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5570619.510000 0.3852777 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31329QHD6 4784094.830000 PA USD 5116215.930000 0.3538501 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3131XDKG9 516212.060000 PA USD 542997.980000 0.0375551 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132A4FH6 995914.640000 PA USD 1075939.820000 0.0744146 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A8ZC6 425294.460000 PA USD 443178.440000 0.0306513 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9UB1 1068408.870000 PA USD 1110001.760000 0.0767705 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9UF2 588401.690000 PA USD 618446.100000 0.0427733 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132AC2W9 13223235.180000 PA USD 14214575.960000 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ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TVV4 219960.610000 PA USD 230547.550000 0.0159452 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TV77 65673.640000 PA USD 70005.300000 0.0048417 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TWA9 231952.070000 PA USD 262980.360000 0.0181884 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179TXL4 431226.800000 PA USD 451914.650000 0.0312555 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TXW0 185103.070000 PA USD 196976.650000 0.0136234 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ65 455233.760000 PA USD 484424.880000 0.0335040 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179T7B5 123750.960000 PA USD 130888.290000 0.0090526 Long ABS-MBS USGSE US N 2 2048-08-20 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ABS-MBS USGSE US N 2 2034-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202XLK1 5380.340000 PA USD 5931.820000 0.0004103 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202X4V6 6006.600000 PA USD 6741.190000 0.0004662 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36290QVK8 1575.050000 PA USD 1786.860000 0.0001236 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36290RQZ9 2335.090000 PA USD 2667.000000 0.0001845 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36290R6H1 10185.890000 PA USD 11188.200000 0.0007738 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290SMS7 17804.530000 PA USD 20701.450000 0.0014318 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290SWM9 126235.730000 PA USD 139151.660000 0.0096241 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 6 N N N N N N 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Assistant Treasurer XXXX