The Vanguard Group, Inc. > VANGUARD SCOTTSDALE FUNDS
VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND
$16.57B
Avg Monthly Net Assets
$18.99B
Total Assets
$329.98M
Total Liabilities
$18.66B
Net Assets
VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND is an Exchange-Traded Fund in VANGUARD SCOTTSDALE FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has three share classes
and monthly net assets of $16.57B.
On July 26th, 2024 it reported 5,010 holdings, the largest
being Vanguard Cmt Funds-Vanguard Market Liquidity Fund (2.3%), Ginnie Mae II Pool (0.4%) and Freddie Mac Pool (0.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Admiral Shares | C000080859 | VMBSX | ||
| ETF Shares | C000080861 | XNAS | VMBS | |
| Institutional Shares | C000080860 | VMBIX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| FG A13590 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FG A14237 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG A15852 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FG A37159 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FG A37279 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG A37876 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG A39735 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FG A46278 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FG A47404 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FG A68547 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG A86249 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FG A86314 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FG A87434 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG A87580 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FG A87701 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FG A87880 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FG A89385 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FG A89601 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG A89729 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FG A89760 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FG A89870 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FG A89941 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FG A90316 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FG A90320 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG A90768 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FG A91025 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FG A91395 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FG A91431 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FG A91538 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FG A91796 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FG A91876 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FG A91947 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FG A92179 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FG A92241 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FG A92269 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FG A92286 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FG A93093 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FG A93095 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FG A93337 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FG A93497 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FG A93505 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG A93511 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FG A93784 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FG A93853 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FG A93990 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG A93996 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FG A94605 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FG A94611 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FG A95085 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FG A95121 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FG A95257 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FG A95575 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| FG A95796 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FG A95825 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| FG A95960 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FG A96312 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FG A96409 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG A96413 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG A96815 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG A97040 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG A97046 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FG A97047 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG A97052 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FG A97125 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG A97217 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| FG A97259 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FG A97294 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FG A97474 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FG A97620 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FG A97626 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FG C00632 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $750.39 | – | 0.00 |
| FG C00680 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG C00730 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG C00765 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG C00834 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG C00836 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG C01222 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG C01286 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FG C01371 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG C01374 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG C01427 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG C01435 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FG C01490 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG C01491 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FG C01501 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FG C01523 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FG C01527 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FG C01552 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FG C01567 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FG C01573 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FG C01585 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FG C01599 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FG C01648 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FG C01649 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FG C01674 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FG C01725 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FG C01786 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FG C01797 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG C01840 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG C01846 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FG C01847 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $447K | – | 0.00 |
| FG C01848 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FG C03478 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FG C03479 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FG C03486 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FG C03490 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FG C03517 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| FG C03518 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FG C03600 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FG C03805 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG C03815 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FG C03832 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FG C03935 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FG C04014 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FG C04246 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FG C04269 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FG C04306 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FG C04422 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| FG C04444 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| FG C09000 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| FG C09004 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C09007 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG C09008 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FG C09013 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG C09015 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C09022 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG C09029 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG C09032 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C09042 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| FG C09055 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FG C09064 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FG C90863 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $128.7 | – | 0.00 |
| FG C90918 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG C90938 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG C90993 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FG C91164 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG C91168 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG C91177 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG C91187 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FG C91236 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG C91301 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FG C91335 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FG C91336 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FG C91343 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FG C91359 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FG C91404 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FG C91417 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $812K | – | 0.00 |
| FG C91557 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| FG C91568 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C91581 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C91596 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| FG C91606 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| FG C91619 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $723K | – | 0.00 |
| FG C91714 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG C91718 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| FG C91725 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FG C91730 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FG C91752 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FG C91798 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FG C91819 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FG C91837 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FG C91840 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C91843 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FG C91846 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| FG C91849 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| FG C91853 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| FG C91858 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FG C91875 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FG C91887 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C91905 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG C91908 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| FG C91912 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG C91928 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FG C91982 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FG C92004 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG C92031 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FG D97610 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $999.99 | – | 0.00 |
| FG E02696 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG E02703 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG E02707 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG E02746 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FG E02790 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG E02866 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG E02897 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $594.83 | – | 0.00 |
| FG E02920 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FG E03048 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FG E03088 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FG E04003 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FG E04106 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FG E04360 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG E09002 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FG E09010 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FG E09012 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| FG E09015 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $486K | – | 0.00 |
| FG E09030 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FG G01317 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG G01391 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG G01449 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG G01461 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FG G01477 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG G01534 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FG G01563 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G01584 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FG G01589 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FG G01616 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FG G01644 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FG G01649 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FG G01665 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FG G01740 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FG G01749 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FG G01777 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FG G01793 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FG G01806 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FG G01820 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| FG G01837 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $851K | – | 0.00 |
| FG G01838 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FG G01840 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| FG G01841 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FG G01843 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FG G01856 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FG G01857 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FG G01864 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FG G01882 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FG G01883 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FG G01931 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G01939 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FG G01974 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FG G01975 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FG G01981 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FG G02085 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FG G02168 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FG G02251 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FG G02384 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FG G02390 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FG G02482 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG G02581 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FG G02682 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG G02699 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FG G02744 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FG G02998 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FG G03037 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FG G03120 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FG G03150 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FG G03163 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FG G03202 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FG G03205 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FG G03432 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FG G03507 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG G03551 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FG G03600 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG G03646 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FG G03695 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FG G03696 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G03698 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FG G03812 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FG G03926 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FG G04121 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FG G04123 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG G04219 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FG G04221 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG G04320 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FG G04331 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FG G04334 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FG G04359 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FG G04527 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FG G04585 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $972K | – | 0.01 |
| FG G04587 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FG G04591 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FG G04715 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FG G04729 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FG G04772 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG G04877 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FG G04924 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FG G05030 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FG G05149 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG G05447 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FG G05457 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FG G05623 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG G05645 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FG G05661 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FG G05671 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FG G05733 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FG G05832 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FG G05849 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FG G05852 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FG G05871 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FG G05889 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG G05911 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G05923 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FG G05928 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FG G05936 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FG G05958 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G05965 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G06020 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FG G06021 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FG G06025 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FG G06072 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FG G06168 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FG G06185 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FG G06193 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FG G06214 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FG G06224 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FG G06361 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FG G06409 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| FG G06412 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FG G06493 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FG G06530 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FG G06566 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FG G06709 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FG G06713 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FG G06766 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $938K | – | 0.01 |
| FG G06788 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG G06808 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FG G06814 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FG G06875 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FG G06877 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FG G06881 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG G06883 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FG G06893 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FG G06956 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FG G06995 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FG G07020 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG G07025 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FG G07026 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FG G07031 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FG G07068 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| FG G07195 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| FG G07239 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FG G07277 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FG G07288 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FG G07589 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FG G07661 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FG G07784 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G07786 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G07787 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G07801 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FG G07805 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $980K | – | 0.01 |
| FG G07810 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FG G07851 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FG G07859 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FG G07872 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| FG G07907 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G07921 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G07924 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G07925 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G07939 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| FG G07941 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FG G07942 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FG G07961 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G07977 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FG G08002 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| FG G08010 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FG G08011 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FG G08021 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FG G08035 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FG G08036 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FG G08046 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FG G08051 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FG G08052 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FG G08062 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FG G08068 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FG G08073 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FG G08079 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FG G08080 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FG G08081 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FG G08085 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FG G08086 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FG G08105 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FG G08106 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FG G08117 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FG G08168 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| FG G08174 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FG G08210 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FG G08217 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FG G08227 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FG G08242 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FG G08248 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG G08255 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FG G08271 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FG G08278 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG G08323 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FG G08331 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FG G08341 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FG G08344 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FG G08347 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $808K | – | 0.00 |
| FG G08353 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| FG G08354 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FG G08364 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FG G08369 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FG G08372 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FG G08373 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FG G08392 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FG G08443 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FG G08451 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| FG G08469 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| FG G08473 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08474 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FG G08477 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $916K | – | 0.00 |
| FG G08479 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FG G08488 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FG G08497 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FG G08499 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FG G08502 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FG G08505 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| FG G08507 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FG G08515 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FG G08518 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| FG G08521 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| FG G08528 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08534 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08537 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08538 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG G08540 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08544 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FG G08551 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| FG G08554 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08558 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08563 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FG G08573 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FG G08577 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FG G08578 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FG G08581 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FG G08583 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FG G08587 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FG G08588 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| FG G08592 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FG G08593 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FG G08595 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| FG G08596 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $767K | – | 0.00 |
| FG G08597 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08601 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $934K | – | 0.01 |
| FG G08606 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| FG G08607 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FG G08610 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FG G08615 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08618 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FG G08619 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08620 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08623 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08624 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08631 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FG G08632 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08633 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| FG G08635 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08637 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FG G08641 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08648 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08650 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08653 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG G08658 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| FG G08659 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| FG G08660 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08666 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08667 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG G08669 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G08670 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08671 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08672 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $924K | – | 0.00 |
| FG G08675 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08677 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08678 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FG G08680 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $949K | – | 0.01 |
| FG G08681 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FG G08682 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FG G08687 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| FG G08688 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08692 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08694 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| FG G08698 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08699 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08701 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| FG G08702 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08705 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FG G08706 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08708 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FG G08711 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08712 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FG G08715 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08716 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| FG G08721 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G08726 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| FG G08727 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08728 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FG G08737 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FG G08738 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08739 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FG G08741 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FG G08742 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08743 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FG G08747 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FG G08748 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08752 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08757 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08758 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| FG G08759 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| FG G08761 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08762 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FG G08766 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| FG G08767 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08768 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08770 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08771 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08774 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08775 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FG G08776 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| FG G08779 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FG G08781 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| FG G08783 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FG G08784 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08785 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FG G08786 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FG G08788 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG G08789 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08790 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08791 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FG G08792 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08793 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08796 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08800 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08804 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08808 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $981K | – | 0.01 |
| FG G08812 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08817 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG G08818 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08823 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08824 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08827 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08830 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG G08831 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G08835 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FG G08836 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08837 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G08838 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FG G08842 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG G08843 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08846 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FG G08847 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| FG G08848 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G08849 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $536K | – | 0.00 |
| FG G08852 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $847K | – | 0.00 |
| FG G08856 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FG G08861 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FG G08862 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G08882 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G08887 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G13596 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $267.73 | – | 0.00 |
| FG G13746 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $997 | – | 0.00 |
| FG G13768 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $300.17 | – | 0.00 |
| FG G13885 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG G14056 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG G14120 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FG G14197 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FG G14203 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FG G14221 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FG G14572 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG G14606 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FG G14614 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FG G14649 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FG G14660 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FG G14813 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FG G14820 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FG G15027 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FG G15336 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G15454 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FG G15537 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FG G15688 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FG G15717 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $28.05 | – | 0.00 |
| FG G15736 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FG G16044 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $870K | – | 0.00 |
| FG G16447 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FG G16485 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G16505 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FG G16724 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FG G18312 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG G18320 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG G18330 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG G18363 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FG G18368 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FG G18424 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FG G18434 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FG G18435 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FG G18438 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FG G18441 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FG G18459 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FG G18465 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G18471 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FG G18472 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18474 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FG G18475 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| FG G18476 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FG G18483 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| FG G18484 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FG G18512 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FG G18514 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| FG G18516 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FG G18518 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FG G18522 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FG G18525 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FG G18531 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FG G18540 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FG G18552 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| FG G18565 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| FG G18566 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FG G18568 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FG G18569 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FG G18571 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| FG G18572 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18574 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $949K | – | 0.01 |
| FG G18575 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18577 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18578 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| FG G18581 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G18582 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18587 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18601 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| FG G18604 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FG G18605 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G18607 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18608 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $808K | – | 0.00 |
| FG G18611 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FG G18614 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18619 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18622 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FG G18626 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18627 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| FG G18628 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| FG G18631 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18642 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FG G18651 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FG G18655 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G18659 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G18660 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| FG G18663 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FG G18665 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G18666 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18670 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FG G18672 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18673 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G18676 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| FG G18677 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18681 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FG G18684 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18689 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FG G18691 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| FG G18692 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G18700 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FG G18707 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $800K | – | 0.00 |
| FG G18710 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G18713 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G18716 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| FG G18717 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| FG G18725 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FG G18726 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G30703 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FG G31003 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| FG G60038 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G60080 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| FG G60081 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FG G60193 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FG G60194 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G60238 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FG G60342 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FG G60344 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG G60440 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG G60460 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FG G60486 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $536K | – | 0.00 |
| FG G60491 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FG G60506 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G60536 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| FG G60564 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FG G60676 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G60711 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FG G60715 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FG G60854 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FG G60855 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FG G60899 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FG G60919 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| FG G60989 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG G61006 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FG G61070 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G61080 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FG G61260 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FG G61282 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG G61352 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FG G61422 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G61582 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FG G61658 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G61771 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FG G61932 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| FG G62009 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G67700 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FG G67702 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG G67705 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FG G67706 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FG G67707 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG G67708 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG G67709 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FG G67712 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FG G67715 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG G67716 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG J10361 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $23.25 | – | 0.00 |
| FG J10406 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $65.41 | – | 0.00 |
| FG J10549 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $217.86 | – | 0.00 |
| FG J11053 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $341.04 | – | 0.00 |
| FG J11140 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $200.27 | – | 0.00 |
| FG J11210 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $870.37 | – | 0.00 |
| FG J11719 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG J11831 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG J11872 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG J12463 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FG J13166 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $488.96 | – | 0.00 |
| FG J13273 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FG J13585 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FG J13882 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FG J13885 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FG J14153 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG J14198 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FG J14490 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FG J14781 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FG J14785 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FG J14924 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $315.52 | – | 0.00 |
| FG J16400 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FG J16932 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FG J16933 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FG J17231 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FG J17233 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FG J17508 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $651K | – | 0.00 |
| FG J17774 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FG J17969 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FG J18360 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FG J18702 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FG J18818 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG J18884 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FG J18940 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FG J19197 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FG J20129 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG J20466 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FG J21162 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FG J21208 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FG J32368 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FG J36173 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FG J39295 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FG Q00078 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FG Q00080 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FG Q00232 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FG Q00284 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FG Q00543 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FG Q00876 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FG Q01798 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FG Q02113 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG Q03310 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FG Q03505 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| FG Q03620 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q04649 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| FG Q04651 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FG Q06232 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG Q07465 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FG Q08998 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG Q09530 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FG Q10378 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| FG Q11213 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FG Q11218 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FG Q11220 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| FG Q11908 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FG Q13205 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q13637 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q13638 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| FG Q13743 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FG Q14426 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q14875 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FG Q15308 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| FG Q15774 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| FG Q16616 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG Q20121 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FG Q21319 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q25103 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG Q26692 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FG Q38530 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FG Q38893 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FG Q39359 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $622K | – | 0.00 |
| FG Q41208 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $589K | – | 0.00 |
| FG Q43259 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FG Q43428 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FG Q44452 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $935K | – | 0.01 |
| FG Q45094 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| FG Q46873 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FG Q49490 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG Q50109 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FG Q50589 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FG Q51461 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q52184 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FG Q52319 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FG Q53751 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FG Q54334 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FG Q55429 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $826K | – | 0.00 |
| FG Q58157 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FG Q61378 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FG V81296 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FG V81760 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FG V82942 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FG V83156 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FG V83453 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FG Z40045 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FG Z40054 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FG Z40126 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FG Z40130 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FG Z50008 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $113.83 | – | 0.00 |
| FG Z50013 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $83.46 | – | 0.00 |
| FG Z50018 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FH 1B4681 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $175.11 | – | 0.00 |
| FH 1B4777 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FH 1B7911 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FH 1B7981 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FH 1B8002 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $470.81 | – | 0.00 |
| FH 1B8336 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FH 1G2261 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FH 1G2736 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FH 1J1516 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FH 2B1862 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FH 848206 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FH 848285 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FH 848353 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FH 848674 (Freddie Mac Non Gold Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 190340 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FN 190360 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FN 190361 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FN 190370 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FN 190396 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| FN 190399 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN 254146 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FN 254198 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 254310 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN 254405 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 254549 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 254693 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN 254766 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FN 254793 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN 254868 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FN 254869 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| FN 254903 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FN 254981 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 254982 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN 255004 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN 255230 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN 255320 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $25.06 | – | 0.00 |
| FN 255493 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $409.15 | – | 0.00 |
| FN 255767 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 255814 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| FN 255842 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN 255892 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 256031 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN 256311 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FN 256514 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| FN 256673 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 256711 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN 256803 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 256851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN 256939 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 257003 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN 257043 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FN 257048 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 257452 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 310104 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FN 357669 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FN 357705 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FN 535704 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 545993 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FN 555285 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FN 555424 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FN 555528 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FN 555531 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FN 555591 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FN 555592 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FN 555677 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FN 555678 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FN 555679 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| FN 555743 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FN 555800 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FN 555880 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FN 555956 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FN 555967 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FN 695208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FN 699759 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 725027 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN 725066 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FN 725205 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FN 725220 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| FN 725221 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| FN 725222 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FN 725232 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| FN 725238 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FN 725423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| FN 725424 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $908K | – | 0.00 |
| FN 725425 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FN 725589 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN 725594 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN 725690 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FN 725703 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FN 725705 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FN 725773 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN 725946 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| FN 735013 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN 735036 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FN 735061 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FN 735230 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FN 735402 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $976K | – | 0.01 |
| FN 735484 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FN 735496 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 735500 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FN 735501 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN 735502 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FN 735503 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| FN 735580 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| FN 735591 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FN 735649 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FN 735667 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FN 735670 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FN 735676 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN 735896 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN 735925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FN 735989 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FN 745154 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FN 745275 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN 745283 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN 745327 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN 745336 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FN 745342 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FN 745347 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FN 745353 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FN 745355 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| FN 745398 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FN 745412 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| FN 745418 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN 745515 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FN 745516 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FN 745640 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN 745755 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| FN 745840 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FN 745950 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN 831105 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN 845355 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN 845425 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 848983 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN 887624 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 888029 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FN 888268 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FN 888275 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FN 888276 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FN 888366 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FN 888450 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FN 888566 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| FN 888673 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FN 889150 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FN 889307 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FN 889455 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN 889493 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN 889505 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN 889572 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FN 889579 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FN 889624 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN 889633 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN 889745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FN 889983 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FN 889996 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN 890226 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FN 890230 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FN 890246 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FN 890247 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FN 890297 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 890335 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FN 890386 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 890514 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FN 890517 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FN 890565 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FN 890604 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FN 890707 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN 890755 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FN 890765 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN 890789 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN 890833 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FN 893511 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN 908775 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 915091 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 928147 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN 929009 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN 931790 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FN 931801 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 932135 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FN 932279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FN 932359 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 932557 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN 932841 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 932864 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FN 933313 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 938805 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN 942980 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN 952436 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN 955770 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN 964874 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN 984281 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FN 990741 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN 993076 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN 993998 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $98.99 | – | 0.00 |
| FN 995018 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| FN 995023 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $902K | – | 0.00 |
| FN 995049 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FN 995050 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| FN 995051 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FN 995112 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FN 995196 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FN 995203 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| FN 995246 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FN 995515 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN 995672 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $943K | – | 0.01 |
| FN 995674 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN 995685 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FN 995737 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| FN 995838 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FN AA0466 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FN AA7681 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FN AA7720 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FN AA8621 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FN AA8635 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AB1109 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $413.52 | – | 0.00 |
| FN AB1149 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FN AB1355 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FN AB1364 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FN AB1366 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AB1475 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN AB1500 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AB1603 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AB1614 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $989K | – | 0.01 |
| FN AB1845 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FN AB2077 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FN AB2801 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FN AB3313 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FN AB3395 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FN AB3407 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN AB3737 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $768K | – | 0.00 |
| FN AB3867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FN AB3900 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FN AB3902 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FN AB3936 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FN AB4089 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FN AB4102 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FN AB4225 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FN AB4434 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FN AB4609 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FN AB4680 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN AB4681 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FN AB4686 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FN AB4689 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN AB4742 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| FN AB4937 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $655K | – | 0.00 |
| FN AB5051 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN AB5066 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FN AB5178 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN AB5357 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FN AB5461 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN AB5504 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AB5665 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FN AB5670 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AB5716 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN AB5937 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AB6012 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FN AB6208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FN AB6291 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FN AB6489 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FN AB6589 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FN AB6649 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FN AB6785 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FN AB6835 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| FN AB6840 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FN AB6849 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FN AB6902 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FN AB7040 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FN AB7059 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FN AB7069 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FN AB7074 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AB7076 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AB7077 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FN AB7099 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FN AB7272 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FN AB7273 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| FN AB7362 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FN AB7365 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FN AB7375 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FN AB7397 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FN AB7408 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FN AB7432 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FN AB7436 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| FN AB7448 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FN AB7473 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FN AB7517 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AB7575 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| FN AB7728 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| FN AB7731 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FN AB7733 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AB7741 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FN AB7745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FN AB7937 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN AB8146 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN AB8444 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN AB8896 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FN AB8925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FN AB8997 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FN AB9171 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FN AB9571 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| FN AB9663 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FN AB9839 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AC1591 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FN AC2953 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FN AC3014 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AC8512 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AC8568 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $956K | – | 0.01 |
| FN AC8616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $227.19 | – | 0.00 |
| FN AC9290 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FN AC9564 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FN AC9580 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FN AD0095 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FN AD0393 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FN AD0649 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FN AD0813 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FN AD0926 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN AD1592 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FN AD1593 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FN AD1609 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AD1656 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FN AD2342 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FN AD3793 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FN AD3808 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FN AD4069 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AD4101 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN AD4184 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN AD4469 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $671.53 | – | 0.00 |
| FN AD4927 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FN AD5474 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FN AD6374 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FN AD6432 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $768K | – | 0.00 |
| FN AD6438 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FN AD6802 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FN AD7073 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FN AD7136 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AD7151 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FN AD7614 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN AD7779 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AD8529 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AD8536 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FN AD9744 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AE0007 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FN AE0030 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN AE0113 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AE0210 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FN AE0215 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FN AE0218 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $923K | – | 0.00 |
| FN AE0286 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42.72 | – | 0.00 |
| FN AE0375 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN AE0392 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FN AE0395 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FN AE0478 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AE0518 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FN AE0548 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN AE0627 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN AE0728 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AE0943 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FN AE0949 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN AE0971 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AE0984 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FN AE1733 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| FN AE1806 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AE3047 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FN AE3049 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FN AE3066 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AE4309 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FN AE4624 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN AE5463 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AE5486 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN AE5487 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FN AE5508 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN AE5776 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN AE6643 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $900.9 | – | 0.00 |
| FN AE6651 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $545.99 | – | 0.00 |
| FN AE6832 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AE7731 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FN AE7758 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FN AE8289 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FN AE8396 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| FN AH0525 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FN AH0827 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN AH0943 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| FN AH0944 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FN AH0946 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $553K | – | 0.00 |
| FN AH0969 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FN AH1111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FN AH1304 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN AH2886 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN AH2986 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FN AH3394 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| FN AH3430 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FN AH3431 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FN AH3586 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FN AH3781 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FN AH4429 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AH5574 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $807K | – | 0.00 |
| FN AH5583 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FN AH5616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FN AH5620 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FN AH6783 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AH6790 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FN AH6961 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN AH7009 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FN AH7507 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FN AH7620 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN AH8835 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AH8953 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AH9033 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AH9055 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $967K | – | 0.01 |
| FN AH9708 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FN AI1163 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FN AI1170 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN AI1193 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FN AI1859 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FN AI1886 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| FN AI1888 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AI1937 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $785K | – | 0.00 |
| FN AI2128 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN AI3417 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AI3791 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AI4815 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FN AI4891 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FN AI5737 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AI8186 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FN AI8191 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FN AI8479 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AI8485 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FN AI9827 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AI9851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FN AI9873 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FN AJ1415 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FN AJ1416 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $912K | – | 0.00 |
| FN AJ1441 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FN AJ3437 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN AJ4046 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| FN AJ6046 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN AJ7680 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AJ7689 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AJ7834 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FN AJ8476 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FN AJ9278 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| FN AJ9317 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FN AJ9563 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AK0782 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FN AK2413 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FN AK2415 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FN AK4523 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AK4615 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FN AK6523 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FN AK6724 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FN AK6740 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AK6784 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FN AK7733 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FN AK7766 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AK9419 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN AK9437 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FN AK9461 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FN AK9467 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FN AL0005 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FN AL0030 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FN AL0040 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN AL0041 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $991.09 | – | 0.00 |
| FN AL0045 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FN AL0065 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN AL0069 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FN AL0148 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| FN AL0160 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AL0208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FN AL0215 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL0238 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AL0393 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FN AL0409 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN AL0527 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN AL0543 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FN AL0578 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FN AL0658 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| FN AL0843 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FN AL0851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| FN AL0867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN AL0933 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN AL0939 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FN AL1221 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FN AL1222 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AL1354 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FN AL1468 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FN AL1505 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FN AL1561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FN AL1585 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AL1597 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FN AL1711 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL1846 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AL1927 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN AL1948 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $756K | – | 0.00 |
| FN AL2086 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AL2187 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AL2301 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FN AL2482 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN AL2596 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $660K | – | 0.00 |
| FN AL2608 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FN AL2629 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FN AL2646 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN AL2654 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN AL2656 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FN AL2683 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FN AL2696 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FN AL2714 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FN AL2760 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FN AL2782 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FN AL2806 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AL2816 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN AL2824 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FN AL2833 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AL2860 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| FN AL2861 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| FN AL2921 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AL2949 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN AL3174 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FN AL3195 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FN AL3233 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FN AL3280 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FN AL3365 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FN AL3429 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FN AL3471 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FN AL3484 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL3734 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FN AL3769 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| FN AL3906 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FN AL4180 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN AL4338 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FN AL4404 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FN AL5085 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FN AL5157 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN AL5231 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AL5259 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FN AL5400 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AL5437 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| FN AL5529 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| FN AL5559 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FN AL5616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FN AL5878 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL6004 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FN AL6031 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL6045 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| FN AL6223 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| FN AL6289 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FN AL6306 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FN AL6307 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL6613 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN AL6615 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FN AL6619 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN AL6715 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FN AL6819 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AL6867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FN AL6889 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL6942 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN AL6997 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AL7049 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FN AL7075 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FN AL7117 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FN AL7118 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL7147 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| FN AL7207 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AL7281 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FN AL7306 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FN AL7429 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FN AL7467 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| FN AL7505 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| FN AL7521 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AL7620 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $768K | – | 0.00 |
| FN AL7666 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FN AL7767 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $885K | – | 0.00 |
| FN AL7909 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN AL8001 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FN AL8077 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FN AL8112 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AL8206 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FN AL8211 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FN AL8326 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| FN AL8383 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN AL8386 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN AL8387 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL8397 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $916K | – | 0.00 |
| FN AL8470 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AL8561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $999K | – | 0.01 |
| FN AL8600 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FN AL8745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FN AL8772 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FN AL8805 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| FN AL8857 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL8960 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN AL8967 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FN AL9027 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FN AL9063 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FN AL9107 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FN AL9110 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FN AL9111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FN AL9125 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FN AL9128 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FN AL9229 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FN AL9259 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN AL9260 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FN AL9394 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN AL9405 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL9407 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN AL9416 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FN AL9424 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AL9469 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| FN AL9549 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| FN AL9575 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FN AL9578 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN AL9591 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AL9667 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FN AL9809 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $874K | – | 0.00 |
| FN AL9846 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| FN AL9867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $963K | – | 0.01 |
| FN AL9903 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN AL9950 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AO0423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FN AO0487 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AO0752 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FN AO0794 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FN AO0800 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| FN AO2348 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FN AO2959 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FN AO2970 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $851K | – | 0.00 |
| FN AO2975 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FN AO2976 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AO2985 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FN AO3659 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FN AO4095 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AO4133 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FN AO4144 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| FN AO4151 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AO4387 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FN AO4442 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FN AO4479 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN AO4708 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FN AO4837 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FN AO4857 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FN AO5239 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| FN AO5381 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FN AO5540 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FN AO5709 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FN AO5724 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AO5830 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FN AO6382 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $736K | – | 0.00 |
| FN AO7076 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FN AO7314 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FN AO7710 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FN AO7977 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FN AO8044 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FN AO8392 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FN AO9296 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FN AO9694 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FN AP0050 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN AP0525 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FN AP0732 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FN AP2132 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AP4491 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| FN AP4559 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FN AP4742 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| FN AP4784 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| FN AP4786 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| FN AP7534 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FN AP7553 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AP7830 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FN AP9736 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| FN AQ0534 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| FN AQ0535 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FN AQ3381 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| FN AQ5065 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN AQ5105 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| FN AQ5118 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FN AQ5185 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN AQ7859 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FN AQ8647 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FN AQ8719 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| FN AQ9302 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AQ9316 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FN AQ9324 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AQ9328 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FN AQ9330 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AQ9362 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| FN AR1196 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $807K | – | 0.00 |
| FN AR2462 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| FN AR2466 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FN AR3175 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN AR3892 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FN AR3915 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FN AR4985 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FN AR5395 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FN AR7400 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FN AR8561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FN AR9198 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FN AS0016 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FN AS0205 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FN AS0232 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FN AS0303 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS0315 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FN AS0331 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FN AS0499 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FN AS0554 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| FN AS0563 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FN AS0752 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| FN AS0768 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FN AS0797 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FN AS0907 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FN AS1042 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FN AS1089 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FN AS1101 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| FN AS1105 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN AS1359 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FN AS1585 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN AS1586 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| FN AS1746 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FN AS2703 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $715K | – | 0.00 |
| FN AS2728 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FN AS2955 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FN AS3119 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FN AS3135 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FN AS3157 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FN AS3294 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS3377 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FN AS3392 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FN AS3451 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FN AS3467 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FN AS3468 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FN AS3604 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FN AS3611 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FN AS3651 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FN AS3655 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FN AS3706 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FN AS3860 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FN AS3867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS3903 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FN AS3907 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS3934 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FN AS3935 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS3965 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS4168 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS4170 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FN AS4173 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FN AS4236 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| FN AS4371 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| FN AS4410 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FN AS4550 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| FN AS4688 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AS4921 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN AS4999 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FN AS5072 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS5211 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FN AS5365 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $849K | – | 0.00 |
| FN AS5475 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FN AS5595 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FN AS5645 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FN AS5666 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FN AS5696 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AS5697 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS5722 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN AS5816 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FN AS5837 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FN AS5839 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FN AS5892 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS5925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FN AS5927 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS5938 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS6014 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FN AS6064 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS6065 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FN AS6070 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FN AS6093 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FN AS6111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| FN AS6137 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FN AS6181 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FN AS6190 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $996K | – | 0.01 |
| FN AS6202 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| FN AS6311 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| FN AS6314 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FN AS6323 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FN AS6328 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN AS6389 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS6397 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FN AS6405 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FN AS6473 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FN AS6515 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| FN AS6527 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FN AS6528 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FN AS6621 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS6730 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FN AS6746 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $608K | – | 0.00 |
| FN AS6763 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| FN AS6791 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS6925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FN AS7016 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| FN AS7039 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| FN AS7162 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS7244 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FN AS7245 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| FN AS7247 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FN AS7248 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $915K | – | 0.00 |
| FN AS7269 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FN AS7343 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FN AS7386 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS7543 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS7545 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FN AS7582 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AS7601 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AS7741 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AS7801 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FN AS7803 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FN AS7890 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FN AS7904 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FN AS7908 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS8074 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FN AS8095 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AS8115 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FN AS8247 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AS8270 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FN AS8311 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FN AS8318 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| FN AS8362 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN AS8375 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FN AS8405 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| FN AS8483 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AS8499 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FN AS8583 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AS8661 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FN AS8678 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FN AS8784 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AS8920 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AS8966 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| FN AS8982 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FN AS9394 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| FN AS9453 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FN AS9487 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| FN AS9585 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FN AS9615 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| FN AS9668 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FN AS9736 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $884K | – | 0.00 |
| FN AS9760 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN AS9786 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FN AS9798 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN AS9980 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FN AS9986 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN AS9990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FN AT1896 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN AT2015 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FN AT2062 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AT2713 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FN AT2721 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AT2722 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AT2725 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $909K | – | 0.00 |
| FN AT4138 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AT5990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FN AT5991 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN AT5992 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FN AT9140 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN AU0949 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FN AU1279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FN AU1628 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AU1629 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN AU1632 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $651K | – | 0.00 |
| FN AU1659 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $841K | – | 0.00 |
| FN AU1661 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| FN AU3735 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN AU3742 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AU3781 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FN AU3794 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FN AU4279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| FN AU4288 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AU4290 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| FN AU4291 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FN AU4292 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FN AU4293 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AU6739 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FN AU6961 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| FN AU7032 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AV0634 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FN AV0691 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| FN AV0695 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FN AV2326 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FN AV2348 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FN AV2925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN AV3616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FN AV5979 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AV7087 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FN AV7157 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FN AW1004 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FN AW1007 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AW3705 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AW5055 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FN AW5056 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FN AW5063 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FN AW7396 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FN AW8597 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AX0833 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| FN AX1644 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FN AX2491 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FN AX2530 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FN AX2566 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| FN AX4902 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| FN AX5316 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FN AX7566 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| FN AY1394 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN AY3376 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| FN AY3407 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN AY4200 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $745K | – | 0.00 |
| FN AY8520 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FN AY8862 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FN AZ0881 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| FN AZ1502 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN AZ2940 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AZ2953 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FN AZ4794 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| FN AZ5688 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| FN AZ7362 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $888K | – | 0.00 |
| FN AZ9182 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN AZ9225 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FN AZ9232 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FN BA2102 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| FN BA2882 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FN BA4803 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FN BC0103 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN BC0187 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FN BC0304 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FN BC0885 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BC1158 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BC1171 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FN BC1442 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BC4777 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BC6009 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN BC6037 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FN BC9083 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN BC9096 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BD3975 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $978K | – | 0.01 |
| FN BD7160 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BD8249 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| FN BE3695 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $795K | – | 0.00 |
| FN BE3767 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| FN BE3774 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| FN BE5069 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| FN BH2594 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $942K | – | 0.01 |
| FN BH2671 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| FN BH4426 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BH5768 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN BH9277 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BH9279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FN BH9288 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BH9392 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BJ0629 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BJ0813 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FN BJ2969 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FN BJ3905 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FN BK0909 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FN BK0916 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| FN BK4740 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FN BK4769 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FN BK5282 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FN BK5328 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FN BK8288 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| FN BM1042 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM1043 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FN BM1228 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN BM1231 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM1248 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| FN BM1257 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM1357 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FN BM1756 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN BM1785 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM1880 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FN BM1890 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM1908 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| FN BM1947 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM2003 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BM2005 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM2007 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM3280 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $972K | – | 0.01 |
| FN BM3285 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM3286 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| FN BM3364 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FN BM3385 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM3537 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| FN BM3567 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FN BM3611 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FN BM3658 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FN BM3676 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM3678 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| FN BM3711 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FN BM3743 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| FN BM3793 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FN BM3926 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FN BM4032 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| FN BM4054 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| FN BM4197 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FN BM4299 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM4340 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FN BM4413 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM4416 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FN BM4681 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| FN BM4703 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $850K | – | 0.00 |
| FN BM4855 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FN BM4856 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FN BM5024 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FN BM5090 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FN BM5098 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM5099 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FN BM5108 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FN BM5109 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BM5111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BM5115 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FN BM5197 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BM5298 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| FN BM5304 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FN BM5412 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FN BM5436 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BM5483 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM5507 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BM5520 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BM5550 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FN BM5785 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BM5914 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN BM5977 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FN BN0628 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FN BN4365 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FN BN4443 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FN BN5342 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN BN9135 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BO3192 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FN BO3283 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FN BO6225 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BO8431 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BO9121 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $792K | – | 0.00 |
| FN BP3421 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN BP6630 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BP6631 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN BP6680 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BQ3023 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FN BQ9175 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BQ9190 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN BQ9191 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BR0454 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| FN BR2619 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BR2695 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BR3290 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FN BR4722 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BR5589 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FN BR5609 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BR8881 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $929K | – | 0.00 |
| FN BT9223 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FN BT9377 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN BU1104 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN BU4047 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FN BU5917 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN BU8825 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BV2051 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FN BV2937 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN BV5404 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BV5579 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BV8024 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN BV8771 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $710K | – | 0.00 |
| FN BW0036 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BW1280 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FN BW1845 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BW2025 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| FN BW4879 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FN BW5583 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| FN BW9690 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN BW9886 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BX3269 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN BX5440 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BX5964 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN BX5965 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN BX6736 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN BX7627 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN BY1265 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FN BY4181 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $979K | – | 0.01 |
| FN BY4187 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN BY4493 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN BY7263 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CA0062 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FN CA0180 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FN CA0241 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $788K | – | 0.00 |
| FN CA0243 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FN CA0324 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FN CA0855 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA0859 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| FN CA0862 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA1008 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FN CA1159 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FN CA1191 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA1218 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| FN CA1368 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA1541 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA1560 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FN CA1704 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA2031 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CA2032 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FN CA2037 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FN CA2469 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FN CA2801 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FN CA2805 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA2966 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA3092 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CA3148 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FN CA3227 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FN CA3240 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FN CA3310 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA3321 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA3956 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $735K | – | 0.00 |
| FN CA3967 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CA4024 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FN CA4122 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA4141 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FN CA4143 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA4181 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FN CA4199 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| FN CA4299 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA4418 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA4488 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA4794 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA4977 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA5126 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA5231 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CA5423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA5500 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA5699 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA5986 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CA6008 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| FN CA6020 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $956K | – | 0.01 |
| FN CA6026 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CA6098 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CA6255 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CA6279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FN CA6304 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CA6334 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CA6360 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN CA6363 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN CA6380 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| FN CA6388 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA6416 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA6421 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FN CA6423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA6900 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CA6902 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA6925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA6934 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FN CA6981 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CA6983 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA6986 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CA6987 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN CA6988 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN CA7216 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN CA7328 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FN CA7379 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CA7390 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA7396 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CA7527 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN CA7593 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CA7596 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CA7598 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN CA7607 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FN CA7645 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN CA7722 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CA7739 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CA8025 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA8099 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA8251 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CA8441 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CA8460 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CA8473 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CA8512 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CA8813 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CA8817 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN CA8847 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CA8871 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CA8933 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FN CA8954 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CA9221 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| FN CA9289 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CA9409 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN CA9422 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| FN CA9432 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB0423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN CB0454 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB0711 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB0745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB0806 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FN CB0910 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB0987 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB1113 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CB1136 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN CB1285 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CB1293 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN CB1382 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN CB1394 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FN CB1404 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB1409 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB1469 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB1634 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN CB1989 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FN CB2054 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FN CB2086 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB2100 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| FN CB2232 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB2281 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB2314 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB2373 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB2374 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FN CB2488 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB2548 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB2637 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB2681 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB2838 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| FN CB2839 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB2841 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN CB2842 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN CB2856 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB3031 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB3101 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FN CB3104 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB3120 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB3170 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB3234 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB3238 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB3274 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CB3505 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB3582 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB3591 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FN CB3618 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB3726 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB3752 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN CB3772 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB3775 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB3855 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB3916 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB3918 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB4029 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN CB4030 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN CB4058 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB4121 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB4123 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN CB4129 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CB4133 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB4227 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB4289 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB4346 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB4392 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB4396 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB4421 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN CB4563 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB4623 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB4688 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB4694 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CB4802 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| FN CB4826 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB4831 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CB4891 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB4898 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB4922 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB5028 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FN CB5084 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB5114 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FN CB5124 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB5161 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB5281 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN CB5423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB5431 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB5436 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB5439 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB5451 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CB5461 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB5542 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB5545 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB5639 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB5651 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB5687 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN CB5703 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB5841 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB5906 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB5912 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN CB6034 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB6110 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB6317 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB6328 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CB6395 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN CB6471 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN CB6516 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CB6529 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CB6750 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB6762 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| FN CB6875 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB7114 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB7117 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN CB7330 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB7340 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN CB7489 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN CB7522 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN CB7603 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FN CB7631 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN CB7663 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN CB7784 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN CB7796 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN CB8293 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN CB8341 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN CB8554 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN DA0912 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN DA1520 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN DA4283 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN DA7829 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $962K | – | 0.01 |
| FN FM0057 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| FN FM0062 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM1000 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM1026 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM1028 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FN FM1061 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FN FM1151 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FN FM1152 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FN FM1155 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM1159 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM1163 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM1245 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FN FM1251 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FN FM1294 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FN FM1321 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| FN FM1368 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM1370 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM1387 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM1456 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FN FM1472 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FN FM1539 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FN FM1577 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM1578 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM1579 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM1626 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN FM1645 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FN FM1675 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| FN FM1677 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $851K | – | 0.00 |
| FN FM1682 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FN FM1683 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| FN FM1724 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM1754 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM1849 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN FM1873 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM2079 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM2186 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| FN FM2195 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| FN FM2201 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM2241 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FN FM2259 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FN FM2285 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN FM2303 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FN FM2330 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM2373 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FN FM2549 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM2550 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN FM2572 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM2576 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FN FM2712 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FN FM2714 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM2743 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM2847 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FN FM2870 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN FM2877 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN FM2879 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FN FM2894 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM2901 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM2903 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FN FM2908 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FN FM2910 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $873K | – | 0.00 |
| FN FM2967 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM2976 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN FM2979 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3075 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM3081 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN FM3093 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FN FM3164 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3217 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM3228 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM3243 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FN FM3249 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| FN FM3272 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3278 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3327 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3340 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3365 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $856K | – | 0.00 |
| FN FM3371 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FN FM3373 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3387 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3413 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM3414 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM3420 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $997K | – | 0.01 |
| FN FM3426 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| FN FM3440 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| FN FM3442 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| FN FM3448 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FN FM3458 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3481 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FM3494 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FN FM3511 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM3522 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN FM3566 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3572 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FN FM3576 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM3619 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $723K | – | 0.00 |
| FN FM3662 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3664 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN FM3697 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3698 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| FN FM3755 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM3769 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3778 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3783 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM3812 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3834 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FM3862 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3869 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3870 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM3930 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM3936 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FN FM3978 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM3982 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM4000 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM4038 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FN FM4060 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4065 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FN FM4111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4129 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FN FM4143 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4154 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN FM4176 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM4182 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4210 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| FN FM4216 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FM4226 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FN FM4283 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM4286 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4297 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM4306 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM4315 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM4317 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM4320 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4347 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM4369 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM4373 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM4379 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $785K | – | 0.00 |
| FN FM4399 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM4401 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4439 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN FM4441 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4457 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FN FM4499 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4502 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM4516 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4531 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| FN FM4532 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM4534 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM4583 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FM4617 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM4635 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| FN FM4661 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4714 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4720 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM4722 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| FN FM4723 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4727 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| FN FM4738 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM4749 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4754 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM4761 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4772 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4828 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM4851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM4858 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4944 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $913K | – | 0.00 |
| FN FM4970 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM4971 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| FN FM4996 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM4997 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5014 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5017 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM5044 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM5055 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FN FM5065 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5077 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5123 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM5133 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM5141 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5166 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM5181 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5217 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM5222 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5244 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM5259 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FN FM5265 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5290 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM5330 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FN FM5371 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5383 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5384 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $999K | – | 0.01 |
| FN FM5399 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM5412 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM5431 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| FN FM5435 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5453 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FN FM5470 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM5488 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM5497 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5560 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN FM5603 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM5604 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $933K | – | 0.01 |
| FN FM5605 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FM5664 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FN FM5667 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FM5700 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM5805 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM5806 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM5841 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5847 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| FN FM5890 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM5907 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| FN FM5915 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM5936 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM5956 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FN FM5978 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM5982 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM5988 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM5990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM5991 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM6038 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM6045 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| FN FM6055 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FM6060 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM6061 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| FN FM6105 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM6109 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM6153 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM6173 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM6285 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $940K | – | 0.01 |
| FN FM6288 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM6293 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM6296 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| FN FM6297 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $890K | – | 0.00 |
| FN FM6339 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM6367 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM6468 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM6497 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM6521 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM6527 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM6538 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM6574 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM6595 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| FN FM6606 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM6633 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $995K | – | 0.01 |
| FN FM6733 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM6830 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM6877 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM6880 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM6913 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM6980 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN FM6997 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM6999 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM7062 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN FM7075 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN FM7130 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM7163 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| FN FM7174 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM7222 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM7226 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM7227 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM7292 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM7337 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM7346 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $710K | – | 0.00 |
| FN FM7380 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FN FM7386 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM7409 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM7411 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM7467 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM7484 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM7504 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM7507 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM7514 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM7530 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM7542 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FM7550 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN FM7556 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM7558 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM7559 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM7580 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM7616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM7623 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM7631 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM7672 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM7705 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM7721 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM7743 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| FN FM7797 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM7827 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM7837 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM7842 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FN FM7920 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM8004 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM8030 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM8038 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM8074 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM8104 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM8122 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM8210 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN FM8247 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FN FM8288 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM8298 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM8302 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FN FM8312 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM8336 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM8341 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM8424 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM8497 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM8541 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM8583 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM8585 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FM8629 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM8665 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FM8745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FN FM8768 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM8779 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN FM8785 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM8787 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM8800 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM8817 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FM8850 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM8851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FN FM8872 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| FN FM8911 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM8932 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM8986 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FM8991 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FM8997 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM9043 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FN FM9056 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM9070 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| FN FM9093 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN FM9138 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FN FM9201 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN FM9209 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM9226 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM9257 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FM9313 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FM9314 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FN FM9318 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FM9468 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FN FM9498 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| FN FM9516 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FM9518 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FM9578 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FM9582 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $973K | – | 0.01 |
| FN FM9665 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FM9704 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FM9774 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| FN FM9816 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM9846 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN FM9867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FM9870 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FM9911 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN FM9933 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN FP0042 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FP0051 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN FP0060 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN FS0015 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FN FS0036 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0039 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0093 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FS0149 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS0193 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $959K | – | 0.01 |
| FN FS0197 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS0208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS0209 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0212 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $846K | – | 0.00 |
| FN FS0216 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS0217 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS0222 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS0223 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $686K | – | 0.00 |
| FN FS0287 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS0291 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS0305 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS0316 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS0322 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS0331 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS0345 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS0361 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FN FS0377 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| FN FS0405 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0416 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS0475 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0497 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $972K | – | 0.01 |
| FN FS0524 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS0547 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| FN FS0548 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS0584 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FN FS0604 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS0610 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FS0616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS0654 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS0696 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS0731 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS0734 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0753 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS0754 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0767 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FS0777 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FS0881 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS0887 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS0898 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS0977 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS1041 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS1083 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS1169 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS1173 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS1275 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS1282 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS1374 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS1375 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FN FS1399 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN FS1442 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS1457 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS1513 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS1538 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN FS1555 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| FN FS1560 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $57M | – | 0.30 |
| FN FS1575 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS1580 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS1584 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN FS1598 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS1610 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS1684 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS1695 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FS1729 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN FS1785 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS1815 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS1836 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS1837 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $33M | – | 0.18 |
| FN FS1873 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS1905 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FN FS1914 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS1920 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS1972 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS2013 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS2014 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS2060 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS2099 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS2120 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS2133 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS2134 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS2140 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS2179 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS2239 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS2321 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS2433 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS2444 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS2460 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS2509 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS2516 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS2529 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FN FS2535 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| FN FS2560 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS2594 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN FS2600 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS2604 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS2607 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN FS2620 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS2625 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS2656 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS2769 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS2821 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS2894 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS2906 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS2928 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS2967 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS2978 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS2989 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN FS3015 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS3024 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS3042 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS3045 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS3121 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS3142 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3179 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| FN FS3188 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS3191 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS3238 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS3245 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS3258 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS3266 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS3293 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3314 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS3323 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS3327 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FN FS3360 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS3370 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3418 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN FS3437 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS3535 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS3561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS3581 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS3616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS3659 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS3686 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS3689 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3708 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3720 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS3757 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN FS3766 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS3791 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS3805 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3822 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS3851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS3881 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS3889 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS3903 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS3953 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS3954 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FS3990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS3995 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS4035 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS4038 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS4040 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS4059 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS4098 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS4112 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS4135 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS4138 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS4140 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS4143 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS4151 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS4154 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS4158 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS4165 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS4186 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS4192 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS4236 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS4270 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS4313 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN FS4372 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| FN FS4378 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS4394 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS4406 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS4461 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS4636 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS4653 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN FS4665 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS4734 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN FS4741 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS4767 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS4792 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS4814 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS4831 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS4866 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS4910 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS4919 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS4924 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FN FS4932 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS4945 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS4954 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS4955 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS4965 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5021 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5063 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS5070 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FS5111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS5112 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS5117 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS5119 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FS5121 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5122 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5129 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| FN FS5132 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS5165 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5170 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS5175 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS5186 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS5198 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5229 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS5267 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5272 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS5309 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5342 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN FS5374 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS5375 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS5378 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS5395 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS5435 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5513 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5515 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS5566 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5597 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS5651 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| FN FS5652 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN FS5655 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS5679 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS5689 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN FS5738 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN FS5749 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| FN FS5775 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5784 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS5787 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS5887 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS5918 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS5938 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN FS5952 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS5983 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FN FS5989 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN FS5996 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| FN FS6141 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS6150 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS6154 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS6208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS6284 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS6293 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS6300 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS6312 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS6319 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS6459 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS6460 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS6508 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS6572 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN FS6598 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS6610 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS6659 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS6740 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS6773 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN FS6775 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN FS6793 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS6925 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| FN FS7040 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS7147 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS7168 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS7214 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS7242 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN FS7252 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN FS7429 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN FS7635 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN FS7640 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN FS7742 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN FS7878 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN MA0005 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN MA0022 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN MA0115 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FN MA0200 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FN MA0428 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FN MA0500 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FN MA0511 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FN MA0518 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FN MA0534 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| FN MA0561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FN MA0563 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| FN MA0606 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FN MA0614 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FN MA0616 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA0625 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FN MA0665 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FN MA0698 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN MA0706 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FN MA0791 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FN MA0821 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FN MA0844 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FN MA0848 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN MA0895 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FN MA0919 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| FN MA0934 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FN MA0949 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FN MA0976 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $937K | – | 0.01 |
| FN MA0978 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FN MA1010 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $536K | – | 0.00 |
| FN MA1015 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FN MA1016 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FN MA1027 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $708K | – | 0.00 |
| FN MA1028 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FN MA1029 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1035 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FN MA1037 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $658K | – | 0.00 |
| FN MA1044 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FN MA1059 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| FN MA1062 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FN MA1083 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FN MA1084 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1106 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FN MA1112 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FN MA1132 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FN MA1138 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| FN MA1141 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FN MA1165 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA1175 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| FN MA1200 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA1201 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1210 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FN MA1237 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FN MA1240 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FN MA1273 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FN MA1275 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA1307 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1308 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FN MA1348 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| FN MA1366 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| FN MA1401 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1459 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA1490 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1527 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FN MA1584 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| FN MA1652 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA1772 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FN MA1961 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FN MA1980 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FN MA2045 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| FN MA2125 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FN MA2136 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $795K | – | 0.00 |
| FN MA2137 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| FN MA2145 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2149 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FN MA2197 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FN MA2320 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $768K | – | 0.00 |
| FN MA2387 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| FN MA2414 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2415 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FN MA2417 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2425 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| FN MA2458 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| FN MA2472 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| FN MA2473 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| FN MA2474 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FN MA2484 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2495 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2510 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN MA2523 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA2539 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2542 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FN MA2549 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2559 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FN MA2560 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FN MA2561 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $979K | – | 0.01 |
| FN MA2578 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FN MA2609 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| FN MA2641 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FN MA2642 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2643 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA2670 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN MA2671 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| FN MA2705 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA2738 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FN MA2747 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FN MA2771 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA2773 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA2775 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2781 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2802 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2803 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA2806 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA2807 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FN MA2817 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| FN MA2831 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FN MA2832 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA2833 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN MA2834 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2835 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FN MA2841 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $997K | – | 0.01 |
| FN MA2866 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2868 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA2871 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN MA2879 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2895 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA2903 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN MA2907 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2909 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $988K | – | 0.01 |
| FN MA2911 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2922 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA2929 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2930 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2931 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FN MA2959 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| FN MA2960 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2962 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FN MA2964 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $771K | – | 0.00 |
| FN MA2974 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA2994 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FN MA2995 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA2997 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FN MA3004 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FN MA3028 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FN MA3029 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FN MA3037 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3057 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA3058 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3071 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3073 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3074 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $553K | – | 0.00 |
| FN MA3089 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3090 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3101 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3125 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FN MA3143 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| FN MA3147 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3149 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3150 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FN MA3154 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| FN MA3155 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3181 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $724K | – | 0.00 |
| FN MA3182 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3183 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3184 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3185 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| FN MA3187 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3188 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3209 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FN MA3211 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA3215 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3216 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| FN MA3217 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FN MA3218 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3237 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FN MA3240 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FN MA3246 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FN MA3247 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3276 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3277 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA3278 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FN MA3283 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3305 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA3306 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA3307 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| FN MA3309 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3331 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3333 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA3334 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3357 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $802K | – | 0.00 |
| FN MA3372 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3383 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA3385 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA3388 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FN MA3389 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3392 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $879K | – | 0.00 |
| FN MA3408 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FN MA3410 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3415 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA3427 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FN MA3438 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FN MA3439 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| FN MA3443 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA3444 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA3448 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FN MA3462 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FN MA3463 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FN MA3465 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FN MA3467 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA3472 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3495 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3501 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| FN MA3518 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FN MA3521 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN MA3536 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| FN MA3544 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FN MA3592 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FN MA3594 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| FN MA3639 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3657 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3665 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FN MA3669 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FN MA3683 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| FN MA3688 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3691 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA3695 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA3731 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FN MA3744 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA3745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3755 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FN MA3764 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA3774 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA3786 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $447K | – | 0.00 |
| FN MA3797 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FN MA3798 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FN MA3800 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3802 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA3818 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $974.7 | – | 0.00 |
| FN MA3827 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA3833 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN MA3834 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FN MA3851 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3865 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA3870 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA3871 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA3896 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FN MA3897 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FN MA3902 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN MA3905 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA3930 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $762K | – | 0.00 |
| FN MA3933 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| FN MA3937 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA3938 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FN MA3939 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3956 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| FN MA3984 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $809K | – | 0.00 |
| FN MA3985 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FN MA3987 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA3988 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FN MA3990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN MA3991 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA3998 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FN MA4013 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4016 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4017 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4019 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN MA4026 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4031 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FN MA4043 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FN MA4045 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FN MA4048 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4049 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4053 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4054 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4055 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FN MA4056 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FN MA4063 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| FN MA4072 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4074 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4075 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA4077 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $38M | – | 0.20 |
| FN MA4078 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FN MA4079 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4094 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4095 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4096 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN MA4097 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4100 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| FN MA4106 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FN MA4111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4119 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $50M | – | 0.27 |
| FN MA4120 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FN MA4122 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FN MA4123 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4124 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4128 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4152 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FN MA4153 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4154 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4155 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4156 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4157 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FN MA4158 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN MA4160 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4176 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4178 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN MA4179 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN MA4180 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FN MA4181 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FN MA4182 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FN MA4183 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4203 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4204 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN MA4205 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN MA4207 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| FN MA4208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $63M | – | 0.34 |
| FN MA4209 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| FN MA4210 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FN MA4228 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN MA4229 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4232 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA4236 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $48M | – | 0.26 |
| FN MA4237 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA4238 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4254 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN MA4255 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| FN MA4256 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN MA4260 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4261 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4266 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FN MA4268 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN MA4269 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4278 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN MA4279 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4280 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA4281 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| FN MA4286 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| FN MA4287 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FN MA4303 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4305 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $56M | – | 0.30 |
| FN MA4306 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.13 |
| FN MA4310 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FN MA4311 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| FN MA4325 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $62M | – | 0.33 |
| FN MA4326 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN MA4327 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4328 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4329 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN MA4330 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4333 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN MA4343 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4354 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FN MA4356 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| FN MA4359 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN MA4360 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA4361 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4363 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN MA4364 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN MA4377 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA4378 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| FN MA4379 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $33M | – | 0.18 |
| FN MA4380 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4383 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN MA4384 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4386 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4387 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN MA4398 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| FN MA4399 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| FN MA4400 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4404 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FN MA4408 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4413 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN MA4415 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4416 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4417 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4418 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4419 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4422 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4423 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4437 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| FN MA4438 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4441 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| FN MA4442 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4445 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FN MA4446 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4464 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4466 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN MA4468 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4471 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4473 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4474 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN MA4493 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $42M | – | 0.22 |
| FN MA4494 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4496 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN MA4497 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4500 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FN MA4501 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4511 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| FN MA4515 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN MA4516 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN MA4517 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4519 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN MA4520 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FN MA4521 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $951K | – | 0.01 |
| FN MA4535 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4536 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA4540 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4541 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FN MA4562 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN MA4563 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FN MA4564 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4566 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4570 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4571 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4577 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4578 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FN MA4579 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.15 |
| FN MA4580 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4581 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4582 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4587 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4599 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $36M | – | 0.20 |
| FN MA4600 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $31M | – | 0.17 |
| FN MA4602 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4603 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4606 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4617 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FN MA4623 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN MA4626 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FN MA4654 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4655 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA4656 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.16 |
| FN MA4660 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA4661 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FN MA4700 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4701 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FN MA4709 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FN MA4715 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4723 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FN MA4731 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4732 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4733 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FN MA4737 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FN MA4761 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FN MA4782 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA4784 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA4794 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4796 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4805 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA4806 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FN MA4807 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| FN MA4818 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4839 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA4841 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4842 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA4847 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA4850 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FN MA4861 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA4867 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $907K | – | 0.00 |
| FN MA4869 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FN MA4876 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4894 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| FN MA4919 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA4920 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FN MA4928 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA4929 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FN MA4958 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FN MA4962 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4978 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FN MA4979 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $44M | – | 0.24 |
| FN MA4980 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA4990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FN MA4992 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA4994 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA5009 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA5011 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA5023 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA5027 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FN MA5037 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA5038 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $981K | – | 0.01 |
| FN MA5041 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FN MA5051 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| FN MA5060 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA5061 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA5064 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FN MA5084 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA5090 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| FN MA5095 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| FN MA5105 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FN MA5106 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA5107 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FN MA5122 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FN MA5133 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA5137 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA5138 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| FN MA5140 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN MA5164 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FN MA5189 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FN MA5191 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| FN MA5192 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FN MA5204 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| FN MA5205 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA5214 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FN MA5216 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA5217 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FN MA5218 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA5220 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FN MA5248 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FN MA5249 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FN MA5260 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FN MA5263 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FN MA5270 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FN MA5271 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FN MA5272 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FN MA5273 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI 4 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCI 4.5 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL 2.5 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FNCL 3.5 6/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-4M | – | -0.02 |
| FNCL 3.5 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL 4 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNCL 4.5 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL 4.5 6/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-6M | – | -0.03 |
| FNCL 5 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FNCL 5.5 6/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCL 5.5 6/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-29M | – | -0.16 |
| FNCL 6 6/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-9M | – | -0.05 |
| FNCL 6.5 6/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-9M | – | -0.05 |
| FR QA0398 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $827K | – | 0.00 |
| FR QA1039 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FR QA2226 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FR QA2236 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QA4670 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FR QA5176 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| FR QA5511 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR QA6065 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FR QA6107 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QA6360 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR QA7209 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QA7255 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QA7256 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR QA8065 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| FR QA8071 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR QA8518 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QA9987 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QB2462 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QB8823 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR QB9394 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FR QC2085 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR QC5848 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR QC6418 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR QC6456 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QC6891 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR QC7906 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QC7907 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR QC9511 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QC9543 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR QC9546 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR QC9553 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR QC9555 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR QD1259 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR QD4857 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FR QD8213 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR QD9175 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR QE0404 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR QE1992 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR QE4394 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QE4400 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QE6394 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QE6412 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QE7276 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QE7993 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QE8573 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QE8981 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QF0331 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QF0480 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR QF0481 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR QF1479 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR QF2020 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR QF5472 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR QF5841 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR QG4091 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR QG6280 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.16 |
| FR QG6304 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FR QG6306 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| FR QH1061 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR QH2144 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR QH4901 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FR QN4368 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QO0744 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR QO1222 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR QO1275 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA1082 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FR RA1104 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA1983 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA2014 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR RA2332 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FR RA2469 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $964K | – | 0.01 |
| FR RA2471 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| FR RA2652 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA2962 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA3053 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FR RA3206 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA3266 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA3404 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR RA3513 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR RA3563 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA3575 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA3726 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR RA3851 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA3882 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FR RA3987 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR RA3988 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR RA4098 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR RA4119 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA4174 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA4214 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA4215 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FR RA4335 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA4352 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR RA4418 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FR RA4492 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA5142 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FR RA5256 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FR RA5257 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RA5270 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA5286 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RA5287 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA5620 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA5627 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR RA5682 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FR RA5731 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR RA5801 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA5904 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR RA5910 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $983K | – | 0.01 |
| FR RA6115 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FR RA6198 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR RA6261 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA6311 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA6820 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FR RA6926 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RA7096 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR RA7211 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA7357 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA7549 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RA7557 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RA7668 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA7771 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA7790 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA7795 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RA7919 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RA7931 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA7948 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RA8249 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA8253 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RA8278 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RA8402 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RA8422 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RA8540 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA8767 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RA8791 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RA9071 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RA9582 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RA9858 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RA9862 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RA9999 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB0352 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR RB0353 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB0499 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5026 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FR RB5031 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| FR RB5032 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5037 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RB5044 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5048 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RB5049 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5054 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR RB5059 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| FR RB5060 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5064 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FR RB5066 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $663K | – | 0.00 |
| FR RB5071 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR RB5077 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR RB5085 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FR RB5090 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5091 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5094 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5096 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5099 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FR RB5100 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5104 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5105 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5109 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5110 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR RB5111 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5113 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5114 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR RB5115 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5117 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5118 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR RB5121 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5122 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5125 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5126 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5130 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5131 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RB5134 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RB5135 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RB5137 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR RB5138 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR RB5141 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FR RB5145 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5146 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5148 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5154 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR RB5157 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RB5163 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR RB5167 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RB5177 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5181 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RB5264 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RC1556 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FR RC1599 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR RC1813 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RC1860 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FR RC1871 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FR RC1887 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR RC2043 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR RJ0005 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RJ0089 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RJ0201 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR RJ0211 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR RJ0319 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR RJ0530 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RJ0538 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RJ0934 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RJ1001 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR RJ1265 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR RJ1343 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR RJ1443 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR RJ1527 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SB0023 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FR SB0036 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FR SB0037 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FR SB0105 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FR SB0355 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $736K | – | 0.00 |
| FR SB0361 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB0406 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FR SB0422 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB0424 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB0437 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SB0521 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SB0538 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SB0732 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FR SB0734 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SB0864 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB0890 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SB0981 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB1069 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8000 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $784K | – | 0.00 |
| FR SB8002 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FR SB8008 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SB8010 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $952K | – | 0.01 |
| FR SB8020 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8026 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8031 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8035 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8041 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FR SB8046 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8053 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FR SB8057 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8058 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SB8062 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8065 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $987K | – | 0.01 |
| FR SB8066 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8067 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SB8068 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8070 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SB8073 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SB8075 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| FR SB8078 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SB8079 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8080 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8083 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR SB8085 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SB8088 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8089 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SB8093 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SB8097 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SB8103 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SB8106 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SB8107 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FR SB8108 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| FR SB8110 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SB8111 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SB8112 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FR SB8118 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| FR SB8119 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SB8120 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8123 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SB8131 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SB8132 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SB8136 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SB8137 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SB8140 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SB8141 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SB8148 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FR SB8154 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8155 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FR SB8182 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FR SB8189 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8191 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8199 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8217 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8218 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8220 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8230 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8254 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8261 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $870K | – | 0.00 |
| FR SB8265 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SB8295 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8501 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SB8502 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SB8503 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SB8506 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SB8507 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SB8508 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SB8509 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SB8510 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8511 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SB8512 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SC0010 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FR SC0052 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SC0181 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SC0305 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SC0331 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SC0373 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SC0395 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $934K | – | 0.01 |
| FR SC0410 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SC0443 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD0066 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FR SD0067 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| FR SD0073 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FR SD0093 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD0133 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0232 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0291 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0418 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD0435 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0453 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD0495 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD0499 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| FR SD0501 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD0567 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD0568 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD0593 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0595 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD0615 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD0704 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FR SD0716 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0730 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD0781 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FR SD0786 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FR SD0788 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD0812 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD0824 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD0857 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD0858 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD0864 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD0892 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| FR SD0894 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD0900 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD0923 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD0942 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD0951 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD0955 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD0998 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD1041 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD1074 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD1077 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD1091 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD1097 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| FR SD1131 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD1132 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD1155 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD1202 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD1217 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FR SD1290 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD1302 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD1350 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| FR SD1402 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD1429 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD1507 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $39M | – | 0.21 |
| FR SD1543 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FR SD1656 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD1672 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD1694 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD1697 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD1706 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD1725 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD1736 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD1767 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR SD1812 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD1828 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD1876 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD1883 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD1893 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD1941 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD1986 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.05 |
| FR SD1998 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2006 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2030 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD2037 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2076 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD2097 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD2160 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2161 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2180 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD2181 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2250 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD2310 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD2314 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2327 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2382 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2384 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2403 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2439 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2441 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD2451 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD2503 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2510 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD2516 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD2587 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2593 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR SD2605 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2619 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2624 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD2635 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD2660 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2666 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2684 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD2686 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2707 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2753 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD2758 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2772 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD2807 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD2808 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD2842 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD2872 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD2874 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD2883 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD2898 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD2902 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SD2925 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2972 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD2974 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD2993 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD2994 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD3017 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3032 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD3057 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3073 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR SD3145 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FR SD3165 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD3181 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD3188 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD3192 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD3339 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD3353 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD3357 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD3375 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3402 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3411 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD3437 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD3485 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3487 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3488 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3504 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD3529 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3538 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD3542 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD3584 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD3590 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3592 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3623 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3637 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3655 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FR SD3741 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD3743 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD3775 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FR SD3779 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD3842 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD3856 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD3858 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD3859 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD3862 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD3880 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3909 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD3915 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FR SD3927 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FR SD3972 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD3984 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR SD3996 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD4033 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD4053 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD4080 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD4212 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD4216 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD4248 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD4267 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD4282 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD4285 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD4319 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD4330 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FR SD4333 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD4344 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD4348 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD4383 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD4406 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD4493 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FR SD4653 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD4695 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD4710 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD4977 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD5119 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD5149 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD5189 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD5242 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD5252 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD5256 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD5296 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD5303 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD5315 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD5382 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD5406 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD5428 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FR SD7500 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD7501 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD7502 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD7503 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD7504 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD7505 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD7506 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD7507 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD7508 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD7509 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD7510 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD7511 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD7512 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD7513 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD7515 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD7519 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD7521 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD7523 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD7524 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FR SD7525 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD7526 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR SD7527 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| FR SD7528 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD7530 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD7534 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD7535 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| FR SD7536 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR SD7537 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD7538 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD7544 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD7548 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD7549 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SD7552 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $38M | – | 0.20 |
| FR SD7554 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR SD7555 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD7557 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD7563 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FR SD7565 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8001 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8004 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8007 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FR SD8010 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FR SD8011 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8016 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD8017 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8021 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD8023 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD8029 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD8030 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8036 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8042 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FR SD8043 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FR SD8045 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8053 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FR SD8056 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD8057 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| FR SD8062 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8063 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8064 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $971K | – | 0.01 |
| FR SD8067 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD8068 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8069 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8070 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| FR SD8071 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $741K | – | 0.00 |
| FR SD8079 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $31M | – | 0.16 |
| FR SD8082 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD8083 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8084 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD8090 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $25M | – | 0.14 |
| FR SD8092 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD8097 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD8098 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| FR SD8099 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR SD8104 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| FR SD8106 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $57M | – | 0.31 |
| FR SD8107 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8113 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| FR SD8114 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD8115 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8120 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FR SD8121 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $52M | – | 0.28 |
| FR SD8127 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD8128 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $61M | – | 0.33 |
| FR SD8129 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD8133 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR SD8134 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $50M | – | 0.27 |
| FR SD8139 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD8140 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FR SD8141 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD8145 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FR SD8146 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $68M | – | 0.36 |
| FR SD8147 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| FR SD8149 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FR SD8150 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| FR SD8151 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD8152 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD8155 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $38M | – | 0.20 |
| FR SD8156 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FR SD8162 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8163 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| FR SD8166 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FR SD8167 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FR SD8168 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8176 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| FR SD8177 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $44M | – | 0.24 |
| FR SD8178 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| FR SD8182 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $41M | – | 0.22 |
| FR SD8183 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| FR SD8184 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8188 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| FR SD8189 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.15 |
| FR SD8199 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD8200 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SD8201 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD8204 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8205 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8206 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $27M | – | 0.15 |
| FR SD8207 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8212 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR SD8213 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FR SD8214 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $51M | – | 0.28 |
| FR SD8215 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8220 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FR SD8221 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD8222 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FR SD8226 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD8227 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| FR SD8231 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FR SD8233 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR SD8236 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR SD8237 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FR SD8238 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FR SD8239 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| FR SD8242 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FR SD8243 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD8244 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8245 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FR SD8246 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD8256 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR SD8257 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| FR SD8258 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FR SD8265 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8266 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SD8267 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR SD8268 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FR SD8269 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SD8271 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD8272 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FR SD8276 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD8277 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD8278 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8282 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| FR SD8289 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| FR SD8290 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FR SD8298 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD8299 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD8307 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8308 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FR SD8310 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8315 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR SD8323 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8324 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FR SD8328 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| FR SD8331 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8340 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| FR SD8341 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FR SD8342 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8343 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| FR SD8347 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR SD8350 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| FR SD8351 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8362 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SD8364 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8365 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FR SD8366 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR SD8367 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $40M | – | 0.21 |
| FR SD8370 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR SD8373 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| FR SD8374 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| FR SD8377 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FR SD8378 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8382 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| FR SD8383 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| FR SD8384 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $48M | – | 0.26 |
| FR SD8385 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FR SD8386 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8389 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR SD8390 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR SD8398 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD8409 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FR SD8419 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR SD8420 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| FR SD8421 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| FR SD8422 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR SD8430 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR SD8433 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR SD8440 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR SI2011 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SI2043 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR SI2062 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR SI2084 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR ZA1334 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZA2406 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FR ZA2493 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZA2510 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FR ZA2520 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FR ZA2523 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $660K | – | 0.00 |
| FR ZA2760 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FR ZA2838 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FR ZA2856 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FR ZA4194 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| FR ZA4209 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZA5940 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $786K | – | 0.00 |
| FR ZA6146 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FR ZA6555 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FR ZK3542 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FR ZK3774 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FR ZK4374 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FR ZK5021 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FR ZK7591 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FR ZL2349 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZL3235 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZL3293 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZL3396 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FR ZL3531 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FR ZL3707 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FR ZM0802 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZM0903 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZM0913 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZM1147 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| FR ZM1779 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZM2525 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FR ZM3456 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZM3535 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZM3821 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| FR ZM4379 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FR ZM4417 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FR ZM4908 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZM7731 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FR ZM7855 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR ZM8782 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| FR ZS0867 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FR ZS0873 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FR ZS0971 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FR ZS1767 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| FR ZS2789 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $722K | – | 0.00 |
| FR ZS2913 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FR ZS3416 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR ZS3781 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS3800 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR ZS3876 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FR ZS4127 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FR ZS4574 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FR ZS4592 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZS4606 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZS4646 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS4647 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| FR ZS4659 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZS4671 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR ZS4675 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS4681 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZS4693 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR ZS4697 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR ZS4712 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS4724 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZS4730 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| FR ZS4746 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| FR ZS4747 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS4758 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZS4769 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| FR ZS4777 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| FR ZS4785 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FR ZS6674 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FR ZS7613 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FR ZS7735 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| FR ZS7854 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FR ZS7928 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FR ZS7942 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FR ZS8029 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FR ZS8467 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS8570 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FR ZS8574 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| FR ZS8594 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FR ZS8617 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR ZS8642 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FR ZS8665 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FR ZS8679 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FR ZS8682 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FR ZS9163 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZS9164 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $868K | – | 0.00 |
| FR ZS9381 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FR ZS9828 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR ZT0000 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZT0028 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR ZT0046 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FR ZT0240 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FR ZT0405 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZT0531 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| FR ZT0535 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FR ZT0536 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| FR ZT0537 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR ZT0538 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $865K | – | 0.00 |
| FR ZT0540 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FR ZT0541 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR ZT0542 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZT0657 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZT0712 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FR ZT0717 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FR ZT0789 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZT0794 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZT1257 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZT1346 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FR ZT1526 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| FR ZT1546 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZT1640 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZT1680 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $994K | – | 0.01 |
| FR ZT1703 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FR ZT1704 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FR ZT1711 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FR ZT1776 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZT1799 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FR ZT1858 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FR ZT1859 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FR ZT1866 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FR ZT1954 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FR ZT2074 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FR ZT2086 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FR ZT2088 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FR ZT2090 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FR ZT2091 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FR ZT2195 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FR ZT2211 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $964K | – | 0.01 |
| FR ZT2227 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 2658 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| G2 3053 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2 3107 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| G2 3713 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| G2 3853 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| G2 4018 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| G2 4040 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| G2 4117 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| G2 4224 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| G2 4269 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| G2 4270 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| G2 4292 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| G2 4293 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| G2 4368 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| G2 4369 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| G2 4397 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| G2 4424 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| G2 4446 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| G2 4447 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| G2 4468 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| G2 4469 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| G2 4495 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| G2 4496 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| G2 4518 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| G2 4519 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| G2 4540 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| G2 4541 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 4558 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| G2 4559 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $926K | – | 0.00 |
| G2 4577 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| G2 4578 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| G2 4599 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| G2 4617 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 4618 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| G2 4636 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 4637 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $884K | – | 0.00 |
| G2 4678 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| G2 4679 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| G2 4696 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| G2 4697 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| G2 4713 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| G2 4715 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| G2 4746 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| G2 4747 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 4770 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| G2 4771 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $978K | – | 0.01 |
| G2 4772 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 4786 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| G2 4800 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| G2 4801 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $850K | – | 0.00 |
| G2 4802 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| G2 4805 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| G2 4833 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $947K | – | 0.01 |
| G2 4834 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| G2 4853 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| G2 4854 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $536K | – | 0.00 |
| G2 4855 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| G2 4877 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| G2 4881 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| G2 4882 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 4883 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| G2 4910 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| G2 4922 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 4923 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| G2 4943 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| G2 4945 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 4946 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| G2 4947 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| G2 4977 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| G2 4978 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 4979 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| G2 5017 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 5018 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| G2 5054 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| G2 5055 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| G2 5081 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| G2 5082 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| G2 5114 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| G2 5115 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 5116 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| G2 5122 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| G2 5140 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 5141 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| G2 5144 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| G2 5174 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 5175 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 5199 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| G2 5202 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 5203 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| G2 5204 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| G2 5205 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| G2 5208 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| G2 5228 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| G2 5232 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| G2 5233 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 5234 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| G2 5235 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| G2 5258 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 5259 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| G2 5260 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| G2 5279 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 5280 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 5281 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| G2 5282 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| G2 5284 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| G2 5300 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| G2 5304 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| G2 5305 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| G2 5312 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| G2 5330 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| G2 5331 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $812K | – | 0.00 |
| G2 5332 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| G2 783069 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| G2 783278 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 783366 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| G2 783417 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| G2 783418 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| G2 783449 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| G2 784101 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 784106 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 784114 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 784122 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 785016 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $956K | – | 0.01 |
| G2 785023 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $633K | – | 0.00 |
| G2 785191 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 785192 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| G2 785223 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 785311 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 785312 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| G2 785313 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| G2 785843 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| G2 786091 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 786317 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 786358 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 786371 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| G2 786545 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 786577 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 786578 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 786597 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 786630 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 786642 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 786649 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 786659 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| G2 786679 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| G2 786681 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 786699 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 786714 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| G2 786757 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 786788 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 786826 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 786858 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 786862 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 786914 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 786927 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 787108 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| G2 787109 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 787145 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| G2 787172 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 82669 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| G2 82678 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2 82714 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| G2 82736 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| G2 82797 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2 82840 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $625.64 | – | 0.00 |
| G2 82888 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| G2 82907 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2 82959 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| G2 82980 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2 AQ6652 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| G2 AV8890 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 AZ0988 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| G2 AZ1002 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| G2 BM3956 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| G2 BX8557 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| G2 BZ5517 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| G2 BZ5664 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| G2 CA2286 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| G2 MA0007 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| G2 MA0022 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0023 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| G2 MA0025 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| G2 MA0073 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| G2 MA0088 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA0089 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $873K | – | 0.00 |
| G2 MA0138 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| G2 MA0139 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| G2 MA0153 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $764K | – | 0.00 |
| G2 MA0154 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA0155 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| G2 MA0157 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| G2 MA0204 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| G2 MA0220 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0221 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| G2 MA0317 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA0318 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA0319 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| G2 MA0391 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA0392 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA0461 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| G2 MA0462 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA0463 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| G2 MA0533 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0624 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA0625 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0646 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| G2 MA0697 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| G2 MA0698 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA0699 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0756 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| G2 MA0782 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0783 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0852 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA0855 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| G2 MA0933 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA0934 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA1011 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA1012 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA1064 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| G2 MA1065 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| G2 MA1089 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA1090 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $812K | – | 0.00 |
| G2 MA1156 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA1157 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA1158 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| G2 MA1223 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA1224 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA1225 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| G2 MA1284 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| G2 MA1285 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $943K | – | 0.01 |
| G2 MA1287 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA1374 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| G2 MA1375 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| G2 MA1376 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA1377 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| G2 MA1447 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| G2 MA1448 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| G2 MA1449 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $907K | – | 0.00 |
| G2 MA1450 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| G2 MA1601 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| G2 MA1602 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| G2 MA1603 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| G2 MA1676 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| G2 MA1677 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| G2 MA1678 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2 MA1679 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| G2 MA1762 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA1838 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| G2 MA1839 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| G2 MA1840 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $720K | – | 0.00 |
| G2 MA1920 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| G2 MA1921 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| G2 MA1996 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $923K | – | 0.00 |
| G2 MA2044 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| G2 MA2073 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| G2 MA2074 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2119 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| G2 MA2147 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| G2 MA2148 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2149 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2222 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| G2 MA2224 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA2272 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| G2 MA2302 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2303 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA2304 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2305 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2371 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| G2 MA2372 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2373 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2414 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| G2 MA2444 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $758K | – | 0.00 |
| G2 MA2445 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2446 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2520 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| G2 MA2521 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2522 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| G2 MA2569 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| G2 MA2600 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| G2 MA2601 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2602 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| G2 MA2677 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2678 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA2679 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA2680 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| G2 MA2753 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2754 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA2756 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| G2 MA2826 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA2827 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| G2 MA2828 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| G2 MA2863 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| G2 MA2891 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA2892 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA2893 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA2894 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| G2 MA2935 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| G2 MA2960 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA2961 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA2962 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3033 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3034 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3035 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA3105 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA3106 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3173 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA3174 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3243 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3244 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA3245 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| G2 MA3282 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| G2 MA3310 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA3311 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA3375 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA3376 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA3377 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| G2 MA3378 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| G2 MA3427 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| G2 MA3454 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3455 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| G2 MA3456 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| G2 MA3520 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA3521 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA3522 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3524 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| G2 MA3572 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| G2 MA3595 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| G2 MA3596 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA3597 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3598 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3599 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| G2 MA3600 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| G2 MA3662 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA3663 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA3664 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| G2 MA3735 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA3736 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA3737 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| G2 MA3738 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| G2 MA3778 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| G2 MA3802 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA3803 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA3804 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| G2 MA3805 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| G2 MA3849 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| G2 MA3873 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| G2 MA3874 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA3875 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA3912 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| G2 MA3935 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| G2 MA3936 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA3937 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA3938 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| G2 MA3979 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| G2 MA4003 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA4004 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4043 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| G2 MA4044 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| G2 MA4067 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA4068 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| G2 MA4069 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4071 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| G2 MA4125 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4126 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA4128 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| G2 MA4170 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| G2 MA4195 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA4196 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA4197 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4261 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4262 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA4263 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| G2 MA4321 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA4322 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4323 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| G2 MA4382 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA4383 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4426 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $741K | – | 0.00 |
| G2 MA4451 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA4452 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4453 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| G2 MA4510 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA4511 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA4512 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| G2 MA4586 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA4587 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA4588 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| G2 MA4652 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA4653 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4718 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA4719 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| G2 MA4720 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4721 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA4722 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| G2 MA4777 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA4778 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA4780 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| G2 MA4836 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| G2 MA4837 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA4838 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4839 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| G2 MA4899 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA4900 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA4901 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4902 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| G2 MA4935 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| G2 MA4962 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA4963 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA4964 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| G2 MA5018 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $895K | – | 0.00 |
| G2 MA5019 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5020 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA5021 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| G2 MA5022 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| G2 MA5076 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| G2 MA5078 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA5079 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $936K | – | 0.01 |
| G2 MA5136 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA5137 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA5138 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA5191 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA5192 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA5193 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA5194 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| G2 MA5263 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5265 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA5266 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA5329 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| G2 MA5330 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 MA5331 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA5332 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5397 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| G2 MA5398 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 MA5399 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA5400 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| G2 MA5465 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| G2 MA5466 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA5467 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA5468 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| G2 MA5527 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA5528 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA5529 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $979K | – | 0.01 |
| G2 MA5530 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| G2 MA5594 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| G2 MA5595 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5596 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| G2 MA5650 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $810K | – | 0.00 |
| G2 MA5651 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA5652 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA5711 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA5762 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5763 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $676K | – | 0.00 |
| G2 MA5764 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA5766 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| G2 MA5816 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| G2 MA5818 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5875 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA5876 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| G2 MA5877 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5930 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA5931 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA5933 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA5985 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA5988 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| G2 MA6038 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA6039 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA6040 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA6042 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| G2 MA6089 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| G2 MA6090 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA6153 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| G2 MA6154 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA6217 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA6218 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| G2 MA6219 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 MA6221 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| G2 MA6283 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| G2 MA6285 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA6287 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| G2 MA6337 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| G2 MA6338 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA6339 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA6342 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| G2 MA6410 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA6411 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 MA6474 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| G2 MA6475 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA6541 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA6542 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA6598 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| G2 MA6599 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| G2 MA6656 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA6658 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| G2 MA6684 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| G2 MA6709 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| G2 MA6710 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| G2 MA6711 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA6765 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $957K | – | 0.01 |
| G2 MA6766 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| G2 MA6767 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $759K | – | 0.00 |
| G2 MA6769 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA6818 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA6819 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| G2 MA6820 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA6822 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA6864 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| G2 MA6865 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| G2 MA6906 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| G2 MA6930 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| G2 MA6931 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA6933 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $497K | – | 0.00 |
| G2 MA6994 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $62M | – | 0.33 |
| G2 MA6996 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA7051 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| G2 MA7052 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| G2 MA7135 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| G2 MA7136 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| G2 MA7137 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA7138 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA7191 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| G2 MA7192 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $36M | – | 0.19 |
| G2 MA7193 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| G2 MA7253 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA7254 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| G2 MA7255 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA7256 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA7310 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA7311 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| G2 MA7312 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $43M | – | 0.23 |
| G2 MA7313 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA7340 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA7367 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| G2 MA7368 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA7369 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA7416 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA7417 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.16 |
| G2 MA7418 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $36M | – | 0.19 |
| G2 MA7419 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA7420 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| G2 MA7421 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2 MA7471 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $36M | – | 0.20 |
| G2 MA7472 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| G2 MA7473 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA7474 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA7475 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA7532 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $823K | – | 0.00 |
| G2 MA7533 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $31M | – | 0.17 |
| G2 MA7534 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| G2 MA7535 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| G2 MA7536 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA7589 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| G2 MA7590 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| G2 MA7591 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA7648 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| G2 MA7649 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| G2 MA7650 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| G2 MA7704 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $33M | – | 0.18 |
| G2 MA7705 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| G2 MA7706 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| G2 MA7707 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA7765 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA7766 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $44M | – | 0.24 |
| G2 MA7767 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| G2 MA7768 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA7769 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA7826 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| G2 MA7827 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $45M | – | 0.24 |
| G2 MA7828 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| G2 MA7829 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA7880 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| G2 MA7881 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| G2 MA7883 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA7935 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA7936 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA7937 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| G2 MA7938 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA7986 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| G2 MA7987 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $41M | – | 0.22 |
| G2 MA7988 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA7989 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| G2 MA7990 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| G2 MA8041 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| G2 MA8043 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| G2 MA8044 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| G2 MA8045 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA8098 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| G2 MA8099 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA8100 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| G2 MA8147 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| G2 MA8148 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $786K | – | 0.00 |
| G2 MA8149 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA8151 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| G2 MA8198 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA8199 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA8201 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $39M | – | 0.21 |
| G2 MA8202 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| G2 MA8265 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA8266 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA8267 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| G2 MA8268 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| G2 MA8269 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| G2 MA8346 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $39M | – | 0.21 |
| G2 MA8347 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $44M | – | 0.23 |
| G2 MA8348 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| G2 MA8349 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA8426 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| G2 MA8427 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| G2 MA8428 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| G2 MA8429 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| G2 MA8432 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA8487 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| G2 MA8488 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| G2 MA8489 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA8490 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA8491 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA8492 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| G2 MA8493 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| G2 MA8494 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $951K | – | 0.01 |
| G2 MA8566 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 MA8569 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA8570 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| G2 MA8571 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| G2 MA8572 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA8645 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA8646 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA8647 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| G2 MA8648 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| G2 MA8650 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA8651 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA8724 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| G2 MA8726 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA8727 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2 MA8795 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA8798 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| G2 MA8799 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| G2 MA8800 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| G2 MA8801 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $40M | – | 0.21 |
| G2 MA8802 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| G2 MA8874 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| G2 MA8877 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA8878 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| G2 MA8879 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.16 |
| G2 MA8880 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| G2 MA8944 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA8946 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA8947 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| G2 MA8948 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.16 |
| G2 MA8949 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2 MA9015 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA9016 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| G2 MA9018 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| G2 MA9019 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA9105 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $31M | – | 0.17 |
| G2 MA9106 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| G2 MA9107 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA9170 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| G2 MA9171 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| G2 MA9172 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA9174 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| G2 MA9240 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.13 |
| G2 MA9241 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| G2 MA9244 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| G2 MA9304 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA9305 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| G2 MA9306 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| G2 MA9308 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| G2 MA9363 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| G2 MA9364 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| G2 MA9365 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| G2 MA9366 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA9425 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $52M | – | 0.28 |
| G2 MA9426 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA9486 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| G2 MA9487 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2 MA9491 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| G2 MA9604 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| G2 MA9608 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2 MA9667 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| G2SF 4.5 6/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2SF 5.5 6/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $67M | – | 0.36 |
| G2SF 6 6/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $68M | – | 0.36 |
| G2SF 6.5 6/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| GN 366983 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GN 428124 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GN 436717 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| GN 479494 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GN 486598 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 487821 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| GN 487825 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GN 550613 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GN 550656 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GN 604548 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| GN 605098 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GN 615447 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 620472 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GN 646729 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| GN 676940 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GN 677219 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GN 677292 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GN 698089 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| GN 698091 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GN 698094 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| GN 698199 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| GN 698375 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| GN 698386 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GN 698392 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| GN 698396 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GN 698402 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GN 698474 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| GN 698479 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GN 698481 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| GN 701603 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GN 701734 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GN 701857 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GN 701993 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GN 704480 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| GN 705142 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GN 705753 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 710846 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GN 710977 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GN 711076 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GN 713877 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 719232 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GN 719256 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GN 720161 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| GN 720204 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $888.45 | – | 0.00 |
| GN 720209 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| GN 721749 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GN 723170 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $792.14 | – | 0.00 |
| GN 723234 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| GN 723240 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| GN 723344 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| GN 723430 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| GN 723434 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GN 723517 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GN 723526 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GN 723538 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GN 723552 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 724273 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GN 724275 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| GN 726323 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GN 726398 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GN 726414 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GN 726468 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GN 728979 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GN 729037 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| GN 731110 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GN 733746 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GN 733933 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| GN 736520 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| GN 736570 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| GN 737036 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GN 737191 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GN 737269 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GN 737271 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GN 737286 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GN 737413 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 737424 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GN 737660 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GN 737689 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GN 737839 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GN 737941 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GN 737942 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GN 738009 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GN 738017 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GN 738313 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| GN 738419 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| GN 738535 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| GN 738538 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| GN 738546 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| GN 738711 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GN 738882 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| GN 738902 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GN 741372 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GN 744386 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GN 745230 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GN 745311 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| GN 745793 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GN 748486 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| GN 757030 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| GN 759087 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| GN 759100 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| GN 759137 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| GN 759192 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GN 778794 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $894K | – | 0.00 |
| GN 778875 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| GN 778882 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 778973 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| GN 779084 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| GN 779239 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GN 780651 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $658.33 | – | 0.00 |
| GN 781496 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GN 781594 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GN 781830 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| GN 781840 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| GN 781885 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GN 781908 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GN 781988 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| GN 782068 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| GN 782105 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GN 782213 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| GN 782371 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| GN 782373 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 782528 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| GN 782557 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GN 782562 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| GN 782623 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| GN 782628 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| GN 782654 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $622K | – | 0.00 |
| GN 782665 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| GN 782696 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| GN 782734 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| GN 782818 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| GN 782949 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| GN 782956 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| GN 782974 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| GN 782979 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GN 782998 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GN 783024 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| GN 783035 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| GN 783046 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $762K | – | 0.00 |
| GN 783121 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 783177 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| GN 783217 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| GN 783261 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| GN 783262 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| GN 783276 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| GN 783289 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 783308 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GN 783314 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GN 783353 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GN 783382 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| GN 783390 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| GN 783403 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 783406 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GN 783409 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GN 783467 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| GN 783473 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| GN 783535 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GN 783613 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| GN 783672 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| GN 783707 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GN 783718 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| GN 783771 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GN 784035 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| GN 784297 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| GN 784353 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| GN 784443 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 784457 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| GN 784494 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| GN 784605 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 784703 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN 785056 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| GN 785098 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| GN AA5350 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GN AA5897 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| GN AA6290 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| GN AA8275 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| GN AA8386 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| GN AB2891 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| GN AB9106 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN AB9108 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| GN AB9203 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GN AB9211 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| GN AC3794 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GN AD1699 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| GN AD1716 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GN AD8781 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| GN AD9110 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| GN AE7714 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| GN AF1078 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GN AF1079 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| GN AI8460 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GN AJ1886 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GN AL5247 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| GN AL5265 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| GN AL5908 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| GN AM8935 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GN AN3040 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GN BA0938 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| GN BC8968 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| GN BK5546 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| GN BL3846 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| GN BN3897 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| GN BN9283 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GN BO3004 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| GN BP1022 (Ginnie Mae I Pool) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 0.05 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $434M | 4M | 2.32 |
Address
VANGUARD SCOTTSDALE FUNDS
100 VANGUARD BOULEVARD
MALVERN
Pennsylvania
19355
United States of America
Websites
Directors
Tara Bunch
Grant Reid
F. Joseph Loughrey
Mortimer J. Buckley
Scott C. Malpass
Andre F. Perold
Sarah Bloom Raskin
Deanna Mulligan
Mark Loughridge
David Thomas
Peter F. Volanakis
Emerson U. Fullwood
Transfer Agents
THE VANGUARD GROUP, INC.
Pricing Services
Markit Group Limited
Markit North America INC
Refinitiv US LLC
JPMorgan Chase Bank
ICE Data Pricing and Reference Data LLC
Bloomberg Finance LP
ITG Analytics Inc
Custodians
DEUTSCHE BANK AG (LDN)
Credit Suisse (Switzerland) Ltd
Euroclear Bank, Brussels
Skandinaviska Enskilda Banken, Stockholm
The Bank of New York Mellon
The Bank of New York Mellon SA/NV
CIBC Mellon Trust Company
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
The Bank of New York Mellon SA/NV
Mizuho Bank, Ltd
The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch
The Bank of New York Mellon
The Bank of New York Mellon SA/NV
Shareholder Servicing Agents
THE VANGUARD GROUP, INC.
Admins
THE VANGUARD GROUP, INC.
State Street Bank and Trust Company
Brokers
RBC Capital Markets, LLC
Citigroup Global Markets Inc.
Wells Fargo Securities, LLC
J.P. Morgan Securities LLC
Virtu Americas LLC
Goldman Sachs & Co. LLC
Morgan Stanley & Co. LLC
BofA Securities, Inc.
Barclays Capital Inc.
Mizuho Securities USA Inc