PIMCOFUNDS > PIMCO Funds
PIMCO Mortgage and Short-Term Investments Portfolio
$1.35B
Avg Monthly Net Assets
$13.06B
Total Assets
$11.79B
Total Liabilities
$1.27B
Net Assets
PIMCO Mortgage and Short-Term Investments Portfolio is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $1.35B.
On August 28th, 2024 it reported 2,649 holdings, the largest
being UMBS PASS THRU POOLS (53.3%), UMBS PASS THRU POOLS (39.3%) and UMBS PASS THRU POOLS (34.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO Mortgage and Short-Term Investments Portfolio | C000027281 | None |
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 | $-9K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-57K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-52K | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-67K | – | -0.01 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-181K | – | -0.01 | |
| 317U3ERA8 PIMCO SWAPTION 5.5 PUT USD 20250121 | Derivative-interest rate | US | $27K | – | 0.00 | |
| 317U3I8A0 PIMCO SWAPTION 5.5 PUT USD 20250128 | Derivative-interest rate | US | $98K | – | 0.01 | |
| 317U3RLA5 PIMCO SWAPTION 5.25 PUT USD 20240819 | Derivative-interest rate | US | $8K | – | 0.00 | |
| 317U3Y8A5 PIMCO SWAPTION 5.3 PUT USD 20250313 | Derivative-interest rate | US | $20K | – | 0.00 | |
| 317U4LMA6 PIMCO SWAPTION 4.25 PUT USD 20241129 | Derivative-interest rate | US | $248K | – | 0.02 | |
| 317U58FA2 PIMCO SWAPTION 5.25 PUT USD 20241024 | Derivative-interest rate | US | $24K | – | 0.00 | |
| ABFS MORTGAGE LOAN TRUST ABFS 2002 2 M1 (AMERICAN BUSINESS FIN SERVICES 2002-2) | Long | ABS-mortgage backed security | US | $380K | – | 0.03 |
| ACE SECURITIES CORP. ACE 2004 RM1 M1 (ACE SECURITIES CORP 2004-RM1) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2005 HE7 M1 (ACE SECURITIES CORP 2005-HE7) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| AFC HOME EQUITY LOAN TRUST AFC 1999 2 1A (AFC HOME EQUITY LOAN TRUST 1999-2) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $55K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A (AMRESCO RES SEC 1999-1) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.25 |
| APIDOS CLO LTD APID 2015 20A A1RA 144A (APIDOS CLO XX 2015-20A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.29 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.39 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.27 |
| ARES CLO LTD ARES 2019 52A A1R 144A (ARES LII CLO LTD 2019-52A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| ARGENT SECURITIES INC. ARSI 2005 W2 M1 (ARGENT SECURITIES INC 2005-W2) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2002 NC1 M1 (ASSET BACKED FUNDING CERT 2002-NC1) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 (ASSET BACKED FUNDING CERTS 2004-OPT5) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 (ASSET BACKED SEC CORP HEQ LN 2001-HE2) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 (ASSET BACKED SEC HOME EQTY LN 2007-HE2) | Long | ABS-mortgage backed security | US | $592.02 | – | 0.00 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A (ATLAS SENIOR LOAN FUND LTD 2018-12A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.26 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 1A AR 144A (BAIN CAPITAL CREDIT CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 (BANC OF AMERICA FUNDING CORP 2005-E) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 8T2 A10 (BANC OF AMERICA FUNDING CORP 2006-8T2) | Long | ABS-mortgage backed security | US | $339K | – | 0.03 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10 (BANC OF AMERICA FUNDING CORP 2007-1) | Long | ABS-mortgage backed security | US | $377K | – | 0.03 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 E A1 (BANK OF AMERICA MTG SEC 2002-E) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A5 (BANK OF AMERICA MTG SEC 2002-G) | Long | ABS-mortgage backed security | US | $449.61 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1 (BANC OF AMERICA MTGE SEC 2004-F) | Long | ABS-mortgage backed security | US | $627.53 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 2A (BAYVIEW FINANCIAL ACQUISITION TR 2007-A) | Long | ABS-mortgage backed security | US | $582K | – | 0.05 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $718.44 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $580.65 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $680.44 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A2 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $38.64 | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 SD2 2A (BEAR STEARNS ABS INC 2003-SD2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE1 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE1) | Long | ABS-mortgage backed security | US | $322K | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $409K | – | 0.03 |
| BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A (BEAR STEARNS MTGE SEC INC 1997-6) | Long | ABS-mortgage backed security | US | $228.12 | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $406K | – | 0.03 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1 (BELLA VISTA MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A (BETONY CLO 2 LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| BLUEMOUNTAIN CLO LTD BLUEM 2013 2A A1R 144A (BLUEMOUNTAIN CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $563K | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 5A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-5) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.20 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| CENTEX HOME EQUITY CXHE 2002 A AV (CENTEX HOME EQUITY 2002-A) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2002 A MV1 (CENTEX HOME EQUITY 2002-A) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1 (CHASE FUNDING MTGE LN ASSET BK 2002-3) | Long | ABS-mortgage backed security | US | $346K | – | 0.03 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 1 2A2 (CHASE FUNDING MTGE LN ASSET-BKD 2003-1) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 5 2A2 (CHASE FUNDING MTGE LN ASSET-BKD 2003-5) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A22 (CHASE MORTGAGE FINANCE CORP 2007-S5) | Long | ABS-mortgage backed security | US | $660K | – | 0.05 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A B1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-3A) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2014 2RA A1 144A (CIFC FUNDING LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| CIFC FUNDING LTD CIFC 2014 3A A1R2 144A (CIFC FUNDING LTD 2014-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.27 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $728K | – | 0.06 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.35 |
| CIFC FUNDING LTD CIFC 2018 2A A1 144A (CIFC FUNDING LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $873K | – | 0.07 |
| CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 2 MV1 (CIT GROUP HOME EQUITY LOAN TRUS 2002-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $608.38 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV2 A3B 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-INV2) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $357K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58) | Long | ABS-mortgage backed security | US | $367K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1) | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A4 (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A3 (COUNTRYWIDE ALT LOAN TRUST 2006-OA16) | Long | ABS-mortgage backed security | US | $217K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A4C (COUNTRYWIDE ALT LOAN TRUST 2006-OA16) | Long | ABS-mortgage backed security | US | $995K | – | 0.08 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2003 SD2 A1 144A (COUNTRYWIDE ASSET-BACKED CERTI 2003-SD2) | Long | ABS-mortgage backed security | US | $838K | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $705K | – | 0.06 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-13) | Long | ABS-mortgage backed security | US | $677K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $370K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1 (COUNTRYWIDE HOME LOANS 2001-HYB1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2 (COUNTRYWIDE HOME LOANS 2001-HYB1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 20 3A1 (COUNTRYWIDE HOME LOANS 2004-20) | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 1A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $331K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 (COUNTRYWIDE HOME LOANS 2007-HY7) | Long | ABS-mortgage backed security | US | $272K | – | 0.02 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 HE1 A2 (CS FIRST BOSTON MTG SEC CORP 2002-HE1) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR15) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $473K | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2013 MH1 A 144A (CREDIT SUISSE MORTGAGE TRUST 2013-MH1) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL3 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $854K | – | 0.07 |
| CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $632K | – | 0.05 |
| DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A (DELTA FUNDING HOME EQ LN TR 1999-3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 41A AR 144A (DRYDEN SENIOR LOAN FUND 2015-41A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.34 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A (DRYDEN CLO LTD 2018-64A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.27 |
| EATON VANCE CDO LTD EATON 2020 1A AR 144A (EATON VANCE CLO 2020-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.25 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $350K | – | 0.03 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2) | Long | ABS-mortgage backed security | US | $802K | – | 0.06 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M2 (ENCORE CREDIT RECEIVABLES TR 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| ENNIS TX ECON DEV CORP ENNDEV 08/34 ZEROCPNOID 0 (ENNIS ECONOMIC DEVELOPMENT CORPORATION INC) | Long | Debt | US | $4M | – | 0.32 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 1A1 (EQUIFIRST MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FANNIE MAE FNR 1996 48 Z (FANNIE MAE-1996-48) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 1997 56 F (FANNIE MAE 1997-56) | Long | ABS-mortgage backed security | US | $484.81 | – | 0.00 |
| FANNIE MAE FNR 1997 79 PL (FANNIE MAE 1997-79) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FANNIE MAE FNR 1997 89 ZA (FANNIE MAE 1997-89) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 1998 22 FA (FANNIE MAE 1998-22) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 1998 59 Z (FANNIE MAE 1998-59) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 1998 62 ZD (FANNIE MAE REMIC-1998-62) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE FNR 1998 73 MZ (FANNIE MAE 1998-73) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 1999 37 F (FANNIE MAE 1999-37) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE FNR 2000 32 FM (FANNIE MAE 2000-32) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2000 36 F (FANNIE MAE 2000-36) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2001 15 Z (FANNIE MAE 2001-15) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FANNIE MAE FNR 2001 35 ZG (FANNIE MAE 2001-35) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| FANNIE MAE FNR 2001 56 KZ (FANNIE MAE 2001-56) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FANNIE MAE FNR 2002 21 FC (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2002 21 FD (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2002 53 FK (FANNIE MAE 2002-53) | Long | ABS-mortgage backed security | US | $207.16 | – | 0.00 |
| FANNIE MAE FNR 2002 77 WF (FANNIE MAE REMICS 2002-77) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $667K | – | 0.05 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| FANNIE MAE FNR 2007 96 BF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FANNIE MAE FNR 2012 111 HS (FANNIE MAE REMICS 2012-111) | Long | ABS-mortgage backed security | US | $205K | – | 0.02 |
| FANNIE MAE FNR 2012 57 SC (FANNIE MAE REMICS 2012-57) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| FANNIE MAE FNR 2012 77 IO (FANNIE MAE REMICS 2012-77) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE FNR 2013 28 YS (FANNIE MAE REMICS 2013-28) | Long | ABS-mortgage backed security | US | $328K | – | 0.03 |
| FANNIE MAE FNR 2013 32 AC (FANNIE MAE REMICS 2013-32) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| FANNIE MAE FNR 2013 34 PS (FANNIE MAE REMICS 2013-34) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FANNIE MAE FNR 2014 42 SA (FANNIE MAE REMICS 2014-42) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2014 43 BS (FANNIE MAE REMICS 2014-43) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE FNR 2014 45 SA (FANNIE MAE REMICS 2014-45) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE FNR 2014 47 BI (FANNIE MAE REMICS 2014-47) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FANNIE MAE FNR 2014 84 AI (FANNIE MAE REMICS 2014-84) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE FNR 2014 92 SB (FANNIE MAE REMICS 2014-92) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2015 10 SA (FANNIE MAE REMICS 2015-10) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE FNR 2015 19 AI (FANNIE MAE REMICS 2015-19) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIE MAE FNR 2015 47 GI (FANNIE MAE REMICS 2015-47) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2015 50 SB (FANNIE MAE REMICS 2015-50) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FANNIE MAE FNR 2015 58 AI (FANNIE MAE REMICS 2015-58) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2015 73 ES (FANNIE MAE REMICS 2015-73) | Long | ABS-mortgage backed security | US | $518K | – | 0.04 |
| FANNIE MAE FNR 2016 17 CS (FANNIE MAE REMICS 2016-17) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 2016 52 PI (FANNIE MAE REMICS 2016-52) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| FANNIE MAE FNR 2016 57 FN (FANNIE MAE REMICS 2016-57) | Long | ABS-mortgage backed security | US | $746K | – | 0.06 |
| FANNIE MAE FNR 2016 63 YI (FANNIE MAE REMICS 2016-63) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2016 64 IA (FANNIE MAE REMICS 2016-64) | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| FANNIE MAE FNR 2016 76 CS (FANNIE MAE REMICS 2016-76) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2018 28 CA (FANNIE MAE REMICS 2018-28) | Long | ABS-mortgage backed security | US | $242K | – | 0.02 |
| FANNIE MAE FNR 2018 85 IO (FANNIE MAE REMICS 2018-85) | Long | ABS-mortgage backed security | US | $480K | – | 0.04 |
| FANNIE MAE FNR 2019 62 FA (FANNIE MAE REMICS 2019-62) | Long | ABS-mortgage backed security | US | $11M | – | 0.85 |
| FANNIE MAE FNR 2019 62 SN (FANNIE MAE REMICS 2019-62) | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| FANNIE MAE FNR 2021 1 IY (FANNIE MAE REMICS 2021-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FANNIE MAE FNR 2021 3 TI (FANNIE MAE REMICS 2021-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIE MAE FNR G96 3 Z (FANNIE MAE-G96-3) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FANNIEMAE ACES FNA 2001 M2 Z2 (FANNIE MAE-ACES 2001-M2) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $473K | – | 0.04 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T4 A1 (FANNIEMAE GRANTOR TRUST 2001-T4) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T7 A1 (FANNIEMAE GRANTOR TRUST 2002-T7) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2003 T4 1A (FANNIEMAE GRANTOR TRUST 2003-T4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE STRIP FNS 386 14 (FANNIE MAE INTEREST STRIP 386) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIEMAE STRIP FNS 419 C3 (FANNIEMAE STRIP 419) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 1996 W2 A7 (FANNIEMAE WHOLE LOAN-1996-W2) | Long | ABS-mortgage backed security | US | $222.76 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 (FANNIE MAE WHOLE LOAN) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2001 W2 AF6 (FANNIEMAE WHOLE LOAN 2001-W2) | Long | ABS-mortgage backed security | US | $303.31 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W12 AV1 (FANNIE MAE 2002-W12) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1 (FANNIEMAIE WHOLE LOAN 2002-W2) | Long | ABS-mortgage backed security | US | $539.09 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W13 AV2 (FANNIEMAE WHOLE LOAN 2003-W13) | Long | ABS-mortgage backed security | US | $8.29 | – | 0.00 |
| FED HM LN PC POOL 1B0806 FH 03/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL 1G1796 FH 12/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.02 |
| FED HM LN PC POOL 1G2602 FH 10/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 390256 FH 07/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL 410836 FH 08/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292.49 | – | 0.00 |
| FED HM LN PC POOL 609969 FH 10/24 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $573.47 | – | 0.00 |
| FED HM LN PC POOL 610920 FH 06/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 755411 FH 02/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL 780090 FH 12/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 780443 FH 03/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL 785867 FH 12/26 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 786064 FH 01/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 786190 FH 07/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 786321 FH 11/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL 786404 FH 10/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $396.68 | – | 0.00 |
| FED HM LN PC POOL 786513 FH 07/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL 786625 FH 09/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 786774 FH 08/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $916.94 | – | 0.00 |
| FED HM LN PC POOL 787010 FH 12/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 787603 FH 10/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $485.05 | – | 0.00 |
| FED HM LN PC POOL 788825 FH 11/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325 | – | 0.00 |
| FED HM LN PC POOL 789133 FH 03/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 789552 FH 05/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 845933 FH 09/24 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36.09 | – | 0.00 |
| FED HM LN PC POOL 846093 FH 10/24 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77.78 | – | 0.00 |
| FED HM LN PC POOL 846421 FH 02/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 846512 FH 08/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 846775 FH 11/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL 846942 FH 02/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26.55 | – | 0.00 |
| FED HM LN PC POOL 847040 FH 02/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.52 | – | 0.00 |
| FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL 847709 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FED HM LN PC POOL 865591 FH 03/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 972103 FH 05/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FED HM LN PC POOL 972104 FH 05/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL A10364 FG 06/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL A11990 FG 08/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165.84 | – | 0.00 |
| FED HM LN PC POOL A14258 FG 09/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A14359 FG 10/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A14440 FG 10/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A14446 FG 10/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL A14624 FG 10/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A14805 FG 10/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL A15539 FG 11/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| FED HM LN PC POOL A15829 FG 11/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $405.57 | – | 0.00 |
| FED HM LN PC POOL A16317 FG 04/31 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $757.3 | – | 0.00 |
| FED HM LN PC POOL A23085 FG 06/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL A23803 FG 06/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A24611 FG 06/34 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A26750 FG 09/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL A29015 FG 12/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL A29582 FG 01/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A32162 FG 03/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL A34515 FG 04/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A34552 FG 04/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A35283 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A35287 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL A35745 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL A35819 FG 07/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL A35938 FG 07/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FED HM LN PC POOL A36258 FG 07/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FED HM LN PC POOL A36995 FG 09/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL A37326 FG 09/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL A37622 FG 09/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL A37900 FG 09/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL A37999 FG 10/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250.63 | – | 0.00 |
| FED HM LN PC POOL A38082 FG 09/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL A38107 FG 10/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL A38837 FG 05/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL A40032 FG 09/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A40118 FG 11/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A43850 FG 03/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL A43851 FG 03/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL A43941 FG 03/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL A44573 FG 04/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL A45408 FG 06/35 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL A46278 FG 07/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL A46280 FG 07/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| FED HM LN PC POOL A46663 FG 08/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FED HM LN PC POOL A46669 FG 08/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A46767 FG 09/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A47293 FG 10/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL A47402 FG 10/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A48438 FG 05/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL A49539 FG 06/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL A50007 FG 06/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A50941 FG 07/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A51435 FG 08/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL A53035 FG 10/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A54203 FG 11/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A55128 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A55204 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199.37 | – | 0.00 |
| FED HM LN PC POOL A55275 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115.56 | – | 0.00 |
| FED HM LN PC POOL A56735 FG 01/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $573.89 | – | 0.00 |
| FED HM LN PC POOL A56911 FG 02/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A56988 FG 02/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A56993 FG 02/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FED HM LN PC POOL A57475 FG 02/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A57663 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A58677 FG 03/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A59302 FG 04/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222.19 | – | 0.00 |
| FED HM LN PC POOL A60094 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A60612 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A60884 FG 06/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL A61634 FG 06/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL A61999 FG 06/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A62249 FG 06/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A64391 FG 08/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $659.69 | – | 0.00 |
| FED HM LN PC POOL A64516 FG 08/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A68524 FG 11/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A68769 FG 10/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL A69653 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL A69945 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FED HM LN PC POOL A71408 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FED HM LN PC POOL A71523 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL A72667 FG 02/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A72749 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351K | – | 0.03 |
| FED HM LN PC POOL A72770 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FED HM LN PC POOL A73872 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A74678 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL A75114 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL A75437 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A75525 FG 04/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $783.06 | – | 0.00 |
| FED HM LN PC POOL A75627 FG 04/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A75835 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A75879 FG 04/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL A76047 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL A76298 FG 04/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL A76483 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A77057 FG 05/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL A77314 FG 05/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159.54 | – | 0.00 |
| FED HM LN PC POOL A77399 FG 05/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL A77808 FG 05/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL A78147 FG 06/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A78296 FG 06/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL A78806 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A79792 FG 07/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL A79949 FG 08/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL A80970 FG 08/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL A81278 FG 08/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A81280 FG 08/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL A82423 FG 10/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL A83000 FG 11/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL A83694 FG 12/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL A83772 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A84058 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A84160 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FED HM LN PC POOL A84179 FG 01/37 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FED HM LN PC POOL A86492 FG 05/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A88843 FG 11/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A89352 FG 10/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| FED HM LN PC POOL A89387 FG 10/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL A89839 FG 11/39 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FED HM LN PC POOL A92269 FG 05/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FED HM LN PC POOL A92487 FG 06/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL A92666 FG 06/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL A92821 FG 07/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL A92922 FG 07/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FED HM LN PC POOL A93156 FG 07/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL A93293 FG 08/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL A93343 FG 08/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL A93652 FG 09/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $744.76 | – | 0.00 |
| FED HM LN PC POOL A93853 FG 09/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FED HM LN PC POOL A95755 FG 12/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A96095 FG 01/41 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL A97218 FG 03/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| FED HM LN PC POOL A98016 FG 06/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL C00442 FG 01/26 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141.27 | – | 0.00 |
| FED HM LN PC POOL C00781 FG 04/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $397.54 | – | 0.00 |
| FED HM LN PC POOL C00785 FG 06/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C00835 FG 07/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203.44 | – | 0.00 |
| FED HM LN PC POOL C01005 FG 06/30 FIXED 8 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $467.76 | – | 0.00 |
| FED HM LN PC POOL C01051 FG 09/30 FIXED 8 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220.19 | – | 0.00 |
| FED HM LN PC POOL C01418 FG 10/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL C01428 FG 11/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $581.86 | – | 0.00 |
| FED HM LN PC POOL C01443 FG 01/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $335K | – | 0.03 |
| FED HM LN PC POOL C01578 FG 04/33 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL C01623 FG 09/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $236.08 | – | 0.00 |
| FED HM LN PC POOL C01648 FG 10/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C03458 FG 02/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL C31320 FG 10/29 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218.36 | – | 0.00 |
| FED HM LN PC POOL C60346 FG 10/31 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C71288 FG 09/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C73849 FG 12/32 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189.42 | – | 0.00 |
| FED HM LN PC POOL C75023 FG 12/32 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $329.55 | – | 0.00 |
| FED HM LN PC POOL C79405 FG 05/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157.83 | – | 0.00 |
| FED HM LN PC POOL C80239 FG 11/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1.5 | – | 0.00 |
| FED HM LN PC POOL C90918 FG 09/25 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C90931 FG 11/25 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL C90968 FG 05/26 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C91065 FG 07/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C91112 FG 10/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C91116 FG 11/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C91129 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C91149 FG 01/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C91164 FG 03/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL C91167 FG 04/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL C91175 FG 05/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL C91194 FG 07/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $594.81 | – | 0.00 |
| FED HM LN PC POOL C91211 FG 08/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL C91213 FG 10/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL C91216 FG 09/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL C91218 FG 11/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $899.99 | – | 0.00 |
| FED HM LN PC POOL C91232 FG 11/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C91237 FG 02/29 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL C91239 FG 03/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| FED HM LN PC POOL C91244 FG 04/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL C91249 FG 05/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $714K | – | 0.06 |
| FED HM LN PC POOL C91251 FG 06/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL C91255 FG 06/29 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91389 FG 08/31 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL D97473 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL D97829 FG 06/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL D97932 FG 07/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G00399 FG 09/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103.11 | – | 0.00 |
| FED HM LN PC POOL G00509 FG 08/26 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88.67 | – | 0.00 |
| FED HM LN PC POOL G00811 FG 08/27 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $512.95 | – | 0.00 |
| FED HM LN PC POOL G01469 FG 12/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G01507 FG 12/32 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL G01515 FG 02/33 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312.07 | – | 0.00 |
| FED HM LN PC POOL G01644 FG 02/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G01737 FG 12/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G01772 FG 02/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246.3 | – | 0.00 |
| FED HM LN PC POOL G01798 FG 12/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G01818 FG 05/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875K | – | 0.07 |
| FED HM LN PC POOL G01820 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FED HM LN PC POOL G01841 FG 06/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL G01864 FG 01/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G01883 FG 08/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $365.64 | – | 0.00 |
| FED HM LN PC POOL G01931 FG 10/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G01938 FG 09/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL G01953 FG 10/35 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FED HM LN PC POOL G01967 FG 11/30 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G01974 FG 12/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL G01975 FG 06/35 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G02085 FG 03/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G02162 FG 05/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL G02188 FG 06/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL G02236 FG 06/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163.96 | – | 0.00 |
| FED HM LN PC POOL G02249 FG 07/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL G02252 FG 07/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL G02308 FG 09/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G02360 FG 10/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G02419 FG 10/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| FED HM LN PC POOL G02427 FG 12/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G02498 FG 12/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL G02499 FG 12/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL G02608 FG 02/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G02620 FG 02/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $640.75 | – | 0.00 |
| FED HM LN PC POOL G02683 FG 02/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL G02689 FG 01/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL G02700 FG 01/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G02788 FG 03/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G02967 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FED HM LN PC POOL G02976 FG 06/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G03052 FG 06/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03073 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G03111 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G03112 FG 06/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G03117 FG 11/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL G03122 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G03132 FG 07/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G03156 FG 08/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03202 FG 09/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL G03204 FG 11/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL G03240 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03290 FG 08/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G03320 FG 09/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G03328 FG 09/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G03368 FG 12/33 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03400 FG 03/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.02 |
| FED HM LN PC POOL G03432 FG 11/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FED HM LN PC POOL G03447 FG 10/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G03458 FG 11/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G03498 FG 11/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G03526 FG 06/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G03591 FG 11/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G03614 FG 05/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FED HM LN PC POOL G03696 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $297.19 | – | 0.00 |
| FED HM LN PC POOL G03780 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292.75 | – | 0.00 |
| FED HM LN PC POOL G03812 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| FED HM LN PC POOL G03832 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $710K | – | 0.06 |
| FED HM LN PC POOL G03837 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G03865 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G03870 FG 02/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G03964 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL G04044 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL G04057 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G04144 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FED HM LN PC POOL G04162 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL G04216 FG 12/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL G04219 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341K | – | 0.03 |
| FED HM LN PC POOL G04222 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL G04320 FG 02/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G04332 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL G04359 FG 06/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| FED HM LN PC POOL G04399 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G04448 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G04458 FG 06/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G04503 FG 11/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G04527 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| FED HM LN PC POOL G04531 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G04538 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04567 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL G04573 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL G04585 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G04587 FG 08/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL G04590 FG 03/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106.98 | – | 0.00 |
| FED HM LN PC POOL G04595 FG 12/33 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL G04598 FG 10/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116.9 | – | 0.00 |
| FED HM LN PC POOL G04604 FG 12/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G04613 FG 10/37 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G04614 FG 02/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G04624 FG 02/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G04625 FG 06/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G04626 FG 05/31 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136.39 | – | 0.00 |
| FED HM LN PC POOL G04628 FG 05/33 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G04629 FG 01/29 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G04630 FG 11/29 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51.91 | – | 0.00 |
| FED HM LN PC POOL G04631 FG 01/30 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G04633 FG 01/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G04684 FG 09/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04688 FG 09/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FED HM LN PC POOL G04692 FG 02/35 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FED HM LN PC POOL G04723 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G04788 FG 09/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL G04794 FG 01/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FED HM LN PC POOL G04837 FG 09/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G04838 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G04845 FG 05/36 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FED HM LN PC POOL G04891 FG 01/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL G04953 FG 09/38 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G05044 FG 08/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FED HM LN PC POOL G05072 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL G05087 FG 01/37 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G05109 FG 11/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G05120 FG 12/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FED HM LN PC POOL G05122 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL G05179 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $644K | – | 0.05 |
| FED HM LN PC POOL G05181 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FED HM LN PC POOL G05191 FG 12/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G05267 FG 12/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL G05283 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G05326 FG 02/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FED HM LN PC POOL G05329 FG 03/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FED HM LN PC POOL G05335 FG 03/39 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| FED HM LN PC POOL G05479 FG 03/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FED HM LN PC POOL G05605 FG 04/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL G05651 FG 09/39 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL G05774 FG 01/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FED HM LN PC POOL G05852 FG 03/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FED HM LN PC POOL G05860 FG 02/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G05891 FG 06/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL G05922 FG 07/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL G05923 FG 02/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G05956 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G06020 FG 12/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL G06021 FG 01/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL G06031 FG 03/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| FED HM LN PC POOL G06091 FG 05/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL G06193 FG 05/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL G06249 FG 05/40 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G06353 FG 12/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL G06385 FG 08/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL G06614 FG 12/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL G06729 FG 08/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FED HM LN PC POOL G06872 FG 09/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FED HM LN PC POOL G06951 FG 08/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G06954 FG 05/40 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL G07165 FG 12/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FED HM LN PC POOL G07386 FG 08/40 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FED HM LN PC POOL G08045 FG 03/35 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G08111 FG 02/36 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL G08118 FG 03/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G08147 FG 08/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FED HM LN PC POOL G08175 FG 01/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G08192 FG 04/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G08221 FG 09/37 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G08269 FG 05/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G08314 FG 01/39 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FED HM LN PC POOL G08378 FG 10/39 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL G08443 FG 04/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G08448 FG 05/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL G08456 FG 07/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G30377 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G30393 FG 05/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G30412 FG 03/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G30419 FG 11/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL G30450 FG 01/29 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $989.46 | – | 0.00 |
| FED HM LN PC POOL G30607 FG 09/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL N31300 FG 07/36 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL P28000 FG 12/34 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL Q00626 FG 05/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL Q01226 FG 06/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL Q01242 FG 06/41 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL Q01304 FG 06/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FED HM LN PC POOL Q01328 FG 06/41 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $627K | – | 0.05 |
| FED HM LN PC POOL Q01446 FG 06/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL Q01708 FG 06/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL Q21792 FG 09/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| FED HM LN PC POOL Q25578 FG 04/44 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FED HM LN PC POOL Q35988 FG 09/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.02 |
| FED HM LN PC POOL Q56464 FG 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $881K | – | 0.07 |
| FED HM LN PC POOL Q56894 FG 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $589K | – | 0.05 |
| FED HM LN PC POOL Q60520 FG 12/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FED HM LN PC POOL QA4115 FR 11/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FED HM LN PC POOL QB6642 FR 12/50 FIXED 1.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 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 | $19K | – | 0.00 |
| FED HM LN PC POOL QC2713 FR 04/51 FIXED 1.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL QC8831 FR 10/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FED HM LN PC POOL QD8806 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| FED HM LN PC POOL QD8810 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $520K | – | 0.04 |
| FED HM LN PC POOL QD9433 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| FED HM LN PC POOL QD9605 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| 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 | $127K | – | 0.01 |
| FED HM LN PC POOL QG5279 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| FED HM LN PC POOL QG5280 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FED HM LN PC POOL QG5356 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| 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 | $4M | – | 0.29 |
| FED HM LN PC POOL RA5057 FR 04/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.48 |
| FED HM LN PC POOL RA5502 FR 06/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FED HM LN PC POOL RA5646 FR 07/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 1.37 |
| FED HM LN PC POOL RA7000 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $726K | – | 0.06 |
| FED HM LN PC POOL RA7001 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $742K | – | 0.06 |
| FED HM LN PC POOL RA7020 FR 03/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| FED HM LN PC POOL RB5162 FR 06/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| FED HM LN PC POOL RB5166 FR 07/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $590K | – | 0.05 |
| FED HM LN PC POOL RB5173 FR 08/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| 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 RB5249 FR 07/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FED HM LN PC POOL RC1860 FR 04/36 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.57 |
| FED HM LN PC POOL SC0050 FR 02/40 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FED HM LN PC POOL SD0940 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449K | – | 0.04 |
| FED HM LN PC POOL SD0941 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL SD7518 FR 06/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 1.00 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL T62071 FG 08/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $570K | – | 0.04 |
| FED HM LN PC POOL U63001 FG 07/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $943K | – | 0.07 |
| FED HM LN PC POOL U90133 FG 08/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FED HM LN PC POOL U91696 FG 07/43 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445K | – | 0.04 |
| FED HM LN PC POOL V84392 FG 06/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL W30008 FG 05/25 FIXED 7.645 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FED HM LN PC POOL ZK8509 FR 01/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358K | – | 0.03 |
| FED HM LN PC POOL ZK8554 FR 02/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL ZK8567 FR 02/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL ZK8982 FR 10/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| 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 ZN1084 FR 11/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL ZN1091 FR 11/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FED HM LN PC POOL ZN2458 FR 12/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL ZS3767 FR 07/43 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS8641 FR 02/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FED HM LN PC POOL ZS8678 FR 12/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FED HM LN PC POOL ZT1339 FR 09/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FEDERAL AGRICULTURAL MORTGAGE AMBS HM 1021 1 (FEDERAL AGRICULTURE MTG CORP HM-1021) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KJ45 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ45) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| FHLMC STRUCTURED PASS THROUGH FSPC E3 A (FHLMC STRUCTURED P/T SECURITIES E3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 31 A7 (FHLMC STRUCTURED PASS THROUGH T-31) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V (FHLMC STRUCTURED PASS THRU SEC T-34) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 35 A (FHLMC STRUCTURED PASS THRU SEC T-35) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 (FHLMC STRUCTURED PASS THRU SEC T-59) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FIRST NATIONWIDE TRUST FNT 2001 3 1A1 (FIRST NATIONWIDE TRUST 2001-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $516K | – | 0.04 |
| FNMA POOL 021558 FN 06/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55.54 | – | 0.00 |
| FNMA POOL 031848 FN 08/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427.22 | – | 0.00 |
| FNMA POOL 052597 FN 07/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $494.67 | – | 0.00 |
| FNMA POOL 060679 FN 01/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $330.01 | – | 0.00 |
| FNMA POOL 060680 FN 02/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 065581 FN 08/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 067697 FN 11/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 068530 FN 09/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71.94 | – | 0.00 |
| FNMA POOL 086636 FN 01/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 137825 FN 10/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 190880 FN 11/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 223535 FN 12/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 224713 FN 02/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 252111 FN 09/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $636.13 | – | 0.00 |
| FNMA POOL 252180 FN 10/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $656.71 | – | 0.00 |
| FNMA POOL 252342 FN 04/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141.22 | – | 0.00 |
| FNMA POOL 252453 FN 03/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531.82 | – | 0.00 |
| FNMA POOL 252469 FN 10/28 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 254006 FN 10/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178 | – | 0.00 |
| FNMA POOL 254146 FN 01/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 254447 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 254478 FN 10/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 254595 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 254676 FN 03/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 254796 FN 07/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 254933 FN 09/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 255116 FN 02/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382.51 | – | 0.00 |
| FNMA POOL 255741 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 255892 FN 09/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255894 FN 10/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 256023 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| FNMA POOL 256045 FN 12/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 256086 FN 12/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 256170 FN 03/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 256175 FN 02/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 256253 FN 05/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309.64 | – | 0.00 |
| FNMA POOL 256343 FN 06/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 256393 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 256449 FN 10/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 256450 FN 10/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301 | – | 0.00 |
| FNMA POOL 256639 FN 02/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 256653 FN 03/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 256789 FN 06/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 256821 FN 07/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 256856 FN 08/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $555.12 | – | 0.00 |
| FNMA POOL 256946 FN 10/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 257163 FN 04/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FNMA POOL 257230 FN 06/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FNMA POOL 257531 FN 11/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 303463 FN 06/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176.32 | – | 0.00 |
| FNMA POOL 303744 FN 02/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 303959 FN 05/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86.36 | – | 0.00 |
| FNMA POOL 313219 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72.74 | – | 0.00 |
| FNMA POOL 313343 FN 02/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 313783 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 313968 FN 12/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 323044 FN 08/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358.23 | – | 0.00 |
| FNMA POOL 323362 FN 11/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 323397 FN 11/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90.61 | – | 0.00 |
| FNMA POOL 323412 FN 12/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 323439 FN 12/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.75 | – | 0.00 |
| FNMA POOL 323591 FN 03/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 323621 FN 01/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $459.02 | – | 0.00 |
| FNMA POOL 323702 FN 05/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 323835 FN 05/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249.06 | – | 0.00 |
| FNMA POOL 323919 FN 08/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 337708 FN 11/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 357515 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 357844 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 357850 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FNMA POOL 357945 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141.82 | – | 0.00 |
| FNMA POOL 362617 FN 11/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 362968 FN 01/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 373145 FN 02/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 373182 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 392411 FN 02/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 404494 FN 05/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $793.21 | – | 0.00 |
| FNMA POOL 408204 FN 01/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198.48 | – | 0.00 |
| FNMA POOL 409335 FN 11/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94.4 | – | 0.00 |
| FNMA POOL 440657 FN 10/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36.29 | – | 0.00 |
| FNMA POOL 440805 FN 09/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114.89 | – | 0.00 |
| FNMA POOL 443593 FN 10/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148.56 | – | 0.00 |
| FNMA POOL 449247 FN 01/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196.79 | – | 0.00 |
| FNMA POOL 450838 FN 12/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 452035 FN 11/28 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 452329 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 452469 FN 11/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237.48 | – | 0.00 |
| FNMA POOL 452875 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 456276 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162.89 | – | 0.00 |
| FNMA POOL 456455 FN 01/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298.21 | – | 0.00 |
| FNMA POOL 481483 FN 02/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377.22 | – | 0.00 |
| FNMA POOL 490758 FN 03/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 494522 FN 04/29 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 495508 FN 04/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176.63 | – | 0.00 |
| FNMA POOL 496113 FN 04/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 496119 FN 04/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $684.81 | – | 0.00 |
| FNMA POOL 503004 FN 06/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25.36 | – | 0.00 |
| FNMA POOL 505641 FN 06/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 517675 FN 07/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $244.23 | – | 0.00 |
| FNMA POOL 535078 FN 02/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401.78 | – | 0.00 |
| FNMA POOL 535126 FN 12/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 535415 FN 05/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 535533 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 535708 FN 02/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83.77 | – | 0.00 |
| FNMA POOL 535909 FN 05/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48 | – | 0.00 |
| FNMA POOL 543845 FN 07/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 544781 FN 02/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 545010 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 545051 FN 09/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214.19 | – | 0.00 |
| FNMA POOL 545204 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 545511 FN 12/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 545944 FN 10/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $499.95 | – | 0.00 |
| FNMA POOL 545980 FN 06/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 545998 FN 11/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 547428 FN 06/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 554325 FN 09/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 555203 FN 09/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 555254 FN 01/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $846.89 | – | 0.00 |
| FNMA POOL 555272 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 555281 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 555285 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 555417 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 555436 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 555528 FN 04/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 555640 FN 07/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 559800 FN 09/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 559806 FN 10/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 560551 FN 11/30 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 566470 FN 02/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 572165 FN 01/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $662.85 | – | 0.00 |
| FNMA POOL 586228 FN 07/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 588938 FN 06/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 594198 FN 02/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 601861 FN 03/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $361.71 | – | 0.00 |
| FNMA POOL 602285 FN 08/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 606116 FN 09/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 614894 FN 12/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455.89 | – | 0.00 |
| FNMA POOL 617707 FN 05/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 617739 FN 08/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 620193 FN 01/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 623611 FN 02/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FNMA POOL 632578 FN 02/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 634237 FN 03/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 634253 FN 03/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 640070 FN 03/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $560.6 | – | 0.00 |
| FNMA POOL 640225 FN 04/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 641859 FN 04/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 647400 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 648540 FN 06/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 651553 FN 07/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 652260 FN 01/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 652847 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 655687 FN 08/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 657573 FN 10/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 658394 FN 06/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133.96 | – | 0.00 |
| FNMA POOL 661333 FN 09/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184.86 | – | 0.00 |
| FNMA POOL 665310 FN 10/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 665647 FN 10/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 666750 FN 11/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 667694 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $512 | – | 0.00 |
| FNMA POOL 668342 FN 12/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 668895 FN 10/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 674740 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FNMA POOL 674772 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 678060 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 678128 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| FNMA POOL 678132 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $475.9 | – | 0.00 |
| FNMA POOL 678137 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FNMA POOL 678888 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 683112 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 683288 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $555.34 | – | 0.00 |
| FNMA POOL 685049 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 685321 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 685615 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 689545 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $484.77 | – | 0.00 |
| FNMA POOL 689631 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 689635 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $375.09 | – | 0.00 |
| FNMA POOL 696940 FN 04/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 702849 FN 04/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 703814 FN 05/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 704096 FN 05/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51.96 | – | 0.00 |
| FNMA POOL 704664 FN 04/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 708631 FN 06/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 711090 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 713697 FN 08/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 713698 FN 08/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 713947 FN 05/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 722245 FN 08/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 724877 FN 06/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 724938 FN 06/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 725162 FN 02/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 725237 FN 03/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 725495 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 725773 FN 09/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 725815 FN 12/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 725880 FN 09/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $559.85 | – | 0.00 |
| FNMA POOL 725943 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 725946 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 728723 FN 07/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 730470 FN 08/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72.02 | – | 0.00 |
| FNMA POOL 735362 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 735501 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| FNMA POOL 735504 FN 04/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FNMA POOL 735642 FN 08/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FNMA POOL 735643 FN 08/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| FNMA POOL 735649 FN 12/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 735653 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FNMA POOL 735654 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| FNMA POOL 735754 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 735806 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 735883 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 735903 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 739739 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102.46 | – | 0.00 |
| FNMA POOL 739755 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FNMA POOL 740173 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 741862 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 742947 FN 10/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39.32 | – | 0.00 |
| FNMA POOL 745257 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 745281 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 745636 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| FNMA POOL 745637 FN 12/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 748612 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 749219 FN 10/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 750486 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 750518 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 750711 FN 10/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 751193 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 751203 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 751297 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 751965 FN 11/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $816.03 | – | 0.00 |
| FNMA POOL 752927 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 753079 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 754324 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 754785 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 754803 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 755327 FN 12/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 755724 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| FNMA POOL 756181 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 756230 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 757021 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 757194 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL 757772 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 758788 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 758789 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 759000 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 759098 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133.01 | – | 0.00 |
| FNMA POOL 759477 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 764209 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 764229 FN 01/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 764521 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 764548 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 765345 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 765414 FN 08/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $613.57 | – | 0.00 |
| FNMA POOL 765853 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $615.33 | – | 0.00 |
| FNMA POOL 765983 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FNMA POOL 766044 FN 02/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $896.49 | – | 0.00 |
| FNMA POOL 766177 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 766667 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 766756 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 767506 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 768155 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 769017 FN 12/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 769615 FN 03/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 769663 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 769702 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 769802 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 770075 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 770080 FN 03/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL 770170 FN 03/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 771022 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 771034 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| FNMA POOL 771130 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 771677 FN 03/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $474.42 | – | 0.00 |
| FNMA POOL 771778 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 771910 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 771924 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 772297 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 772350 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL 773232 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 773676 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 773696 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 773752 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 773846 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 773925 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 774031 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 774477 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 774936 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 775012 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 775177 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| FNMA POOL 775217 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 775298 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 775474 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 775548 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 775641 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FNMA POOL 775776 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 775778 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 775982 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FNMA POOL 776273 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 776376 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 776396 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 776554 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 776704 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| FNMA POOL 776973 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| FNMA POOL 776974 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 776975 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 777125 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 777438 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 777730 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 777820 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 778066 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 778067 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 778068 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 778266 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FNMA POOL 778871 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FNMA POOL 779022 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 779027 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 779242 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 779445 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FNMA POOL 779479 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 779589 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 779643 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FNMA POOL 780123 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 780895 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 781042 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 781077 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 781083 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 781629 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 781962 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 781964 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 782244 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 783231 FN 09/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 783646 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 783798 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 784167 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 785186 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 786267 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 786384 FN 07/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310K | – | 0.02 |
| FNMA POOL 786521 FN 06/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL 787022 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311.97 | – | 0.00 |
| FNMA POOL 787216 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 787331 FN 07/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386.38 | – | 0.00 |
| FNMA POOL 788132 FN 04/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $968.48 | – | 0.00 |
| FNMA POOL 791585 FN 09/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $722.79 | – | 0.00 |
| FNMA POOL 792592 FN 08/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 793765 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 793997 FN 09/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 795111 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $588.84 | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 795410 FN 09/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 796013 FN 09/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $817.74 | – | 0.00 |
| FNMA POOL 796242 FN 11/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 796705 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 796797 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 797544 FN 04/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 798412 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $849.6 | – | 0.00 |
| FNMA POOL 798815 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177.78 | – | 0.00 |
| FNMA POOL 799689 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159.61 | – | 0.00 |
| FNMA POOL 799712 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 799982 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93.91 | – | 0.00 |
| FNMA POOL 800412 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FNMA POOL 800747 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 800929 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 801462 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 802005 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 802071 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 802328 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 802482 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 803876 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 804158 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 804320 FN 11/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 804644 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $817.14 | – | 0.00 |
| FNMA POOL 805413 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FNMA POOL 806143 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 806211 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 806313 FN 11/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 807280 FN 10/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 808202 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 808373 FN 12/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| FNMA POOL 808413 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 809177 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 809203 FN 01/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 809297 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 809360 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 809617 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $236.39 | – | 0.00 |
| FNMA POOL 809953 FN 03/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 810408 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $708.76 | – | 0.00 |
| FNMA POOL 810728 FN 12/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 810769 FN 01/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 811773 FN 01/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 811801 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 812521 FN 02/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 815117 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 819570 FN 04/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| FNMA POOL 819990 FN 04/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 820058 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 820207 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 821365 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 822615 FN 05/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 823498 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 824962 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 825393 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 826082 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 828064 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 828580 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 828982 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 830817 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 831604 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $463.45 | – | 0.00 |
| FNMA POOL 831618 FN 06/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 831646 FN 08/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166.36 | – | 0.00 |
| FNMA POOL 831686 FN 07/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 831804 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 831927 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 831936 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 831952 FN 11/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 832238 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 832445 FN 08/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FNMA POOL 832562 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 832802 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 832864 FN 09/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $671.93 | – | 0.00 |
| FNMA POOL 834960 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 838689 FN 09/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 838927 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 840274 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $475.96 | – | 0.00 |
| FNMA POOL 841085 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 841978 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 843026 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 844000 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 844214 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 844425 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 844610 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 844719 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 845357 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 846597 FN 12/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 847996 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 848408 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 848450 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FNMA POOL 849803 FN 05/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 850616 FN 02/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 850655 FN 02/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FNMA POOL 852029 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $708.98 | – | 0.00 |
| FNMA POOL 852304 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 863673 FN 03/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 865171 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110.91 | – | 0.00 |
| FNMA POOL 867653 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 868993 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 871232 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 871488 FN 04/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159.53 | – | 0.00 |
| FNMA POOL 872277 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $858.13 | – | 0.00 |
| FNMA POOL 877000 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 878534 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 879838 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| FNMA POOL 880893 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 881602 FN 02/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $979.75 | – | 0.00 |
| FNMA POOL 882684 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 886048 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 886110 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 886293 FN 07/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| FNMA POOL 886403 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| FNMA POOL 886413 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 886653 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 887583 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 888215 FN 12/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FNMA POOL 888352 FN 05/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 888695 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $638.58 | – | 0.00 |
| FNMA POOL 888813 FN 03/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 888882 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 889072 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 889466 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 889883 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 889890 FN 01/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| FNMA POOL 889959 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 889992 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 890299 FN 07/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 890362 FN 08/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FNMA POOL 892558 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 893888 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.46 | – | 0.00 |
| FNMA POOL 893898 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 895852 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| FNMA POOL 896032 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 896113 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 896344 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 897472 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 898809 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 898810 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 899495 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FNMA POOL 899681 FN 08/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 899732 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 899735 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172.62 | – | 0.00 |
| FNMA POOL 900134 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 900135 FN 09/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 901607 FN 11/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 902164 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 902551 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 902610 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 902745 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 902851 FN 12/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FNMA POOL 902974 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FNMA POOL 903011 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 903132 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 903263 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 903816 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 903822 FN 12/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 904015 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 904453 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 904601 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 904864 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 905380 FN 11/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285K | – | 0.02 |
| FNMA POOL 906131 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 906472 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 907337 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 910930 FN 02/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 911582 FN 04/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 913929 FN 02/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 914048 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 914458 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 914984 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 917880 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 918178 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $932.64 | – | 0.00 |
| FNMA POOL 918407 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| FNMA POOL 918546 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 920169 FN 09/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 920731 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 922005 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FNMA POOL 922213 FN 11/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 922339 FN 02/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 922439 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 922919 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| FNMA POOL 923142 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 923928 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 925139 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| FNMA POOL 928184 FN 04/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 928206 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 928362 FN 06/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 928932 FN 11/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 929207 FN 03/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 929836 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 929896 FN 09/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FNMA POOL 930770 FN 03/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 931056 FN 05/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL 931520 FN 07/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 931950 FN 01/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 931952 FN 01/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 933017 FN 10/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 933505 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 934787 FN 02/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 935188 FN 06/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 935572 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 936190 FN 05/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 937612 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| FNMA POOL 937666 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 937743 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 937896 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 937938 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 938012 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 940380 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546K | – | 0.04 |
| FNMA POOL 940639 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 940642 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 941137 FN 10/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 941863 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 942283 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FNMA POOL 942463 FN 08/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 942569 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 942912 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 942980 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 944021 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 944606 FN 07/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 944713 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 946646 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $631.49 | – | 0.00 |
| FNMA POOL 946731 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309.83 | – | 0.00 |
| FNMA POOL 946744 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 948564 FN 08/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FNMA POOL 948690 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 948697 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 948731 FN 08/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 948989 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 949054 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 949069 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 949542 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FNMA POOL 949728 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 953433 FN 11/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FNMA POOL 953930 FN 12/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $299.79 | – | 0.00 |
| FNMA POOL 954666 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 955007 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 955031 FN 10/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $497.04 | – | 0.00 |
| FNMA POOL 955224 FN 12/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FNMA POOL 956232 FN 11/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 964789 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $420.42 | – | 0.00 |
| FNMA POOL 968312 FN 02/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 968521 FN 12/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 970643 FN 10/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347.13 | – | 0.00 |
| FNMA POOL 974965 FN 04/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 983290 FN 05/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 986648 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 986767 FN 07/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 986946 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 988031 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 988578 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 990924 FN 09/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| FNMA POOL 991086 FN 11/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 993549 FN 04/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FNMA POOL 994016 FN 09/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| FNMA POOL 995736 FN 05/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| FNMA POOL 995930 FN 04/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL AA2546 FN 03/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AA3975 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AA3979 FN 03/37 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FNMA POOL AA7402 FN 06/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| FNMA POOL AA8498 FN 07/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FNMA POOL AA8715 FN 06/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AB0259 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AB0270 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AB0462 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FNMA POOL AB0514 FN 09/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| FNMA POOL AB3273 FN 07/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| FNMA POOL AB4989 FN 04/27 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AB7517 FN 01/33 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.04 |
| FNMA POOL AB7673 FN 01/33 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL AB9465 FN 05/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AC1241 FN 07/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AC2375 FN 10/38 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AC8518 FN 12/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD0361 FN 09/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FNMA POOL AD0462 FN 10/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11.62 | – | 0.00 |
| FNMA POOL AD0497 FN 11/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL AD2154 FN 05/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FNMA POOL AD7898 FN 07/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FNMA POOL AD9755 FN 12/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AE0235 FN 09/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1.05 | – | 0.00 |
| FNMA POOL AE0271 FN 08/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FNMA POOL AE0441 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $339K | – | 0.03 |
| FNMA POOL AE0715 FN 12/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.35 |
| FNMA POOL AE5667 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $385.93 | – | 0.00 |
| FNMA POOL AE6619 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AE7074 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE8073 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $654K | – | 0.05 |
| FNMA POOL AE9298 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AH0562 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AH1338 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FNMA POOL AH1684 FN 09/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AH4090 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AH4551 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AH6539 FN 02/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AH9863 FN 04/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AI0141 FN 04/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $783K | – | 0.06 |
| FNMA POOL AI1821 FN 05/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AI2052 FN 05/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $482K | – | 0.04 |
| FNMA POOL AI3937 FN 09/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.02 |
| FNMA POOL AI4896 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AI8341 FN 07/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125.64 | – | 0.00 |
| FNMA POOL AI9545 FN 10/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AI9977 FN 10/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AJ2293 FN 09/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FNMA POOL AJ3615 FN 11/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FNMA POOL AJ9192 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FNMA POOL AJ9327 FN 01/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FNMA POOL AL0178 FN 03/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| FNMA POOL AL0657 FN 08/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AL2378 FN 10/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FNMA POOL AL2518 FN 11/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218K | – | 0.02 |
| FNMA POOL AL3666 FN 06/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| FNMA POOL AL3670 FN 02/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL AL4010 FN 07/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $555.88 | – | 0.00 |
| FNMA POOL AL4213 FN 09/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL AL4287 FN 11/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FNMA POOL AL5443 FN 04/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AL5449 FN 06/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AL6768 FN 05/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $375K | – | 0.03 |
| FNMA POOL AL7079 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.03 |
| FNMA POOL AL7579 FN 02/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FNMA POOL AL7589 FN 10/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AL7772 FN 11/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FNMA POOL AL8084 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $886K | – | 0.07 |
| FNMA POOL AL8092 FN 07/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| FNMA POOL AL9380 FN 04/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| FNMA POOL AL9521 FN 10/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FNMA POOL AL9982 FN 10/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| FNMA POOL AO4769 FN 05/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AO9700 FN 07/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AQ3206 FN 11/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349K | – | 0.03 |
| FNMA POOL AR1005 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FNMA POOL AR2132 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| FNMA POOL AR2152 FN 02/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AR2210 FN 05/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.02 |
| 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 AS0379 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FNMA POOL AS0574 FN 09/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FNMA POOL AS1339 FN 12/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| FNMA POOL AS3285 FN 09/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $319K | – | 0.03 |
| FNMA POOL AS4009 FN 12/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL AS4556 FN 03/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $508K | – | 0.04 |
| FNMA POOL AS5159 FN 06/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AS5671 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL AS6513 FN 01/36 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $698K | – | 0.05 |
| FNMA POOL AS8509 FN 12/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| FNMA POOL AS8686 FN 01/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.04 |
| FNMA POOL AS8787 FN 02/32 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AS9302 FN 03/37 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA POOL AS9646 FN 05/37 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FNMA POOL AT6745 FN 05/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $861K | – | 0.07 |
| FNMA POOL AT7698 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FNMA POOL AT8165 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL AT8403 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $843K | – | 0.07 |
| FNMA POOL AT9182 FN 07/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470K | – | 0.04 |
| FNMA POOL AT9697 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| FNMA POOL AU0485 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720K | – | 0.06 |
| FNMA POOL AU4779 FN 09/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AU5019 FN 10/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AU7367 FN 09/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AU7388 FN 10/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL AU8053 FN 09/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FNMA POOL AU9994 FN 10/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.02 |
| FNMA POOL AV0016 FN 10/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FNMA POOL AV1004 FN 10/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AV1030 FN 11/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AV1374 FN 11/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.02 |
| FNMA POOL AV1885 FN 12/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $784K | – | 0.06 |
| FNMA POOL AW4752 FN 06/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL AW6509 FN 06/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FNMA POOL AX2180 FN 11/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AX9643 FN 04/30 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL AZ1909 FN 06/45 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL BA4544 FN 11/35 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL BD0824 FN 10/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| FNMA POOL BD1201 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| FNMA POOL BD8968 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA POOL BE5523 FN 02/37 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $787K | – | 0.06 |
| FNMA POOL BF0102 FN 06/56 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.51 |
| FNMA POOL BF0167 FN 02/57 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| FNMA POOL BF0169 FN 01/57 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| FNMA POOL BF0262 FN 05/58 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.68 |
| FNMA POOL BF0383 FN 04/59 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.72 |
| FNMA POOL BH3643 FN 06/47 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| FNMA POOL BH5368 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565K | – | 0.04 |
| FNMA POOL BH7500 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL BH9315 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $758K | – | 0.06 |
| FNMA POOL BH9316 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| FNMA POOL BH9574 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $654K | – | 0.05 |
| FNMA POOL BJ3432 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FNMA POOL BJ3862 FN 01/38 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA POOL BJ4362 FN 11/32 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FNMA POOL BJ4616 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA POOL BJ4826 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $705K | – | 0.06 |
| FNMA POOL BJ6388 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $671K | – | 0.05 |
| FNMA POOL BJ7040 FN 08/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $258K | – | 0.02 |
| FNMA POOL BJ9942 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| FNMA POOL BK1962 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.04 |
| FNMA POOL BK7974 FN 11/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNMA POOL BK8736 FN 01/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $767K | – | 0.06 |
| FNMA POOL BL1296 FN 02/26 FIXED 3.575 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.69 |
| FNMA POOL BM1931 FN 07/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FNMA POOL BM3638 FN 08/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL BM4434 FN 06/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $770K | – | 0.06 |
| FNMA POOL BM4521 FN 08/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA POOL BM4583 FN 09/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $242K | – | 0.02 |
| FNMA POOL BM4645 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.02 |
| FNMA POOL BM5034 FN 12/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL BM5989 FN 11/48 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $655K | – | 0.05 |
| FNMA POOL BM6156 FN 01/49 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FNMA POOL BM6158 FN 12/48 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BM7152 FN 02/28 VARIABLE (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| FNMA POOL BN0932 FN 12/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA POOL BN4325 FN 01/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $717K | – | 0.06 |
| FNMA POOL BN5883 FN 03/49 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| FNMA POOL BN6230 FN 04/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| FNMA POOL BO5356 FN 12/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BO9008 FN 02/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| FNMA POOL BR8465 FN 04/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL BS7102 FN 11/32 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.54 |
| FNMA POOL BS8096 FN 04/33 FIXED 4.7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL BS8097 FN 04/33 FIXED 4.7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA POOL BS8211 FN 05/28 FIXED 4.55 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198K | – | 0.02 |
| FNMA POOL BS8216 FN 04/33 FIXED 4.49 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL BS8229 FN 06/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $197K | – | 0.02 |
| FNMA POOL BS8667 FN 06/33 FIXED 4.44 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA POOL BS8724 FN 07/33 FIXED 4.63 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| FNMA POOL BS8781 FN 07/33 FIXED 4.86 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNMA POOL BS8910 FN 03/31 FIXED 4.99 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL BS9178 FN 10/28 FIXED 5.73 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BS9367 FN 08/33 FIXED 4.58 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $986K | – | 0.08 |
| FNMA POOL BS9610 FN 09/38 FIXED 5.3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA POOL BS9683 FN 10/28 FIXED 5.57 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $884K | – | 0.07 |
| FNMA POOL BS9690 FN 10/28 FIXED 4.9 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $710K | – | 0.06 |
| 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 BW3079 FN 06/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL BY1512 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FNMA POOL BY1513 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341K | – | 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 | – | 0.02 |
| FNMA POOL BY2537 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FNMA POOL BY4015 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FNMA POOL BY4058 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $355K | – | 0.03 |
| FNMA POOL BY4070 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534K | – | 0.04 |
| FNMA POOL BY4799 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL BY4800 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL CA1360 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.64 |
| FNMA POOL CA2020 FN 05/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $454K | – | 0.04 |
| FNMA POOL CA2234 FN 08/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $628K | – | 0.05 |
| FNMA POOL CA2682 FN 03/33 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $781K | – | 0.06 |
| FNMA POOL CA2833 FN 12/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $809K | – | 0.06 |
| FNMA POOL CA2835 FN 12/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $810K | – | 0.06 |
| FNMA POOL CA2837 FN 12/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $605K | – | 0.05 |
| FNMA POOL CA3718 FN 06/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 1.02 |
| FNMA POOL CA4543 FN 11/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNMA POOL CA5561 FN 04/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $748K | – | 0.06 |
| FNMA POOL CA6009 FN 05/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| FNMA POOL CA6424 FN 07/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| FNMA POOL CA8528 FN 01/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| FNMA POOL CA9306 FN 02/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.83 |
| FNMA POOL CB0198 FN 04/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA POOL CB0200 FN 04/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.84 |
| FNMA POOL CB0356 FN 05/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.45 |
| FNMA POOL CB0613 FN 05/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FNMA POOL CB0810 FN 06/51 FIXED 1.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| FNMA POOL CB2301 FN 12/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| FNMA POOL CB3046 FN 03/52 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $593K | – | 0.05 |
| FNMA POOL CB3277 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA POOL CB3278 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FNMA POOL FM0076 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FNMA POOL FM1514 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA POOL FM1631 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| 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 | $18M | – | 1.40 |
| FNMA POOL FM3229 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.48 |
| FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 1.04 |
| FNMA POOL FM3493 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| FNMA POOL FM4862 FN 11/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL FM7070 FN 04/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| FNMA POOL FM7441 FN 05/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FNMA POOL FM7534 FN 04/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| FNMA POOL FM8662 FN 08/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FNMA POOL FM9166 FN 10/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FNMA POOL FM9966 FN 08/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 2.04 |
| FNMA POOL FS0406 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $854K | – | 0.07 |
| FNMA POOL FS0900 FN 07/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.81 |
| FNMA POOL FS1026 FN 02/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FNMA POOL FS1548 FN 04/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $841K | – | 0.07 |
| 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 | $328K | – | 0.03 |
| FNMA POOL FS2338 FN 11/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.35 |
| FNMA POOL FS2678 FN 01/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.51 |
| FNMA POOL FS4587 FN 04/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $426K | – | 0.03 |
| FNMA POOL MA0022 FN 04/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA0140 FN 08/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL MA0156 FN 08/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL MA0185 FN 08/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $715K | – | 0.06 |
| FNMA POOL MA0200 FN 10/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL MA0232 FN 11/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL MA0250 FN 11/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL MA0264 FN 12/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL MA0382 FN 04/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $850.23 | – | 0.00 |
| FNMA POOL MA0549 FN 09/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA0606 FN 12/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA0644 FN 12/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA0818 FN 08/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FNMA POOL MA1248 FN 11/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $822K | – | 0.06 |
| FNMA POOL MA2800 FN 11/26 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL MA2903 FN 02/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $205K | – | 0.02 |
| FNMA POOL MA3288 FN 12/32 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $322K | – | 0.03 |
| FNMA POOL MA3335 FN 04/38 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FNMA POOL MA3359 FN 04/38 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FNMA POOL MA3894 FN 09/31 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FNMA POOL MA4256 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL MA4306 FN 04/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.48 |
| FNMA POOL MA4632 FN 06/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $579K | – | 0.05 |
| FNMA POOL MA4643 FN 05/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $915K | – | 0.07 |
| FNMA POOL MA4660 FN 07/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL MA4695 FN 07/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNMA POOL MA5097 FN 07/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 1.29 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-1M | – | -0.10 |
| FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 3.91 |
| FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91M | – | 7.15 |
| FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA TBA 15 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-22M | – | -1.74 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 1.80 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $397K | – | 0.03 |
| FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.85 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56M | – | 4.39 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-56M | – | -4.39 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-193M | – | -15.20 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 2.15 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $677M | – | 53.32 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176M | – | 13.84 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-176M | – | -13.84 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74M | – | 5.85 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 2.09 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-9M | – | -0.68 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-365M | – | -28.73 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91M | – | 7.14 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39M | – | 3.10 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $415M | – | 32.73 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175M | – | 13.81 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-93M | – | -7.35 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $499M | – | 39.30 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179M | – | 14.08 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 4.09 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $434M | – | 34.16 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174M | – | 13.72 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88M | – | 6.92 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-120M | – | -9.48 |
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 1.49 |
| FREDDIE MAC FHR 1775 Z (FREDDIE MAC-1775) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 1885 FA (FREDDIE MAC 1885) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 1896 Z (FREDDIE MAC-1896) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 1966 Z (FREDDIE MAC 1966) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2030 F (FREDDIE MAC 2030) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2046 G (FHR 2046) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2053 Z (FREDDIE MAC-2053) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FREDDIE MAC FHR 2061 Z (FREDDIE MAC 2061) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC FHR 2065 Z (FREDDIE MAC 2065) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 2080 Z (FREDDIE MAC 2080) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 2084 ZC (FREDDIE MAC 2084) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC FHR 2091 ZC (FREDDIE MAC 2091) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC FHR 2104 ZM (FREDDIE MAC 2104) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FREDDIE MAC FHR 2106 ZB (FREDDIE MAC 2106) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FREDDIE MAC FHR 2107 G (FREDDIE MAC 2107) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FREDDIE MAC FHR 2114 PM (FREDDIE MAC 2114) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FREDDIE MAC FHR 2118 PE (FREDDIE MAC 2118) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FREDDIE MAC FHR 2142 Z (FREDDIE MAC MTG 2142) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 2177 F (FREDDIE MAC-2177) | Long | ABS-mortgage backed security | US | $541.26 | – | 0.00 |
| FREDDIE MAC FHR 2178 PI (FREDDIE MAC 2178) | Long | ABS-mortgage backed security | US | $83.64 | – | 0.00 |
| FREDDIE MAC FHR 2189 F (FREDDIE MAC 2189) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FREDDIE MAC FHR 2206 Z (FREDDIE MAC-2206) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC FHR 2266 F (FREDDIE MAC 2266) | Long | ABS-mortgage backed security | US | $32.74 | – | 0.00 |
| FREDDIE MAC FHR 2293 F (FREDDIE MAC 2293) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2319 PZ (FREDDIE MAC 2319) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FREDDIE MAC FHR 2341 PZ (FREDDIE MAC 2341) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| FREDDIE MAC FHR 2385 FA (FREDDIE MAC 2385) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| FREDDIE MAC FHR 2395 FT (FREDDIE MAC 2395) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 2411 FJ (FREDDIE MAC 2411) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC FHR 2415 ZA (FREDDIE MAC 2415) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 2431 F (FREDDIE MAC 2431) | Long | ABS-mortgage backed security | US | $84.82 | – | 0.00 |
| FREDDIE MAC FHR 2452 FG (FREDDIE MAC 2452) | Long | ABS-mortgage backed security | US | $276.8 | – | 0.00 |
| FREDDIE MAC FHR 2454 FQ (FREDDIE MAC 2454) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC FHR 2457 PE (FREDDIE MAC 2457) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC FHR 2503 PZ (FREDDIE MAC 2503) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC FHR 2820 FY (FREDDIE MAC 2820) | Long | ABS-mortgage backed security | US | $644.44 | – | 0.00 |
| FREDDIE MAC FHR 3596 FC (FREDDIE MAC 3596) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| FREDDIE MAC FHR 3598 JI (FREDDIE MAC REMICS-3598) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 3621 WI (FREDDIE MAC REMICS 3621) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC FHR 3635 IB (FREDDIE MAC REMICS 3635) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC FHR 3684 JI (FREDDIE MAC REMICS 3684) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FREDDIE MAC FHR 3924 KI (FREDDIE MAC REMICS 3924) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3962 KS (FREDDIE MAC REMICS 3962) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FREDDIE MAC FHR 4094 BZ (FREDDIE MAC REMICS 4094) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| FREDDIE MAC FHR 4142 KI (FREDDIE MAC REMICS 4142) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC FHR 4165 TI (FREDDIE MAC REMICS 4165) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FREDDIE MAC FHR 4182 QI (FREDDIE MAC REMICS 4182) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 4255 SN (FREDDIE MAC REMICS 4255) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FREDDIE MAC FHR 4262 SB (FREDDIE MAC REMICS 4262) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| FREDDIE MAC FHR 4265 LS (FREDDIE MAC REMICS 4265) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| FREDDIE MAC FHR 4324 IO (FREDDIE MAC REMICS 4324) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 4338 SB (FREDDIE MAC REMICS 4338) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC FHR 4367 GS (FREDDIE MAC REMICS 4367) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 4394 WI (FREDDIE MAC REMICS 4394) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC FHR 4438 WI (FREDDIE MAC REMICS 4438) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC FHR 4463 IO (FREDDIE MAC REMICS 4463) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC FHR 4544 IP (FREDDIE MAC REMICS 4544) | Long | ABS-mortgage backed security | US | $521K | – | 0.04 |
| FREDDIE MAC FHR 4821 FL (FREDDIE MAC REMICS 4821) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC FHR 4825 NI (FREDDIE MAC REMICS 4825) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FREDDIE MAC FHR 4836 PO (FREDDIE MAC 4836) | Long | ABS-mortgage backed security | US | $7M | – | 0.56 |
| FREDDIE MAC FHR 4839 UO (FREDDIE MAC 4839) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FREDDIE MAC FHR 4839 WO (FREDDIE MAC 4839) | Long | ABS-mortgage backed security | US | $15M | – | 1.20 |
| FREDDIE MAC FHR 4845 WF (FREDDIE MAC REMICS 4845) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FREDDIE MAC FHR 4940 FE (FREDDIE MAC REMICS 4940) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| FREDDIE MAC FHR 4945 F (FREDDIE MAC REMICS 4945) | Long | ABS-mortgage backed security | US | $421K | – | 0.03 |
| FREDDIE MAC FHR 4989 FA (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FREDDIE MAC FHR 4989 FB (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FREDDIE MAC FHR 5034 MI (FREDDIE MAC REMICS 5034) | Long | ABS-mortgage backed security | US | $782K | – | 0.06 |
| FREDDIEMAC STRIP FHS 303 C19 (FREDDIE MAC STRIPS 303) | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| FREDDIEMAC STRIP FHS 322 V1 (FREDDIE MAC STRIPS 322) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FREDDIEMAC STRIP FHS 326 F2 (FREDDIE MAC STRIPS 326) | Long | ABS-mortgage backed security | US | $909K | – | 0.07 |
| FREDDIEMAC STRIP FHS 329 C5 (FREDDIE MAC STRIPS 329) | Long | ABS-mortgage backed security | US | $946K | – | 0.07 |
| FREDDIEMAC STRIP FHS 330 F4 (FREDDIE MAC STRIPS 330) | Long | ABS-mortgage backed security | US | $582K | – | 0.05 |
| FREDDIEMAC STRIP FHS 345 C13 (FREDDIE MAC STRIPS 345) | Long | ABS-mortgage backed security | US | $323K | – | 0.03 |
| FREDDIEMAC STRIP FHS 386 C3 (FREDDIE MAC STRIPS 386) | Long | ABS-mortgage backed security | US | $771K | – | 0.06 |
| FREDDIEMAC STRIP FHS 389 C40 (FREDDIE MAC STRIPS 389) | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A4 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.37 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2002 HE1 A2 (GMAC MORTG CORP LOAN TRUST 2002-HE1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 002231 G2 06/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59.43 | – | 0.00 |
| GNMA II POOL 002359 G2 01/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83.85 | – | 0.00 |
| GNMA II POOL 002412 G2 04/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366.39 | – | 0.00 |
| GNMA II POOL 002430 G2 05/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $660.04 | – | 0.00 |
| GNMA II POOL 002444 G2 06/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $761.4 | – | 0.00 |
| GNMA II POOL 002473 G2 08/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $462.23 | – | 0.00 |
| GNMA II POOL 002591 G2 05/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002632 G2 08/28 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $667.96 | – | 0.00 |
| GNMA II POOL 002645 G2 09/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002826 G2 10/29 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 002885 G2 02/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002898 G2 03/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $597.69 | – | 0.00 |
| GNMA II POOL 002910 G2 04/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002922 G2 05/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 002936 G2 06/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $906.28 | – | 0.00 |
| GNMA II POOL 002947 G2 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002959 G2 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 002960 G2 08/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 002973 G2 09/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002989 G2 10/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003001 G2 11/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003013 G2 12/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $416.31 | – | 0.00 |
| GNMA II POOL 003029 G2 01/31 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 003056 G2 03/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003442 G2 09/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 003747 G2 08/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 003829 G2 03/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA II POOL 003840 G2 04/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 003850 G2 05/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $981.86 | – | 0.00 |
| GNMA II POOL 003876 G2 07/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA II POOL 003908 G2 10/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA II POOL 003918 G2 11/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 003929 G2 12/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 003939 G2 01/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL 003974 G2 04/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004015 G2 08/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA II POOL 004058 G2 12/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 004083 G2 02/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 004113 G2 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| GNMA II POOL 004143 G2 05/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.04 |
| GNMA II POOL 004164 G2 06/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004289 G2 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409K | – | 0.03 |
| GNMA II POOL 004447 G2 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| GNMA II POOL 004553 G2 10/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL 004715 G2 06/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $911K | – | 0.07 |
| GNMA II POOL 004795 G2 09/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| GNMA II POOL 004924 G2 01/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA II POOL 004979 G2 03/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $466K | – | 0.04 |
| GNMA II POOL 005176 G2 09/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 005261 G2 12/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $685K | – | 0.05 |
| GNMA II POOL 005282 G2 01/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA II POOL 005303 G2 02/42 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 005307 G2 02/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA II POOL 005339 G2 03/27 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA II POOL 008466 G2 07/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5.7 | – | 0.00 |
| GNMA II POOL 008480 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67.28 | – | 0.00 |
| GNMA II POOL 008482 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69.22 | – | 0.00 |
| GNMA II POOL 008496 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196.17 | – | 0.00 |
| GNMA II POOL 008503 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34.41 | – | 0.00 |
| GNMA II POOL 008505 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246.93 | – | 0.00 |
| GNMA II POOL 008578 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56.92 | – | 0.00 |
| GNMA II POOL 008580 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008592 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176 | – | 0.00 |
| GNMA II POOL 008595 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565.63 | – | 0.00 |
| GNMA II POOL 008608 G2 03/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157.05 | – | 0.00 |
| GNMA II POOL 008619 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66.47 | – | 0.00 |
| GNMA II POOL 008631 G2 05/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265.34 | – | 0.00 |
| GNMA II POOL 008633 G2 05/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $817.63 | – | 0.00 |
| GNMA II POOL 008639 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 008643 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008649 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163.99 | – | 0.00 |
| GNMA II POOL 008651 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008660 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430.92 | – | 0.00 |
| GNMA II POOL 008675 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $533.98 | – | 0.00 |
| GNMA II POOL 008682 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161.23 | – | 0.00 |
| GNMA II POOL 008684 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57.8 | – | 0.00 |
| GNMA II POOL 008685 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192.5 | – | 0.00 |
| GNMA II POOL 008686 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008698 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $626.1 | – | 0.00 |
| GNMA II POOL 008699 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008703 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008730 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $995.86 | – | 0.00 |
| GNMA II POOL 008788 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008790 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376.48 | – | 0.00 |
| GNMA II POOL 008793 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008814 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008815 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008830 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 008842 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268.69 | – | 0.00 |
| GNMA II POOL 008844 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $803.12 | – | 0.00 |
| GNMA II POOL 008847 G2 04/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409.94 | – | 0.00 |
| GNMA II POOL 008848 G2 04/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008849 G2 04/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 008874 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $421.45 | – | 0.00 |
| GNMA II POOL 008876 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008880 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 008909 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008927 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008949 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 008967 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $327.51 | – | 0.00 |
| GNMA II POOL 008983 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $765.28 | – | 0.00 |
| GNMA II POOL 080029 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080042 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $896.29 | – | 0.00 |
| GNMA II POOL 080045 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080047 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 080053 G2 03/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $649.62 | – | 0.00 |
| GNMA II POOL 080054 G2 03/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080058 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080059 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $976.6 | – | 0.00 |
| GNMA II POOL 080060 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $956.93 | – | 0.00 |
| GNMA II POOL 080070 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $503.4 | – | 0.00 |
| GNMA II POOL 080074 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $616.94 | – | 0.00 |
| GNMA II POOL 080076 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080085 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080092 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $980.57 | – | 0.00 |
| GNMA II POOL 080095 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080096 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080102 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080104 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $931.88 | – | 0.00 |
| GNMA II POOL 080106 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080109 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080112 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080113 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255.83 | – | 0.00 |
| GNMA II POOL 080114 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251.46 | – | 0.00 |
| GNMA II POOL 080115 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080150 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080152 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $993.17 | – | 0.00 |
| GNMA II POOL 080154 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080156 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080167 G2 02/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $938.95 | – | 0.00 |
| GNMA II POOL 080171 G2 02/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $870.34 | – | 0.00 |
| GNMA II POOL 080181 G2 03/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080185 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080187 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080196 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918.31 | – | 0.00 |
| GNMA II POOL 080197 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080198 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080199 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $990.03 | – | 0.00 |
| GNMA II POOL 080201 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080220 G2 08/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080221 G2 08/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080236 G2 11/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $481.14 | – | 0.00 |
| GNMA II POOL 080259 G2 02/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080263 G2 03/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080264 G2 03/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $522.71 | – | 0.00 |
| GNMA II POOL 080272 G2 04/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080283 G2 05/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080292 G2 06/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $848.52 | – | 0.00 |
| GNMA II POOL 080319 G2 09/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080356 G2 12/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129.04 | – | 0.00 |
| GNMA II POOL 080363 G2 01/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080365 G2 01/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $424.73 | – | 0.00 |
| GNMA II POOL 080378 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240.62 | – | 0.00 |
| GNMA II POOL 080384 G2 03/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA II POOL 080387 G2 03/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080392 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 080395 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| GNMA II POOL 080397 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II POOL 080406 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080407 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080414 G2 06/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 080416 G2 06/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| GNMA II POOL 080418 G2 06/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| GNMA II POOL 080425 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II POOL 080428 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| GNMA II POOL 080430 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080444 G2 08/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 080446 G2 08/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080457 G2 09/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080526 G2 07/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 080541 G2 09/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.02 |
| GNMA II POOL 080542 G2 09/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GNMA II POOL 080555 G2 11/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GNMA II POOL 080578 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA II POOL 080604 G2 05/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| GNMA II POOL 080636 G2 09/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| GNMA II POOL 080651 G2 11/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080657 G2 12/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.02 |
| GNMA II POOL 080686 G2 04/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.03 |
| GNMA II POOL 080706 G2 07/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| GNMA II POOL 080708 G2 07/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376K | – | 0.03 |
| GNMA II POOL 080710 G2 07/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310K | – | 0.02 |
| GNMA II POOL 080727 G2 08/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| GNMA II POOL 080802 G2 01/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $969K | – | 0.08 |
| GNMA II POOL 081016 G2 08/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA II POOL 081401 G2 07/35 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| GNMA II POOL 081404 G2 07/35 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| GNMA II POOL 780840 G2 07/28 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 782156 G2 05/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II POOL 782431 G2 10/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA II POOL 784295 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| GNMA II POOL 784433 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.42 |
| GNMA II POOL 877155 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 877157 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA II POOL 891564 G2 10/58 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL 891565 G2 01/59 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA II POOL AS6886 G2 03/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA II POOL AU4789 G2 11/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNMA II POOL AW8634 G2 04/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $323K | – | 0.03 |
| GNMA II POOL AX3410 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL AX4793 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| GNMA II POOL AX8328 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546K | – | 0.04 |
| GNMA II POOL AX8344 G2 04/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $280K | – | 0.02 |
| GNMA II POOL AY8034 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $787K | – | 0.06 |
| GNMA II POOL AZ3493 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $297K | – | 0.02 |
| GNMA II POOL AZ3519 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $603K | – | 0.05 |
| GNMA II POOL AZ3529 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373K | – | 0.03 |
| GNMA II POOL AZ7035 G2 04/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452K | – | 0.04 |
| GNMA II POOL AZ8426 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $446K | – | 0.04 |
| GNMA II POOL AZ9265 G2 05/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $387K | – | 0.03 |
| GNMA II POOL BA2617 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430K | – | 0.03 |
| GNMA II POOL BA3813 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $511K | – | 0.04 |
| GNMA II POOL BA5831 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $602K | – | 0.05 |
| GNMA II POOL BA5882 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $672K | – | 0.05 |
| GNMA II POOL BA8482 G2 06/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| GNMA II POOL BB3485 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $542K | – | 0.04 |
| GNMA II POOL BB8154 G2 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $933K | – | 0.07 |
| GNMA II POOL BB8329 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565K | – | 0.04 |
| GNMA II POOL BB8813 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $625K | – | 0.05 |
| GNMA II POOL BC0302 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $751K | – | 0.06 |
| GNMA II POOL BC0567 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $338K | – | 0.03 |
| GNMA II POOL BC0600 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $475K | – | 0.04 |
| GNMA II POOL BC0616 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $523K | – | 0.04 |
| GNMA II POOL BC5222 G2 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476K | – | 0.04 |
| GNMA II POOL BC9901 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $624K | – | 0.05 |
| GNMA II POOL BD0549 G2 08/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| GNMA II POOL BD3541 G2 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| GNMA II POOL BD5435 G2 12/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $527K | – | 0.04 |
| GNMA II POOL BD8163 G2 12/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $379K | – | 0.03 |
| GNMA II POOL BD9048 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA II POOL BD9140 G2 01/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA II POOL BD9966 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382K | – | 0.03 |
| GNMA II POOL BD9998 G2 11/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| GNMA II POOL BE1638 G2 12/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.04 |
| GNMA II POOL BE1642 G2 01/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA II POOL BE1670 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.03 |
| GNMA II POOL BE5659 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL BE6330 G2 01/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $713K | – | 0.06 |
| GNMA II POOL BE6527 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $612K | – | 0.05 |
| GNMA II POOL BE9832 G2 06/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL BF2407 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| GNMA II POOL BF2570 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| GNMA II POOL BF2893 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| GNMA II POOL BF3074 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL BF4029 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $517K | – | 0.04 |
| GNMA II POOL BF4034 G2 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $704K | – | 0.06 |
| GNMA II POOL BF9539 G2 04/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $732K | – | 0.06 |
| GNMA II POOL BG2154 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $258K | – | 0.02 |
| GNMA II POOL BG2414 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| GNMA II POOL BG2455 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| GNMA II POOL BG3914 G2 05/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $492K | – | 0.04 |
| GNMA II POOL BG5667 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $515K | – | 0.04 |
| GNMA II POOL BG5675 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $357K | – | 0.03 |
| GNMA II POOL BH6393 G2 07/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.03 |
| GNMA II POOL BH8543 G2 07/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234K | – | 0.02 |
| GNMA II POOL BI6217 G2 10/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| GNMA II POOL BI6280 G2 11/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $595K | – | 0.05 |
| GNMA II POOL BI8200 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| GNMA II POOL BJ4127 G2 10/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA II POOL BJ4187 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $502K | – | 0.04 |
| GNMA II POOL BK3275 G2 11/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA II POOL BK3399 G2 11/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL BM1222 G2 05/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368K | – | 0.03 |
| GNMA II POOL BT6314 G2 05/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $759K | – | 0.06 |
| GNMA II POOL MA0006 G2 04/27 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL MA0025 G2 04/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL MA0072 G2 05/27 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325K | – | 0.03 |
| GNMA II POOL MA0204 G2 07/27 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| GNMA II POOL MA0313 G2 08/42 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA II POOL MA0465 G2 10/42 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL MA0698 G2 01/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA II POOL MA0782 G2 02/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| GNMA II POOL MA0937 G2 04/43 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| GNMA II POOL MA1160 G2 07/43 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223K | – | 0.02 |
| GNMA II POOL MA1227 G2 08/43 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GNMA II POOL MA1447 G2 11/43 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $679K | – | 0.05 |
| GNMA II POOL MA2756 G2 04/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GNMA II POOL MA2894 G2 06/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA II POOL MA2961 G2 07/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $744K | – | 0.06 |
| GNMA II POOL MA3036 G2 08/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA II POOL MA3105 G2 09/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA II POOL MA3244 G2 11/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| GNMA II POOL MA3310 G2 12/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| GNMA II POOL MA4771 G2 10/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| GNMA II POOL MA5018 G2 02/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA II POOL MA5069 G2 03/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL MA5128 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA II POOL MA5138 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| GNMA II POOL MA5193 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $570K | – | 0.04 |
| GNMA II POOL MA5265 G2 06/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.02 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| GNMA II POOL MA5467 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $245K | – | 0.02 |
| GNMA II POOL MA5653 G2 12/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| GNMA II POOL MA5711 G2 01/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GNMA II POOL MA7589 G2 09/51 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 2.48 |
| GNMA II POOL MA7829 G2 01/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.53 |
| GNMA II POOL MA7883 G2 02/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.90 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81M | – | 6.36 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80M | – | 6.29 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222M | – | 17.47 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91M | – | 7.21 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-91M | – | -7.21 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 1.27 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 2.74 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 3.22 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39M | – | 3.04 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 1.17 |
| GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.35 |
| GNMA POOL 175344 GN 07/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 360765 GN 12/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 389782 GN 12/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 389785 GN 12/32 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 410987 GN 02/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 411079 GN 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 415389 GN 09/29 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 417463 GN 09/25 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351.17 | – | 0.00 |
| GNMA POOL 433689 GN 04/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80.46 | – | 0.00 |
| GNMA POOL 434128 GN 12/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180.29 | – | 0.00 |
| GNMA POOL 434239 GN 03/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $606.32 | – | 0.00 |
| GNMA POOL 447739 GN 06/27 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 448355 GN 04/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $987.54 | – | 0.00 |
| GNMA POOL 449010 GN 08/27 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 460719 GN 01/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $499.61 | – | 0.00 |
| GNMA POOL 461975 GN 12/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 462599 GN 03/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $710.34 | – | 0.00 |
| GNMA POOL 462622 GN 03/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 463778 GN 04/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $724.04 | – | 0.00 |
| GNMA POOL 467628 GN 03/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 471809 GN 03/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 472978 GN 06/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 474734 GN 01/31 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 476245 GN 10/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $728.03 | – | 0.00 |
| GNMA POOL 477534 GN 11/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $357.56 | – | 0.00 |
| GNMA POOL 479099 GN 01/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $939.72 | – | 0.00 |
| GNMA POOL 479294 GN 04/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $674.75 | – | 0.00 |
| GNMA POOL 479449 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 479529 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 479903 GN 01/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $462.88 | – | 0.00 |
| GNMA POOL 481627 GN 08/29 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $804.77 | – | 0.00 |
| GNMA POOL 482704 GN 08/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130.49 | – | 0.00 |
| GNMA POOL 482771 GN 10/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75.23 | – | 0.00 |
| GNMA POOL 483629 GN 09/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $986.48 | – | 0.00 |
| GNMA POOL 485329 GN 03/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268.12 | – | 0.00 |
| GNMA POOL 485398 GN 04/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $226.41 | – | 0.00 |
| GNMA POOL 486844 GN 01/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 486951 GN 02/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 487128 GN 04/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 490213 GN 07/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 495830 GN 01/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 498847 GN 12/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 499440 GN 04/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 503097 GN 04/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 507686 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 508450 GN 02/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $628.21 | – | 0.00 |
| GNMA POOL 509132 GN 05/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 509444 GN 12/29 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875.41 | – | 0.00 |
| GNMA POOL 513655 GN 08/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 518691 GN 12/29 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 521288 GN 04/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321K | – | 0.03 |
| GNMA POOL 521655 GN 12/29 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 526030 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 527273 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 529546 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 530071 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $326.93 | – | 0.00 |
| GNMA POOL 530113 GN 09/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 531039 GN 08/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA POOL 531298 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $598.28 | – | 0.00 |
| GNMA POOL 531306 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 532706 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 538722 GN 05/35 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 540157 GN 01/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 542633 GN 03/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 543931 GN 02/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 547823 GN 01/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376.32 | – | 0.00 |
| GNMA POOL 550688 GN 10/35 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 550876 GN 09/31 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $685.31 | – | 0.00 |
| GNMA POOL 552114 GN 10/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $626.38 | – | 0.00 |
| GNMA POOL 555732 GN 03/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456.32 | – | 0.00 |
| GNMA POOL 557521 GN 07/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69.54 | – | 0.00 |
| GNMA POOL 562346 GN 01/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263.56 | – | 0.00 |
| GNMA POOL 565164 GN 10/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219.79 | – | 0.00 |
| GNMA POOL 566499 GN 10/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 566519 GN 06/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 584411 GN 05/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $410.76 | – | 0.00 |
| GNMA POOL 594701 GN 01/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA POOL 598543 GN 04/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298.08 | – | 0.00 |
| GNMA POOL 598709 GN 07/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 599357 GN 01/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 599416 GN 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 602552 GN 03/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 603250 GN 04/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409.83 | – | 0.00 |
| GNMA POOL 604639 GN 09/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 604712 GN 10/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 604801 GN 11/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA POOL 604897 GN 12/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $594.08 | – | 0.00 |
| GNMA POOL 604945 GN 01/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 605375 GN 09/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 605561 GN 11/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA POOL 605631 GN 08/34 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $942.75 | – | 0.00 |
| GNMA POOL 606323 GN 06/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 607658 GN 02/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 608150 GN 04/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 609428 GN 06/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 612919 GN 07/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $936.46 | – | 0.00 |
| GNMA POOL 617153 GN 07/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $737.54 | – | 0.00 |
| GNMA POOL 617332 GN 12/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 617710 GN 09/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 617859 GN 12/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 618650 GN 09/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $581.82 | – | 0.00 |
| GNMA POOL 621097 GN 03/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 624207 GN 01/34 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 626921 GN 03/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $327K | – | 0.03 |
| GNMA POOL 626938 GN 04/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $805K | – | 0.06 |
| GNMA POOL 631530 GN 07/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 641967 GN 04/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 642135 GN 09/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 646394 GN 04/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA POOL 649488 GN 09/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 651871 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 653158 GN 04/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 653750 GN 03/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 654758 GN 09/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 655251 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 655348 GN 05/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 655352 GN 05/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $757.63 | – | 0.00 |
| GNMA POOL 655605 GN 09/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 656202 GN 08/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 656220 GN 08/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217.91 | – | 0.00 |
| GNMA POOL 657144 GN 04/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 657986 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 658104 GN 09/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 658122 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 658132 GN 10/36 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 658219 GN 12/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 658374 GN 11/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $746.98 | – | 0.00 |
| GNMA POOL 659684 GN 10/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA POOL 661528 GN 12/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 662065 GN 12/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 662443 GN 06/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 662584 GN 09/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA POOL 662759 GN 12/36 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 663771 GN 01/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 663792 GN 01/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 663884 GN 02/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 664543 GN 01/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 665963 GN 02/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA POOL 667332 GN 03/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 667454 GN 05/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 668414 GN 04/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 669050 GN 05/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 670665 GN 08/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 670978 GN 11/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA POOL 671023 GN 08/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 671182 GN 12/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452.6 | – | 0.00 |
| GNMA POOL 672391 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 672937 GN 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 673003 GN 08/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 673228 GN 11/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA POOL 674999 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 675059 GN 01/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 675063 GN 01/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 675394 GN 05/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| GNMA POOL 676015 GN 08/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 676842 GN 05/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 676927 GN 04/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 677064 GN 07/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA POOL 677081 GN 07/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 677215 GN 08/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 677309 GN 09/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 677323 GN 09/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172.61 | – | 0.00 |
| GNMA POOL 677567 GN 11/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174.29 | – | 0.00 |
| GNMA POOL 677596 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 678100 GN 01/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 678761 GN 11/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA POOL 678950 GN 10/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 679243 GN 12/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 679495 GN 01/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 680222 GN 01/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 680512 GN 01/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| GNMA POOL 682899 GN 09/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA POOL 682904 GN 10/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA POOL 682906 GN 11/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| GNMA POOL 682911 GN 12/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA POOL 683565 GN 02/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 685630 GN 04/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 686314 GN 05/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 686776 GN 06/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA POOL 686876 GN 05/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 687923 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 688031 GN 10/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 688088 GN 11/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 688098 GN 11/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 689754 GN 08/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 689889 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 689938 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 690910 GN 06/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 690977 GN 05/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $653.48 | – | 0.00 |
| GNMA POOL 691570 GN 08/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 692176 GN 07/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.19 | – | 0.00 |
| GNMA POOL 692396 GN 02/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL 693511 GN 07/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 694182 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 695998 GN 07/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| GNMA POOL 697141 GN 08/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 697489 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 697572 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| GNMA POOL 698060 GN 02/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA POOL 698330 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| GNMA POOL 698370 GN 07/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| GNMA POOL 698386 GN 07/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $757K | – | 0.06 |
| GNMA POOL 698649 GN 11/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 699092 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 699666 GN 07/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 700778 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 700804 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| GNMA POOL 700829 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 700916 GN 11/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 701501 GN 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 701529 GN 02/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 701993 GN 02/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 703002 GN 04/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 703036 GN 07/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $745K | – | 0.06 |
| GNMA POOL 704672 GN 08/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA POOL 705406 GN 01/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 707895 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA POOL 708302 GN 03/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA POOL 708330 GN 02/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 710683 GN 07/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 710859 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL 710929 GN 10/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 711343 GN 11/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799.03 | – | 0.00 |
| GNMA POOL 711345 GN 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA POOL 711479 GN 12/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GNMA POOL 712594 GN 07/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA POOL 713866 GN 09/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 716206 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 716305 GN 06/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 716768 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA POOL 716818 GN 04/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 719769 GN 02/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 719899 GN 08/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| GNMA POOL 719922 GN 10/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GNMA POOL 720739 GN 10/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| GNMA POOL 722105 GN 12/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 722759 GN 08/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 722770 GN 09/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 722785 GN 10/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 722831 GN 12/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 723631 GN 01/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 723748 GN 05/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| GNMA POOL 724033 GN 11/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA POOL 724058 GN 11/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 724065 GN 07/39 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GNMA POOL 724182 GN 08/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA POOL 724247 GN 08/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 724390 GN 10/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA POOL 732484 GN 02/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 732933 GN 01/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA POOL 732941 GN 01/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 733344 GN 04/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 733677 GN 05/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 734431 GN 05/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 737184 GN 04/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GNMA POOL 737442 GN 09/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA POOL 737532 GN 10/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 738317 GN 05/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 745636 GN 12/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 746066 GN 04/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.02 |
| GNMA POOL 752414 GN 11/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 757044 GN 12/40 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 760747 GN 09/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $841.94 | – | 0.00 |
| GNMA POOL 764322 GN 11/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 764480 GN 05/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 768089 GN 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| GNMA POOL 768550 GN 05/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA POOL 769755 GN 09/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| GNMA POOL 770708 GN 06/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 772029 GN 07/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL 773307 GN 11/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA POOL 779067 GN 04/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 779385 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA POOL 780580 GN 06/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325.83 | – | 0.00 |
| GNMA POOL 780747 GN 03/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162.54 | – | 0.00 |
| GNMA POOL 780992 GN 12/28 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $680.03 | – | 0.00 |
| GNMA POOL 781001 GN 03/29 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $444.11 | – | 0.00 |
| GNMA POOL 781029 GN 05/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA POOL 781048 GN 06/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 781205 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 781261 GN 02/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31.47 | – | 0.00 |
| GNMA POOL 781339 GN 09/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 781611 GN 05/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377.05 | – | 0.00 |
| GNMA POOL 781630 GN 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $502.42 | – | 0.00 |
| GNMA POOL 781636 GN 07/33 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781696 GN 04/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA POOL 781885 GN 03/35 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $541.53 | – | 0.00 |
| GNMA POOL 781920 GN 05/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 781936 GN 06/35 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 781987 GN 10/35 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 782055 GN 02/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| GNMA POOL 782131 GN 12/36 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 782135 GN 01/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 782144 GN 02/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 782150 GN 04/37 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA POOL 782278 GN 02/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $721.91 | – | 0.00 |
| GNMA POOL 782280 GN 02/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 782288 GN 12/37 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA POOL 782294 GN 03/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $587K | – | 0.05 |
| GNMA POOL 782295 GN 03/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 782333 GN 06/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GNMA POOL 782336 GN 05/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 782350 GN 06/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL 782365 GN 07/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 782382 GN 08/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA POOL 782399 GN 09/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA POOL 782404 GN 09/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| GNMA POOL 782407 GN 09/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| GNMA POOL 782416 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA POOL 782423 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 782425 GN 10/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 782436 GN 10/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 782474 GN 12/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 782490 GN 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 782495 GN 12/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 782508 GN 12/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 782539 GN 11/38 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GNMA POOL 782542 GN 01/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.02 |
| GNMA POOL 782560 GN 02/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA POOL 782579 GN 02/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA POOL 782604 GN 03/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| GNMA POOL 782619 GN 04/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 782655 GN 05/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA POOL 782662 GN 05/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 782690 GN 06/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| GNMA POOL 782710 GN 07/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 782716 GN 07/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| GNMA POOL 782729 GN 06/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 782754 GN 09/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 782759 GN 09/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 782775 GN 10/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 782780 GN 09/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| GNMA POOL 782789 GN 10/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 782808 GN 11/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 782832 GN 12/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 782848 GN 08/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 782858 GN 11/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 782888 GN 02/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 782889 GN 02/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| GNMA POOL 782920 GN 03/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL 782932 GN 04/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| GNMA POOL 782938 GN 03/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| GNMA POOL 782962 GN 05/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| GNMA POOL 782964 GN 01/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 782976 GN 03/39 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 782988 GN 04/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 782996 GN 06/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 783007 GN 06/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA POOL 783024 GN 07/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL 783076 GN 09/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $765.46 | – | 0.00 |
| GNMA POOL 783177 GN 09/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL 783213 GN 09/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545K | – | 0.04 |
| GNMA POOL 783233 GN 07/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| GNMA POOL 783287 GN 08/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA POOL 783292 GN 12/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 783313 GN 02/41 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 783353 GN 04/41 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| GNMA POOL 783363 GN 02/41 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL 783473 GN 11/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $746K | – | 0.06 |
| GNMA POOL 783571 GN 12/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 783575 GN 03/40 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL 783609 GN 10/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL 783610 GN 11/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA POOL 783638 GN 07/41 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA POOL 783748 GN 04/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| GNMA POOL 784010 GN 03/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA POOL 784041 GN 08/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GNMA POOL 784208 GN 07/46 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.31 |
| GNMA POOL AA0577 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA POOL AA3699 GN 08/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| GNMA POOL AA4844 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA POOL AB2667 GN 12/42 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL AB5640 GN 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL AB7792 GN 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL AD5638 GN 05/43 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL AD8789 GN 03/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL AE3307 GN 10/46 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $286K | – | 0.02 |
| GNMA POOL AE6600 GN 06/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA POOL AE7016 GN 06/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| GNMA POOL AE7017 GN 06/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| GNMA POOL AI6880 GN 01/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| GNMA POOL AL1137 GN 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA POOL AL5064 GN 03/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA POOL AM0240 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| GNMA POOL AM8692 GN 06/45 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| GNMA POOL AN5728 GN 06/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL AN5733 GN 06/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GNMA POOL AO0095 GN 07/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234K | – | 0.02 |
| GNMA POOL AO2429 GN 08/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| GNMA POOL AX2582 GN 02/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA POOL AZ8592 GN 04/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291K | – | 0.02 |
| GNMA POOL BA7886 GN 05/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| GNMA POOL BA7937 GN 06/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| GNMA POOL BC1102 GN 07/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| GNMA POOL BC1138 GN 08/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| GNMA POOL BC1180 GN 08/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA POOL BE6179 GN 12/47 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA POOL BG5674 GN 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GNMA POOL BG9709 GN 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GNMA POOL BI1270 GN 08/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.02 |
| GNMA POOL BP6203 GN 11/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $469K | – | 0.04 |
| GNMA POOL BR6169 GN 12/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| GNMA POOL BR6606 GN 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239K | – | 0.02 |
| GNMA POOL BS5111 GN 01/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GNMA POOL BT0861 GN 03/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| GNMA POOL BT3502 GN 02/50 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GNMA POOL CL6189 GN 03/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.16 |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A (GOLUB CAPITAL PARTNERS CLO 26B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $676K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 18 CO (GOVT NATL MORTGAGE ASSOC SERIES 2007-18) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 19 IO (GOVERNMENT NATL MTGE ASSOC 2009-19) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 23 IP (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-23) | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 102 PI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-102) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 126 GS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-126) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 127 AS (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-127) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 165 IB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-165) | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 166 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 180 SA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 118 IE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-118) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 138 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-138) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 160 IE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-160) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 180 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 15 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-15) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 57 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H23 MA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H23) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15) | Long | ABS-mortgage backed security | US | $8M | – | 0.62 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15) | Long | ABS-mortgage backed security | US | $7M | – | 0.55 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17) | Long | ABS-mortgage backed security | US | $8M | – | 0.60 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 F (GOVERNMENT NATL MTGE ASSOC 2021-H16) | Long | ABS-mortgage backed security | US | $25M | – | 1.96 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A2 (GREENPOINT MTGE FUNDING TR 2006-AR3) | Long | ABS-mortgage backed security | US | $378K | – | 0.03 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 (GREENPOINT MTGE FUNDING TR 2006-AR7) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $13M | – | 1.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-TWR) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GSAMP TRUST GSAMP 2003 SEA A1 (GSAMP TRUST 2003-SEA) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 S6 A1B (GSAMP TRUST 2006-S6) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A1 (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $460K | – | 0.04 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 (GSR MORTGAGE LOAN TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $487K | – | 0.04 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.35 |
| HALSEYPOINT CLO I, LTD. HLSY 2019 1A A1A1 144A (HALSEY POINT CLO I LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 6 3A2A (HARBORVIEW MORTGAGE LOAN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $479K | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A1 (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $194.19 | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 4 3A1A (HARBORVIEW MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A (HARBORVIEW MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| HOMEBANC MORTGAGE TRUST HMBT 2004 1 2A (HOMEBANC MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| ICG US CLO LTD ICG 2018 3A AR 144A (ICG US CLO 2018-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.07 |
| IMC HOME EQUITY LOAN TRUST IMCHE 1997 3 A6 (IMC HOME EQUITY LN TR 1997-3) | Long | ABS-mortgage backed security | US | $612.23 | – | 0.00 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 (INDYMAC INDB MTGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $301K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A (INDYMAC INDX MTGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $468.64 | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR6 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR6) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR19 3A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR19) | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $435K | – | 0.03 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 (JP MORGAN MORTGAGE ACQ CORP 2005-RM1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 2 A11 144A (JP MORGAN MORTGAGE TRUST 2019-2) | Long | ABS-mortgage backed security | US | $745K | – | 0.06 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A (JP MORGAN MORTGAGE TRUST 2019-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6) | Long | ABS-mortgage backed security | US | $5M | – | 0.38 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| KKR FINANCIAL CLO LTD KKR 21 A 144A (KKR CLO LTD 21) | Long | ABS-collateralized bond/debt obligation | KY | $840K | – | 0.07 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.46 |
| LEHMAN XS TRUST LXS 2006 16N A322 (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A (LOCKWOOD GROVE CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2M1 (LONG BEACH MTGE LOAN TRUST 2001-4) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 M3 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| MAGNETITE CLO LTD MAGNE 2020 25A A 144A (MAGNETITE CLO LTD 2020-25A) | Long | ABS-collateralized bond/debt obligation | KY | $979K | – | 0.08 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A4 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF1) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 NC1 M2 (MASTR ASSET BACKED SEC TR 2005-NC1) | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| MASTR REPERFORMING LOAN TRUST MARP 2005 1 1A3 144A (MASTR REPERFORMING LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2005 1 3A1 (MASTR SEASONED SECURITIES TRUST 2005-1) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC2) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 B1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $209K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 OPT1 A2A (MERRILL LYNCH MTGE INVESTORS 2004-OPT1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM5 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM5) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.34 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $44K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.29 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 F A2 (MLCC MORTGAGE INVESTORS INC. 2003-F) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 G A4B (MLCC MORTGAGE INVESTORS INC 2003-G) | Long | ABS-mortgage backed security | US | $482K | – | 0.04 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A1 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN A 144A (MORGAN STANLEY CAPITAL I TRUST 2018-SUN) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1 (MORGAN STANLEY MTGE LN TR 2007-10XS) | Long | ABS-mortgage backed security | US | $362K | – | 0.03 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 1A1 (MORGAN STANLEY MTGE LN TR 2007-6XS) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A1 (MORGAN STANLEY MTGE LN TR 2007-8XS) | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF1 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF1) | Long | ABS-mortgage backed security | US | $5M | – | 0.43 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF2 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF2) | Long | ABS-mortgage backed security | US | $699K | – | 0.06 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF3) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A (MOUNTAIN VIEW CLO LTD 2015-9A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $345K | – | 0.03 |
| NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA) | Long | ABS-collateralized bond/debt obligation | KY | $778K | – | 0.06 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A (NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.21 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $5M | – | 0.40 |
| NEWARK BSL CLO 1 LTD. NBCLO 2016 1A A1R 144A (NEWARK BSL CLO 2 LTD 2016 1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.43 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2001 R1A A 144A (NOMURA ASSET ACCEP CORP 2001-R1A) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $904K | – | 0.07 |
| OCP CLO LTD OCP 2017 13A A1AR 144A (OCP CLO LTD 2017-13A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.21 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $192K | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| OZLM LTD OZLM 2017 17A A1RR 144A (OZLM XIX LTD 2017-17A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.36 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $39M | – | 3.08 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $6M | – | 0.48 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.20 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 M1 (RENAISSANCE HOME EQUITY LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $230K | – | 0.02 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 3 A (RENAISSANCE HOME EQ LN TRUST 2002-3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A (RENAISSANCE HOME EQUITY LN TR 2003-2) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A (RENAISSANCE HOME EQUITY LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 (RESIDENTIAL ACCREDIT LOANS INC 2005-QA9) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4 (RESIDENTIAL ACCREDIT LOANS 2006-QO5) | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC4 M5 (RESIDENTIAL ASSET MTGE PROD 2005-EFC4) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A (RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB (RESIDENTIAL ASSET SEC CORP 2003-KS4) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| RFR USD SOFR/1.84000 07/15/22-10Y LCH | Derivative-interest rate | US | $5M | – | 0.38 | |
| RFR USD SOFR/2.99750 09/16/22-10Y LCH | Derivative-interest rate | US | $957K | – | 0.08 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $-362.99 | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $2M | – | 0.17 | |
| RFR USD SOFR/3.01250 04/09/24-7Y LCH | Derivative-interest rate | US | $888K | – | 0.07 | |
| RFR USD SOFR/3.17000 04/15/24-7Y LCH | Derivative-interest rate | US | $739K | – | 0.06 | |
| RFR USD SOFR/3.23200 04/26/24-7Y LCH | Derivative-interest rate | US | $516K | – | 0.04 | |
| RFR USD SOFR/3.25000 12/20/23-30Y CME | Derivative-interest rate | US | $5M | – | 0.41 | |
| RFR USD SOFR/3.26000 06/08/23-10Y LCH | Derivative-interest rate | US | $471K | – | 0.04 | |
| RFR USD SOFR/3.27500 10/06/22-10Y LCH | Derivative-interest rate | US | $1M | – | 0.08 | |
| RFR USD SOFR/3.36750 11/28/22-10Y LCH | Derivative-interest rate | US | $291K | – | 0.02 | |
| RFR USD SOFR/3.45250 03/08/23-10Y LCH | Derivative-interest rate | US | $636K | – | 0.05 | |
| RFR USD SOFR/3.50000 06/21/23-3Y CME | Derivative-interest rate | US | $494K | – | 0.04 | |
| RFR USD SOFR/3.55000 12/22/23-7Y LCH | Derivative-interest rate | US | $734K | – | 0.06 | |
| RFR USD SOFR/3.56000 04/10/23-7Y LCH | Derivative-interest rate | US | $-873K | – | -0.07 | |
| RFR USD SOFR/3.56000 05/08/23-7Y LCH | Derivative-interest rate | US | $-617K | – | -0.05 | |
| RFR USD SOFR/3.70500 01/10/24-7Y LCH | Derivative-interest rate | US | $-1M | – | -0.09 | |
| RFR USD SOFR/3.71000 03/12/24-7Y LCH | Derivative-interest rate | US | $153K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $581K | – | 0.05 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $905K | – | 0.07 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $311K | – | 0.02 | |
| RFR USD SOFR/4.01200 11/08/23-7Y LCH | Derivative-interest rate | US | $-350K | – | -0.03 | |
| RFR USD SOFR/4.10000 02/05/24-1Y LCH | Derivative-interest rate | US | $4M | – | 0.28 | |
| RFR USD SOFR/4.11750 10/10/23-7Y LCH | Derivative-interest rate | US | $-137K | – | -0.01 | |
| RFR USD SOFR/4.13500 10/10/23-7Y LCH | Derivative-interest rate | US | $-95K | – | -0.01 | |
| RFR USD SOFR/4.14500 10/10/23-7Y LCH | Derivative-interest rate | US | $-31K | – | -0.00 | |
| RFR USD SOFR/4.15500 10/10/23-7Y LCH | Derivative-interest rate | US | $-70K | – | -0.01 | |
| RFR USD SOFR/4.18000 11/08/23-7Y LCH | Derivative-interest rate | US | $49K | – | 0.00 | |
| RFR USD SOFR/4.18500 10/10/23-7Y LCH | Derivative-interest rate | US | $-11K | – | -0.00 | |
| RFR USD SOFR/4.19200 11/08/23-7Y LCH | Derivative-interest rate | US | $24K | – | 0.00 | |
| RFR USD SOFR/4.60000 02/02/24-1Y LCH | Derivative-interest rate | US | $1M | – | 0.09 | |
| RFR USD SOFR/4.60000 02/05/24-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.17 | |
| RFR USD SOFR/4.60000 02/06/24-1Y LCH | Derivative-interest rate | US | $2M | – | 0.16 | |
| RFR USD SOFR/5.00000 05/30/24-1Y LCH | Derivative-interest rate | US | $78K | – | 0.01 | |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 1.69 |
| SACO I TRUST SACO 2005 10 1A (SACO I TRUST 2005-10) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| SAIL 2004-10 M3 SP GST | Derivative-credit | US | $6.37 | – | 0.00 | |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1 (SALOMON BROTHERS MTGE SEC VII 2002-WMC1) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $461K | – | 0.04 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A1 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 5 A (SEQUOIA MORTGAGE TRUST 5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 6 A (SEQUOIA MORTGAGE TRUST 6) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| SLM STUDENT LOAN TRUST SLMA 2003 7A A5A 144A (SLM STUDENT LOAN TRUST 2003-7A) | Long | ABS-other | US | $1M | – | 0.10 |
| SMALL BUSINESS ADMINISTRATION SBAP 2006 20E 1 (SMALL BUSINESS ADMIN PART CERT 2006-20E) | Long | ABS-other | US | $26K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20D) | Long | ABS-other | US | $387K | – | 0.03 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20E 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20E) | Long | ABS-other | US | $405K | – | 0.03 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20G) | Long | ABS-other | US | $239K | – | 0.02 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20L) | Long | ABS-other | US | $61K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3 (STRUCTURED ADJ RATE MTG LN 2004-7) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 8 3A (STRUCTURED ARM LOAN TRUST 2004-8) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-15) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-9) | Long | ABS-mortgage backed security | US | $651K | – | 0.05 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1 (STRUCTURED ASSET INVEST LN TR 2004-BNC2) | Long | ABS-mortgage backed security | US | $944K | – | 0.07 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 (STRUCTURED ASSET INVST LN TR 2005-5) | Long | ABS-mortgage backed security | US | $9M | – | 0.67 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1998 2 A5 (STRUCTURED ASSET MTGE INV 1998-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1 (STRUCTURED ASSET MTG INV INC 2004-AR5) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $364K | – | 0.03 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $280K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $235K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11 (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1 (STRUCTURED ASSET SECURITIES CRP 2003-22A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2 (STRUCTURED ASSET SEC CORP 2005-AR1) | Long | ABS-mortgage backed security | US | $390K | – | 0.03 |
| SYMPHONY CLO LTD SYMP 2020 24A AR 144A (SYMPHONY CLO XXIV LTD 2020-24A) | Long | ABS-collateralized bond/debt obligation | KY | $952K | – | 0.08 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $4M | – | 0.33 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6 (TBW MTGE BACKED PASS THRU CERT 2006-4) | Long | ABS-mortgage backed security | US | $247K | – | 0.02 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6A (TBW MTGE BACKED PASS THRU CERT 2006-6) | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| TBW MORTGAGE BACKED PASS THROU TBW 2007 2 A6A (TBW MTGE BACKED P/T CERT 2007-2) | Long | ABS-mortgage backed security | US | $519K | – | 0.04 |
| TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A (TIAA CLO III LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.02 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 3 A4 (THORNBURG MORTGAGE SECURITIES TR 2003-3) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.46 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.54 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $313K | – | 0.02 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $19K | – | 0.00 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.09 |
| UCFC MANUFACTURED HOUSING CONT UCFCM 1996 1 M (UCFC MANU HOUSING 1996-1) | Long | ABS-other | US | $88K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-4M | – | -0.28 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-5M | – | -0.42 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $2M | – | 0.14 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| VENDEE MORTGAGE TRUST VENDE 1998 3 E (VENDEE MORTGAGE TRUST 1998-3) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| VENDEE MORTGAGE TRUST VENDE 2000 1 1A (VENDEE MORTGAGE TRUST 2000-1) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $30K | – | 0.00 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.39 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 A (WASHINGTON MUTUAL MTGE 2003-AR8) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6 (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A (WASHINGTON MUTUAL 2004-AR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1C (WASHINGTON MUTUAL 2004-AR10) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A4 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $357K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $590K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A21 (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $250K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A (WASHINGTON MUTUAL 2005-AR9) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 1A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $384K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $446K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $378K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $398K | – | 0.03 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A6 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $495K | – | 0.04 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 1A1 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $23K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 K 2A3 (WELLS FARGO MTGE BACKED SEC 2004-K) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $661K | – | 0.05 |
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.