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N/A 3140AQ5G3 2054-10-01 5.50000000 2190633.00 1620666.12 Agency Debentures and Agency Strips FNMA N/A 3140QM6G4 2052-01-01 3.00000000 1000.00 715.35 Agency Debentures and Agency Strips FNMA N/A 3140X8VT1 2050-11-01 3.50000000 2000.00 688.43 Agency Debentures and Agency Strips FNMA N/A 3140QUY91 2054-07-01 5.50000000 1144.00 1074.61 Agency Debentures and Agency Strips FNMA N/A 3140X9R49 2041-01-01 2.00000000 2000.00 1135.56 Agency Debentures and Agency Strips FMAC N/A 3133KQXT8 2053-04-01 5.00000000 1000.00 843.79 Agency Debentures and Agency Strips FNMA N/A 3140QSK26 2053-06-01 5.50000000 3251.00 2955.52 Agency Debentures and Agency Strips FNMA N/A 3138WHF56 2046-06-01 3.50000000 1000.00 77.24 Agency Debentures and Agency Strips FNMA N/A 3140XQJA6 2052-08-01 3.50000000 1157.00 961.96 Agency Debentures and Agency Strips FNMA N/A 3140QMZ49 2042-01-01 2.00000000 1000.00 653.38 Agency Debentures and Agency Strips FNMA N/A 3140QVLK8 2054-10-01 5.50000000 3040.00 2943.95 Agency Debentures 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Agency Strips FNMA N/A 3140ASYA0 2054-10-01 5.50000000 5000.00 4972.41 Agency Debentures and Agency Strips FNMA N/A 3140QVLE2 2054-10-01 5.50000000 2000.00 1933.60 Agency Debentures and Agency Strips FNMA N/A 3140W1WP4 2055-05-01 5.50000000 1014.00 1015.47 Agency Debentures and Agency Strips FNMA N/A 3140B53H8 2055-03-01 6.50000000 1016.00 1055.56 Agency Debentures and Agency Strips FNMA N/A 3140W1SQ7 2052-05-01 2.50000000 6030.00 4913.66 Agency Debentures and Agency Strips FNMA N/A 3140B1QE9 2055-02-01 6.00000000 1059500.00 1071599.34 Agency Debentures and Agency Strips FMAC N/A 3132DWPS6 2055-05-01 5.50000000 280000.00 277012.61 Agency Debentures and Agency Strips FNMA N/A 3140QSEB3 2053-05-01 5.00000000 2048.00 1831.04 Agency Debentures and Agency Strips FNMA N/A 3140X9EC5 2050-11-01 4.00000000 3000.00 931.74 Agency Debentures and Agency Strips FNMA N/A 3140W1WF6 2052-07-01 4.00000000 2022.00 1871.94 Agency Debentures and Agency Strips FNMA N/A 31384V4S8 2030-10-01 8.00000000 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Strips FNMA N/A 3140QUUD6 2054-06-01 5.50000000 2157.00 2014.80 Agency Debentures and Agency Strips FNMA N/A 3138W94X5 2043-10-01 5.00000000 1111.00 52.24 Agency Debentures and Agency Strips FNMA N/A 3140B8KT7 2055-06-01 5.50000000 1000.00 1004.19 Agency Debentures and Agency Strips FNMA N/A 3140QRGM9 2053-02-01 6.00000000 1008.00 764.72 Agency Debentures and Agency Strips FNMA N/A 3140QLPR1 2051-08-01 2.50000000 5000.00 3054.67 Agency Debentures and Agency Strips FNMA N/A 3138EMGA3 2029-01-01 4.00000000 5000.00 260.46 Agency Debentures and Agency Strips FNMA N/A 3140QLHD1 2051-07-01 2.50000000 1024.00 610.09 Agency Debentures and Agency Strips FNMA N/A 3140QVXA7 2054-12-01 5.50000000 3000.00 2935.76 Agency Debentures and Agency Strips FNMA N/A 3140XNCQ5 2053-10-01 5.50000000 24540839.00 20978049.42 Agency Debentures and Agency Strips FNMA N/A 3140QSFG1 2053-06-01 6.00000000 1197.00 980.83 Agency Debentures and Agency Strips FNMA N/A 3138XDAZ3 2028-12-01 3.50000000 5718.00 401.15 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6.00000000 511424.00 466906.44 Agency Debentures and Agency Strips FMAC N/A 3132DWDT7 2052-05-01 3.50000000 1000.00 727.77 Agency Debentures and Agency Strips FNMA N/A 3140X5CK7 2049-11-01 3.00000000 13000.00 3596.26 Agency Debentures and Agency Strips FNMA N/A 3140QVNW0 2054-11-01 5.50000000 3072.00 2997.48 Agency Debentures and Agency Strips FNMA N/A 3140X6SP7 2050-05-01 3.00000000 9000.00 3272.95 Agency Debentures and Agency Strips FMAC N/A 3132DUJ65 2054-10-01 5.50000000 315000.00 289402.78 Agency Debentures and Agency Strips FNMA N/A 3140QM4P6 2052-01-01 2.50000000 2000.00 1272.50 Agency Debentures and Agency Strips FNMA N/A 3140QNQ70 2052-03-01 3.50000000 1000.00 730.20 Agency Debentures and Agency Strips FNMA N/A 3140QMQ56 2051-12-01 2.50000000 3000.00 1970.31 Agency Debentures and Agency Strips FNMA N/A 3140X7M48 2050-07-01 4.00000000 2000.00 531.67 Agency Debentures and Agency Strips FNMA N/A 3140FEYC2 2031-10-01 2.50000000 1000.00 127.90 Agency Debentures and Agency Strips FNMA N/A 3138EHBB7 2041-10-01 5.00000000 1000.00 38.37 Agency Debentures and Agency Strips FNMA N/A 3140QRW82 2053-04-01 5.50000000 1065.00 891.02 Agency Debentures and Agency Strips FNMA N/A 3140QRP80 2053-03-01 5.50000000 1512.00 1257.52 Agency Debentures and Agency Strips FMAC N/A 3132DWPH0 2055-04-01 5.50000000 9137747.00 8996249.53 Agency Debentures and Agency Strips USTR N/A 912810RB6 2043-05-15 2.87500000 2137700.00 1615021.39 U.S. Treasuries (including strips) FNMA N/A 3138W9CF5 2043-08-01 3.50000000 7168.00 1018.87 Agency Debentures and Agency Strips FNMA N/A 3140XBQ60 2051-06-01 2.50000000 4000.00 2403.29 Agency Debentures and Agency Strips FNMA N/A 3140B44X5 2055-03-01 6.50000000 1000.00 1041.16 Agency Debentures and Agency Strips FNMA N/A 3140W1R88 2052-06-01 3.00000000 2048.00 1753.46 Agency Debentures and Agency Strips FNMA N/A 3140QQN84 2052-10-01 5.50000000 1000.00 851.02 Agency Debentures and Agency Strips FNMA N/A 3140W0TP0 2052-09-01 3.50000000 1000.00 866.11 Agency Debentures and Agency Strips FNMA N/A 3140QPAM9 2052-05-01 4.00000000 1000.00 742.64 Agency Debentures and Agency Strips FNMA N/A 3140QSUD1 2053-08-01 6.00000000 1097.00 863.04 Agency Debentures and Agency Strips FNMA N/A 3140F9WG6 2047-01-01 3.00000000 1000.00 227.38 Agency Debentures and Agency Strips FNMA N/A 3140QVL44 2054-10-01 6.00000000 4329.00 4226.79 Agency Debentures and Agency Strips FMAC N/A 3133LPT56 2031-11-01 1.50000000 1000.00 489.40 Agency Debentures and Agency Strips FNMA N/A 3140X8DK0 2037-08-01 3.00000000 10000.00 3156.47 Agency Debentures and Agency Strips FNMA N/A 3140FXK68 2052-07-01 4.00000000 1000.00 362.04 Agency Debentures and Agency Strips FNMA N/A 3140QQWW1 2052-11-01 6.50000000 1020.00 764.62 Agency Debentures and Agency Strips FMAC N/A 3132DT2G4 2054-09-01 6.00000000 1008.00 991.59 Agency Debentures and Agency Strips FNMA N/A 3140XAS60 2036-04-01 2.50000000 1000.00 420.60 Agency Debentures and Agency Strips FNMA N/A 3140QUDF0 2054-03-01 7.00000000 1000.00 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N/A 3140FXHQ8 2041-08-01 4.50000000 1003.00 286.03 Agency Debentures and Agency Strips FNMA N/A 3140A6VT0 2054-03-01 5.50000000 500000.00 490465.07 Agency Debentures and Agency Strips FMAC N/A 3132DNF40 2052-06-01 3.50000000 31999.00 23850.30 Agency Debentures and Agency Strips FNMA N/A 3140B7ED1 2055-04-01 7.00000000 1002.00 1016.68 Agency Debentures and Agency Strips FNMA N/A 3140QPRZ2 2052-07-01 5.00000000 2000.00 1530.74 Agency Debentures and Agency Strips FNMA N/A 3140QSBD2 2053-05-01 6.00000000 1024.00 840.77 Agency Debentures and Agency Strips FNMA N/A 3140QU3L8 2054-07-01 7.50000000 1000.00 906.20 Agency Debentures and Agency Strips FNMA N/A 3140QRWG4 2053-04-01 4.50000000 66051.00 54424.89 Agency Debentures and Agency Strips FNMA N/A 3140QRB69 2053-01-01 5.50000000 4040.00 3204.46 Agency Debentures and Agency Strips FNMA N/A 3140QMCE2 2051-10-01 2.50000000 4331.00 3031.88 Agency Debentures and Agency Strips FNMA N/A 3138WKQT5 2047-04-01 4.00000000 6102.00 1235.30 Agency Debentures and Agency Strips FNMA N/A 3140QQJ30 2052-10-01 5.00000000 1030.00 827.38 Agency Debentures and Agency Strips FNMA N/A 31418FDB0 2054-10-01 5.50000000 900000.00 842813.14 Agency Debentures and Agency Strips FNMA N/A 3140ATAW6 2054-11-01 5.00000000 3000.00 2493.58 Agency Debentures and Agency Strips FNMA N/A 3140XC5E4 2051-09-01 3.50000000 8000.00 4948.06 Agency Debentures and Agency Strips FMAC N/A 3132DWN90 2055-03-01 6.00000000 72154046.00 70595157.81 Agency Debentures and Agency Strips FNMA N/A 3140X9UP8 2051-02-01 2.50000000 4000.00 2206.85 Agency Debentures and Agency Strips FMAC N/A 3128QSLS3 2037-08-01 7.83300000 6605.00 46.39 Agency Debentures and Agency Strips FNMA N/A 3140BCW99 2055-05-01 6.00000000 1000.00 1025.32 Agency Debentures and Agency Strips FNMA N/A 3138APRE0 2041-09-01 4.50000000 3755.00 59.46 Agency Debentures and Agency Strips FMAC N/A 3132DWPT4 2055-05-01 6.00000000 1787707.00 1800242.35 Agency Debentures and Agency Strips USTR N/A 91282CHQ7 2028-07-31 4.12500000 25000.00 25510.60 U.S. Treasuries (including strips) USTR N/A 91282CKA8 2027-02-15 4.12500000 2000.00 2028.00 U.S. Treasuries (including strips) FNMA N/A 31418ED72 2052-06-01 3.50000000 1003.00 742.39 Agency Debentures and Agency Strips FNMA N/A 3140QUZ58 2054-07-01 6.00000000 1000.00 908.25 Agency Debentures and Agency Strips FNMA N/A 3140QPY84 2052-08-01 4.00000000 1000.00 752.54 Agency Debentures and Agency Strips USTR N/A 912810UF3 2044-11-15 4.62500000 1174100.00 1129927.06 U.S. Treasuries (including strips) FNMA N/A 3140QVQG2 2054-11-01 4.50000000 1000.00 935.37 Agency Debentures and Agency Strips FNMA N/A 3140B3FT4 2055-03-01 6.00000000 2000.00 1817.00 Agency Debentures and Agency Strips FMAC N/A 3133KYW39 2042-07-01 3.00000000 2000.00 1442.90 Agency Debentures and Agency Strips FNMA N/A 3140X7Y29 2050-09-01 2.50000000 8000.00 3457.86 Agency Debentures and Agency Strips FNMA N/A 3140B3ZD7 2055-02-01 5.50000000 1000.00 999.73 Agency Debentures and Agency Strips FNMA N/A 3140QNPL0 2052-03-01 3.50000000 1000.00 665.22 Agency Debentures and Agency Strips USTR N/A 91282CMF5 2028-01-15 4.25000000 345000.00 353484.74 U.S. Treasuries (including strips) FNMA N/A 3140QSVR9 2053-08-01 6.00000000 4096.00 3522.11 Agency Debentures and Agency Strips FNMA N/A 3140QVBF0 2054-08-01 7.00000000 2016.00 1725.61 Agency Debentures and Agency Strips FNMA N/A 3140QVAQ7 2054-08-01 6.00000000 1235.00 1189.65 Agency Debentures and Agency Strips FNMA N/A 3140XAS45 2044-05-01 5.50000000 2452.00 1156.57 Agency Debentures and Agency Strips FNMA N/A 3140XBKL3 2051-03-01 3.50000000 2000.00 767.25 Agency Debentures and Agency Strips FMAC N/A 3132DWJ46 2053-12-01 5.50000000 30000.00 26422.41 Agency Debentures and Agency Strips FNMA N/A 3140XJ6M0 2052-09-01 4.50000000 4744.00 3660.62 Agency Debentures and Agency Strips FNMA N/A 3140AVVE8 2054-12-01 6.00000000 4000.00 4076.45 Agency Debentures and Agency Strips FNMA N/A 3140QQSN6 2052-11-01 5.00000000 10705998.00 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