NPORT-P false 0001533490 XXXXXXXX S000036341 C000111140 T. ROWE PRICE MULTI-SECTOR ACCOUNT PORTFOLIOS, INC. 811-22620 0001533490 5493000IASNDXADJ9N08 1307 Point Street Baltimore 21231 410-345-2000 T. Rowe Price Mortgage-Backed Securities Multi-Sector Account Portfolio S000036341 5493009UPH0JED3QCE15 2026-02-28 2026-02-28 N 62000499.330000 15615249.850000 46385249.480000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 14759539.990000 0.000000 0.000000 USD N Bloomberg US MBS Index Total Return Value Unhedged USD (Returns, Unhedged) LUMSTRUU FNMA 15 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F012437 48000.000000 PA USD 43747.630000 0.0943136676 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F032633 1311000.000000 PA USD 1235787.930000 2.6641829975 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.5000000000 N N N N N N FNMA 15 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F030439 109000.000000 PA USD 105505.350000 0.2274545274 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F050635 1021000.000000 PA USD 1025574.080000 2.2109918379 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F062630 153000.000000 PA USD 158881.320000 0.3425255265 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F040636 -129000.000000 PA USD -125407.350000 -0.2703604085 Short ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F060634 2220000.000000 PA USD 2277187.200000 4.9092916941 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F030637 -58000.000000 PA USD -52465.870000 -0.1131089529 Short ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F050635 -105000.000000 PA USD -105470.400000 -0.2273791802 Short ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.0000000000 N N N N N N FNMA 15 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F020430 629000.000000 PA USD 585848.710000 1.2630064871 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F042632 263000.000000 PA USD 260065.970000 0.5606652393 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F020638 2719000.000000 PA USD 2252596.340000 4.8562772977 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F052631 20000.000000 PA USD 20318.800000 0.0438044426 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F042632 -213000.000000 PA USD -210623.770000 -0.4540748888 Short ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F022634 1318000.000000 PA USD 1141849.300000 2.4616646731 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F040636 781000.000000 PA USD 759249.150000 1.6368331711 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.0000000000 N N N N N N FNMA 15 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F022436 145000.000000 PA USD 138182.250000 0.2979012758 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F030637 1175000.000000 PA USD 1062886.200000 2.2914314613 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F032633 -169000.000000 PA USD -159304.470000 -0.3434377777 Short ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412NFD3 6474.660000 PA USD 6892.010000 0.0148581932 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6ZP8 46757.330000 PA USD 48863.190000 0.1053420873 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DP79 4076.670000 PA USD 4238.290000 0.0091371504 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED64 32648.410000 PA USD 29628.540000 0.0638749179 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECR9 55149.820000 PA USD 50024.980000 0.1078467413 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31410LRR5 6290.260000 PA USD 6207.530000 0.0133825517 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31411ETV9 218.710000 PA USD 231.880000 0.0004999003 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140HJJP7 41488.980000 PA USD 42430.660000 0.0914744676 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RSN0 1269.420000 PA USD 1305.630000 0.0028147526 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6U57 241392.440000 PA USD 252383.250000 0.5441023878 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEAQ5 151180.040000 PA USD 137420.230000 0.2962584691 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCLD6 9963.900000 PA USD 9768.740000 0.0210600139 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGJH8 11127.980000 PA USD 10762.610000 0.0232026563 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6S36 48581.950000 PA USD 46073.810000 0.0993285808 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH3F7 522.000000 PA USD 522.260000 0.0011259183 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CNZ4 30739.100000 PA USD 29735.090000 0.0641046245 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CZJ6 64002.661000 PA USD 64169.840000 0.1383410475 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WEHR3 32537.340000 PA USD 31175.440000 0.0672098142 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJNB0 96530.620000 PA USD 90095.480000 0.1942330396 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A8YD2 23656.760000 PA USD 23668.750000 0.0510264583 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNNU2 106436.530000 PA USD 89141.510000 0.1921764160 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WEXL8 64494.910000 PA USD 61795.370000 0.1332220279 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMYW5 1507.750000 PA USD 1548.410000 0.0033381517 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BL89 10608.340000 PA USD 11194.070000 0.0241328227 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ES43 54544.970000 PA USD 54955.680000 0.1184766291 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EKLE3 6832.930000 PA USD 6609.750000 0.0142496808 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6W48 78110.620000 PA USD 80820.450000 0.1742373942 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GL27 739.890000 PA USD 795.120000 0.0017141656 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XJQN6 118829.510000 PA USD 108591.630000 0.2341081081 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RJV2 11866.710000 PA USD 12186.760000 0.0262729211 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DE70 155.120000 PA USD 163.680000 0.0003528708 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XNHW7 206583.220000 PA USD 215570.950000 0.4647403052 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACE6 58111.090000 PA USD 54682.610000 0.1178879291 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418TUV7 1153.270000 PA USD 1190.390000 0.0025663115 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHXF9 92081.740000 PA USD 80917.590000 0.1744468143 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9YQ8 17800.350000 PA USD 17228.680000 0.0371425835 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JAMK1 41215.420000 PA USD 41498.130000 0.0894640655 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416TMF3 856.100000 PA USD 868.400000 0.0018721469 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3GH6 327100.230000 PA USD 334242.820000 0.7205799769 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CGE8 6413.390000 PA USD 6148.380000 0.0132550327 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AL70 2574.870000 PA USD 2741.360000 0.0059099822 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MFSZ1 4250.370000 PA USD 4004.550000 0.0086332402 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J7MP7 3137.620000 PA USD 3007.970000 0.0064847555 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELN41 29796.250000 PA USD 29090.710000 0.0627154329 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DGV5 1632.890000 PA USD 1723.050000 0.0037146507 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LTJW9 23817.490000 PA USD 23223.900000 0.0500674250 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138AW5A7 173.480000 PA USD 172.680000 0.0003722735 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEYY2 265090.770000 PA USD 234982.080000 0.5065879404 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138YR3Y2 12559.260000 PA USD 12139.010000 0.0261699789 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHPZ9 1411.890000 PA USD 1432.050000 0.0030872961 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412NBD7 4130.600000 PA USD 4397.120000 0.0094795653 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AA64 14116.360000 PA USD 14966.100000 0.0322647828 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EMS6 13182.390000 PA USD 13317.650000 0.0287109591 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418DJK9 92861.600000 PA USD 90315.850000 0.1947081260 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417SBL3 698.160000 PA USD 708.190000 0.0015267569 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q2V2 11555.010000 PA USD 11866.650000 0.0255828095 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417KXK8 1912.420000 PA USD 1939.890000 0.0041821269 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31407HTD8 122.880000 PA USD 129.660000 0.0002795285 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJK80 22258.160000 PA USD 22145.750000 0.0477430870 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XPJR1 195140.310000 PA USD 181859.490000 0.3920631926 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QWBA9 267539.080000 PA USD 273670.860000 0.5899954470 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHVS8 7191.590000 PA USD 7300.650000 0.0157391629 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419FFW1 25764.120000 PA USD 25634.010000 0.0552632794 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RF87 5076.940000 PA USD 5213.870000 0.0112403621 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J7UD5 120212.630000 PA USD 125268.850000 0.2700618222 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GEQ5 5186.560000 PA USD 4862.130000 0.0104820607 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMV2 23372.210000 PA USD 22029.090000 0.0474915846 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J5NB1 21496.160000 PA USD 21635.150000 0.0466423060 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417LA88 7251.000000 PA USD 7355.170000 0.0158567003 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140MHSH3 850272.460000 PA USD 740528.390000 1.5964738754 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KXL3 7230.030000 PA USD 7696.080000 0.0165916538 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETGU4 14076.990000 PA USD 13704.970000 0.0295459659 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKXM7 52187.870000 PA USD 45752.860000 0.0986366582 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFV6 1443.620000 PA USD 1482.560000 0.0031961885 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418ECY4 220317.300000 PA USD 196664.440000 0.4239805589 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MZ96 2029.210000 PA USD 2080.080000 0.0044843566 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DDR7 3728.720000 PA USD 3876.550000 0.0083572904 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG6X7 414.360000 PA USD 444.070000 0.0009573518 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138YTK86 10909.890000 PA USD 10753.040000 0.0231820247 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CJV9 5704.240000 PA USD 6071.930000 0.0130902174 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ELW8 84389.450000 PA USD 83786.400000 0.1806315605 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7MW6 16173.800000 PA USD 15300.470000 0.0329856370 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138EK3V5 1167.610000 PA USD 1160.900000 0.0025027353 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412P2U4 634.660000 PA USD 643.780000 0.0013878981 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A46Y6 18105.260000 PA USD 18013.830000 0.0388352552 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31409ADV8 134.740000 PA USD 142.180000 0.0003065199 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJPN2 67935.930000 PA USD 65129.870000 0.1404107356 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9BG4 25293.700000 PA USD 23711.540000 0.0511187075 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJL48 18828.660000 PA USD 19090.480000 0.0411563594 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MLL4 1516.550000 PA USD 1557.450000 0.0033576407 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKZX1 159859.140000 PA USD 162718.900000 0.3507988031 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418BXZ4 29529.520000 PA USD 28293.510000 0.0609967831 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XK6P0 237239.030000 PA USD 226280.960000 0.4878295634 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JAP36 216311.500000 PA USD 209240.450000 0.4510926477 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DQN2 1048.650000 PA USD 1073.800000 0.0023149601 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.4530000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418CJS4 28057.050000 PA USD 27828.490000 0.0599942661 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138Y3X71 7895.160000 PA USD 7810.200000 0.0168376803 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJRY6 2093.180000 PA USD 2122.260000 0.0045752907 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418UCL6 9619.100000 PA USD 9928.750000 0.0214049727 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGTC8 14749.200000 PA USD 15230.790000 0.0328354168 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410YWF7 317.110000 PA USD 339.910000 0.0007327976 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FLK49 41000.440000 PA USD 38239.350000 0.0824385994 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WEAK5 1765.870000 PA USD 1744.560000 0.0037610232 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMH3 1569.190000 PA USD 1613.950000 0.0034794466 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERDM9 38074.250000 PA USD 38462.020000 0.0829186442 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31376KL53 679.170000 PA USD 707.740000 0.0015257868 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419A3K1 9132.500000 PA USD 9721.180000 0.0209574813 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417WUE9 19894.730000 PA USD 20180.540000 0.0435063737 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS4E8 155370.300000 PA USD 161006.810000 0.3471077806 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DGZ6 1017.790000 PA USD 1060.600000 0.0022865027 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CVZ2 16580.350000 PA USD 16995.990000 0.0366409369 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BXR4 1460.370000 PA USD 1521.790000 0.0032807628 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WDKV2 4873.860000 PA USD 4821.410000 0.0103942742 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MPU0 3835.280000 PA USD 4047.040000 0.0087248426 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140F5BM4 11797.090000 PA USD 11484.590000 0.0247591425 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9KW4 127163.320000 PA USD 128931.570000 0.2779581256 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X53G0 9115.190000 PA USD 8822.370000 0.0190197748 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9NP2 240527.250000 PA USD 232664.610000 0.5015918047 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138AJNH1 8249.020000 PA USD 8363.730000 0.0180310122 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140F5TN3 57957.110000 PA USD 54054.110000 0.1165329725 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVG57 306382.950000 PA USD 316887.750000 0.6831649146 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418C4W1 28457.890000 PA USD 27938.170000 0.0602307206 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECT5 160114.810000 PA USD 145906.430000 0.3145535092 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GTZ9 2467.210000 PA USD 2399.500000 0.0051729807 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ENJU4 11555.470000 PA USD 11675.910000 0.0251716012 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371K7E5 439.190000 PA USD 450.200000 0.0009705672 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J95S6 43094.610000 PA USD 41687.040000 0.0898713286 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EZM5 91117.930000 PA USD 93550.270000 0.2016810754 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138ERNR7 15626.580000 PA USD 15130.290000 0.0326187531 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHGP1 14503.410000 PA USD 14723.340000 0.0317414268 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KSS4 2656.980000 PA USD 2723.510000 0.0058715002 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31408F7A1 215.020000 PA USD 226.860000 0.0004890779 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMHX5 6925.740000 PA USD 6103.990000 0.0131593342 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31408F7B9 184.860000 PA USD 195.040000 0.0004204785 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YUH8 10824.940000 PA USD 10770.270000 0.0232191701 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADK0 2556.900000 PA USD 2664.440000 0.0057441536 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MQX99 43596.050000 PA USD 42172.100000 0.0909170490 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X0Y36 9400.610000 PA USD 8812.590000 0.0189986905 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GRK1 11697.760000 PA USD 12536.420000 0.0270267383 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ7A0 2074.830000 PA USD 2208.570000 0.0047613628 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KC93 3168.920000 PA USD 3359.670000 0.0072429706 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPBW8 93132.250000 PA USD 93921.080000 0.2024804891 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADV6 11783.750000 PA USD 12250.920000 0.0264112409 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418Q3R2 26659.920000 PA USD 27672.940000 0.0596589224 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACF3 69951.790000 PA USD 65576.190000 0.1413729380 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EDG2 274621.060000 PA USD 255750.760000 0.5513622603 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDU28 57350.920000 PA USD 52665.810000 0.1135399951 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPH31 15543.210000 PA USD 16043.560000 0.0345876333 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6C66 16860.870000 PA USD 17403.640000 0.0375197723 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410FYE9 4896.400000 PA USD 5102.350000 0.0109999408 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DGM6 538.260000 PA USD 562.020000 0.0012116352 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YJD0 12026.780000 PA USD 12409.240000 0.0267525563 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.0000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31413QJ33 774.840000 PA USD 789.550000 0.0017021575 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.2000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DQ88 10948.000000 PA USD 9604.260000 0.0207054184 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418CMY7 27559.530000 PA USD 27331.670000 0.0589231928 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETJ98 6433.620000 PA USD 6343.030000 0.0136746704 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DGY0 8511.350000 PA USD 8848.780000 0.0190767110 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138YR5G9 42163.950000 PA USD 41729.290000 0.0899624136 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CPL0 3001.710000 PA USD 3076.960000 0.0066334881 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DUL1 359.290000 PA USD 375.140000 0.0008087485 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KAG9 2854.490000 PA USD 2926.050000 0.0063081476 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418EBJ8 100062.590000 PA USD 89119.660000 0.1921293105 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GP67 2441.720000 PA USD 2288.990000 0.0049347369 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EKUQ6 13008.200000 PA USD 12690.480000 0.0273588698 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETV37 48651.180000 PA USD 45344.000000 0.0977552142 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUHG4 255713.550000 PA USD 261609.270000 0.5639923746 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QL6V3 394789.280000 PA USD 346801.920000 0.7476556101 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DV74 972238.550000 PA USD 813381.070000 1.7535338909 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WBQ57 7730.650000 PA USD 7811.250000 0.0168399439 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QT2T5 169663.550000 PA USD 174362.480000 0.3759007054 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410F5C5 1820.130000 PA USD 1872.050000 0.0040358735 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CQB3 6845.730000 PA USD 6719.470000 0.0144862215 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6L0 7452.320000 PA USD 7664.900000 0.0165244341 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RUW7 1952.790000 PA USD 2034.930000 0.0043870196 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417ECK5 41305.840000 PA USD 38916.910000 0.0838993224 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPEG5 6524.570000 PA USD 6314.760000 0.0136137243 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CZ98 50304.200000 PA USD 49385.510000 0.1064681349 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q6T3 1338.760000 PA USD 1374.870000 0.0029640242 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJRA8 5461.490000 PA USD 5537.430000 0.0119379114 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DBW8 685.200000 PA USD 714.020000 0.0015393256 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LTJD1 49752.710000 PA USD 49445.720000 0.1065979391 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WEFP9 2279.540000 PA USD 2250.560000 0.0048518872 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BRY6 699.690000 PA USD 718.560000 0.0015491132 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JAND6 54506.240000 PA USD 53668.850000 0.1157024067 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A4XY6 25472.210000 PA USD 25343.570000 0.0546371320 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31415VYC3 543.960000 PA USD 573.920000 0.0012372899 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MZ47 5151.810000 PA USD 5368.500000 0.0115737224 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RAB5 1634.300000 PA USD 1678.380000 0.0036183485 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31417YUM7 4693.480000 PA USD 4696.590000 0.0101251800 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMU4 47133.740000 PA USD 44447.910000 0.0958233716 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418EAV2 154196.360000 PA USD 133526.290000 0.2878636883 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31411ARB3 438.140000 PA USD 469.650000 0.0010124986 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WEXD6 38540.860000 PA USD 37275.420000 0.0803605034 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RJN0 5069.810000 PA USD 5206.540000 0.0112245597 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418C3E2 7657.070000 PA USD 7677.070000 0.0165506709 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140MMT73 127656.180000 PA USD 111275.330000 0.2398937836 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CGZ2 13886.850000 PA USD 13433.270000 0.0289602194 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QANY2 35271.700000 PA USD 36071.590000 0.0777652172 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGYQ6 98647.860000 PA USD 82618.430000 0.1781135834 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410FZ99 356.620000 PA USD 378.090000 0.0008151083 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED56 57545.420000 PA USD 50164.010000 0.1081464702 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A7QM3 7711.340000 PA USD 7715.250000 0.0166329816 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LQQ8 5526.760000 PA USD 5704.670000 0.0122984571 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3M4 16162.410000 PA USD 16080.790000 0.0346678959 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140NLSV2 103473.150000 PA USD 104030.190000 0.2242742923 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Q9DE0 79289.070000 PA USD 80044.820000 0.1725652463 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RR92 2268.500000 PA USD 2363.910000 0.0050962537 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ANJ2 933.970000 PA USD 977.010000 0.0021062946 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CS47 43987.290000 PA USD 41993.240000 0.0905314523 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AXG7 5481.520000 PA USD 5618.930000 0.0121136138 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416XJ76 2008.060000 PA USD 1997.920000 0.0043072313 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CTT9 5598.690000 PA USD 5845.810000 0.0126027348 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUD86 77638.840000 PA USD 81089.460000 0.1748173415 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417VPC1 256.190000 PA USD 264.340000 0.0005698794 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GA78 1025.240000 PA USD 1050.940000 0.0022656772 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418UEL4 35863.630000 PA USD 37018.110000 0.0798057797 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EHJ2 5230.350000 PA USD 5095.910000 0.0109860571 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MSR4 1464.430000 PA USD 1530.970000 0.0033005536 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418BW93 19215.620000 PA USD 18411.320000 0.0396921871 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 31385JJC3 3834.170000 PA USD 4045.290000 0.0087210698 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CFD1 42051.890000 PA USD 38946.240000 0.0839625537 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y67K0 40605.950000 PA USD 42440.410000 0.0914954872 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BRR1 4013.370000 PA USD 4254.960000 0.0091730885 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XLVH8 5747.640000 PA USD 5858.910000 0.0126309766 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LF64 8951.580000 PA USD 9554.290000 0.0205976902 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DXK3 1243611.660000 PA USD 1039534.170000 2.2410878063 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J8VP5 86153.600000 PA USD 81070.650000 0.1747767898 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 29631.930000 PA USD 29709.290000 0.0640490034 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140A94B3 177460.150000 PA USD 180885.920000 0.3899643141 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BM47 7098.270000 PA USD 7379.680000 0.0159095404 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJXT0 3257.000000 PA USD 3258.650000 0.0070251859 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GYN7 3082.870000 PA USD 3160.150000 0.0068128339 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPG24 56589.160000 PA USD 53049.420000 0.1143670037 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CHF4 22701.060000 PA USD 21763.040000 0.0469180186 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CV74 2452.730000 PA USD 2514.220000 0.0054203007 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138YWJZ1 1044.430000 PA USD 1029.720000 0.0022199299 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMQ3 792.870000 PA USD 826.220000 0.0017812128 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416VKM5 11376.720000 PA USD 12008.110000 0.0258877771 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMSB1 501408.350000 PA USD 440150.340000 0.9489015257 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNEW8 412114.540000 PA USD 345708.660000 0.7452986971 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CU67 6460.650000 PA USD 6622.610000 0.0142774052 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GBA0 764.820000 PA USD 807.050000 0.0017398850 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385W2S7 1128.330000 PA USD 1171.750000 0.0025261263 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9SN2 30032.480000 PA USD 27757.720000 0.0598416960 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140ATBS4 135031.450000 PA USD 137988.550000 0.2974836862 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AQ83 1641.960000 PA USD 1633.670000 0.0035219601 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EM23 173160.100000 PA USD 179623.870000 0.3872435139 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410G2F9 1335.500000 PA USD 1388.450000 0.0029933007 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W0BS3 10036.520000 PA USD 10288.190000 0.0221798742 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6U0 2860.450000 PA USD 2980.490000 0.0064255125 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EKS8 19100.590000 PA USD 18579.920000 0.0400556647 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCV21 152178.600000 PA USD 142678.110000 0.3075937105 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J7QA6 42823.870000 PA USD 43321.290000 0.0933945392 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CJ49 9765.060000 PA USD 10394.510000 0.0224090850 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LUTV7 13174.330000 PA USD 12744.030000 0.0274743160 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WQAW2 44144.930000 PA USD 41458.170000 0.0893779175 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LMN9 3869.200000 PA USD 3640.920000 0.0078493056 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DQW6 38515.670000 PA USD 36288.110000 0.0782320035 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ATF4 547.510000 PA USD 571.670000 0.0012324392 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QKN87 80604.700000 PA USD 70740.770000 0.1525070379 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPDH9 25434.850000 PA USD 25746.150000 0.0555050372 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410FVY8 686.500000 PA USD 716.790000 0.0015452973 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLM60 57709.980000 PA USD 50594.070000 0.1090736184 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GWM1 8887.630000 PA USD 9377.180000 0.0202158663 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9C32 4409.510000 PA USD 4282.410000 0.0092322668 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUWR3 62395.610000 PA USD 64580.050000 0.1392254019 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DF99 16609.650000 PA USD 15663.180000 0.0337675881 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MG30 12025.450000 PA USD 12556.240000 0.0270694674 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3RE1 363711.980000 PA USD 379205.880000 0.8175139387 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402QYZ8 5056.420000 PA USD 5256.880000 0.0113330855 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMKX8 8969.050000 PA USD 9257.770000 0.0199584353 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A2GV5 14869.030000 PA USD 14793.940000 0.0318936303 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418D7J5 59301.860000 PA USD 54048.550000 0.1165209859 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HM42 358.200000 PA USD 374.480000 0.0008073256 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ET67 244745.300000 PA USD 249756.120000 0.5384386692 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSM1 4200.460000 PA USD 4179.250000 0.0090098685 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW34 5261.740000 PA USD 5578.090000 0.0120255686 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417UEC5 3066.750000 PA USD 3110.810000 0.0067064639 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AQ35 41001.390000 PA USD 39684.610000 0.0855543744 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GJ95 722.560000 PA USD 752.950000 0.0016232531 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ7F9 23731.620000 PA USD 23743.650000 0.0511879321 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X4TB2 78583.790000 PA USD 72818.400000 0.1569861126 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GFF5 2372.740000 PA USD 2472.540000 0.0053304445 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31415QP91 3352.740000 PA USD 3493.760000 0.0075320496 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AX44 8507.930000 PA USD 8636.950000 0.0186200357 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140X5ZM8 78296.230000 PA USD 76328.430000 0.1645532381 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371KWK3 1023.000000 PA USD 1079.330000 0.0023268820 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LXQH5 25252.450000 PA USD 24427.650000 0.0526625388 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418UEK6 7834.930000 PA USD 8132.640000 0.0175328150 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HL35 2795.210000 PA USD 2893.090000 0.0062370905 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9NY2 49171.570000 PA USD 46230.860000 0.0996671582 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6G20 323977.210000 PA USD 338723.220000 0.7302390820 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417F4K1 51949.330000 PA USD 48787.580000 0.1051790829 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW42 3265.720000 PA USD 3499.730000 0.0075449201 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417F4U9 22008.720000 PA USD 20632.550000 0.0444808430 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AS33 36627.020000 PA USD 35450.720000 0.0764267098 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XC5X2 30851.690000 PA USD 31808.180000 0.0685739117 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVAM6 208780.470000 PA USD 216379.580000 0.4664835965 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AVS3 5473.310000 PA USD 5445.670000 0.0117400899 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHFB3 8247.270000 PA USD 8205.620000 0.0176901495 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WDT27 51222.130000 PA USD 50671.350000 0.1092402231 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419BBY0 1991.950000 PA USD 2022.160000 0.0043594893 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YTT4 15919.690000 PA USD 15839.290000 0.0341472562 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WEKG3 1481.540000 PA USD 1432.900000 0.0030891286 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CGY5 23305.770000 PA USD 22544.550000 0.0486028430 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MG63 10757.760000 PA USD 11405.330000 0.0245882692 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410GBE2 780.080000 PA USD 812.890000 0.0017524752 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XFPM7 96194.360000 PA USD 89647.580000 0.1932674309 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GH25 33119.950000 PA USD 31049.020000 0.0669372707 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418D2M3 26704.390000 PA USD 23327.410000 0.0502905778 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419LZY2 24546.810000 PA USD 24422.850000 0.0526521907 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJ5G9 35546.740000 PA USD 34135.800000 0.0735919293 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DD97 4721.850000 PA USD 4920.450000 0.0106077903 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WNXA2 24872.740000 PA USD 23316.910000 0.0502679413 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418BT55 5592.560000 PA USD 5513.810000 0.0118869901 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HML4 2349.960000 PA USD 2448.800000 0.0052792645 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410K3J1 19731.090000 PA USD 21003.530000 0.0452806231 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RRN1 125419.680000 PA USD 128997.320000 0.2780998732 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418CVA9 40187.380000 PA USD 38595.980000 0.0832074430 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QTEF2 193379.100000 PA USD 198952.310000 0.4289128812 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140APFF6 56368.670000 PA USD 58515.780000 0.1261516983 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHWG3 2682.290000 PA USD 2668.740000 0.0057534238 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RDF3 4502.510000 PA USD 4724.490000 0.0101853284 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BLC0 4731.380000 PA USD 4930.380000 0.0106291980 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DWK1 1595.130000 PA USD 1691.150000 0.0036458788 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VD0 57685.600000 PA USD 56526.620000 0.1218633523 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419BBT1 47153.680000 PA USD 46915.550000 0.1011432525 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A2AX7 70807.340000 PA USD 70449.750000 0.1518796402 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CVY5 2524.890000 PA USD 2588.190000 0.0055797695 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418FNJ2 75264.510000 PA USD 76472.550000 0.1648639403 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RJL4 8289.530000 PA USD 8513.100000 0.0183530327 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCXQ4 21175.290000 PA USD 21243.400000 0.0457977487 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EE30 13745.770000 PA USD 12465.230000 0.0268732628 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31408DVP6 501.860000 PA USD 504.700000 0.0010880614 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.5900000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AAH1 3078.750000 PA USD 3080.310000 0.0066407102 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECE8 57349.390000 PA USD 54645.380000 0.1178076665 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WEXT1 32025.450000 PA USD 30684.970000 0.0661524307 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCKG0 239235.900000 PA USD 219724.420000 0.4736945957 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DDX4 2800.150000 PA USD 2917.930000 0.0062906420 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUZY5 8700.290000 PA USD 9004.880000 0.0194132404 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELB36 8862.580000 PA USD 8623.690000 0.0185914490 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUM94 18394.740000 PA USD 18884.240000 0.0407117353 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KJJ4 231.070000 PA USD 240.790000 0.0005191090 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGCB8 19693.500000 PA USD 19992.140000 0.0431002101 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WZWA6 10835.190000 PA USD 10486.760000 0.0226079629 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YTU1 14208.790000 PA USD 14424.260000 0.0310966528 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGNK6 14746.570000 PA USD 14951.460000 0.0322332211 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KGP3 2922.910000 PA USD 3098.860000 0.0066807014 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECD0 83784.090000 PA USD 78026.950000 0.1682150056 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPGW8 16111.510000 PA USD 15120.550000 0.0325977550 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS3D1 118785.330000 PA USD 120381.670000 0.2595257573 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.0000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 31371KKL4 1268.280000 PA USD 1332.500000 0.0028726805 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EKF59 6337.960000 PA USD 6434.070000 0.0138709397 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.5000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 3140FXGG1 122477.570000 PA USD 122595.070000 0.2642975329 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416XY95 7306.610000 PA USD 7408.210000 0.0159710470 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ4B1 7526.270000 PA USD 8011.410000 0.0172714604 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMT7 4101.980000 PA USD 4348.900000 0.0093756098 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AN52 3818.510000 PA USD 3876.310000 0.0083567730 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGDN1 21376.900000 PA USD 20482.130000 0.0441565589 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417D2G7 7240.050000 PA USD 6812.900000 0.0146876433 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XH2F3 143688.440000 PA USD 126893.650000 0.2735646599 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHHT7 363571.120000 PA USD 303400.620000 0.6540885807 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAN0 137779.790000 PA USD 120099.880000 0.2589182582 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADC8 8942.760000 PA USD 9318.900000 0.0200902229 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFRH1 2769.520000 PA USD 2730.520000 0.0058866127 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DBD0 2001.450000 PA USD 2058.540000 0.0044379194 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LS37 29161.150000 PA USD 28360.910000 0.0611420879 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418CQD9 64037.110000 PA USD 61560.550000 0.1327157894 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CJE5 2421.850000 PA USD 2377.180000 0.0051248619 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3PV5 178229.210000 PA USD 182269.680000 0.3929475039 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A5BP6 3648.190000 PA USD 3629.770000 0.0078252678 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138YHU65 31791.010000 PA USD 30747.190000 0.0662865681 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31406S4B6 259.830000 PA USD 274.250000 0.0005912440 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YRW9 6563.130000 PA USD 6774.400000 0.0146046428 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELX81 4101.910000 PA USD 4328.390000 0.0093313932 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MKZ4 4686.990000 PA USD 4820.690000 0.0103927219 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J7UE3 46328.210000 PA USD 46769.730000 0.1008288853 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERA59 2765.280000 PA USD 2726.340000 0.0058776012 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418D3N0 93338.150000 PA USD 89170.650000 0.1922392377 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GK2F2 8596.350000 PA USD 8609.980000 0.0185618922 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M4GD9 2533.690000 PA USD 2688.600000 0.0057962392 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945ZY7 22507.090000 PA USD 22542.780000 0.0485990272 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SAY6 3033.440000 PA USD 2937.590000 0.0063330262 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7UU8 3288.720000 PA USD 3339.670000 0.0071998535 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8XW9 16852.130000 PA USD 17414.390000 0.0375429478 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128LXBX7 4001.170000 PA USD 4164.550000 0.0089781774 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943CM3 162.220000 PA USD 161.580000 0.0003483435 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128LXBH2 11596.250000 PA USD 11922.150000 0.0257024596 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292LV77 27241.060000 PA USD 26380.290000 0.0568721529 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MEE49 21143.960000 PA USD 20746.200000 0.0447258562 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312944TS0 10156.460000 PA USD 10116.140000 0.0218089589 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941SV0 2277.660000 PA USD 2268.620000 0.0048908220 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128LXFP0 154.770000 PA USD 159.370000 0.0003435791 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312938K51 2774.760000 PA USD 2817.750000 0.0060746682 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941NS2 2695.970000 PA USD 2785.890000 0.0060059826 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SBG4 26002.600000 PA USD 25194.730000 0.0543162542 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3129413N5 1555.070000 PA USD 1580.420000 0.0034071607 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7TQ9 23272.220000 PA USD 23632.750000 0.0509488475 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MMPU1 927.430000 PA USD 920.840000 0.0019852001 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335ALP1 19085.630000 PA USD 19397.050000 0.0418172807 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GEUJ7 21039.180000 PA USD 21355.860000 0.0460401965 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 12153.100000 PA USD 12104.860000 0.0260963564 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945ZD3 33642.510000 PA USD 33508.960000 0.0722405514 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJFJ4 1877.050000 PA USD 1991.790000 0.0042940159 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335AFV5 6864.480000 PA USD 6976.390000 0.0150401045 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJAN0 830.670000 PA USD 884.060000 0.0019059076 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312944AG6 3464.880000 PA USD 3451.130000 0.0074401454 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6M88 650.330000 PA USD 693.080000 0.0014941819 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132HMK91 40774.950000 PA USD 39486.530000 0.0851273421 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7PU4 18154.780000 PA USD 18436.030000 0.0397454583 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75T9 26090.380000 PA USD 26960.860000 0.0581237792 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128LXKW9 2218.980000 PA USD 2344.140000 0.0050536324 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75Q5 8783.860000 PA USD 9076.930000 0.0195685700 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8R30 108.050000 PA USD 107.620000 0.0002320134 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M4QG1 18512.430000 PA USD 19860.200000 0.0428157663 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJQ94 24759.440000 PA USD 23977.080000 0.0516911740 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8HG2 3698.090000 PA USD 3683.410000 0.0079409080 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJCE8 10776.080000 PA USD 11241.890000 0.0242359158 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943UJ0 27572.100000 PA USD 27462.650000 0.0592055671 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312940AM1 2121.560000 PA USD 2201.460000 0.0047460346 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312944LP4 1079.650000 PA USD 1075.370000 0.0023183448 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312944PJ4 37929.920000 PA USD 37779.350000 0.0814469048 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9LV2 42095.800000 PA USD 39714.890000 0.0856196538 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128LXAV2 7283.440000 PA USD 7598.360000 0.0163809834 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74W3 15807.120000 PA USD 16064.830000 0.0346334884 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128FWAJ8 778.370000 PA USD 798.750000 0.0017219914 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312940EU9 7765.570000 PA USD 8024.570000 0.0172998315 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJEV8 3309.630000 PA USD 3550.540000 0.0076544592 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312938BW2 2917.840000 PA USD 2962.860000 0.0063875047 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SBK5 5733.610000 PA USD 5555.470000 0.0119768031 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M4B77 618.840000 PA USD 656.680000 0.0014157087 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SAV2 30453.740000 PA USD 29491.450000 0.0635793713 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M76Q4 1474.540000 PA USD 1544.270000 0.0033292265 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6QE1 1141.760000 PA USD 1216.100000 0.0026217386 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74T0 1758.880000 PA USD 1828.840000 0.0039427189 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMS6 13818.580000 PA USD 14032.660000 0.0302524189 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SA59 8091.500000 PA USD 7835.820000 0.0168929133 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MDGD9 1752.360000 PA USD 1739.360000 0.0037498128 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312933NW0 3005.260000 PA USD 3051.820000 0.0065792898 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9ZN5 7059.470000 PA USD 7171.860000 0.0154615100 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942UJ2 467.780000 PA USD 465.920000 0.0010044572 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8A95 2583.910000 PA USD 2780.330000 0.0059939960 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31296TKN3 1037.070000 PA USD 1084.170000 0.0023373163 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943GW7 55646.040000 PA USD 55425.140000 0.1194887181 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9LU4 33142.850000 PA USD 31262.920000 0.0673984087 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SAG5 4770.030000 PA USD 4619.300000 0.0099585537 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M5M56 3277.280000 PA USD 3418.940000 0.0073707483 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75X0 732.870000 PA USD 744.820000 0.0016057260 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJQX1 34421.910000 PA USD 33515.400000 0.0722544351 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MDGE7 1173.870000 PA USD 1165.660000 0.0025129972 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312936NA1 9532.380000 PA USD 9680.050000 0.0208688109 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312946PD2 587.990000 PA USD 596.840000 0.0012867021 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292KYV3 6673.250000 PA USD 7129.720000 0.0153706622 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6XU7 1202.980000 PA USD 1254.980000 0.0027055584 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6VF2 6528.790000 PA USD 6837.450000 0.0147405696 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942NF8 5363.350000 PA USD 5342.060000 0.0115167215 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942WL5 300.320000 PA USD 299.130000 0.0006448817 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31296QQD5 568.140000 PA USD 583.020000 0.0012569082 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.0000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132L5A29 42329.180000 PA USD 39747.940000 0.0856909049 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8R48 2606.750000 PA USD 2596.400000 0.0055974691 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7BK1 8231.910000 PA USD 8587.840000 0.0185141615 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QLRA1 337.670000 PA USD 348.030000 0.0007503032 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.9350000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NGEY7 75.410000 PA USD 77.260000 0.0001665616 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.3170000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QJQE9 342.740000 PA USD 350.670000 0.0007559946 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.2190000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QJ2R6 730.560000 PA USD 746.810000 0.0016100161 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.6250000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128LUHZ2 223.600000 PA USD 228.210000 0.0004919883 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.1830000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4GD3 300.760000 PA USD 308.280000 0.0006646078 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.3180000000 N N N N N N FED HOME LOAN MTG 30YR ARM S6XOOCT0IEG5ABCC6L87 3128NGAT2 3414.460000 PA USD 3491.160000 0.0075264444 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.1110000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QJPK6 604.710000 PA USD 619.540000 0.0013356401 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.3980000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4LX3 985.130000 PA USD 1008.000000 0.0021731046 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.4760000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JNNV3 363.660000 PA USD 370.210000 0.0007981201 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.1460000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUJN8 30391.340000 PA USD 31193.620000 0.0672490077 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWF57 10276.640000 PA USD 10382.080000 0.0223822877 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AQFQ5 159775.580000 PA USD 138601.800000 0.2988057660 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426JF53 108315.300000 PA USD 111992.330000 0.2414395336 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWD67 31136.730000 PA USD 28236.080000 0.0608729722 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7B5 698757.090000 PA USD 585561.350000 1.2623869798 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KQGP5 157024.330000 PA USD 164415.660000 0.3544567763 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7A7 176042.100000 PA USD 154434.970000 0.3329398284 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWEF6 100086.880000 PA USD 87153.200000 0.1878899025 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DULT2 25915.660000 PA USD 26545.140000 0.0572275460 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132D6AU4 100556.480000 PA USD 93867.920000 0.2023658837 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427PXU3 38908.770000 PA USD 40579.670000 0.0874839964 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CFT66 25067.970000 PA USD 25510.610000 0.0549972465 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUCT2 84854.280000 PA USD 85293.190000 0.1838799855 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132D6CX6 26328.420000 PA USD 26583.310000 0.0573098351 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GUNB5 246663.400000 PA USD 252660.490000 0.5447000778 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQ6R2 119092.240000 PA USD 100302.380000 0.2162376642 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427CYW7 131433.780000 PA USD 134130.100000 0.2891654168 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142JTVW0 44419.630000 PA USD 44712.380000 0.0963935314 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV4Y8 102383.330000 PA USD 100378.410000 0.2164015740 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNXE8 162219.460000 PA USD 158358.340000 0.3413980560 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132D6B66 40732.230000 PA USD 37933.360000 0.0817789285 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DM2R5 590860.860000 PA USD 496065.070000 1.0694457302 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QJ94 171070.880000 PA USD 172468.700000 0.3718179851 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWET6 183835.610000 PA USD 185836.880000 0.4006378797 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWEJ8 18754.670000 PA USD 18264.510000 0.0393756856 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31425VMB6 106297.480000 PA USD 109175.840000 0.2353675818 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTFE5 225359.940000 PA USD 231569.190000 0.4992302350 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427NRC5 38991.310000 PA USD 40575.910000 0.0874758904 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GUKU6 125957.580000 PA USD 129963.800000 0.2801834666 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132ACS35 28462.280000 PA USD 27314.930000 0.0588871038 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWE74 162809.190000 PA USD 164594.580000 0.3548425024 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WDQU9 61080.480000 PA USD 62175.280000 0.1340410598 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CTLV9 131316.940000 PA USD 134468.940000 0.2898959077 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132ACYK0 185859.900000 PA USD 190078.380000 0.4097819504 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KPGK8 123285.760000 PA USD 116773.860000 0.2517478321 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3142JCB66 54722.520000 PA USD 54238.470000 0.1169304264 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWFF5 147743.330000 PA USD 146675.130000 0.3162107171 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYWJ4 154478.900000 PA USD 142064.180000 0.3062701647 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132A8GL7 47302.280000 PA USD 46635.750000 0.1005400435 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWHD8 86394.180000 PA USD 85643.490000 0.1846351824 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJY8 339445.480000 PA USD 347698.370000 0.7495882288 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3132D9T38 50745.080000 PA USD 50047.330000 0.1078949247 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 3.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132D6CG3 43876.320000 PA USD 43739.460000 0.0942960542 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQFN1 233242.990000 PA USD 214001.250000 0.4613562553 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CW6E9 40644.600000 PA USD 37423.280000 0.0806792686 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTLM0 86907.870000 PA USD 88228.130000 0.1902072986 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426PDW2 110592.390000 PA USD 113966.880000 0.2456963825 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CVU85 33110.660000 PA USD 33878.850000 0.0730379816 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNLC5 698942.350000 PA USD 614922.560000 1.3256855722 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KLZX8 213232.360000 PA USD 178033.160000 0.3838141694 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYWH8 102679.900000 PA USD 91656.380000 0.1975981180 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSFR4 184923.080000 PA USD 191397.160000 0.4126250525 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426LK52 29322.910000 PA USD 30325.630000 0.0653777447 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTAW0 607909.110000 PA USD 532762.480000 1.1485601263 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWDC4 1140658.720000 PA USD 950283.500000 2.0486760568 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427Q6S6 89759.760000 PA USD 90493.660000 0.1950914591 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVGD7 499396.260000 PA USD 515815.190000 1.1120241796 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.0000000000 N N N N N N FHR 5086 MI S6XOOCT0IEG5ABCC6L87 3137FFHC4 983762.010000 PA USD 153226.010000 0.3303334826 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.5000000000 N N N N N N FHR 5293 CI S6XOOCT0IEG5ABCC6L87 3137H9QF9 1217092.620000 PA USD 188772.510000 0.4069666804 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 2.5000000000 N N N N N N FHR 3418 DF S6XOOCT0IEG5ABCC6L87 31397R7F7 8869.890000 PA USD 9194.390000 0.0198217970 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.0000000000 N N N N N N FHR 4142 QI S6XOOCT0IEG5ABCC6L87 3137AX6D0 44751.540000 PA USD 1336.650000 0.0028816273 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 3.0000000000 N N N N N N FHS 379 C1 S6XOOCT0IEG5ABCC6L87 3142FRPN5 1174329.180000 PA USD 118217.360000 0.2548598128 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 1.5000000000 N N N N N N FHS 405 C27 S6XOOCT0IEG5ABCC6L87 3142G5QN1 710378.680000 PA USD 101392.570000 0.2185879588 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 2.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H050631 466000.000000 PA USD 467579.740000 1.0080354105 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H042638 640000.000000 PA USD 632294.400000 1.3631367883 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.5000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H040632 -10000.000000 PA USD -9616.740000 -0.0207323235 Short ABS-MBS USGA US N 2 2040-01-01 Fixed 4.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H030633 85000.000000 PA USD 77947.470000 0.1680436580 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H052637 905000.000000 PA USD 916457.300000 1.9757515811 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.5000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H020634 186000.000000 PA USD 157580.870000 0.3397219413 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H040632 40253.000000 PA USD 38710.260000 0.0834538144 Long ABS-MBS USGA US N 2 2040-01-01 Fixed 4.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H022630 591000.000000 PA USD 521560.460000 1.1244101645 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 2.5000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H060630 -2075000.000000 PA USD -2116915.000000 -4.5637676281 Short ABS-MBS USGA US N 2 2033-01-01 Fixed 6.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241L5Z5 964.790000 PA USD 1016.050000 0.0021904593 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QJ4 6375.890000 PA USD 6468.500000 0.0139451659 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36179DEQ9 2833.700000 PA USD 2747.640000 0.0059235210 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36295QLQ1 7737.350000 PA USD 7848.820000 0.0169209395 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2MV1 11397.430000 PA USD 11785.300000 0.0254074304 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF68 14155.320000 PA USD 14655.760000 0.0315957339 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36176W7E5 14056.060000 PA USD 13634.170000 0.0293933312 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36180CYU7 3447.020000 PA USD 3342.330000 0.0072055881 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36296JNX9 16889.880000 PA USD 17128.240000 0.0369260491 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36178EDG1 33724.870000 PA USD 31750.910000 0.0684504457 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF50 14155.320000 PA USD 14655.760000 0.0315957339 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 3620A9S44 15714.360000 PA USD 16269.940000 0.0350756764 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2N81 7319.600000 PA USD 6902.310000 0.0148803986 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36181BV56 1238.420000 PA USD 1186.010000 0.0025568689 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QW5 20220.700000 PA USD 20831.090000 0.0449088670 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36297FYY2 9055.810000 PA USD 9383.240000 0.0202289308 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LX84 44912.820000 PA USD 43564.770000 0.0939194474 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617GSFC8 22231.380000 PA USD 22114.150000 0.0476749619 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGD2 26447.270000 PA USD 26835.170000 0.0578528095 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHY5 264078.230000 PA USD 263264.400000 0.5675605994 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FMA1 24815.760000 PA USD 24579.180000 0.0529892159 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FP67 1284.380000 PA USD 1272.140000 0.0027425529 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202E7H6 1210.530000 PA USD 1250.300000 0.0026954690 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TQS7 10413.260000 PA USD 10668.720000 0.0230002428 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2D74 17453.960000 PA USD 16903.540000 0.0364416279 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202DXS5 851.170000 PA USD 872.380000 0.0018807272 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WZA9 238013.320000 PA USD 218315.320000 0.4706567766 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617MEDS9 19239.380000 PA USD 18348.110000 0.0395559153 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TCZ6 16569.120000 PA USD 16720.500000 0.0360470197 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SGK7 16671.030000 PA USD 15493.370000 0.0334015019 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RVD8 28069.370000 PA USD 28396.650000 0.0612191382 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WDR6 537285.520000 PA USD 474256.200000 1.0224289086 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MG61 28688.050000 PA USD 28412.440000 0.0612531792 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179QGG0 9474.370000 PA USD 9913.490000 0.0213720743 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FXC5 10454.570000 PA USD 10610.790000 0.0228753540 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FKN5 128139.700000 PA USD 130019.110000 0.2803027071 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179UGE6 28272.470000 PA USD 28832.490000 0.0621587473 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TE43 7097.700000 PA USD 7296.050000 0.0157292460 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FFU5 908.960000 PA USD 938.880000 0.0020240917 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202ECA5 10892.870000 PA USD 11391.910000 0.0245593376 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TUE3 9430.720000 PA USD 9819.830000 0.0211701567 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179NBC1 2432.980000 PA USD 2409.610000 0.0051947764 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FJR8 3513.950000 PA USD 3629.600000 0.0078249013 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179X5F9 33421.240000 PA USD 33204.720000 0.0715846533 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EBU2 651.710000 PA USD 669.390000 0.0014431096 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36189MBR8 9145.730000 PA USD 8804.730000 0.0189817455 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XDF0 189637.750000 PA USD 191552.700000 0.4129603746 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617MEFL2 16872.480000 PA USD 16075.810000 0.0346571597 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UK27 10993.880000 PA USD 11319.890000 0.0244040727 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FCN4 2165.710000 PA USD 2197.580000 0.0047376699 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MS27 6522.360000 PA USD 6735.370000 0.0145204997 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179V4U1 267102.900000 PA USD 226383.040000 0.4880496333 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SEG8 51477.630000 PA USD 47841.200000 0.1031388222 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NX60 6063.350000 PA USD 6004.250000 0.0129443090 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UCE0 92.200000 PA USD 94.960000 0.0002047203 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WSZ2 40662.270000 PA USD 37312.490000 0.0804404211 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EE96 16499.010000 PA USD 17261.700000 0.0372137699 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202D6E6 4132.520000 PA USD 4321.840000 0.0093172723 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W2U1 50569.390000 PA USD 44637.620000 0.0962323594 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FLQ7 16046.100000 PA USD 16574.220000 0.0357316608 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY93 283678.430000 PA USD 250403.070000 0.5398334014 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179X5E2 50310.220000 PA USD 48896.670000 0.1054142654 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202E7G8 3677.350000 PA USD 3731.460000 0.0080444970 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VHG8 169310.430000 PA USD 152104.890000 0.3279165073 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EGC7 2206.540000 PA USD 2268.550000 0.0048906711 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FEG7 5883.980000 PA USD 5839.690000 0.0125895410 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36183FLP2 6022.300000 PA USD 5818.360000 0.0125435566 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FQ82 40890.690000 PA USD 42236.520000 0.0910559294 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MSY7 12920.290000 PA USD 12796.160000 0.0275867008 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202DZX2 290.050000 PA USD 297.280000 0.0006408934 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY85 157581.610000 PA USD 133527.610000 0.2878665341 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36183EZE5 9651.960000 PA USD 9232.400000 0.0199037412 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179QT43 65867.880000 PA USD 63646.090000 0.1372119170 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WUV8 55683.350000 PA USD 51083.680000 0.1101291479 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XX50 133494.580000 PA USD 134668.560000 0.2903262600 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NF78 102271.930000 PA USD 99010.230000 0.2134519726 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202ETA7 8990.740000 PA USD 9583.730000 0.0206611587 Long ABS-MBS USGA US N 2 2038-05-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XFL5 162693.080000 PA USD 168139.840000 0.3624855787 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202DVY4 1044.800000 PA USD 1068.880000 0.0023043532 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FEK8 8235.240000 PA USD 8640.420000 0.0186275165 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TV93 7082.160000 PA USD 7374.370000 0.0158980928 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MVS6 27746.890000 PA USD 26875.560000 0.0579398846 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202D2V2 423.230000 PA USD 442.590000 0.0009541611 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SUX3 3598.800000 PA USD 3640.730000 0.0078488960 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG58 5450.740000 PA USD 5346.460000 0.0115262073 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FM78 7043.570000 PA USD 6976.420000 0.0150401692 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202ELL1 6893.150000 PA USD 7347.820000 0.0158408548 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36178DZN4 72575.460000 PA USD 68435.130000 0.1475364060 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FLP9 6304.880000 PA USD 6397.350000 0.0137917766 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SQV2 221347.870000 PA USD 205998.350000 0.4441031412 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UGF3 9158.920000 PA USD 9429.390000 0.0203284236 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EAL3 9914.600000 PA USD 10484.260000 0.0226025733 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 6.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36202EE88 9052.070000 PA USD 9306.470000 0.0200634256 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TUB9 56838.930000 PA USD 55751.550000 0.1201924117 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A3BS8 78207.860000 PA USD 76727.900000 0.1654144386 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGY6 4680.280000 PA USD 4834.320000 0.0104221063 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MNJ5 3408.840000 PA USD 3376.090000 0.0072783698 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EAK5 423.240000 PA USD 442.630000 0.0009542473 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202DXB2 1233.370000 PA USD 1264.110000 0.0027252414 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179QBG5 9262.220000 PA USD 9114.980000 0.0196506004 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SQX8 29450.230000 PA USD 28914.020000 0.0623345144 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VV31 127125.330000 PA USD 124428.420000 0.2682499747 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FB39 816.020000 PA USD 828.030000 0.0017851149 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FP75 56067.730000 PA USD 56905.540000 0.1226802499 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617A9KW6 5621.770000 PA USD 5412.160000 0.0116678471 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHX7 154240.540000 PA USD 149906.890000 0.3231779320 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB71 65966.640000 PA USD 61306.690000 0.1321685033 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TG66 56164.630000 PA USD 56484.130000 0.1217717499 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WNE4 741123.770000 PA USD 654182.050000 1.4103234484 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.5000000000 N N N N N N GNMA ARM 549300M8ZYFG0OCMTT87 36225DAS3 5808.230000 PA USD 5906.590000 0.0127337679 Long ABS-MBS USGA US N 2 2034-05-20 Variable 5.6250000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NBB3 47444.030000 PA USD 45930.920000 0.0990205303 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202DYL9 15193.330000 PA USD 15888.240000 0.0342527855 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2TA0 84597.040000 PA USD 81437.000000 0.1755665883 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TAN5 19728.520000 PA USD 20355.700000 0.0438839938 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EGQ6 32699.650000 PA USD 34211.240000 0.0737545672 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FQ74 2691.380000 PA USD 2731.600000 0.0058889411 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EFP9 12740.950000 PA USD 13329.920000 0.0287374115 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VKQ2 20084.720000 PA USD 20577.440000 0.0443620337 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NJA7 104111.580000 PA USD 100791.210000 0.2172915121 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TZ73 40397.560000 PA USD 41220.510000 0.0888655563 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202ET25 22390.060000 PA USD 23481.980000 0.0506238088 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLN6 372738.360000 PA USD 315854.850000 0.6809381291 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36202D3Y5 11001.450000 PA USD 11504.630000 0.0248023459 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EWE5 37140.690000 PA USD 39590.350000 0.0853511632 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SJS7 57964.230000 PA USD 53869.580000 0.1161351520 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179ME30 25154.570000 PA USD 24364.650000 0.0525267198 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617LKBE9 11103.310000 PA USD 10588.940000 0.0228282485 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EDE6 4069.700000 PA USD 4184.070000 0.0090202598 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SYT8 17409.980000 PA USD 17092.990000 0.0368500551 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36202FTK2 41109.240000 PA USD 40714.490000 0.0877746492 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36202D3W9 3335.640000 PA USD 3418.770000 0.0073703818 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202DWF4 14300.140000 PA USD 14953.050000 0.0322366489 Long ABS-MBS USGA US N 2 2033-02-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TXY6 3145.220000 PA USD 3240.640000 0.0069863589 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617LSAE3 7717.470000 PA USD 7358.170000 0.0158631679 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MK74 15976.890000 PA USD 15475.170000 0.0333622653 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RVB2 67855.710000 PA USD 65331.310000 0.1408450116 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FFT8 4030.340000 PA USD 4089.450000 0.0088162725 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WBX5 576315.400000 PA USD 488364.050000 1.0528434265 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.0000000000 N N N N N N GNR 2018-8 DA 549300M8ZYFG0OCMTT87 38380UPK3 4265.890000 PA USD 4088.970000 0.0088152377 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.0000000000 N N N N N N GNR 2021-57 AI 549300M8ZYFG0OCMTT87 38382QAU4 1362866.450000 PA USD 161557.980000 0.3482960247 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.0000000000 N N N N N N GNR 2017-184 JH 549300M8ZYFG0OCMTT87 38380H5W8 5797.800000 PA USD 5348.950000 0.0115315754 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.0000000000 N N N N N N GNR 2020-181 WI 549300M8ZYFG0OCMTT87 38382LXR7 1540195.770000 PA USD 187046.460000 0.4032455621 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.0000000000 N N N N N N GNR 2013-24 OI 549300M8ZYFG0OCMTT87 38378FK74 13161.700000 PA USD 2153.980000 0.0046436745 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4.0000000000 N N N N N N GNR 2013-82 IG 549300M8ZYFG0OCMTT87 38378TDR8 30788.070000 PA USD 4778.010000 0.0103007099 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5000000000 N N N N N N GNR 2010-89 BG 549300M8ZYFG0OCMTT87 38377GU23 14628.450000 PA USD 14551.320000 0.0313705761 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.0000000000 N N N N N N T. Rowe Price Government Reserve Fund 5493002Y0IYARJVQ5N24 76105Y109 10356377.450000 NS USD 10356377.450000 22.3268766819 Long STIV RF US N 1 N N N 2026-04-06 T. ROWE PRICE MULTI-SECTOR ACCOUNT PORTFOLIOS, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President