (FREDDIE MAC REMICS 5104) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A (FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A (FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A (FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FREDDIEMAC STRIP FHS 303 C19 (FREDDIE MAC STRIPS 303) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FREDDIEMAC STRIP FHS 330 F4 (FREDDIE MAC STRIPS 330) | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| FREDDIEMAC STRIP FHS 345 C13 (FREDDIE MAC STRIPS 345) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FREDDIEMAC STRIP FHS 386 C3 (FREDDIE MAC STRIPS 386) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| FREDDIEMAC STRIP FHS 389 C40 (FREDDIE MAC STRIPS 389) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| GENERATE CLO LTD. GNRT 3A A2R 144A (GNRT-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| GNMA I TBA 30 YR 5 SINGLE FAMILY MORTGAGE (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| GNMA II POOL 002076 G2 09/25 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7.58 | – | 0.00 |
| GNMA II POOL 002116 G2 11/25 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92.2 | – | 0.00 |
| GNMA II POOL 002433 G2 05/27 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 002496 G2 10/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317.85 | – | 0.00 |
| GNMA II POOL 002549 G2 02/28 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411.42 | – | 0.00 |
| GNMA II POOL 002563 G2 03/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $770 | – | 0.00 |
| GNMA II POOL 002590 G2 05/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201.76 | – | 0.00 |
| GNMA II POOL 002675 G2 11/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $305.26 | – | 0.00 |
| GNMA II POOL 002689 G2 12/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002699 G2 01/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445.13 | – | 0.00 |
| GNMA II POOL 002728 G2 03/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002740 G2 04/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68.59 | – | 0.00 |
| GNMA II POOL 002741 G2 04/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 003025 G2 01/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003038 G2 02/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213.9 | – | 0.00 |
| GNMA II POOL 003039 G2 02/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268.26 | – | 0.00 |
| GNMA II POOL 003067 G2 04/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347.7 | – | 0.00 |
| GNMA II POOL 003080 G2 05/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $543.16 | – | 0.00 |
| GNMA II POOL 003106 G2 07/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 003121 G2 08/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $197.46 | – | 0.00 |
| GNMA II POOL 003132 G2 09/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 003187 G2 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309.78 | – | 0.00 |
| GNMA II POOL 003238 G2 05/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $713.69 | – | 0.00 |
| GNMA II POOL 003248 G2 06/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $378.99 | – | 0.00 |
| GNMA II POOL 003261 G2 07/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 003273 G2 08/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441.62 | – | 0.00 |
| GNMA II POOL 003306 G2 11/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $479.61 | – | 0.00 |
| GNMA II POOL 003319 G2 12/32 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218.76 | – | 0.00 |
| GNMA II POOL 003347 G2 02/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366.08 | – | 0.00 |
| GNMA II POOL 003415 G2 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GNMA II POOL 003429 G2 08/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003443 G2 09/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA II POOL 003444 G2 09/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $538.96 | – | 0.00 |
| GNMA II POOL 003473 G2 11/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003489 G2 12/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $961.17 | – | 0.00 |
| GNMA II POOL 003515 G2 02/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $388.93 | – | 0.00 |
| GNMA II POOL 003557 G2 05/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003569 G2 06/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $454.4 | – | 0.00 |
| GNMA II POOL 003571 G2 06/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $749.57 | – | 0.00 |
| GNMA II POOL 003582 G2 07/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $481.42 | – | 0.00 |
| GNMA II POOL 003610 G2 09/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347.68 | – | 0.00 |
| GNMA II POOL 003624 G2 10/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| GNMA II POOL 003638 G2 11/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $594.67 | – | 0.00 |
| GNMA II POOL 003795 G2 12/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003808 G2 01/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.02 |
| GNMA II POOL 003819 G2 02/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003831 G2 03/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003840 G2 04/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA II POOL 003850 G2 05/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| GNMA II POOL 003863 G2 06/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 003876 G2 07/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 003897 G2 09/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 003899 G2 09/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| GNMA II POOL 003910 G2 10/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314.11 | – | 0.00 |
| GNMA II POOL 003931 G2 12/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II POOL 003932 G2 12/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $542.69 | – | 0.00 |
| GNMA II POOL 003986 G2 05/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003994 G2 06/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA II POOL 004015 G2 08/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $571.29 | – | 0.00 |
| GNMA II POOL 004019 G2 08/37 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 004028 G2 09/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $683.34 | – | 0.00 |
| GNMA II POOL 004039 G2 10/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II POOL 004047 G2 11/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 004049 G2 11/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004071 G2 01/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $773.04 | – | 0.00 |
| GNMA II POOL 004085 G2 02/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 004113 G2 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA II POOL 004145 G2 05/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.51 | – | 0.00 |
| GNMA II POOL 004164 G2 06/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II POOL 004182 G2 07/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 004193 G2 07/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400K | – | 0.03 |
| GNMA II POOL 004194 G2 07/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 004211 G2 08/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 004215 G2 08/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 004216 G2 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 004220 G2 08/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $857.87 | – | 0.00 |
| GNMA II POOL 004222 G2 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921.71 | – | 0.00 |
| GNMA II POOL 004224 G2 08/38 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $738.23 | – | 0.00 |
| GNMA II POOL 004239 G2 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 004240 G2 09/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA II POOL 004243 G2 09/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004245 G2 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 004259 G2 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134.1 | – | 0.00 |
| GNMA II POOL 004260 G2 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 004261 G2 10/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004268 G2 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 004284 G2 11/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004285 G2 11/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II POOL 004286 G2 11/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 004310 G2 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 004311 G2 12/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 004316 G2 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| GNMA II POOL 004336 G2 01/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $828.15 | – | 0.00 |
| GNMA II POOL 004337 G2 01/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II POOL 004342 G2 01/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| GNMA II POOL 004364 G2 02/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004369 G2 02/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 004372 G2 02/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $931.39 | – | 0.00 |
| GNMA II POOL 004398 G2 03/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585.8 | – | 0.00 |
| GNMA II POOL 004410 G2 04/39 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II POOL 004417 G2 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $665.19 | – | 0.00 |
| GNMA II POOL 004426 G2 04/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534.19 | – | 0.00 |
| GNMA II POOL 004441 G2 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004447 G2 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA II POOL 004449 G2 05/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $824.72 | – | 0.00 |
| GNMA II POOL 004459 G2 06/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004461 G2 06/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA II POOL 004469 G2 06/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| GNMA II POOL 004471 G2 06/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121.74 | – | 0.00 |
| GNMA II POOL 004483 G2 07/39 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004498 G2 07/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004515 G2 08/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171.64 | – | 0.00 |
| GNMA II POOL 004534 G2 09/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004541 G2 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004560 G2 10/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.03 |
| GNMA II POOL 004638 G2 02/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA II POOL 004648 G2 03/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004649 G2 03/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| GNMA II POOL 004652 G2 03/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004670 G2 04/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 004673 G2 04/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004680 G2 04/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| GNMA II POOL 004691 G2 05/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004697 G2 05/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| GNMA II POOL 004710 G2 06/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA II POOL 004746 G2 07/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| GNMA II POOL 004767 G2 08/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004771 G2 08/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL 004796 G2 09/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 004801 G2 09/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| GNMA II POOL 004834 G2 10/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA II POOL 004839 G2 12/38 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 004849 G2 11/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA II POOL 004880 G2 12/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004918 G2 01/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 004923 G2 01/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| GNMA II POOL 004946 G2 02/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| GNMA II POOL 004949 G2 02/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004978 G2 03/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $396K | – | 0.03 |
| GNMA II POOL 005017 G2 04/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| GNMA II POOL 005082 G2 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483K | – | 0.03 |
| GNMA II POOL 005092 G2 06/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 005095 G2 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 005115 G2 07/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| GNMA II POOL 005132 G2 07/41 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 005140 G2 08/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| GNMA II POOL 005175 G2 09/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 005201 G2 10/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 005230 G2 11/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 005240 G2 11/41 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 005246 G2 11/26 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 080376 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA II POOL 080821 G2 01/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA II POOL 082088 G2 06/38 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II POOL 403384 G2 08/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 422327 G2 07/26 FIXED 6.7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 605066 G2 03/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 605621 G2 08/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 627038 G2 10/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II POOL 628389 G2 03/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $508.79 | – | 0.00 |
| GNMA II POOL 635198 G2 05/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $777K | – | 0.06 |
| GNMA II POOL 647070 G2 07/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 675733 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| GNMA II POOL 678014 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II POOL 701840 G2 11/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 706201 G2 04/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 736771 G2 11/42 FIXED 3.15 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| GNMA II POOL 736782 G2 12/42 FIXED 3.15 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| GNMA II POOL 737004 G2 04/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| GNMA II POOL 737255 G2 11/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA II POOL 737865 G2 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| GNMA II POOL 737973 G2 01/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| GNMA II POOL 738060 G2 10/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 738340 G2 09/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| GNMA II POOL 738348 G2 11/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA II POOL 741977 G2 05/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| GNMA II POOL 742275 G2 08/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II POOL 742276 G2 01/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| GNMA II POOL 745526 G2 08/30 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| GNMA II POOL 751958 G2 06/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 754479 G2 04/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $537.2 | – | 0.00 |
| GNMA II POOL 759339 G2 02/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $599K | – | 0.04 |
| GNMA II POOL 760018 G2 01/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA II POOL 763891 G2 10/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.03 |
| GNMA II POOL 769429 G2 03/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 770741 G2 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| GNMA II POOL 775616 G2 11/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL 782156 G2 05/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA II POOL 783286 G2 12/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 783294 G2 03/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA II POOL 783352 G2 03/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875K | – | 0.06 |
| GNMA II POOL 783576 G2 12/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| GNMA II POOL 783590 G2 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA II POOL 783934 G2 05/44 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| GNMA II POOL 784017 G2 07/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| GNMA II POOL 784018 G2 06/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376K | – | 0.03 |
| GNMA II POOL 784020 G2 05/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| GNMA II POOL 784073 G2 11/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| GNMA II POOL 784295 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II POOL 784346 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831K | – | 0.06 |
| GNMA II POOL 784433 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| GNMA II POOL 784445 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GNMA II POOL 784551 G2 11/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| GNMA II POOL 784601 G2 03/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA II POOL 784657 G2 01/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GNMA II POOL 784673 G2 01/49 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| GNMA II POOL 784707 G2 02/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GNMA II POOL 784792 G2 08/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| GNMA II POOL 784896 G2 11/34 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL 785086 G2 06/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| GNMA II POOL 785314 G2 12/70 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| GNMA II POOL 785399 G2 03/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 2.57 |
| GNMA II POOL 785558 G2 07/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA II POOL 785565 G2 06/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA II POOL 785568 G2 08/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| GNMA II POOL 785657 G2 10/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| GNMA II POOL 785663 G2 10/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA II POOL 785667 G2 10/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| GNMA II POOL 785707 G2 10/51 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.78 |
| GNMA II POOL 785762 G2 11/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA II POOL 785789 G2 12/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNMA II POOL 785791 G2 12/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNMA II POOL 785821 G2 12/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GNMA II POOL 798851 G2 01/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $617K | – | 0.04 |
| GNMA II POOL 891588 G2 03/58 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.03 |
| GNMA II POOL 894154 G2 04/61 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $579K | – | 0.04 |
| GNMA II POOL AA5482 G2 07/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| GNMA II POOL AA5970 G2 01/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| GNMA II POOL AA6148 G2 03/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $264K | – | 0.02 |
| GNMA II POOL AA6149 G2 03/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| GNMA II POOL AD8811 G2 03/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GNMA II POOL AE8345 G2 05/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| GNMA II POOL AJ6287 G2 09/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| GNMA II POOL AK8789 G2 06/45 FIXED 3.75 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $813K | – | 0.06 |
| GNMA II POOL AK8796 G2 12/45 FIXED 3.75 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II POOL AL5360 G2 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $660K | – | 0.05 |
| GNMA II POOL AN5339 G2 02/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA II POOL AN9707 G2 08/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| GNMA II POOL AO6444 G2 08/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| GNMA II POOL AP0113 G2 10/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| GNMA II POOL AP4977 G2 09/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA II POOL AQ0081 G2 11/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL AR0791 G2 05/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $628K | – | 0.05 |
| GNMA II POOL AR2989 G2 04/46 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA II POOL AS3013 G2 04/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.03 |
| GNMA II POOL AS4344 G2 07/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| GNMA II POOL AS5790 G2 04/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.03 |
| GNMA II POOL AS6888 G2 03/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $785K | – | 0.06 |
| GNMA II POOL AT7573 G2 06/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565K | – | 0.04 |
| GNMA II POOL AU5890 G2 05/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| GNMA II POOL AV3233 G2 11/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382K | – | 0.03 |
| GNMA II POOL AX3421 G2 04/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $421K | – | 0.03 |
| GNMA II POOL AX7752 G2 11/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272K | – | 0.02 |
| GNMA II POOL AY3790 G2 03/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| GNMA II POOL AY5148 G2 09/38 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $840K | – | 0.06 |
| GNMA II POOL AZ1959 G2 04/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| GNMA II POOL BA1093 G2 06/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315K | – | 0.02 |
| GNMA II POOL BA2311 G2 05/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL BA2565 G2 05/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| GNMA II POOL BA2579 G2 05/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.02 |
| GNMA II POOL BA3618 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| GNMA II POOL BA5594 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL BA5610 G2 05/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $364K | – | 0.03 |
| GNMA II POOL BA9528 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $811K | – | 0.06 |
| GNMA II POOL BB0208 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $802K | – | 0.06 |
| GNMA II POOL BB0228 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $539K | – | 0.04 |
| GNMA II POOL BB8650 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456K | – | 0.03 |
| GNMA II POOL BB8813 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| GNMA II POOL BB9690 G2 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409K | – | 0.03 |
| GNMA II POOL BC0640 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307K | – | 0.02 |
| GNMA II POOL BC1290 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $824K | – | 0.06 |
| GNMA II POOL BC1920 G2 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $695K | – | 0.05 |
| GNMA II POOL BC7705 G2 10/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| GNMA II POOL BD0549 G2 08/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $978K | – | 0.07 |
| GNMA II POOL BD0559 G2 09/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $294K | – | 0.02 |
| GNMA II POOL BD1970 G2 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA II POOL BD2806 G2 01/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $888K | – | 0.06 |
| GNMA II POOL BD2836 G2 01/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $917K | – | 0.07 |
| GNMA II POOL BD8130 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $378K | – | 0.03 |
| GNMA II POOL BD9048 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $601K | – | 0.04 |
| GNMA II POOL BD9140 G2 01/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $869K | – | 0.06 |
| GNMA II POOL BD9595 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $881K | – | 0.06 |
| GNMA II POOL BD9974 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II POOL BE1638 G2 12/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II POOL BE1642 G2 01/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| GNMA II POOL BE1670 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II POOL BE2334 G2 11/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $579K | – | 0.04 |
| GNMA II POOL BE3071 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL BE4503 G2 12/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $500K | – | 0.04 |
| GNMA II POOL BE5651 G2 07/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $813K | – | 0.06 |
| GNMA II POOL BE5659 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $316K | – | 0.02 |
| GNMA II POOL BE6330 G2 01/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| GNMA II POOL BE6527 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| GNMA II POOL BE9337 G2 12/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| GNMA II POOL BE9367 G2 12/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $533K | – | 0.04 |
| GNMA II POOL BE9832 G2 06/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL BF1310 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA II POOL BF2407 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL BF2570 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA II POOL BF2858 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA II POOL BF2893 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL BF3074 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL BF4034 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| GNMA II POOL BF4747 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| GNMA II POOL BF4832 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| GNMA II POOL BF8197 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL BG2154 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL BG2414 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II POOL BG2455 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL BG5667 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA II POOL BG5675 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II POOL BG6635 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II POOL BG8358 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA II POOL BG8417 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| GNMA II POOL BH0033 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL BH0034 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $880K | – | 0.06 |
| GNMA II POOL BH0035 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA II POOL BH4510 G2 11/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.02 |
| GNMA II POOL BH6393 G2 07/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA II POOL BH8543 G2 07/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II POOL BI6217 G2 10/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA II POOL BI6321 G2 11/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA II POOL BI6475 G2 01/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA II POOL BI8200 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $706K | – | 0.05 |
| GNMA II POOL BJ1539 G2 09/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| GNMA II POOL BJ1543 G2 09/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II POOL BJ1891 G2 09/48 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA II POOL BJ2604 G2 09/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| GNMA II POOL BJ9833 G2 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| GNMA II POOL BK4763 G2 11/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNMA II POOL BK7861 G2 02/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II POOL BL2178 G2 02/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $697K | – | 0.05 |
| GNMA II POOL BL8227 G2 04/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| GNMA II POOL BM1222 G2 05/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA II POOL BM8878 G2 07/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $841K | – | 0.06 |
| GNMA II POOL BM9938 G2 04/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.02 |
| GNMA II POOL BN4982 G2 07/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.02 |
| GNMA II POOL BN8360 G2 08/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| GNMA II POOL BO0365 G2 08/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $646K | – | 0.05 |
| GNMA II POOL BO4867 G2 04/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $716K | – | 0.05 |
| GNMA II POOL BO7486 G2 08/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA II POOL BO7543 G2 09/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $436K | – | 0.03 |
| GNMA II POOL BO9185 G2 08/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GNMA II POOL BQ7066 G2 04/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $836K | – | 0.06 |
| GNMA II POOL BQ7068 G2 04/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $798K | – | 0.06 |
| GNMA II POOL BR8755 G2 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| GNMA II POOL BR8988 G2 12/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307K | – | 0.02 |
| GNMA II POOL BR9001 G2 03/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| GNMA II POOL BR9006 G2 03/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL BS2505 G2 01/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA II POOL BS2690 G2 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $390K | – | 0.03 |
| GNMA II POOL BS5536 G2 06/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| GNMA II POOL BS7499 G2 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA II POOL BT1377 G2 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA II POOL BT1990 G2 03/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| GNMA II POOL BT1991 G2 03/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $666K | – | 0.05 |
| GNMA II POOL BT1993 G2 03/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| GNMA II POOL BT1994 G2 03/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $790K | – | 0.06 |
| GNMA II POOL BV9175 G2 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.02 |
| GNMA II POOL BZ4383 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 1.50 |
| GNMA II POOL CA1410 G2 11/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II POOL CA1411 G2 11/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $692K | – | 0.05 |
| GNMA II POOL CA1412 G2 11/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $806K | – | 0.06 |
| GNMA II POOL CA1422 G2 11/50 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA II POOL CA1423 G2 11/50 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II POOL CA1424 G2 11/50 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GNMA II POOL CA1425 G2 11/50 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II POOL CA1427 G2 11/50 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II POOL CB5074 G2 03/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.59 |
| GNMA II POOL CF1730 G2 07/51 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.89 |
| GNMA II POOL CG8355 G2 08/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $762K | – | 0.06 |
| GNMA II POOL CG8392 G2 09/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $469K | – | 0.03 |
| GNMA II POOL CH7861 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| GNMA II POOL CK7653 G2 02/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $711K | – | 0.05 |
| GNMA II POOL CL2892 G2 09/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA II POOL CM1522 G2 01/63 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| GNMA II POOL CM3478 G2 11/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II POOL CM7559 G2 12/61 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GNMA II POOL CN1092 G2 07/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL CN1098 G2 06/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| GNMA II POOL CN1108 G2 06/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $928K | – | 0.07 |
| GNMA II POOL CN1124 G2 06/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| GNMA II POOL CN5124 G2 08/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $552K | – | 0.04 |
| GNMA II POOL CN5170 G2 08/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| GNMA II POOL CN6483 G2 12/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA II POOL CN9802 G2 05/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| GNMA II POOL CO5772 G2 07/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA II POOL CO6478 G2 07/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| GNMA II POOL CO7526 G2 05/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| GNMA II POOL CO9393 G2 05/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA II POOL CO9464 G2 01/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| GNMA II POOL CO9471 G2 06/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA II POOL CP1937 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.02 |
| GNMA II POOL CP4316 G2 08/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA II POOL CP6892 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| GNMA II POOL CP6913 G2 08/61 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| GNMA II POOL CP7525 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA II POOL CP8745 G2 07/62 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.04 |
| GNMA II POOL CP9288 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II POOL CP9925 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II POOL CQ0009 G2 11/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA II POOL CQ0031 G2 12/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II POOL CQ1871 G2 08/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| GNMA II POOL CQ3933 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| GNMA II POOL CQ3955 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.04 |
| GNMA II POOL CQ3974 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.03 |
| GNMA II POOL CQ3981 G2 09/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GNMA II POOL CQ4348 G2 08/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| GNMA II POOL CQ6096 G2 10/62 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL CQ6293 G2 12/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA II POOL CR2133 G2 05/61 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| GNMA II POOL CR3156 G2 12/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA II POOL CR3172 G2 12/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| GNMA II POOL CR3245 G2 12/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II POOL CR3341 G2 11/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $244K | – | 0.02 |
| GNMA II POOL CR3345 G2 10/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA II POOL CR3346 G2 11/62 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GNMA II POOL CR4587 G2 08/60 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA II POOL CS4470 G2 08/53 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 1.45 |
| GNMA II POOL CS5127 G2 01/62 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $854K | – | 0.06 |
| GNMA II POOL CS5746 G2 02/63 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| GNMA II POOL CS6229 G2 07/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA II POOL CS6270 G2 08/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| GNMA II POOL CS9266 G2 01/62 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GNMA II POOL CT4217 G2 08/61 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $523K | – | 0.04 |
| GNMA II POOL CT7585 G2 08/62 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| GNMA II POOL CV9576 G2 07/61 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| GNMA II POOL CW6576 G2 05/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| GNMA II POOL CW6584 G2 02/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GNMA II POOL CW6607 G2 05/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GNMA II POOL CW6613 G2 09/61 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| GNMA II POOL CX0089 G2 04/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| GNMA II POOL CX4953 G2 06/56 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA II POOL CY2257 G2 12/61 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| GNMA II POOL CY2462 G2 05/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GNMA II POOL CZ2594 G2 05/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GNMA II POOL CZ8792 G2 05/62 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| GNMA II POOL MA0002 G2 04/27 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA II POOL MA0025 G2 04/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| GNMA II POOL MA0091 G2 05/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA II POOL MA0223 G2 07/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GNMA II POOL MA0321 G2 08/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| GNMA II POOL MA0395 G2 09/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL MA0537 G2 11/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL MA0698 G2 01/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| GNMA II POOL MA0782 G2 02/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| GNMA II POOL MA0822 G2 03/28 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA II POOL MA0937 G2 04/43 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL MA1014 G2 05/43 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II POOL MA1015 G2 05/43 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| GNMA II POOL MA1060 G2 06/28 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA II POOL MA1130 G2 07/28 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA II POOL MA1152 G2 07/43 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| GNMA II POOL MA1159 G2 07/43 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL MA1199 G2 08/28 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| GNMA II POOL MA1282 G2 09/43 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA II POOL MA1447 G2 11/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL MA1680 G2 02/44 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II POOL MA1841 G2 04/44 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II POOL MA1922 G2 05/44 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GNMA II POOL MA2151 G2 08/44 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $832K | – | 0.06 |
| GNMA II POOL MA2436 G2 12/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $785K | – | 0.06 |
| GNMA II POOL MA2513 G2 01/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II POOL MA2756 G2 04/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| GNMA II POOL MA2828 G2 05/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401K | – | 0.03 |
| GNMA II POOL MA2859 G2 06/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| GNMA II POOL MA2961 G2 07/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA II POOL MA3001 G2 08/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA II POOL MA3056 G2 08/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| GNMA II POOL MA3073 G2 09/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| GNMA II POOL MA3105 G2 09/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| GNMA II POOL MA3244 G2 11/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.58 |
| GNMA II POOL MA3310 G2 12/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| GNMA II POOL MA3369 G2 01/46 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $374K | – | 0.03 |
| GNMA II POOL MA3742 G2 09/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL MA3802 G2 07/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $909K | – | 0.07 |
| GNMA II POOL MA4061 G2 11/46 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL MA4116 G2 12/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA II POOL MA4201 G2 10/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL MA4250 G2 02/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.02 |
| GNMA II POOL MA4267 G2 02/47 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $898K | – | 0.06 |
| GNMA II POOL MA4309 G2 03/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| GNMA II POOL MA4457 G2 02/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL MA4656 G2 08/47 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL MA4712 G2 09/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II POOL MA4718 G2 09/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.02 |
| GNMA II POOL MA4771 G2 10/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GNMA II POOL MA4777 G2 10/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA II POOL MA4783 G2 10/47 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL MA4830 G2 11/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $849K | – | 0.06 |
| GNMA II POOL MA4889 G2 12/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA II POOL MA4892 G2 12/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA II POOL MA4893 G2 12/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $429K | – | 0.03 |
| GNMA II POOL MA5009 G2 02/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| GNMA II POOL MA5018 G2 02/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL MA5066 G2 03/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382K | – | 0.03 |
| GNMA II POOL MA5128 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II POOL MA5138 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL MA5141 G2 04/48 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GNMA II POOL MA5183 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| GNMA II POOL MA5193 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA II POOL MA5265 G2 06/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| GNMA II POOL MA5390 G2 08/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| GNMA II POOL MA5403 G2 08/48 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL MA5467 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA II POOL MA5534 G2 12/38 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL MA5652 G2 12/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| GNMA II POOL MA5653 G2 12/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400K | – | 0.03 |
| GNMA II POOL MA5702 G2 01/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| GNMA II POOL MA5703 G2 01/49 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| GNMA II POOL MA5711 G2 01/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $723K | – | 0.05 |
| GNMA II POOL MA5764 G2 02/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL MA5806 G2 03/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| GNMA II POOL MA5921 G2 05/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II POOL MA5924 G2 05/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL MA5976 G2 06/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $448K | – | 0.03 |
| GNMA II POOL MA6029 G2 07/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| GNMA II POOL MA6030 G2 07/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.03 |
| GNMA II POOL MA6081 G2 08/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL MA6209 G2 10/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| GNMA II POOL MA6210 G2 10/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA II POOL MA6212 G2 10/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA II POOL MA6275 G2 11/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL MA6278 G2 11/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| GNMA II POOL MA6332 G2 12/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GNMA II POOL MA6399 G2 01/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GNMA II POOL MA6400 G2 01/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL MA6402 G2 01/50 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| GNMA II POOL MA6465 G2 02/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA II POOL MA6531 G2 03/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL MA6599 G2 04/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.65 |
| GNMA II POOL MA6646 G2 05/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368K | – | 0.03 |
| GNMA II POOL MA6649 G2 05/50 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA II POOL MA7589 G2 09/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56M | – | 4.05 |
| GNMA II POOL MA7650 G2 10/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $867K | – | 0.06 |
| GNMA II POOL MA7818 G2 01/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $552K | – | 0.04 |
| GNMA II POOL MA8643 G2 02/53 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.81 |
| GNMA II POOL MA8644 G2 02/53 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76M | – | 5.50 |
| GNMA II POOL MA8717 G2 03/53 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GNMA II POOL MA9016 G2 07/53 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235M | – | 16.94 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87M | – | 6.25 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $279M | – | 20.17 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 3.58 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134M | – | 9.71 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44M | – | 3.18 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98M | – | 7.07 |
| GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| GNMA POOL 320381 GN 12/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 353917 GN 10/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27.14 | – | 0.00 |
| GNMA POOL 389719 GN 09/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 391690 GN 12/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $741.15 | – | 0.00 |
| GNMA POOL 400886 GN 07/25 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147.46 | – | 0.00 |
| GNMA POOL 407800 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 411378 GN 02/26 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 413564 GN 11/25 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314.78 | – | 0.00 |
| GNMA POOL 413863 GN 12/25 FIXED 7.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130.19 | – | 0.00 |
| GNMA POOL 414636 GN 10/25 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40.85 | – | 0.00 |
| GNMA POOL 414809 GN 12/25 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4.16 | – | 0.00 |
| GNMA POOL 417333 GN 03/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121.56 | – | 0.00 |
| GNMA POOL 421784 GN 03/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90.59 | – | 0.00 |
| GNMA POOL 422249 GN 01/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16.65 | – | 0.00 |
| GNMA POOL 429667 GN 11/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 431306 GN 09/26 FIXED 7.75 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.45 | – | 0.00 |
| GNMA POOL 431445 GN 10/26 FIXED 7.75 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25.57 | – | 0.00 |
| GNMA POOL 433571 GN 02/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95.14 | – | 0.00 |
| GNMA POOL 433705 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 433706 GN 04/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 433717 GN 04/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $371.97 | – | 0.00 |
| GNMA POOL 434079 GN 01/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160.76 | – | 0.00 |
| GNMA POOL 435073 GN 03/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA POOL 436019 GN 12/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 436760 GN 02/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 439486 GN 01/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 439558 GN 05/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158.56 | – | 0.00 |
| GNMA POOL 439811 GN 01/27 FIXED 7.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 447202 GN 06/27 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307.79 | – | 0.00 |
| GNMA POOL 447213 GN 06/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $851.97 | – | 0.00 |
| GNMA POOL 448340 GN 04/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA POOL 450142 GN 12/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 450609 GN 11/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 451999 GN 11/27 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $393.17 | – | 0.00 |
| GNMA POOL 456866 GN 05/28 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 456893 GN 05/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15.07 | – | 0.00 |
| GNMA POOL 458068 GN 03/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 458930 GN 10/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255.65 | – | 0.00 |
| GNMA POOL 459501 GN 01/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 460988 GN 11/27 FIXED 7.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34.81 | – | 0.00 |
| GNMA POOL 462422 GN 12/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16.5 | – | 0.00 |
| GNMA POOL 462605 GN 03/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 462690 GN 04/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 462737 GN 05/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268.47 | – | 0.00 |
| GNMA POOL 463079 GN 01/28 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 463750 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $722.58 | – | 0.00 |
| GNMA POOL 464451 GN 01/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $645.02 | – | 0.00 |
| GNMA POOL 464672 GN 01/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546.72 | – | 0.00 |
| GNMA POOL 464761 GN 08/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 465584 GN 04/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $964.44 | – | 0.00 |
| GNMA POOL 466186 GN 04/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $435.49 | – | 0.00 |
| GNMA POOL 466542 GN 02/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248.34 | – | 0.00 |
| GNMA POOL 466949 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154.91 | – | 0.00 |
| GNMA POOL 467451 GN 01/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $571.28 | – | 0.00 |
| GNMA POOL 468615 GN 09/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 469689 GN 11/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86.42 | – | 0.00 |
| GNMA POOL 470154 GN 03/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290.66 | – | 0.00 |
| GNMA POOL 471863 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 471865 GN 04/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $383.18 | – | 0.00 |
| GNMA POOL 472957 GN 05/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $621.1 | – | 0.00 |
| GNMA POOL 473458 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 473492 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 473513 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291.78 | – | 0.00 |
| GNMA POOL 473539 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 476985 GN 03/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 477043 GN 06/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 478967 GN 12/29 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 484383 GN 09/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $833.01 | – | 0.00 |
| GNMA POOL 485602 GN 07/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $558.78 | – | 0.00 |
| GNMA POOL 486516 GN 09/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127.32 | – | 0.00 |
| GNMA POOL 486597 GN 10/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193.72 | – | 0.00 |
| GNMA POOL 486881 GN 02/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452.75 | – | 0.00 |
| GNMA POOL 486960 GN 02/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74.17 | – | 0.00 |
| GNMA POOL 487108 GN 04/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501.28 | – | 0.00 |
| GNMA POOL 488727 GN 03/29 FIXED 6.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA POOL 488894 GN 09/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $316.63 | – | 0.00 |
| GNMA POOL 489575 GN 12/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231.07 | – | 0.00 |
| GNMA POOL 490925 GN 11/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $378.17 | – | 0.00 |
| GNMA POOL 493532 GN 09/29 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $413.08 | – | 0.00 |
| GNMA POOL 493792 GN 01/29 FIXED 6.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $808.68 | – | 0.00 |
| GNMA POOL 496465 GN 01/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 497343 GN 12/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 497372 GN 12/28 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 500075 GN 12/29 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $686.46 | – | 0.00 |
| GNMA POOL 502730 GN 07/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA POOL 506886 GN 05/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173.1 | – | 0.00 |
| GNMA POOL 513701 GN 06/29 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $745.11 | – | 0.00 |
| GNMA POOL 514855 GN 06/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 515777 GN 06/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 516767 GN 10/29 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 517282 GN 03/30 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 520485 GN 12/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 528149 GN 05/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 528391 GN 05/30 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $971.37 | – | 0.00 |
| GNMA POOL 530983 GN 06/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 533517 GN 11/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 535337 GN 09/30 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $695.8 | – | 0.00 |
| GNMA POOL 538299 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77.32 | – | 0.00 |
| GNMA POOL 542027 GN 05/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 542852 GN 06/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 543812 GN 02/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195.08 | – | 0.00 |
| GNMA POOL 544524 GN 05/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $760.59 | – | 0.00 |
| GNMA POOL 546572 GN 10/33 FIXED 5.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| GNMA POOL 546577 GN 10/33 FIXED 5.875 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| GNMA POOL 546582 GN 01/34 FIXED 6.075 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA POOL 546583 GN 01/34 FIXED 6.02 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA POOL 546587 GN 04/34 FIXED 5.82 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 546602 GN 06/34 FIXED 5.52 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GNMA POOL 546606 GN 08/34 FIXED 5.38 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL 546615 GN 08/34 FIXED 5.97 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA POOL 546616 GN 10/34 FIXED 5.93 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA POOL 546621 GN 10/34 FIXED 5.87 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA POOL 546623 GN 12/34 FIXED 5.82 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GNMA POOL 546624 GN 12/34 FIXED 5.72 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA POOL 546625 GN 12/34 FIXED 5.68 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GNMA POOL 548203 GN 02/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $886.73 | – | 0.00 |
| GNMA POOL 548264 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328.34 | – | 0.00 |
| GNMA POOL 548626 GN 11/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $694.12 | – | 0.00 |
| GNMA POOL 550151 GN 07/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 550750 GN 12/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 551116 GN 08/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 551941 GN 12/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 552313 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295.18 | – | 0.00 |
| GNMA POOL 552317 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386.87 | – | 0.00 |
| GNMA POOL 552557 GN 05/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 552566 GN 05/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $385.92 | – | 0.00 |
| GNMA POOL 552699 GN 08/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| GNMA POOL 553080 GN 02/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 554885 GN 06/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213.38 | – | 0.00 |
| GNMA POOL 555835 GN 07/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557.51 | – | 0.00 |
| GNMA POOL 558746 GN 07/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 559326 GN 11/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456.19 | – | 0.00 |
| GNMA POOL 559461 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458.05 | – | 0.00 |
| GNMA POOL 561562 GN 08/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82.23 | – | 0.00 |
| GNMA POOL 561564 GN 08/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 561599 GN 09/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 562352 GN 01/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $570.9 | – | 0.00 |
| GNMA POOL 562384 GN 08/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918.14 | – | 0.00 |
| GNMA POOL 563677 GN 11/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295.9 | – | 0.00 |
| GNMA POOL 564818 GN 09/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 564919 GN 10/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 565069 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $518.73 | – | 0.00 |
| GNMA POOL 565091 GN 06/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 565165 GN 10/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476.77 | – | 0.00 |
| GNMA POOL 566503 GN 11/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 568860 GN 12/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86.87 | – | 0.00 |
| GNMA POOL 569552 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292.85 | – | 0.00 |
| GNMA POOL 569687 GN 02/32 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464.77 | – | 0.00 |
| GNMA POOL 570142 GN 12/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $958.89 | – | 0.00 |
| GNMA POOL 570662 GN 10/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $969.82 | – | 0.00 |
| GNMA POOL 571228 GN 10/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $419.24 | – | 0.00 |
| GNMA POOL 572126 GN 08/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 574388 GN 01/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449.7 | – | 0.00 |
| GNMA POOL 574762 GN 09/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 575443 GN 12/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $882.86 | – | 0.00 |
| GNMA POOL 575824 GN 03/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.78 | – | 0.00 |
| GNMA POOL 576441 GN 03/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 576520 GN 02/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $538.4 | – | 0.00 |
| GNMA POOL 579538 GN 03/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167.24 | – | 0.00 |
| GNMA POOL 579672 GN 03/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $865.33 | – | 0.00 |
| GNMA POOL 579868 GN 12/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $526.55 | – | 0.00 |
| GNMA POOL 580936 GN 01/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $712.5 | – | 0.00 |
| GNMA POOL 580971 GN 02/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $352.76 | – | 0.00 |
| GNMA POOL 582176 GN 06/32 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 583287 GN 06/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 585052 GN 12/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA POOL 586313 GN 12/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $634.04 | – | 0.00 |
| GNMA POOL 586780 GN 05/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $781.39 | – | 0.00 |
| GNMA POOL 587223 GN 08/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $687.21 | – | 0.00 |
| GNMA POOL 588160 GN 01/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $686.59 | – | 0.00 |
| GNMA POOL 590382 GN 08/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $463.61 | – | 0.00 |
| GNMA POOL 591849 GN 01/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 593228 GN 09/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 593229 GN 09/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75.31 | – | 0.00 |
| GNMA POOL 594845 GN 08/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 595071 GN 10/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 595082 GN 10/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301.21 | – | 0.00 |
| GNMA POOL 595180 GN 11/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $957.11 | – | 0.00 |
| GNMA POOL 595940 GN 10/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 596696 GN 11/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 596796 GN 12/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $950.63 | – | 0.00 |
| GNMA POOL 597944 GN 11/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $678.09 | – | 0.00 |
| GNMA POOL 600008 GN 05/33 FIXED 5.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 600124 GN 02/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $640.05 | – | 0.00 |
| GNMA POOL 600399 GN 05/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 602097 GN 01/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $978.14 | – | 0.00 |
| GNMA POOL 602211 GN 03/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $468.02 | – | 0.00 |
| GNMA POOL 602555 GN 03/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 603517 GN 02/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 603586 GN 03/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 603589 GN 04/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 603592 GN 04/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA POOL 603708 GN 05/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA POOL 603710 GN 05/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 603840 GN 12/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $674.8 | – | 0.00 |
| GNMA POOL 604142 GN 03/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $889.29 | – | 0.00 |
| GNMA POOL 604471 GN 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381.98 | – | 0.00 |
| GNMA POOL 604481 GN 07/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| GNMA POOL 604723 GN 10/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427.36 | – | 0.00 |
| GNMA POOL 605695 GN 09/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 607129 GN 04/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 607533 GN 06/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA POOL 607534 GN 06/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA POOL 607650 GN 02/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $238 | – | 0.00 |
| GNMA POOL 607768 GN 03/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 608205 GN 06/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $944.25 | – | 0.00 |
| GNMA POOL 608671 GN 08/26 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $469.82 | – | 0.00 |
| GNMA POOL 608956 GN 06/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 610179 GN 08/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA POOL 611895 GN 06/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $467.42 | – | 0.00 |
| GNMA POOL 612228 GN 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 612430 GN 01/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 612936 GN 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 614518 GN 06/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $893.32 | – | 0.00 |
| GNMA POOL 615272 GN 07/33 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 615672 GN 10/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 616069 GN 11/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 616352 GN 04/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GNMA POOL 617189 GN 08/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 617223 GN 09/36 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| GNMA POOL 617254 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 617705 GN 09/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534.36 | – | 0.00 |
| GNMA POOL 618517 GN 09/33 FIXED 5.75 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 618681 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 618687 GN 10/36 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA POOL 618688 GN 10/36 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| GNMA POOL 618781 GN 01/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 619466 GN 03/35 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA POOL 621299 GN 07/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430.26 | – | 0.00 |
| GNMA POOL 626938 GN 04/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| GNMA POOL 626967 GN 08/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| GNMA POOL 628130 GN 05/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 629278 GN 04/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 630117 GN 06/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA POOL 631113 GN 06/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 633715 GN 09/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GNMA POOL 634510 GN 09/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 635320 GN 12/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337.61 | – | 0.00 |
| GNMA POOL 635459 GN 03/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557.68 | – | 0.00 |
| GNMA POOL 636498 GN 04/25 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 636501 GN 04/27 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL 636507 GN 04/35 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA POOL 636615 GN 07/25 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 636773 GN 10/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNMA POOL 638221 GN 12/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 638414 GN 02/35 FIXED 5.52 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA POOL 638415 GN 03/35 FIXED 5.57 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA POOL 638425 GN 06/35 FIXED 5.475 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| GNMA POOL 638426 GN 05/35 FIXED 5.53 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA POOL 638685 GN 09/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA POOL 640156 GN 02/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 640960 GN 05/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 644549 GN 07/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $316.58 | – | 0.00 |
| GNMA POOL 644856 GN 06/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 646486 GN 04/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $957.23 | – | 0.00 |
| GNMA POOL 647458 GN 10/35 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 647594 GN 08/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA POOL 647978 GN 08/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $503.57 | – | 0.00 |
| GNMA POOL 648643 GN 12/35 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545.57 | – | 0.00 |
| GNMA POOL 650455 GN 12/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569.54 | – | 0.00 |
| GNMA POOL 651815 GN 05/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $601.29 | – | 0.00 |
| GNMA POOL 652605 GN 06/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166.96 | – | 0.00 |
| GNMA POOL 653765 GN 03/36 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA POOL 655648 GN 04/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA POOL 655652 GN 05/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA POOL 655661 GN 07/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA POOL 657482 GN 12/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 658915 GN 08/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| GNMA POOL 659146 GN 08/36 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 659217 GN 09/36 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GNMA POOL 659692 GN 10/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 663852 GN 02/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 664500 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $748.82 | – | 0.00 |
| GNMA POOL 665193 GN 02/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451.15 | – | 0.00 |
| GNMA POOL 666411 GN 09/43 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA POOL 667682 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 670076 GN 06/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $945.45 | – | 0.00 |
| GNMA POOL 670160 GN 01/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL 671330 GN 07/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $408.75 | – | 0.00 |
| GNMA POOL 671333 GN 07/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 671443 GN 07/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 672391 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720.97 | – | 0.00 |
| GNMA POOL 672629 GN 03/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443.33 | – | 0.00 |
| GNMA POOL 673009 GN 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $755.84 | – | 0.00 |
| GNMA POOL 673066 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNMA POOL 673207 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 673821 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 675215 GN 03/38 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.25 | – | 0.00 |
| GNMA POOL 675612 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 676015 GN 08/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 676291 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483.14 | – | 0.00 |
| GNMA POOL 676842 GN 05/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA POOL 677194 GN 06/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 677221 GN 08/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $520.7 | – | 0.00 |
| GNMA POOL 680512 GN 01/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 680575 GN 06/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 680594 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 680606 GN 12/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 681612 GN 11/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA POOL 682899 GN 09/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL 682907 GN 11/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 683868 GN 02/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313.97 | – | 0.00 |
| GNMA POOL 683960 GN 02/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $507.34 | – | 0.00 |
| GNMA POOL 685946 GN 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 686944 GN 06/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720.08 | – | 0.00 |
| GNMA POOL 687728 GN 05/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 688021 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 688085 GN 11/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA POOL 689942 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 691752 GN 07/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 692118 GN 10/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 693467 GN 06/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 697489 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $552.98 | – | 0.00 |
| GNMA POOL 697857 GN 02/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 698329 GN 05/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 698330 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL 698452 GN 08/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| GNMA POOL 698516 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395.47 | – | 0.00 |
| GNMA POOL 699307 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $404.01 | – | 0.00 |
| GNMA POOL 699523 GN 11/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 700829 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 701529 GN 02/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 702082 GN 06/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 703193 GN 01/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 704098 GN 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 704105 GN 12/38 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254.46 | – | 0.00 |
| GNMA POOL 704624 GN 07/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455K | – | 0.03 |
| GNMA POOL 704660 GN 08/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 705724 GN 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 705752 GN 01/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341.68 | – | 0.00 |
| GNMA POOL 706773 GN 11/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $578K | – | 0.04 |
| GNMA POOL 708139 GN 01/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 708331 GN 02/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 709364 GN 08/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 711175 GN 02/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA POOL 711363 GN 04/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $605.89 | – | 0.00 |
| GNMA POOL 711380 GN 06/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 711504 GN 04/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 713471 GN 06/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA POOL 713677 GN 08/39 FIXED 4.875 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA POOL 714117 GN 08/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 719229 GN 07/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 720075 GN 06/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| GNMA POOL 722759 GN 08/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 723339 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 723526 GN 12/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA POOL 724033 GN 11/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 724182 GN 08/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA POOL 724247 GN 08/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 724675 GN 04/30 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| GNMA POOL 726253 GN 10/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 726341 GN 09/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 726380 GN 10/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 732484 GN 02/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 734362 GN 03/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA POOL 735692 GN 04/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| GNMA POOL 736718 GN 04/25 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 737419 GN 09/40 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GNMA POOL 737532 GN 10/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA POOL 738317 GN 05/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA POOL 738895 GN 10/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA POOL 739341 GN 10/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA POOL 742244 GN 01/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 743209 GN 04/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA POOL 743298 GN 05/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| GNMA POOL 743440 GN 06/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA POOL 743552 GN 07/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA POOL 745269 GN 06/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 747382 GN 07/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GNMA POOL 749776 GN 09/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 750991 GN 09/40 FIXED 4.875 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| GNMA POOL 751109 GN 09/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247K | – | 0.02 |
| GNMA POOL 751206 GN 10/40 FIXED 4.875 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL 752020 GN 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 753768 GN 10/40 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GNMA POOL 754138 GN 07/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $805.49 | – | 0.00 |
| GNMA POOL 755137 GN 01/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 755473 GN 09/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA POOL 755820 GN 11/40 FIXED 4.05 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GNMA POOL 755958 GN 01/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 757039 GN 12/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 757044 GN 12/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 763417 GN 05/31 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA POOL 764423 GN 04/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 764517 GN 06/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 764981 GN 02/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA POOL 771611 GN 10/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 773221 GN 03/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 774325 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 774484 GN 09/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA POOL 776852 GN 08/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 778753 GN 01/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 778943 GN 03/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GNMA POOL 779378 GN 06/42 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GNMA POOL 779579 GN 10/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA POOL 780478 GN 12/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88.72 | – | 0.00 |
| GNMA POOL 780570 GN 05/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119.63 | – | 0.00 |
| GNMA POOL 780583 GN 06/27 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45.27 | – | 0.00 |
| GNMA POOL 780588 GN 06/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119.33 | – | 0.00 |
| GNMA POOL 780618 GN 08/27 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395.95 | – | 0.00 |
| GNMA POOL 780622 GN 08/27 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 780650 GN 10/27 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 780717 GN 02/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $599.44 | – | 0.00 |
| GNMA POOL 780864 GN 09/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119.38 | – | 0.00 |
| GNMA POOL 780992 GN 12/28 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 781070 GN 07/29 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332.08 | – | 0.00 |
| GNMA POOL 781328 GN 09/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 781345 GN 10/31 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99.06 | – | 0.00 |
| GNMA POOL 781356 GN 12/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48.95 | – | 0.00 |
| GNMA POOL 781389 GN 01/32 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 781402 GN 02/32 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 781448 GN 05/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $556.64 | – | 0.00 |
| GNMA POOL 781459 GN 06/32 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781481 GN 01/32 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 781516 GN 09/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781574 GN 03/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $437.53 | – | 0.00 |
| GNMA POOL 781607 GN 03/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781683 GN 12/33 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $558.86 | – | 0.00 |
| GNMA POOL 781719 GN 02/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $613.16 | – | 0.00 |
| GNMA POOL 781842 GN 12/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 781929 GN 06/35 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 781995 GN 10/35 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831.72 | – | 0.00 |
| GNMA POOL 781997 GN 11/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 782029 GN 01/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 782106 GN 07/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 782167 GN 06/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443.51 | – | 0.00 |
| GNMA POOL 782288 GN 12/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 782314 GN 04/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 782336 GN 05/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 782373 GN 07/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 782382 GN 08/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 782405 GN 09/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA POOL 782448 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 782522 GN 12/38 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 782917 GN 04/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA POOL 782928 GN 04/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 782973 GN 11/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 783007 GN 06/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA POOL 783177 GN 09/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 783202 GN 12/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| GNMA POOL 783292 GN 12/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA POOL 784010 GN 03/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430K | – | 0.03 |
| GNMA POOL 784041 GN 08/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $809K | – | 0.06 |
| GNMA POOL 784208 GN 07/46 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA POOL 791069 GN 02/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL 793047 GN 02/42 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 799211 GN 04/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL AA0178 GN 05/42 FIXED 3.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| GNMA POOL AA0179 GN 05/42 FIXED 3.25 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| GNMA POOL AA0398 GN 06/42 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $995K | – | 0.07 |
| GNMA POOL AA1636 GN 05/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.02 |
| GNMA POOL AA3450 GN 07/42 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL AA4844 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| GNMA POOL AA5067 GN 07/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL AA5073 GN 07/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL AA6967 GN 08/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL AB2743 GN 08/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.02 |
| GNMA POOL AB5640 GN 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL AB6744 GN 02/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA POOL AB6814 GN 09/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| GNMA POOL AB7792 GN 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL AC4308 GN 01/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| GNMA POOL AD0240 GN 04/43 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| GNMA POOL AD0270 GN 05/43 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| GNMA POOL AD1625 GN 01/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL AD2437 GN 05/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL AD8801 GN 03/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| GNMA POOL AE7249 GN 05/43 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA POOL AE9991 GN 06/43 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA POOL AF0310 GN 08/43 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| GNMA POOL AF0311 GN 08/43 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GNMA POOL AI0258 GN 06/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| GNMA POOL AI3212 GN 05/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GNMA POOL AI6874 GN 12/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL AI9884 GN 08/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA POOL AJ3033 GN 06/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| GNMA POOL AJ5449 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL AJ9940 GN 12/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL AK6887 GN 02/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL AK7336 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| GNMA POOL AL2144 GN 02/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA POOL AL2252 GN 03/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA POOL AL4893 GN 02/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL AL8208 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL AM7303 GN 01/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA POOL AN5728 GN 06/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| GNMA POOL AN5750 GN 07/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557K | – | 0.04 |
| GNMA POOL AN5764 GN 07/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $460K | – | 0.03 |
| GNMA POOL AN6663 GN 06/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| GNMA POOL AN8477 GN 08/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $244K | – | 0.02 |
| GNMA POOL AO4573 GN 08/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA POOL AO9088 GN 11/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL AO9345 GN 12/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL AQ7377 GN 12/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.03 |
| GNMA POOL AS4938 GN 05/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347K | – | 0.03 |
| GNMA POOL AU0736 GN 05/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490K | – | 0.04 |
| GNMA POOL AW5244 GN 10/46 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA POOL AX5929 GN 02/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| GNMA POOL AY2645 GN 02/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| GNMA POOL AY8218 GN 01/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| GNMA POOL AZ1638 GN 02/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $570K | – | 0.04 |
| GNMA POOL AZ8592 GN 04/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA POOL BA0244 GN 04/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $840K | – | 0.06 |
| GNMA POOL BA7886 GN 05/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL BA7937 GN 06/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL BC1102 GN 07/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL BC1138 GN 08/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL BC1180 GN 08/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL BE6179 GN 12/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL BG5674 GN 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| GNMA POOL BG9709 GN 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL BI1270 GN 08/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA POOL BQ1266 GN 11/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA POOL BQ7172 GN 10/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| GNMA POOL BQ7283 GN 11/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| GNMA POOL BR6606 GN 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $355K | – | 0.03 |
| GNMA POOL BR9416 GN 02/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $659K | – | 0.05 |
| GNMA POOL BS5195 GN 01/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA POOL BT0861 GN 03/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $605K | – | 0.04 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2002 83 IO (GOVERNMENT NATL MTGE ASSOC 2002-83) | Long | ABS-mortgage backed security | US | $2.23 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2004 35 BO (GOVERNMENT NATL MTGE ASSOC 2004-35) | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2004 46 AO (GOVERNMENT NATIONAL MTGE 2004-46) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2006 22 JO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2006-22) | Long | ABS-mortgage backed security | US | $539K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2006 26 PO (GOVERNMENT NATIONAL MTG ASSOC 2006-26) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 18 CO (GOVT NATL MORTGAGE ASSOC SERIES 2007-18) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 28 BO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-28) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2008 1 PO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2008-1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2008 34 OC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2008-34) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 115 IO (GOVERNMENT NATL MTGE ASSOC 2009-115) | Long | ABS-mortgage backed security | US | $0.85 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 56 NO (GOVERNMENT NATL MTGE ASSOC 2009-56) | Long | ABS-mortgage backed security | US | $244K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 79 OK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2009-79) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 14 CO (GOVERNMENT NATL MTGE ASSOC 2010-14) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 36 IO (GOVERNMENT NATL MTGE ASSOC 2010-36) | Long | ABS-mortgage backed security | US | $23.17 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 46 OC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-46) | Long | ABS-mortgage backed security | US | $255K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2011 114 HO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-114) | Long | ABS-mortgage backed security | US | $223K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2011 167 PO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-167) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 116 DI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-116) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 ZN (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128) | Long | ABS-mortgage backed security | US | $488K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 19 IO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-19) | Long | ABS-mortgage backed security | US | $25.83 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H06 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H06) | Long | ABS-mortgage backed security | US | $345.66 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H28 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H28) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 160 IO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-160) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 23 IP (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-23) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 71 WS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-71) | Long | ABS-mortgage backed security | US | $322K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 77 GI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-77) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H23 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H23) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 6 YI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-6) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 69 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-69) | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 99 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-99) | Long | ABS-mortgage backed security | US | $10M | – | 0.74 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 126 GS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-126) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 127 AS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-127) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 166 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 180 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 10 LI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-10) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 118 IE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-118) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 138 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-138) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 180 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 23 KA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-23) | Long | ABS-mortgage backed security | US | $255K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H10) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14) | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 15 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-15) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 57 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 163 GZ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-163) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 72 ID (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-72) | Long | ABS-mortgage backed security | US | $709K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-110) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR-2019-H11) | Long | ABS-mortgage backed security | US | $932K | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 146 SB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-146) | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 160 IG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-160) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 187 FQ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-187) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 189 IM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-189) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 65 YI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-65) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H12 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H12) | Long | ABS-mortgage backed security | US | $66M | – | 4.77 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15) | Long | ABS-mortgage backed security | US | $22M | – | 1.62 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 FN (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H16 HF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16) | Long | ABS-mortgage backed security | US | $20M | – | 1.43 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17) | Long | ABS-mortgage backed security | US | $9M | – | 0.66 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H22 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H22) | Long | ABS-mortgage backed security | US | $16M | – | 1.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 155 ID (GNR-2021-155) | Long | ABS-mortgage backed security | US | $781K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 158 IV (GNR-2021-158) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 214 HI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-214) | Long | ABS-mortgage backed security | US | $405K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 23 GI (GNR-2021-23) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 9 DI (GNR-2021-9) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H02 FY (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H02) | Long | ABS-mortgage backed security | US | $11M | – | 0.76 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H05 FJ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H05) | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 22 ZC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-22) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 45 ZQ (GOVERNMENT NATIONAL MTG ASSOC 2022-45) | Long | ABS-mortgage backed security | US | $609K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZJ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-63) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H07 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H07) | Long | ABS-mortgage backed security | US | $8M | – | 0.60 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 HF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08) | Long | ABS-mortgage backed security | US | $20M | – | 1.44 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H09 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H09) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $9M | – | 0.64 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H15) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H17 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H17) | Long | ABS-mortgage backed security | US | $20M | – | 1.42 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27) | Long | ABS-mortgage backed security | US | $20M | – | 1.47 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $9M | – | 0.63 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A4 (HOME EQUITY PASS-THRU CERTS 2002-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| IMS ECUADORIAN MORTAGAGE TRUST IMSVA 2021 1 GA 144A (IMS ECUADORIAN MORTGAGE 2021-1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A (JP MORGAN MORTGAGE TRUST 2019-6) | Long | ABS-mortgage backed security | US | $721K | – | 0.05 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| KKR FINANCIAL CLO LTD KKR 39A A 144A (KKR CLO 39 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| LA HIPOTECARIA SA LHIPO 2010 1GA A 144A (LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2010-1GA) | Long | ABS-mortgage backed security | PA | $3M | – | 0.23 |
| LA HIPOTECARIA SA LHIPO 2014 1A A1 144A (LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2014-1A) | Long | ABS-mortgage backed security | PA | $2M | – | 0.16 |
| LA HIPOTECARIA SA LHIPO 2016 1A A 144A (BANCO LA HIPOTECARIA SA 2016-1A) | Long | ABS-mortgage backed security | PA | $2M | – | 0.11 |
| LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A (LA HIPOTECARIA SA 2019-1A) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A (MARBLE POINT CLO XIV LTD 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $493K | – | 0.04 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF2 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF3) | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A (PALMER SQUARE CLO 2022-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $51M | – | 3.67 |
| PREFERRED TERM SECS X SR SECURED 144A 07/33 VAR (PREFERRED TERM SECURITIES X LTD / PREFERRED TERM SECURITIES X INC) | Long | Debt | KY | $46K | – | 0.00 |
| REVERSE REPO BANK OF MONTREAL REVERSE REPO | Short | Repurchase agreement | US | $-35M | – | -2.51 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-54M | – | -3.88 |
| RFR USD SOFR/3.01250 04/09/24-7Y LCH | Derivative-interest rate | US | $799K | – | 0.06 | |
| RFR USD SOFR/3.17000 04/15/24-7Y LCH | Derivative-interest rate | US | $578K | – | 0.04 | |
| RFR USD SOFR/3.23200 04/26/24-7Y LCH | Derivative-interest rate | US | $438K | – | 0.03 | |
| RFR USD SOFR/3.25000 12/20/23-30Y CME | Derivative-interest rate | US | $2M | – | 0.12 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $351K | – | 0.03 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $4M | – | 0.26 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $5M | – | 0.39 | |
| RFR USD SOFR/3.55000 12/22/23-7Y LCH | Derivative-interest rate | US | $301K | – | 0.02 | |
| RFR USD SOFR/3.56900 07/10/23-7Y LCH | Derivative-interest rate | US | $-157K | – | -0.01 | |
| RFR USD SOFR/3.70500 01/10/24-7Y LCH | Derivative-interest rate | US | $-755K | – | -0.05 | |
| RFR USD SOFR/3.71000 03/12/24-7Y LCH | Derivative-interest rate | US | $119K | – | 0.01 | |
| RFR USD SOFR/3.74000 07/10/23-7Y LCH | Derivative-interest rate | US | $-68K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $1M | – | 0.08 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $1M | – | 0.08 | |
| RFR USD SOFR/3.75000 12/18/24-10Y CME | Derivative-interest rate | US | $175K | – | 0.01 | |
| RFR USD SOFR/3.75000 12/20/23-5Y CME | Derivative-interest rate | US | $678K | – | 0.05 | |
| RFR USD SOFR/3.85750 03/08/24-5Y LCH | Derivative-interest rate | US | $72K | – | 0.01 | |
| RFR USD SOFR/3.91600 06/10/24-7Y LCH | Derivative-interest rate | US | $-231K | – | -0.02 | |
| RFR USD SOFR/3.94000 04/10/24-5Y LCH | Derivative-interest rate | US | $-308K | – | -0.02 | |
| RFR USD SOFR/3.95900 04/08/24-7Y LCH | Derivative-interest rate | US | $-88K | – | -0.01 | |
| RFR USD SOFR/3.99000 04/08/24-7Y LCH | Derivative-interest rate | US | $-28K | – | -0.00 | |
| RFR USD SOFR/4.00000 12/20/23-3Y CME | Derivative-interest rate | US | $217K | – | 0.02 | |
| RFR USD SOFR/4.01200 11/08/23-7Y LCH | Derivative-interest rate | US | $-200K | – | -0.01 | |
| RFR USD SOFR/4.10000 02/05/24-1Y LCH | Derivative-interest rate | US | $2M | – | 0.11 | |
| RFR USD SOFR/4.11750 10/10/23-7Y LCH | Derivative-interest rate | US | $-79K | – | -0.01 | |
| RFR USD SOFR/4.12250 10/06/23-7Y LCH | Derivative-interest rate | US | $-62K | – | -0.00 | |
| RFR USD SOFR/4.13500 10/10/23-7Y LCH | Derivative-interest rate | US | $-53K | – | -0.00 | |
| RFR USD SOFR/4.14500 10/10/23-7Y LCH | Derivative-interest rate | US | $-17K | – | -0.00 | |
| RFR USD SOFR/4.15500 10/10/23-7Y LCH | Derivative-interest rate | US | $-40K | – | -0.00 | |
| RFR USD SOFR/4.18000 11/08/23-7Y LCH | Derivative-interest rate | US | $28K | – | 0.00 | |
| RFR USD SOFR/4.18500 10/10/23-7Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/4.19200 11/08/23-7Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/4.25000 03/20/24-5Y CME | Derivative-interest rate | US | $-100K | – | -0.01 | |
| RFR USD SOFR/4.25000 12/20/23-2Y CME | Derivative-interest rate | US | $4M | – | 0.30 | |
| RFR USD SOFR/4.32000 10/10/23-7Y LCH | Derivative-interest rate | US | $33K | – | 0.00 | |
| RFR USD SOFR/4.60000 02/02/24-1Y LCH | Derivative-interest rate | US | $518K | – | 0.04 | |
| RFR USD SOFR/4.60000 02/05/24-1Y LCH | Derivative-interest rate | US | $-943K | – | -0.07 | |
| RFR USD SOFR/4.60000 02/06/24-1Y LCH | Derivative-interest rate | US | $889K | – | 0.06 | |
| RFR USD SOFR/5.00000 05/30/24-1Y LCH | Derivative-interest rate | US | $46K | – | 0.00 | |
| RFR USD SOFR/5.00000 06/18/24-1Y LCH | Derivative-interest rate | US | $38K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.04 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A (SYCAMORE TREE CLO 2023-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| TCW GEM LTD TCW 2024 1A A1 144A (TCW CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $302K | – | 0.02 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.17 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.08 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 2.72 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.31 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 2.10 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $1M | – | 0.10 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-72K | – | -0.01 | |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $781K | – | 0.06 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $567K | – | 0.04 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.