# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-002386
**Filing Date:** 2026-4
**Character Count:** 258866
**Document Hash:** ac0881ac8c9eeec01427acd11a3a2e32
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-002386.hdr.sgml**: 20260408

**ACCESSION NUMBER**: 0001580642-26-002386

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260408

**DATE AS OF CHANGE**: 20260408

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Texas Capital Funds Trust
- **CENTRAL INDEX KEY:** 0001972459

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23862
- **FILM NUMBER:** 26848246

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 MCKINNEY AVENUE
- **STREET 2:** SUITE 700
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75201
- **BUSINESS PHONE:** 945-229-5947

**MAIL ADDRESS:**
- **STREET 1:** 2000 MCKINNEY AVENUE
- **STREET 2:** SUITE 700
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75201

## Series and Classes Contracts Data

### Texas Capital Government Money Market Fund (Series ID: S000082305)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000245603 | Texas Capital Government Money Market Fund |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001972459

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** Texas Capital Funds Trust

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

**Name of Series:** Texas Capital Government Money Market Fund

**LEI of Series:** 529900F6Z49GHHXEAL39

**EDGAR Series Identifier:** S000082305

**Total number of share classes in the series:** 1

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                        | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Texas Capital Bank Private Wealth Advisors     | 801-114364        |
| Independent Public Accountant | Ernst & Young LLP<br>City: Dallas<br>State: TX |  |
| Administrator                 | Ultimus Fund Solutions, LLC                    |  |
| Transfer Agent                | Ultimus Fund Solutions, LLC<br>CIK: 0001094887 | 084-05829         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-271134

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** Yes

- **WAM:** 47 days

- **WAL:** 55 days

- **Total Value of Portfolio Securities:** $165154090.39

- **Amortized Cost of Portfolio Securities:** $165154090.39

- **Cash:** $5794.17

- **Total Other Assets:** $305871.08

- **Total Liabilities:** $633777.58

- **Net Assets of Series:** $164831978.06

- **Number of Shares Outstanding (Series):** 164831725.3500

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $130880456.96             | $135723686.52              | 93.7500%                  | 93.7500%                   |
| 2026-03-03 | $149439720.76             | $154283055.57              | 94.4900%                  | 94.4900%                   |
| 2026-03-04 | $149849160.81             | $154692600.86              | 93.5700%                  | 93.5700%                   |
| 2026-03-05 | $150369177.99             | $155212723.28              | 92.6600%                  | 92.6600%                   |
| 2026-03-06 | $150376145.51             | $155219796.06              | 92.6600%                  | 92.7300%                   |
| 2026-03-09 | $156833919.12             | $161677885.57              | 92.9500%                  | 93.0100%                   |
| 2026-03-10 | $160888054.21             | $165732125.97              | 91.8800%                  | 91.9400%                   |
| 2026-03-11 | $160659341.96             | $165503519.03              | 91.8100%                  | 91.8700%                   |
| 2026-03-12 | $160187163.31             | $164929445.72              | 91.8400%                  | 91.8400%                   |
| 2026-03-13 | $160172057.44             | $164914442.09              | 91.8300%                  | 91.8300%                   |
| 2026-03-16 | $159128782.74             | $163871474.15              | 91.7800%                  | 91.7800%                   |
| 2026-03-17 | $158990793.89             | $163733587.59              | 91.7700%                  | 91.7700%                   |
| 2026-03-18 | $158535428.29             | $163278324.27              | 91.7400%                  | 91.7400%                   |
| 2026-03-19 | $158623826.07             | $163366824.34              | 91.7500%                  | 91.7500%                   |
| 2026-03-20 | $158436421.20             | $163179521.79              | 91.7400%                  | 91.7400%                   |
| 2026-03-23 | $159077223.99             | $166410596.43              | 91.7600%                  | 92.6400%                   |
| 2026-03-24 | $159066267.92             | $166399918.30              | 93.4900%                  | 94.3800%                   |
| 2026-03-25 | $158446279.00             | $165780207.33              | 93.4700%                  | 94.3600%                   |
| 2026-03-26 | $158463745.36             | $165797951.65              | 93.4700%                  | 94.3500%                   |
| 2026-03-27 | $157968746.75             | $165303231.06              | 93.4500%                  | 94.3400%                   |
| 2026-03-30 | $158530081.85             | $164365374.82              | 93.4900%                  | 93.4900%                   |
| 2026-03-31 | $154424432.28             | $160259977.83              | 93.3300%                  | 93.3300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7200%             |
| 2026-03-03 | 3.7200%             |
| 2026-03-04 | 3.7100%             |
| 2026-03-05 | 3.7100%             |
| 2026-03-06 | 3.7000%             |
| 2026-03-09 | 3.6800%             |
| 2026-03-10 | 3.6800%             |
| 2026-03-11 | 3.6800%             |
| 2026-03-12 | 3.6800%             |
| 2026-03-13 | 3.6800%             |
| 2026-03-16 | 3.6800%             |
| 2026-03-17 | 3.6800%             |
| 2026-03-18 | 3.6800%             |
| 2026-03-19 | 3.6800%             |
| 2026-03-20 | 3.6800%             |
| 2026-03-23 | 3.6800%             |
| 2026-03-24 | 3.6800%             |
| 2026-03-25 | 3.6800%             |
| 2026-03-26 | 3.6800%             |
| 2026-03-27 | 3.6900%             |
| 2026-03-30 | 3.6900%             |
| 2026-03-31 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 0.9999                      |
|  |  |
| 2026-03-03 | 0.9999                      |
|  |  |
| 2026-03-04 | 0.9999                      |
|  |  |
| 2026-03-05 | 0.9999                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 0.9999                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 0.9999                      |
|  |  |
| 2026-03-12 | 0.9999                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 0.9999                      |
|  |  |
| 2026-03-17 | 0.9999                      |
|  |  |
| 2026-03-18 | 0.9999                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 1.0000                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 1.0000                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

## Part B: Class-Level Information about the Fund

### Class: Texas Capital Government Money Market Fund

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $164831978.06

- **Number of Shares Outstanding:** 164831725.3500

- **Expense Reimbursement/Waiver:** 49638.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.9999          |
|  |  |
| 2026-03-03 | 0.9999          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 0.9999          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 0.9999          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $4892413.20               | $628479.00              |
| 2026-03-03 | $18584465.00              | $44739.00               |
| 2026-03-04 | $624000.00                | $228500.00              |
| 2026-03-05 | $510436.00                | $5007.41                |
| 2026-03-06 | $0.00                     | $8000.00                |
| 2026-03-09 | $6494163.00               | $81310.00               |
| 2026-03-10 | $9035899.61               | $2694026.37             |
| 2026-03-11 | $0.00                     | $138982.71              |
| 2026-03-12 | $30000.00                 | $619000.00              |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $75.00                    | $1088260.00             |
| 2026-03-17 | $308076.00                | $461207.00              |
| 2026-03-18 | $0.00                     | $470300.00              |
| 2026-03-19 | $500000.00                | $426288.00              |
| 2026-03-20 | $0.00                     | $202062.94              |
| 2026-03-23 | $600075.00                | $3000.00                |
| 2026-03-24 | $0.00                     | $25000.00               |
| 2026-03-25 | $43000.00                 | $680524.00              |
| 2026-03-26 | $2780.76                  | $0.00                   |
| 2026-03-27 | $0.00                     | $509700.00              |
| 2026-03-30 | $470075.00                | $0.00                   |
| 2026-03-31 | $797943.00                | $4918145.82             |

**Total Gross Subscriptions (Month):** $42893401.57

**Total Gross Redemptions (Month):** $13232532.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5200%           |
| 2026-03-03 | 3.5200%           |
| 2026-03-04 | 3.5100%           |
| 2026-03-05 | 3.5100%           |
| 2026-03-06 | 3.5000%           |
| 2026-03-09 | 3.4800%           |
| 2026-03-10 | 3.4800%           |
| 2026-03-11 | 3.4800%           |
| 2026-03-12 | 3.4800%           |
| 2026-03-13 | 3.4800%           |
| 2026-03-16 | 3.4800%           |
| 2026-03-17 | 3.4800%           |
| 2026-03-18 | 3.4800%           |
| 2026-03-19 | 3.4800%           |
| 2026-03-20 | 3.4800%           |
| 2026-03-23 | 3.4800%           |
| 2026-03-24 | 3.4800%           |
| 2026-03-25 | 3.4800%           |
| 2026-03-26 | 3.4800%           |
| 2026-03-27 | 3.4900%           |
| 2026-03-30 | 3.4900%           |
| 2026-03-31 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 45.2500%         | 45.2500%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AMDD1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMDD19
- **C.18 - Value (incl. sponsor support):** $2591369.90
- **C.18.a - Value (excl. sponsor support):** $2591369.90
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130ANGM6, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130ANGM63
- **C.18 - Value (incl. sponsor support):** $1535365.12
- **C.18.a - Value (excl. sponsor support):** $1535365.12
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 2.3900%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130APJN6, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APJN67
- **C.18 - Value (incl. sponsor support):** $104026.19
- **C.18.a - Value (excl. sponsor support):** $104026.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 2.3400%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1BT3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B1BT34
- **C.18 - Value (incl. sponsor support):** $1002360.66
- **C.18.a - Value (excl. sponsor support):** $1002360.66
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X37, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B5X378
- **C.18 - Value (incl. sponsor support):** $1250083.40
- **C.18.a - Value (excl. sponsor support):** $1250083.40
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Banks Funding Corporation

- **C.1 - Title:** Federal Farm Credit Banks Funding Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EPSW6, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: US3133EPSW68
- **C.18 - Value (incl. sponsor support):** $787324.58
- **C.18.a - Value (excl. sponsor support):** $787324.58
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: US3135G0K368
- **C.18 - Value (incl. sponsor support):** $1994092.25
- **C.18.a - Value (excl. sponsor support):** $1994092.25
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135GA4N8, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: US3135GA4N86
- **C.18 - Value (incl. sponsor support):** $1470830.18
- **C.18.a - Value (excl. sponsor support):** $1470830.18
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: State Street

- **C.1 - Title:** State Street Institutional US Government Money
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: 549300BZ5TGIFZUZDZ37, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $803591.11
- **C.18.a - Value (excl. sponsor support):** $803591.11
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797QD26
- **C.18 - Value (incl. sponsor support):** $4992421.96
- **C.18.a - Value (excl. sponsor support):** $4992421.96
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797QX89
- **C.18 - Value (incl. sponsor support):** $3971548.72
- **C.18.a - Value (excl. sponsor support):** $3971548.72
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RF64
- **C.18 - Value (incl. sponsor support):** $1485625.89
- **C.18.a - Value (excl. sponsor support):** $1485625.89
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RG48
- **C.18 - Value (incl. sponsor support):** $1481286.02
- **C.18.a - Value (excl. sponsor support):** $1481286.02
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RS85
- **C.18 - Value (incl. sponsor support):** $984794.93
- **C.18.a - Value (excl. sponsor support):** $984794.93
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SL24
- **C.18 - Value (incl. sponsor support):** $3996879.11
- **C.18.a - Value (excl. sponsor support):** $3996879.11
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SN89
- **C.18 - Value (incl. sponsor support):** $2991191.49
- **C.18.a - Value (excl. sponsor support):** $2991191.49
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SP38
- **C.18 - Value (incl. sponsor support):** $1992747.80
- **C.18.a - Value (excl. sponsor support):** $1992747.80
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SW88
- **C.18 - Value (incl. sponsor support):** $3977285.49
- **C.18.a - Value (excl. sponsor support):** $3977285.49
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SX61
- **C.18 - Value (incl. sponsor support):** $2980842.66
- **C.18.a - Value (excl. sponsor support):** $2980842.66
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TF47
- **C.18 - Value (incl. sponsor support):** $3963879.79
- **C.18.a - Value (excl. sponsor support):** $3963879.79
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TG20
- **C.18 - Value (incl. sponsor support):** $3997599.80
- **C.18.a - Value (excl. sponsor support):** $3997599.80
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TJ68
- **C.18 - Value (incl. sponsor support):** $3992092.53
- **C.18.a - Value (excl. sponsor support):** $3992092.53
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TK32
- **C.18 - Value (incl. sponsor support):** $4986544.06
- **C.18.a - Value (excl. sponsor support):** $4986544.06
- **C.19 - Percentage of Net Assets:** 3.0300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TL15
- **C.18 - Value (incl. sponsor support):** $3239207.84
- **C.18.a - Value (excl. sponsor support):** $3239207.84
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TR84
- **C.18 - Value (incl. sponsor support):** $3983479.25
- **C.18.a - Value (excl. sponsor support):** $3983479.25
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TS67
- **C.18 - Value (incl. sponsor support):** $995244.40
- **C.18.a - Value (excl. sponsor support):** $995244.40
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TT41
- **C.18 - Value (incl. sponsor support):** $1989070.27
- **C.18.a - Value (excl. sponsor support):** $1989070.27
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TU14
- **C.18 - Value (incl. sponsor support):** $1987630.65
- **C.18.a - Value (excl. sponsor support):** $1987630.65
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TV96
- **C.18 - Value (incl. sponsor support):** $1451617.28
- **C.18.a - Value (excl. sponsor support):** $1451617.28
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TW79
- **C.18 - Value (incl. sponsor support):** $1480260.13
- **C.18.a - Value (excl. sponsor support):** $1480260.13
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TY36
- **C.18 - Value (incl. sponsor support):** $2956444.84
- **C.18.a - Value (excl. sponsor support):** $2956444.84
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TZ01
- **C.18 - Value (incl. sponsor support):** $2979322.42
- **C.18.a - Value (excl. sponsor support):** $2979322.42
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UA31
- **C.18 - Value (incl. sponsor support):** $2729210.30
- **C.18.a - Value (excl. sponsor support):** $2729210.30
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UB14
- **C.18 - Value (incl. sponsor support):** $3966894.29
- **C.18.a - Value (excl. sponsor support):** $3966894.29
- **C.19 - Percentage of Net Assets:** 2.4100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UC96
- **C.18 - Value (incl. sponsor support):** $4955152.50
- **C.18.a - Value (excl. sponsor support):** $4955152.50
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UD79
- **C.18 - Value (incl. sponsor support):** $3377348.89
- **C.18.a - Value (excl. sponsor support):** $3377348.89
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UG01
- **C.18 - Value (incl. sponsor support):** $983168.06
- **C.18.a - Value (excl. sponsor support):** $983168.06
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UQ82
- **C.18 - Value (incl. sponsor support):** $1977731.54
- **C.18.a - Value (excl. sponsor support):** $1977731.54
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UR65
- **C.18 - Value (incl. sponsor support):** $2964442.66
- **C.18.a - Value (excl. sponsor support):** $2964442.66
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CKM28
- **C.18 - Value (incl. sponsor support):** $1000014.79
- **C.18.a - Value (excl. sponsor support):** $1000014.79
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CLA70
- **C.18 - Value (incl. sponsor support):** $4001304.99
- **C.18.a - Value (excl. sponsor support):** $4001304.99
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CLT61
- **C.18 - Value (incl. sponsor support):** $3002761.65
- **C.18.a - Value (excl. sponsor support):** $3002761.65
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MII040126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40800000.00
- **C.18.a - Value (excl. sponsor support):** $40800000.00
- **C.19 - Percentage of Net Assets:** 24.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-10-01      | 4.0000%  |  | $16296.00          | $913.63            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 4.0000%  |  | $9000.00           | $632.58            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 6.0000%  |  | $62000.00          | $917.16            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 6.1830%  |  | $1595.00           | $42.92             | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 6.7650%  |  | $1338.00           | $53.17             | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 4.5000%  |  | $275434.00         | $2441.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 5.5000%  |  | $1398998.00        | $19705.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-02-01      | 5.5000%  |  | $1000.00           | $5.41              | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 5.5000%  |  | $73000.00          | $385.22            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-11-01      | 5.0000%  |  | $709530.00         | $7634.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 7.0000%  |  | $750000.00         | $2324.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.5000%  |  | $60000.00          | $537.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 4.5000%  |  | $183000.00         | $1844.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 5.5000%  |  | $1000.00           | $7.63              | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.0000%  |  | $25000.00          | $708.95            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $152750.00         | $3213.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 5.5000%  |  | $40701.00          | $529.39            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $134000.00         | $1180.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 5.0000%  |  | $76778.00          | $939.11            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.5000%  |  | $132829.00         | $1877.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.0000%  |  | $20000.00          | $994.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $457544.00         | $9307.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $41000.00          | $807.94            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 4.5000%  |  | $153805.00         | $3454.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.0000%  |  | $3630.00           | $183.15            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $90668.00          | $3913.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $16000.00          | $1222.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.0000%  |  | $200000.00         | $10794.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.0000%  |  | $164000.00         | $13070.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.5000%  |  | $2000.00           | $145.54            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 5.0000%  |  | $7000.00           | $167.49            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-12-01      | 3.0000%  |  | $3007.00           | $425.20            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 5.5000%  |  | $5000.00           | $212.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.0000%  |  | $26027.00          | $4104.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-12-01      | 4.0000%  |  | $3000.00           | $276.93            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 4.5000%  |  | $95000.00          | $7449.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-05-01      | 3.5000%  |  | $70000.00          | $12337.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 4.0000%  |  | $25500.00          | $4159.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.5000%  |  | $17097.00          | $1386.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $235500.00         | $28700.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-09-01      | 3.0000%  |  | $1020764.00        | $6616.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-04-01      | 3.5000%  |  | $45000.00          | $2416.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-08-01      | 4.0000%  |  | $262000.00         | $16658.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-07-01      | 3.0000%  |  | $210557.00         | $2697.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.5000%  |  | $165000.00         | $8703.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.5000%  |  | $36074.00          | $160.62            | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-04-01      | 3.0000%  |  | $105000.00         | $1675.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 3.5000%  |  | $4000.00           | $445.00            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $18000.00          | $2059.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $73000.00          | $4216.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.0000%  |  | $10000.00          | $1769.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $22000.00          | $3124.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.0000%  |  | $59000.00          | $6648.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-03-01      | 4.0000%  |  | $25000.00          | $5201.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $40000.00          | $3902.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $69079.00          | $6953.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.0000%  |  | $17000.00          | $1694.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.5000%  |  | $34000.00          | $3745.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 3.5000%  |  | $36093.00          | $3745.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  |  | $5000.00           | $530.93            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $15000.00          | $1569.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.0000%  |  | $25000.00          | $4005.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $78514.00          | $8823.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.5000%  |  | $2111.00           | $231.70            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 3.5000%  |  | $84000.00          | $9989.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.0000%  |  | $32000.00          | $3688.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.5000%  |  | $13000.00          | $1367.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $53111.00          | $6217.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.0000%  |  | $22330.00          | $3194.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $64000.00          | $7933.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.0000%  |  | $22000.00          | $2933.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $98208.00          | $11064.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.0000%  |  | $47667.00          | $5710.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.5000%  |  | $42000.00          | $4449.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.0000%  |  | $20000.00          | $2862.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 3.0000%  |  | $16000.00          | $2349.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 4.5000%  |  | $29000.00          | $2699.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $25000.00          | $1926.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 3.5000%  |  | $111000.00         | $7740.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $103000.00         | $7239.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-09-01      | 4.5000%  |  | $73000.00          | $5784.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.0000%  |  | $91000.00          | $6198.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $6000.00           | $524.40            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $90994.00          | $6213.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $27000.00          | $1809.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.0000%  |  | $106000.00         | $6532.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.5000%  |  | $78000.00          | $4455.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $241118.00         | $22448.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.5000%  |  | $41000.00          | $2767.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $61000.00          | $4307.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 5.0000%  |  | $1000.00           | $108.07            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.0000%  |  | $88000.00          | $7721.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $10933.00          | $1088.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 5.0000%  |  | $103000.00         | $761.32            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 4.5000%  |  | $40000.00          | $709.65            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.5000%  |  | $48000.00          | $650.04            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 4.5000%  |  | $5000.00           | $100.22            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 5.0000%  |  | $19000.00          | $201.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $419998.00         | $5005.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $175000.00         | $4474.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $160000.00         | $3623.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.5000%  |  | $53000.00          | $998.23            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $36500.00          | $1276.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.5000%  |  | $13500.00          | $826.54            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-10-01      | 4.0000%  |  | $121000.00         | $3471.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 3.0000%  |  | $20000.00          | $1593.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-04-01      | 3.5000%  |  | $5000.00           | $373.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-08-01      | 4.0000%  |  | $98000.00          | $6186.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 3.5000%  |  | $1000.00           | $74.69             | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-09-01      | 3.5000%  |  | $80000.00          | $8275.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.5000%  |  | $55000.00          | $5473.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-11-01      | 4.0000%  |  | $92000.00          | $5238.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $75000.00          | $5029.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.5000%  |  | $43935.00          | $2467.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $49000.00          | $3274.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.0000%  |  | $31000.00          | $1934.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.5000%  |  | $20000.00          | $1859.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-03-01      | 4.0000%  |  | $41000.00          | $2612.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-06-01      | 4.0000%  |  | $6000.00           | $348.33            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.0000%  |  | $67000.00          | $4184.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 3.5000%  |  | $107907.00         | $7877.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $40001.00          | $3686.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 4.0000%  |  | $34000.00          | $2770.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $78018.00          | $10002.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.5000%  |  | $25000.00          | $2270.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 3.5000%  |  | $23000.00          | $1678.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $90451.00          | $6243.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $132000.00         | $9527.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $32086.00          | $2302.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.0000%  |  | $23000.00          | $2535.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.5000%  |  | $85000.00          | $6699.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.0000%  |  | $64000.00          | $7088.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $34000.00          | $2785.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 4.0000%  |  | $42000.00          | $3069.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 3.0000%  |  | $10000.00          | $1125.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 3.5000%  |  | $27000.00          | $2306.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.0000%  |  | $48796.00          | $5495.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 3.5000%  |  | $38060.00          | $3364.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 4.0000%  |  | $38000.00          | $2967.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.0000%  |  | $8000.00           | $1069.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $70399.00          | $7184.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $49988.00          | $3778.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $59000.00          | $6170.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 4.0000%  |  | $10000.00          | $902.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.0000%  |  | $30075.00          | $4151.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.5000%  |  | $138500.00         | $13533.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $108000.00         | $10096.37          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $84395.00          | $10657.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.5000%  |  | $67000.00          | $6775.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $30000.00          | $3061.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.5000%  |  | $20000.00          | $1695.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $138000.00         | $17194.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $45000.00          | $4527.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $28000.00          | $2258.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.5000%  |  | $3000.00           | $399.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 3.5000%  |  | $14000.00          | $1396.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 4.0000%  |  | $102000.00         | $9435.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.0000%  |  | $4000.00           | $545.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $221021.00         | $22763.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $55000.00          | $5332.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.0000%  |  | $7000.00           | $1005.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $121106.00         | $12062.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 3.0000%  |  | $82000.00          | $11147.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.5000%  |  | $23000.00          | $2186.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 4.0000%  |  | $39000.00          | $3582.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.0000%  |  | $83000.00          | $13172.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.5000%  |  | $313759.00         | $40199.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 3.0000%  |  | $4000.00           | $554.64            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 3.5000%  |  | $48000.00          | $4797.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 4.0000%  |  | $25000.00          | $2538.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 4.5000%  |  | $1000.00           | $105.93            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 3.0000%  |  | $25000.00          | $3519.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 4.5000%  |  | $5000.00           | $361.11            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.0000%  |  | $34192.00          | $5108.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $30000.00          | $3422.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 2.5000%  |  | $20504.00          | $3717.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $125096.00         | $18640.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.5000%  |  | $7000.00           | $811.42            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.5000%  |  | $22000.00          | $2740.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $95498.00          | $9579.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.0000%  |  | $29000.00          | $2868.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $217003.00         | $38972.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $95000.00          | $18936.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $16000.00          | $2103.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-03-01      | 4.0000%  |  | $32000.00          | $3190.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.0000%  |  | $45000.00          | $9312.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 4.5000%  |  | $161027.00         | $13201.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-05-01      | 3.0000%  |  | $44000.00          | $389.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-01      | 2.5000%  |  | $692000.00         | $21736.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-06-01      | 2.5000%  |  | $11000.00          | $393.09            | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-04-01      | 3.5000%  |  | $42000.00          | $1458.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-02-01      | 3.5000%  |  | $55000.00          | $1964.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-01-01      | 2.5000%  |  | $33500.00          | $1920.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-10-01      | 3.0000%  |  | $160000.00         | $7534.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-11-01      | 3.0000%  |  | $300000.00         | $14555.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-09-01      | 3.0000%  |  | $56000.00          | $4041.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $112000.00         | $8334.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.0000%  |  | $98000.00          | $7474.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-04-01      | 2.5000%  |  | $2000.00           | $146.44            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-06-01      | 3.0000%  |  | $43000.00          | $3116.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-05-01      | 2.5000%  |  | $5000.00           | $497.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $50000.00          | $4201.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.5000%  |  | $6000.00           | $405.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-03-01      | 3.0000%  |  | $6000.00           | $513.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-04-01      | 3.5000%  |  | $30000.00          | $2609.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 3.0000%  |  | $22000.00          | $2289.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $9000.00           | $1331.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $46000.00          | $4135.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $11000.00          | $1159.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  |  | $3000.00           | $228.22            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.0000%  |  | $30000.00          | $3311.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 3.0000%  |  | $12000.00          | $1304.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $36325.00          | $3697.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.5000%  |  | $50000.00          | $4299.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-06-01      | 3.5000%  |  | $13000.00          | $1063.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-04-01      | 3.5000%  |  | $4000.00           | $297.03            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-09-01      | 3.5000%  |  | $14971.00          | $1133.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-06-01      | 3.0000%  |  | $35000.00          | $3796.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-08-01      | 3.5000%  |  | $105000.00         | $8057.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-03-01      | 4.5000%  |  | $874252.00         | $8815.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-08-01      | 4.0000%  |  | $250000.00         | $3130.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 4.0000%  |  | $46000.00          | $892.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-04-01      | 4.5000%  |  | $473000.00         | $13360.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.0000%  |  | $470000.00         | $17761.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-01-01      | 4.0000%  |  | $394000.00         | $14683.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $30001.00          | $3611.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-11-01      | 3.5000%  |  | $123000.00         | $13940.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-06-01      | 3.5000%  |  | $44000.00          | $6066.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 3.5000%  |  | $77000.00          | $12593.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.5000%  |  | $164000.00         | $19564.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-02-01      | 3.0000%  |  | $158000.00         | $22313.37          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 3.5000%  |  | $110000.00         | $12285.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $101005.00         | $13116.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-06-01      | 3.5000%  |  | $84000.00          | $8287.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.0000%  |  | $258000.00         | $23609.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-12-01      | 3.0000%  |  | $1584999.00        | $7035.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-02-01      | 3.5000%  |  | $10000.00          | $22.92             | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-03-01      | 3.0000%  |  | $20000.00          | $132.10            | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-04-01      | 5.5000%  |  | $11000.00          | $12.42             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 4.0000%  |  | $9000.00           | $199.11            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.5000%  |  | $25000.00          | $537.68            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $75000.00          | $1558.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.5000%  |  | $22000.00          | $954.35            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.5000%  |  | $30000.00          | $3185.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-04-01      | 3.5000%  |  | $62000.00          | $6969.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 4.5000%  |  | $54134.00          | $1486.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-04-01      | 3.5000%  |  | $31000.00          | $3769.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-07-01      | 3.5000%  |  | $5000.00           | $398.17            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $19037.00          | $1559.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.0000%  |  | $21000.00          | $1017.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.0000%  |  | $3000.00           | $201.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-12-01      | 4.0000%  |  | $56000.00          | $3475.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.5000%  |  | $5897.00           | $344.83            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 3.5000%  |  | $12000.00          | $975.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $42315.00          | $2681.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 4.0000%  |  | $88000.00          | $3760.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.0000%  |  | $304274.00         | $2655.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 4.5000%  |  | $122000.00         | $1406.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 4.0000%  |  | $10706.00          | $316.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 5.0000%  |  | $1000.00           | $22.13             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $180000.00         | $3812.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.5000%  |  | $60000.00          | $986.45            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.5000%  |  | $270000.00         | $4324.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.0000%  |  | $16368.00          | $578.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.5000%  |  | $20000.00          | $500.88            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 4.0000%  |  | $27678.00          | $618.84            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 4.5000%  |  | $114000.00         | $2551.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 4.0000%  |  | $25082.00          | $759.70            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 4.5000%  |  | $176000.00         | $3391.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.0000%  |  | $66250.00          | $1259.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 5.0000%  |  | $85096.00          | $4383.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $31885.00          | $2254.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.0000%  |  | $176423.00         | $4691.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $24000.00          | $541.10            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.0000%  |  | $185000.00         | $4518.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.0000%  |  | $1086.00           | $31.42             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.5000%  |  | $25000.00          | $704.69            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $44000.00          | $2345.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.5000%  |  | $7000.00           | $291.41            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $88000.00          | $3917.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $32325.00          | $1091.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $2000.00           | $140.55            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.5000%  |  | $67000.00          | $5058.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $9000.00           | $255.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $179000.00         | $8981.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 3.5000%  |  | $20000.00          | $1123.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $15972.00          | $821.04            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $117500.00         | $5042.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $109000.00         | $1683.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $130000.00         | $5264.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $70000.00          | $1907.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $50500.00          | $1633.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $90377.00          | $4110.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.0000%  |  | $56000.00          | $3601.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.0000%  |  | $32658.00          | $1498.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.5000%  |  | $7696.00           | $241.03            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.5000%  |  | $25000.00          | $1302.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.5000%  |  | $30000.00          | $1716.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-03-01      | 2.5000%  |  | $708000.00         | $23626.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 6.0000%  |  | $140000.00         | $2285.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-02-01      | 4.5000%  |  | $404733.00         | $2597.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $195000.00         | $5664.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $89500.00          | $5064.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $57500.00          | $8916.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 3.5000%  |  | $45000.00          | $6707.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $1001.00           | $113.81            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.5000%  |  | $35000.00          | $7192.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $48000.00          | $7372.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.3180%  |  | $640973.00         | $15024.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.6400%  |  | $3943016.00        | $20283.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $37500.00          | $13447.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-09-01      | 3.0000%  |  | $31000.00          | $5333.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 3.0000%  |  | $55000.00          | $10517.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $65000.00          | $10078.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $54030.00          | $5716.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $391999.00         | $8621.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $312000.00         | $6339.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $300000.00         | $8099.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.0000%  |  | $69000.00          | $7346.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $51000.00          | $5528.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $85000.00          | $9938.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-02-01      | 3.0000%  |  | $160000.00         | $10909.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $72000.00          | $7520.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $82000.00          | $9371.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-02-01      | 3.0000%  |  | $153359.00         | $12730.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $35000.00          | $5170.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 2.5000%  |  | $79000.00          | $9285.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $126001.00         | $13269.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 3.0000%  |  | $100000.00         | $11138.82          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $58000.00          | $5208.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $45000.00          | $5401.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $71000.00          | $7220.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $97000.00          | $14366.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.5000%  |  | $1000.00           | $173.27            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $42000.00          | $7210.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $56800.00          | $11441.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $46000.00          | $7722.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $45500.00          | $8302.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-09-01      | 5.5000%  |  | $41000.00          | $9635.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 3.0000%  |  | $47000.00          | $12296.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $161000.00         | $10778.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.0000%  |  | $144000.00         | $15592.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $67000.00          | $8289.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $180000.00         | $12694.84          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $64000.00          | $5737.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.5000%  |  | $100000.00         | $18698.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 4.0000%  |  | $54200.00          | $4989.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 5.0000%  |  | $25000.00          | $14490.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-05-01      | 3.5000%  |  | $86000.00          | $10182.18          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $43504.00          | $12256.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $40000.00          | $6596.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 2.5000%  |  | $19000.00          | $6765.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $23500.00          | $6607.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.0000%  |  | $52000.00          | $20462.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.0000%  |  | $20000.00          | $11204.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 4.5000%  |  | $10000.00          | $4970.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 5.0000%  |  | $21000.00          | $18161.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $20000.00          | $18021.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-03-01      | 3.5000%  |  | $28000.00          | $5447.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 3.0000%  |  | $82000.00          | $15089.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 2.0000%  |  | $23000.00          | $7256.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 2.0000%  |  | $22000.00          | $11845.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.0000%  |  | $15000.00          | $8184.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.5000%  |  | $15000.00          | $8027.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 4.0000%  |  | $22000.00          | $11950.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 5.5000%  |  | $17000.00          | $9053.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 5.5000%  |  | $40000.00          | $20540.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 5.0000%  |  | $21000.00          | $11448.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 3.5000%  |  | $14000.00          | $5880.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 5.5000%  |  | $17500.00          | $9314.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-12-01      | 5.5000%  |  | $45000.00          | $20789.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 5.0000%  |  | $14000.00          | $8020.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 5.5000%  |  | $20000.00          | $10864.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $3000.00           | $1660.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 6.0000%  |  | $32000.00          | $19263.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.0000%  |  | $12000.00          | $9906.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 2.0000%  |  | $44250.00          | $21073.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $14434.00          | $5124.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 4.5000%  |  | $31000.00          | $9750.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $30000.00          | $20856.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $20000.00          | $15514.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $23000.00          | $13682.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $12000.00          | $8388.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $22000.00          | $15972.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $22000.00          | $16049.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $21000.00          | $15270.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $19000.00          | $13727.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.0000%  |  | $15000.00          | $11031.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $10000.00          | $7292.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  |  | $16000.00          | $9967.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $13000.00          | $9655.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $126000.00         | $93364.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $19000.00          | $13597.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $23000.00          | $15469.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $30000.00          | $22781.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $7000.00           | $5233.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $15000.00          | $12122.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $30000.00          | $20207.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $17999.00          | $13560.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $18000.00          | $15046.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $19000.00          | $16094.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $20000.00          | $16547.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 2.0000%  |  | $28000.00          | $20265.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $18000.00          | $15386.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  |  | $6000.00           | $4890.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $7000.00           | $5995.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $15000.00          | $13410.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  |  | $16000.00          | $14114.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.5000%  |  | $13000.00          | $10929.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $15000.00          | $12313.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $13000.00          | $10692.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $41500.00          | $36153.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.5000%  |  | $63000.00          | $6476.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.0000%  |  | $53330.00          | $5257.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.0000%  |  | $111003.00         | $15936.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.5000%  |  | $64000.00          | $7607.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $55000.00          | $9216.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $91000.00          | $12818.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $33999.00          | $6588.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $31000.00          | $5090.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.0000%  |  | $22000.00          | $5262.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $25000.00          | $5269.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 4.0000%  |  | $34000.00          | $7193.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.0000%  |  | $50000.00          | $20231.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 3.0000%  |  | $45000.00          | $12634.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 4.0000%  |  | $40000.00          | $7969.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.5000%  |  | $23000.00          | $7893.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $12000.00          | $10337.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $18000.00          | $10448.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $23558.00          | $15195.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $19000.00          | $13906.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 2.5000%  |  | $29000.00          | $13227.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.0000%  |  | $34000.00          | $17767.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 3.5000%  |  | $16000.00          | $5647.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 2.0000%  |  | $13000.00          | $7698.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $26001.00          | $15628.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.5000%  |  | $25511.00          | $14558.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.0000%  |  | $11000.00          | $6635.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $13535.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $12000.00          | $6428.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.5000%  |  | $18000.00          | $8059.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.0000%  |  | $13000.00          | $7922.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $14000.00          | $8346.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $13000.00          | $6578.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $9000.00           | $5495.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.0000%  |  | $1000.00           | $621.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $22000.00          | $13534.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.0000%  |  | $13000.00          | $9387.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $29000.00          | $21490.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.0000%  |  | $164000.00         | $104558.71         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $13000.00          | $8390.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  |  | $29999.00          | $19414.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $60000.00          | $39182.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.0000%  |  | $39000.00          | $26278.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $24000.00          | $16175.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $140000.00         | $96620.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $15000.00          | $10426.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 2.5000%  |  | $26000.00          | $17673.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.0000%  |  | $17000.00          | $11900.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $35000.00          | $25494.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $264000.00         | $199253.20         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  |  | $19828.00          | $14836.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  |  | $7000.00           | $5125.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $20000.00          | $14057.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $55000.00          | $40335.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $78000.00          | $58376.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  |  | $30000.00          | $21390.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $8000.00           | $5648.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.0000%  |  | $7000.00           | $5129.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.5000%  |  | $10000.00          | $6719.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $21000.00          | $14750.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  |  | $16000.00          | $12265.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $24000.00          | $18396.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  |  | $40730.00          | $29881.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.5000%  |  | $16000.00          | $11150.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $16000.00          | $12500.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $36000.00          | $28645.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $10000.00          | $7254.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $29000.00          | $21759.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 4.5000%  |  | $21000.00          | $16675.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $24000.00          | $18111.84          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.0000%  |  | $40000.00          | $32114.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $16000.00          | $12153.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.5000%  |  | $25000.00          | $19342.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.5000%  |  | $20000.00          | $16532.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $22000.00          | $16927.13          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  |  | $23000.00          | $18713.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.0000%  |  | $33000.00          | $20871.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  |  | $25000.00          | $19049.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.0000%  |  | $23001.00          | $20136.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $64000.00          | $51051.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.5000%  |  | $18000.00          | $14771.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $11000.00          | $9888.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.0000%  |  | $9000.00           | $8083.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 5.5000%  |  | $9000.00           | $7327.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $13000.00          | $11080.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $18000.00          | $15144.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  |  | $14000.00          | $9877.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $18000.00          | $13803.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 2.0000%  |  | $174000.00         | $122578.25         | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-08-01      | 3.5000%  |  | $38792.00          | $7366.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-08-01      | 3.5000%  |  | $41472.00          | $6581.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-10-01      | 3.5000%  |  | $64161.00          | $6435.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-11-01      | 4.0000%  |  | $110000.00         | $20110.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  |  | $205074.00         | $15403.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-05-01      | 3.5000%  |  | $400000.00         | $56394.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-08-01      | 3.0000%  |  | $31768.00          | $4921.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $70000.00          | $6018.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $50000.00          | $5428.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $73379.00          | $5305.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 3.5000%  |  | $100000.00         | $15626.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $39000.00          | $5137.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $60000.00          | $6157.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.5000%  |  | $60000.00          | $6436.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $29000.00          | $6759.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.5000%  |  | $142000.00         | $36004.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $65000.00          | $13395.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $82000.00          | $18277.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $77000.00          | $14067.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $124000.00         | $22190.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $108000.00         | $8975.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $86000.00          | $7000.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.0000%  |  | $62000.00          | $8280.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $78500.00          | $13087.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $35000.00          | $5166.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $81000.00          | $7742.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $130414.00         | $22147.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $22000.00          | $4820.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $22000.00          | $6564.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $61000.00          | $14178.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.0000%  |  | $100000.00         | $26561.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $785000.00         | $131955.99         | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $27000.00          | $6520.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-11-01      | 3.5000%  |  | $70000.00          | $18923.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $64000.00          | $7550.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $200000.00         | $20696.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.5000%  |  | $63000.00          | $15415.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 4.5000%  |  | $45000.00          | $14047.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 4.5000%  |  | $32000.00          | $6032.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $19000.00          | $7722.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-04-01      | 3.0000%  |  | $10000.00          | $5152.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 3.5000%  |  | $25000.00          | $9377.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $14686.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $15000.00          | $8920.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $15000.00          | $10069.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $8000.00           | $5603.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $18000.00          | $12463.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.0000%  |  | $33000.00          | $20957.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $29000.00          | $19213.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  |  | $21000.00          | $15163.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $15000.00          | $11444.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $8000.00           | $5735.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $15000.00          | $11677.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $38099.00          | $30195.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 7.0000%  |  | $1000.00           | $1037.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 7.0000%  |  | $1000.00           | $459.23            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 7.0000%  |  | $1000.00           | $1024.97           | Agency Mortgage-Backed Securities   |
| FCSB          | 2035-07-18      | 2.4700%  |  | $1000.00           | $848.02            | Agency Debentures and Agency Strips |
| FCSB          | 2028-05-09      | 3.8700%  |  | $10000.00          | $10004.50          | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  |  | $17000.00          | $7680.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $15000.00          | $8621.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  |  | $48000.00          | $20021.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 2.5000%  |  | $21000.00          | $11079.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 3.0000%  |  | $70000.00          | $47171.18          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 3.0000%  |  | $52000.00          | $22243.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $12000.00          | $7207.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $4000.00           | $2721.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $8000.00           | $5014.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $23000.00          | $15742.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $9000.00           | $6194.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $21000.00          | $14118.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $7353.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  |  | $16000.00          | $10869.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1000.00           | $756.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $15000.00          | $10841.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $19000.00          | $14432.82          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $30000.00          | $24516.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 3.5000%  |  | $73000.00          | $16364.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 3.0000%  |  | $35000.00          | $6593.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-06-01      | 3.0000%  |  | $30000.00          | $20243.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-03-01      | 2.0000%  |  | $17000.00          | $7600.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 1.5000%  |  | $46043.00          | $24903.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-06-01      | 2.0000%  |  | $13000.00          | $6098.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-25      | 6.5000%  |  | $10000.00          | $9287.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $45000.00          | $8604.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-03-15      | 6.7500%  |  | $6000.00           | $6740.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-07-07      | 3.8500%  |  | $10789000.00       | $10800760.01       | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $280499.00         | $8667.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 5.5000%  |  | $65500.00          | $5785.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $852416.00         | $6466.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.5000%  |  | $464000.00         | $18781.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $162682.00         | $7574.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 4.0000%  |  | $104206.00         | $5369.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $185440.00         | $6811.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $1000.00           | $64.41             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.5000%  |  | $170736.00         | $6081.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 3.5000%  |  | $77494.00          | $6439.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $356077.00         | $15903.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $256000.00         | $9304.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $120000.00         | $6312.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $211000.00         | $10642.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $85000.00          | $8949.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 4.0000%  |  | $104000.00         | $5928.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-12-01      | 3.5000%  |  | $80000.00          | $10299.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $100000.00         | $6890.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $42000.00          | $4930.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $60000.00          | $5544.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $113441.00         | $8909.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 4.0000%  |  | $66000.00          | $8168.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-10-01      | 3.0000%  |  | $350000.00         | $18279.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  |  | $53000.00          | $7538.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 4.5000%  |  | $84000.00          | $5138.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.5000%  |  | $459000.00         | $12065.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  |  | $53001.00          | $7637.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $104000.00         | $9229.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 5.5000%  |  | $60000.00          | $5683.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $111000.00         | $13200.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-12-01      | 6.5000%  |  | $61000.00          | $7177.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  |  | $91000.00          | $6855.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 5.0000%  |  | $70000.00          | $9153.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-11-01      | 3.5000%  |  | $86000.00          | $7614.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 3.0000%  |  | $53000.00          | $6594.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.5000%  |  | $58485.00          | $6118.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.5000%  |  | $80000.00          | $16561.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 4.5000%  |  | $92334.00          | $11623.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 3.5000%  |  | $62000.00          | $5140.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 4.0000%  |  | $97000.00          | $13573.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-07-01      | 6.0000%  |  | $40000.00          | $6844.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $129000.00         | $22744.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-04-01      | 3.5000%  |  | $52000.00          | $5187.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-03-01      | 3.5000%  |  | $72000.00          | $6950.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 3.5000%  |  | $34000.00          | $6589.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.5000%  |  | $75188.00          | $9250.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 4.0000%  |  | $62000.00          | $10984.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 4.5000%  |  | $39000.00          | $5899.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-10-01      | 4.5000%  |  | $114000.00         | $19429.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 4.0000%  |  | $70000.00          | $6043.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $1000.00           | $49.18             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $46000.00          | $5525.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  |  | $133000.00         | $12279.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $13000.00          | $11097.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 3.5000%  |  | $130239.00         | $7623.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $37000.00          | $5215.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.5000%  |  | $147000.00         | $9921.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.0000%  |  | $165000.00         | $5979.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $58000.00          | $5825.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  |  | $143000.00         | $9263.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.0000%  |  | $80000.00          | $8569.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 4.0000%  |  | $75000.00          | $7606.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.0000%  |  | $58000.00          | $7230.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 3.0000%  |  | $1000.00           | $85.49             | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 3.5000%  |  | $57000.00          | $8430.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-12-01      | 4.0000%  |  | $56000.00          | $6426.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.5000%  |  | $67000.00          | $10833.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $42000.00          | $6795.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $39000.00          | $6574.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-04-01      | 3.5000%  |  | $42000.00          | $7696.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-05-01      | 3.0000%  |  | $48000.00          | $6008.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $74500.00          | $10083.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $70000.00          | $23486.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-08-01      | 2.5000%  |  | $195000.00         | $15700.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  |  | $131000.00         | $11156.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.0000%  |  | $69000.00          | $6337.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 4.0000%  |  | $90000.00          | $7329.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $69000.00          | $7774.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $44000.00          | $8029.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 3.5000%  |  | $20000.00          | $4981.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $198999.00         | $23863.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $69000.00          | $8509.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $83000.00          | $18660.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $74000.00          | $16777.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $43000.00          | $9677.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $35000.00          | $5147.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 4.5000%  |  | $56000.00          | $7428.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $28000.00          | $7098.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $34000.00          | $6917.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $39000.00          | $8489.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $37000.00          | $5857.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 4.0000%  |  | $40000.00          | $5287.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 4.0000%  |  | $53000.00          | $7910.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.5000%  |  | $62000.00          | $5568.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  |  | $113167.00         | $14144.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 3.0000%  |  | $32000.00          | $5019.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.5000%  |  | $49967.00          | $7956.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $57000.00          | $8367.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.0000%  |  | $68000.00          | $6728.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $90200.00          | $9279.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-02-01      | 3.5000%  |  | $101000.00         | $12642.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $52000.00          | $5229.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $131994.00         | $7556.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $37000.00          | $8427.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  |  | $51000.00          | $7567.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 5.0000%  |  | $2414000.00        | $18983.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $3196990.00        | $16503.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $2386270.00        | $21663.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $567000.00         | $6267.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-06-01      | 5.0000%  |  | $1820690.00        | $15789.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 5.9090%  |  | $5001569.00        | $45515.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1196860.00        | $7160.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 7.0000%  |  | $1000.00           | $153.33            | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $75000.00          | $11486.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-12-01      | 3.0000%  |  | $110000.00         | $10946.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $27000.00          | $6892.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $37000.00          | $6107.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  |  | $41000.00          | $8764.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  |  | $76000.00          | $12961.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $60500.00          | $6645.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $35000.00          | $6947.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $42000.00          | $7828.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $100000.00         | $6886.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 4.0000%  |  | $64000.00          | $7756.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 4.0000%  |  | $30000.00          | $6066.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $104200.00         | $15005.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $122523.00         | $16322.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 3.5000%  |  | $35000.00          | $5342.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $103000.00         | $15135.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.0000%  |  | $45000.00          | $12208.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.0000%  |  | $80000.00          | $5103.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 4.0000%  |  | $27000.00          | $5823.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 3.0000%  |  | $130000.00         | $14741.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.5000%  |  | $48000.00          | $8617.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.5000%  |  | $57000.00          | $11330.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $203000.00         | $54032.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 3.5000%  |  | $62000.00          | $13717.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $45000.00          | $3756.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.5000%  |  | $36000.00          | $6428.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $28500.00          | $5103.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $60000.00          | $7470.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $54000.00          | $10941.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $70849.00          | $17659.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.0000%  |  | $65000.00          | $12475.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $30000.00          | $5553.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 4.0000%  |  | $100000.00         | $11725.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $41504.00          | $9850.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $64000.00          | $15584.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $42000.00          | $5364.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $1000.00           | $267.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $26000.00          | $8327.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $61003.00          | $8848.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $55000.00          | $8805.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  |  | $39000.00          | $5377.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $60000.00          | $8389.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  |  | $53000.00          | $14210.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 3.5000%  |  | $17000.00          | $5871.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $114000.00         | $7634.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $62000.00          | $16690.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $56000.00          | $7617.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $59000.00          | $15737.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $33000.00          | $7275.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $16000.00          | $2955.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.0000%  |  | $17000.00          | $8980.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $34000.00          | $10028.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $30000.00          | $15853.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $24000.00          | $14024.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $14000.00          | $7299.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $25000.00          | $15387.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $20000.00          | $15104.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  |  | $29000.00          | $22252.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10000.00          | $6954.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $13000.00          | $8964.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $36000.00          | $23456.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $27000.00          | $16890.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $39000.00          | $28624.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6921.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $25000.00          | $16760.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11000.00          | $7447.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $105000.00         | $74708.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $10000.00          | $6870.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26000.00          | $17848.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $14000.00          | $10218.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $13309.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $8000.00           | $6102.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $10633.00          | $8129.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $6982.00           | $5493.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $20000.00          | $15684.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 3.0000%  |  | $25000.00          | $20578.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $15000.00          | $14651.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $24000.00          | $6019.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $60000.00          | $6714.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $71000.00          | $9998.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $24000.00          | $5355.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $67000.00          | $15528.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $138000.00         | $14640.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $96000.00          | $7401.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $29000.00          | $7692.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $62000.00          | $9047.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $71000.00          | $5919.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $1001.00           | $79.12             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $35000.00          | $7296.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $123601.00         | $19463.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $74000.00          | $5047.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $40000.00          | $2923.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $157408.00         | $14163.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.5000%  |  | $158000.00         | $21670.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $31000.00          | $8710.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $49000.00          | $5473.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.0000%  |  | $62000.00          | $13942.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $112000.00         | $23440.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $54000.00          | $6910.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.5000%  |  | $44000.00          | $5608.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $40000.00          | $8683.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-01-01      | 3.0000%  |  | $63000.00          | $16376.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $30000.00          | $8125.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $16000.00          | $6994.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $72000.00          | $22109.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.5000%  |  | $27000.00          | $9500.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 2.5000%  |  | $15000.00          | $7076.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 2.5000%  |  | $44000.00          | $20054.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $46000.00          | $21605.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $21000.00          | $10248.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 3.0000%  |  | $55000.00          | $17953.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $17154.00          | $8733.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $24000.00          | $8763.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  |  | $25000.00          | $9373.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $19000.00          | $9976.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 2.5000%  |  | $16000.00          | $9115.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $13000.00          | $7844.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $15000.00          | $9969.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 4.0000%  |  | $22337.00          | $7299.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $11000.00          | $7079.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $18000.00          | $11793.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $19000.00          | $12629.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 3.0000%  |  | $13000.00          | $8366.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $8706.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $8063.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $11999.00          | $8061.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $13000.00          | $8317.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $38000.00          | $23868.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6112.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.5000%  |  | $11000.00          | $6186.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $13000.00          | $7772.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $14000.00          | $9678.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6303.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $11000.00          | $7364.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $32000.00          | $22555.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.0000%  |  | $10000.00          | $6809.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $20000.00          | $14207.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $35000.00          | $24408.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $14000.00          | $9944.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $11000.00          | $8328.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.5000%  |  | $30000.00          | $17677.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $13200.00          | $8708.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $11000.00          | $8010.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $15000.00          | $11336.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $24000.00          | $17181.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $16100.00          | $12317.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $32800.00          | $23733.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $16000.00          | $11885.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $30000.00          | $23946.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $2000.00           | $1444.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $55000.00          | $44655.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  |  | $17000.00          | $12698.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $35000.00          | $28082.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 4.0000%  |  | $16000.00          | $12011.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $25000.00          | $21548.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $20000.00          | $17971.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $16000.00          | $12391.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $15000.00          | $12330.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $68969.00          | $57082.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $7969.00           | $5970.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $6000.00           | $5594.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $18000.00          | $15835.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $19000.00          | $16970.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.0000%  |  | $1000.00           | $1016.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 3.5000%  |  | $31000.00          | $25286.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $6000.00           | $5388.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $13000.00          | $10172.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $16000.00          | $13119.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 2.0000%  |  | $29000.00          | $23477.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $165120.00         | $155688.87         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.5000%  |  | $14000.00          | $13061.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $20000.00          | $18554.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $36000.00          | $29343.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $26000.00          | $24443.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 5.0000%  |  | $16000.00          | $15232.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $10000.00          | $8860.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $28512.00          | $22472.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $33000.00          | $29832.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 5.0000%  |  | $37000.00          | $7767.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.0000%  |  | $30000.00          | $8190.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 3.5000%  |  | $25000.00          | $6562.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.0000%  |  | $20000.00          | $5043.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-06-01      | 4.5000%  |  | $40000.00          | $6416.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 3.5000%  |  | $108000.00         | $24528.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $70000.00          | $12628.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $66000.00          | $5837.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $77000.00          | $16112.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 3.0000%  |  | $130000.00         | $15003.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $39000.00          | $7382.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $47000.00          | $5886.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 4.5000%  |  | $19000.00          | $4969.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $98000.00          | $19346.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $55000.00          | $5147.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 2.5000%  |  | $85401.00          | $13159.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 5.0000%  |  | $100000.00         | $17198.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $26000.00          | $8671.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $42000.00          | $8426.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $110000.00         | $24161.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.0000%  |  | $24000.00          | $5773.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 3.0000%  |  | $115000.00         | $18466.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $50000.00          | $8450.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-12-01      | 4.0000%  |  | $40000.00          | $9316.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $38000.00          | $5748.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-04      | 4.5000%  |  | $31000.00          | $9288.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $32000.00          | $8780.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-04-01      | 3.0000%  |  | $30000.00          | $5206.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.5000%  |  | $60000.00          | $21601.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $53000.00          | $9424.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $17796.00          | $5217.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.5000%  |  | $95000.00          | $11730.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.5000%  |  | $67000.00          | $22718.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 3.0000%  |  | $26000.00          | $6101.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $20000.00          | $5862.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $43001.00          | $6204.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $46000.00          | $18102.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.5000%  |  | $18000.00          | $4951.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $65000.00          | $24093.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $21000.00          | $5242.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $36000.00          | $11208.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $106000.00         | $20933.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.0000%  |  | $42000.00          | $9172.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 5.0000%  |  | $51000.00          | $15548.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $70969.00          | $19420.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.0000%  |  | $72000.00          | $33696.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $34000.00          | $7856.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $30000.00          | $11721.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.0000%  |  | $57000.00          | $15103.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.0000%  |  | $18000.00          | $6249.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $14000.00          | $5943.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $19000.00          | $6045.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $61000.00          | $18829.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $19000.00          | $9810.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.5000%  |  | $45827.00          | $12564.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $20000.00          | $10936.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $13000.00          | $7420.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.5000%  |  | $13000.00          | $5180.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 4.0000%  |  | $16000.00          | $5290.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $29000.00          | $13411.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $29674.00          | $12252.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.0000%  |  | $73000.00          | $44891.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $31500.00          | $9902.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.0000%  |  | $36000.00          | $12727.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.5000%  |  | $48000.00          | $17162.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 3.5000%  |  | $35000.00          | $12395.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.5000%  |  | $41000.00          | $17193.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $67000.00          | $38458.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.0000%  |  | $15000.00          | $7777.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $24000.00          | $13484.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.5000%  |  | $26000.00          | $9286.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $32000.00          | $20039.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $10000.00          | $5976.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $24000.00          | $10532.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $2000.00           | $942.06            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $20000.00          | $9358.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $16000.00          | $8199.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $14000.00          | $7900.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 3.0000%  |  | $38000.00          | $15247.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $13000.00          | $8190.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $15000.00          | $7907.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 4.5000%  |  | $13000.00          | $6736.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $9000.00           | $3815.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $35000.00          | $17830.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $13700.00          | $8356.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 3.0000%  |  | $19000.00          | $10168.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $13000.00          | $9057.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $25000.00          | $14470.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $31011.00          | $21016.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $28000.00          | $19081.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $26991.00          | $18480.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $13000.00          | $7015.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $20000.00          | $12865.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 4.5000%  |  | $27000.00          | $14861.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.0000%  |  | $13000.00          | $7216.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $22000.00          | $14503.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.5000%  |  | $28000.00          | $17265.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 4.0000%  |  | $12000.00          | $7344.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $40357.00          | $23661.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $28000.00          | $10334.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6554.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $11700.00          | $8122.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $20000.00          | $13003.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $12000.00          | $8473.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $28000.00          | $21623.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $21000.00          | $9979.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 3.0000%  |  | $40000.00          | $20633.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.0000%  |  | $9500.00           | $5541.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $59300.00          | $42766.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $20000.00          | $13931.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $29000.00          | $21830.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $25500.00          | $19491.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $15000.00          | $9925.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $20000.00          | $14816.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $36621.00          | $26839.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $31500.00          | $18422.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $8000.00           | $5109.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $6980.00           | $5081.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $14000.00          | $9621.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 5.0000%  |  | $21000.00          | $11885.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8000.00           | $6095.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $22500.00          | $16127.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $15000.00          | $10494.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $25000.00          | $16337.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $30000.00          | $22453.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $12900.00          | $9031.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $19000.00          | $11958.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $13000.00          | $8805.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $18000.00          | $11316.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $8000.00           | $5810.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.5000%  |  | $12000.00          | $7905.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $7000.00           | $5098.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 6.0000%  |  | $23500.00          | $15794.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.0000%  |  | $40000.00          | $29739.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $35000.00          | $24552.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $27000.00          | $20967.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $25000.00          | $18703.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $23000.00          | $17202.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $16500.00          | $11813.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-07-01      | 4.0000%  |  | $8000.00           | $5194.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $29000.00          | $19139.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.0000%  |  | $15000.00          | $11359.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $13000.00          | $11022.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 3.0000%  |  | $16000.00          | $11911.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 6.5000%  |  | $13000.00          | $9596.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 3.0000%  |  | $34000.00          | $24502.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $17975.00          | $14207.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $24000.00          | $19504.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $20000.00          | $15671.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $16000.00          | $11777.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $25000.00          | $22120.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $28000.00          | $20881.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 2.0000%  |  | $9000.00           | $6540.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.0000%  |  | $12000.00          | $9930.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $33000.00          | $24651.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $11000.00          | $9139.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  |  | $20715.00          | $15599.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $35000.00          | $25932.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $19000.00          | $15984.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $6000.00           | $5292.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-25      | 3.5000%  |  | $10100.00          | $7769.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 6.0000%  |  | $2874178.00        | $16750.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-08-01      | 3.0000%  |  | $50000.00          | $6962.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 4.5000%  |  | $154047.00         | $5038.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 4.5000%  |  | $302000.00         | $12132.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $1002.00           | $16.26             | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-06-01      | 4.0000%  |  | $218500.00         | $7457.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.5000%  |  | $127000.00         | $6726.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $190000.00         | $7357.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $281000.00         | $6420.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 4.5000%  |  | $217000.00         | $6124.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-01-01      | 3.0000%  |  | $40000.00          | $5912.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 2.5000%  |  | $87199.00          | $16756.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 2.5000%  |  | $30877.00          | $5719.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $50000.00          | $6443.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $279000.00         | $5056.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $324000.00         | $12166.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 4.5000%  |  | $275000.00         | $7584.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $1001.00           | $40.07             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $231000.00         | $9006.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $129000.00         | $6715.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $320000.00         | $8430.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-02-01      | 3.5000%  |  | $158000.00         | $7083.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 3.5000%  |  | $94000.00          | $5388.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-04-01      | 3.5000%  |  | $123000.00         | $6461.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-09-01      | 3.0000%  |  | $181000.00         | $13475.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.0000%  |  | $60000.00          | $5768.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-11-01      | 3.5000%  |  | $190000.00         | $16077.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-12-01      | 3.0000%  |  | $80988.00          | $7066.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 3.0000%  |  | $32000.00          | $3139.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $99000.00          | $12216.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $41000.00          | $6054.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 4.0000%  |  | $62000.00          | $9647.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $88000.00          | $12696.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $59000.00          | $5162.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 3.5000%  |  | $82000.00          | $5781.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53475.00          | $5159.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $137000.00         | $11258.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.5000%  |  | $67000.00          | $5757.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 4.0000%  |  | $60000.00          | $5890.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $82000.00          | $8989.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $138000.00         | $12843.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 3.5000%  |  | $156000.00         | $18766.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 3.5000%  |  | $44000.00          | $5497.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 4.0000%  |  | $52000.00          | $5465.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 3.5000%  |  | $62000.00          | $6730.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $84049.00          | $9267.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $82000.00          | $8238.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 4.5000%  |  | $43000.00          | $5722.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $96000.00          | $7162.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.5000%  |  | $156000.00         | $9559.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $68000.00          | $5235.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 2.5000%  |  | $45000.00          | $7903.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $64000.00          | $9471.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 3.5000%  |  | $53000.00          | $6411.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 3.0000%  |  | $76000.00          | $9881.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.5000%  |  | $35000.00          | $5479.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 3.0000%  |  | $99500.00          | $16846.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-01-01      | 2.5000%  |  | $41000.00          | $5441.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-01-01      | 3.0000%  |  | $59000.00          | $5829.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 4.0000%  |  | $55000.00          | $6861.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $36000.00          | $7646.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $30000.00          | $5210.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 4.0000%  |  | $88000.00          | $7919.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 4.0000%  |  | $84000.00          | $11786.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $114000.00         | $10481.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $56586.00          | $5541.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 3.0000%  |  | $36200.00          | $5869.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $31000.00          | $5120.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.5000%  |  | $51000.00          | $6041.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $155000.00         | $21647.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 3.0000%  |  | $1000.00           | $125.18            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.0000%  |  | $52000.00          | $8722.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $42000.00          | $5280.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $63000.00          | $7769.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-02-01      | 3.0000%  |  | $131000.00         | $18808.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $145000.00         | $17822.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.0000%  |  | $71000.00          | $6771.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-05-01      | 3.5000%  |  | $165000.00         | $13051.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $109200.00         | $9398.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.0000%  |  | $45000.00          | $7081.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $1001.00           | $79.95             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $143000.00         | $14885.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $102000.00         | $8015.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $105000.00         | $7789.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-08-01      | 3.5000%  |  | $93000.00          | $6197.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 3.5000%  |  | $100000.00         | $9103.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $76000.00          | $5843.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.0000%  |  | $17000.00          | $10066.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.0000%  |  | $20000.00          | $9935.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.5000%  |  | $18000.00          | $8745.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $5000.00           | $2977.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $35000.00          | $20028.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.0000%  |  | $207000.00         | $126169.45         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $22000.00          | $12169.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 2.0000%  |  | $26000.00          | $16083.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 2.5000%  |  | $111000.00         | $67410.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $18000.00          | $8847.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $113000.00         | $8028.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 3.5000%  |  | $85000.00          | $7360.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-04-01      | 3.5000%  |  | $1000.00           | $72.52             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $109000.00         | $9408.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.5000%  |  | $49000.00          | $4936.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $71000.00          | $5638.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.0000%  |  | $88000.00          | $8282.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $12000.00          | $1070.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-07-01      | 4.0000%  |  | $60000.00          | $7829.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-08-01      | 3.5000%  |  | $56000.00          | $6864.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $129000.00         | $12467.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 4.0000%  |  | $75000.00          | $7601.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-10-01      | 2.5000%  |  | $64000.00          | $8506.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1002.00           | $115.59            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $45000.00          | $5960.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $39000.00          | $5729.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $34000.00          | $5045.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.5000%  |  | $80000.00          | $9548.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $120938.00         | $19714.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $112000.00         | $18958.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $42000.00          | $5517.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $113501.00         | $15091.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $55000.00          | $7294.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $34000.00          | $5984.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $63000.00          | $8999.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $48000.00          | $8944.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $48000.00          | $7485.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 2.0000%  |  | $25000.00          | $10414.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $45881.00          | $10988.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.5000%  |  | $28000.00          | $5626.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $65000.00          | $17742.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $83000.00          | $18882.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $36000.00          | $10152.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.0000%  |  | $45000.00          | $20001.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.5000%  |  | $64000.00          | $25019.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.0000%  |  | $19000.00          | $5881.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.0000%  |  | $16000.00          | $6320.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.5000%  |  | $24000.00          | $7916.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 2.0000%  |  | $17000.00          | $8635.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $26000.00          | $6519.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 2.5000%  |  | $30000.00          | $17232.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 2.0000%  |  | $30000.00          | $16828.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 2.5000%  |  | $20000.00          | $8612.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $47668.00          | $20694.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 2.5000%  |  | $13000.00          | $5972.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 6.0000%  |  | $26000.00          | $10834.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $6000.00           | $5098.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 6.0000%  |  | $9000.00           | $5309.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 5.5000%  |  | $16000.00          | $8156.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 5.5000%  |  | $21000.00          | $11459.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  |  | $25000.00          | $19049.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $8000.00           | $5118.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-05-01      | 4.5000%  |  | $9000.00           | $6426.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 4.0000%  |  | $57000.00          | $23933.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $21000.00          | $13158.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $77000.00          | $49395.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $76000.00          | $48670.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $16000.00          | $10172.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5256.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.0000%  |  | $22000.00          | $12856.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-04-01      | 2.5000%  |  | $14000.00          | $8975.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $64000.00          | $45145.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $106000.00         | $75273.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $31000.00          | $22143.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.0000%  |  | $25002.00          | $16310.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $94000.00          | $65054.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $10000.00          | $7244.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 3.0000%  |  | $36000.00          | $20936.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 3.5000%  |  | $25000.00          | $16623.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  |  | $10000.00          | $6947.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.0000%  |  | $20000.00          | $14238.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $30000.00          | $22103.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.0000%  |  | $10000.00          | $7279.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $13000.00          | $9716.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $102000.00         | $74513.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $82000.00          | $53699.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 5.0000%  |  | $22000.00          | $15646.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $11000.00          | $7548.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $22981.00          | $17632.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10000.00          | $7431.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 4.5000%  |  | $21000.00          | $10786.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $18000.00          | $14174.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.5000%  |  | $9000.00           | $6504.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 3.5000%  |  | $13000.00          | $7927.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $15000.00          | $10441.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $18111.00          | $13580.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $11000.00          | $8704.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 5.0000%  |  | $8000.00           | $6316.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $22001.00          | $17229.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  |  | $17000.00          | $12358.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 4.5000%  |  | $18000.00          | $10874.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $22000.00          | $17522.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $15000.00          | $12022.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $4000.00           | $3185.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $8000.00           | $6383.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-07-01      | 4.5000%  |  | $9000.00           | $5400.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 5.5000%  |  | $8000.00           | $5861.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 6.0000%  |  | $21000.00          | $13460.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 6.5000%  |  | $21000.00          | $11108.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 3.5000%  |  | $21000.00          | $16702.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $14000.00          | $11741.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 5.0000%  |  | $15000.00          | $9250.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $11000.00          | $7140.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $66000.00          | $54270.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.5000%  |  | $25000.00          | $19237.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $3000.00           | $2477.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-01-01      | 5.5000%  |  | $11000.00          | $5744.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.0000%  |  | $23000.00          | $20450.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $22000.00          | $17277.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $8000.00           | $5196.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 4.0000%  |  | $21500.00          | $18559.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.0000%  |  | $15000.00          | $13317.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $14000.00          | $7637.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $28000.00          | $24875.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $6000.00           | $5322.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $48000.00          | $42715.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.5000%  |  | $17000.00          | $15286.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $26000.00          | $23131.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $43000.00          | $39116.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.0000%  |  | $12000.00          | $10708.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $30000.00          | $24499.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 6.0000%  |  | $14000.00          | $9774.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 4.0000%  |  | $20000.00          | $17880.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.0000%  |  | $25000.00          | $22989.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $23000.00          | $19258.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.5000%  |  | $13000.00          | $10485.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  |  | $13000.00          | $11467.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $67000.00          | $58735.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.0000%  |  | $7000.00           | $6556.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  |  | $15000.00          | $13381.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $18000.00          | $16001.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.5000%  |  | $19000.00          | $17723.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 6.0000%  |  | $23000.00          | $19947.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 4.0000%  |  | $13000.00          | $12044.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  |  | $24994.00          | $23609.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.0000%  |  | $6000.00           | $5803.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.5000%  |  | $21000.00          | $20419.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 4.5000%  |  | $24000.00          | $22907.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 5.5000%  |  | $15000.00          | $14779.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  |  | $14000.00          | $13741.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $366441.00         | $9815.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $307000.00         | $7182.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $363574.00         | $8486.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $268000.00         | $8383.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.5000%  |  | $210000.00         | $8550.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  |  | $163625.00         | $8027.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 4.5000%  |  | $247000.00         | $8321.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.5000%  |  | $185000.00         | $5886.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $168738.00         | $5898.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $21000.00          | $19229.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $1000.00           | $947.90            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 6.0000%  |  | $1000.00           | $1019.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 6.0000%  |  | $1000.00           | $1019.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $15000.00          | $12183.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $25000.00          | $22260.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $20000.00          | $17961.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $25000.00          | $20752.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 5.5000%  |  | $930940.00         | $909529.59         | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-10-01      | 2.0000%  |  | $22000.00          | $17319.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $20000.00          | $17238.53          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.9300%  |  | $1709356.00        | $1158691.81        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.7570%  |  | $29477.00          | $21051.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $111138.00         | $102317.34         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  |  | $18000.00          | $16840.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 3.5000%  |  | $24000.00          | $21385.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 4.5000%  |  | $18000.00          | $17098.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $18000.00          | $16200.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.0000%  |  | $7000.00           | $6055.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $10000.00          | $9643.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.0000%  |  | $6000.00           | $5573.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.5000%  |  | $6000.00           | $5728.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.5000%  |  | $39000.00          | $38039.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-06-01      | 4.5000%  |  | $16000.00          | $13204.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.0000%  |  | $2362915.00        | $2401396.86        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.0000%  |  | $1000.00           | $1018.13           | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $12143000.00       | $10415973.97       | Agency Mortgage-Backed Securities   |
| TVDB          | 2026-09-15      | 0.0000%  |  | $63000.00          | $61899.14          | Agency Debentures and Agency Strips |
| TVDB          | 2027-09-15      | 0.0000%  |  | $63000.00          | $59492.98          | Agency Debentures and Agency Strips |
| TVDB          | 2028-03-15      | 0.0000%  |  | $63000.00          | $58333.90          | Agency Debentures and Agency Strips |
| TVDB          | 2028-09-15      | 0.0000%  |  | $63000.00          | $57080.46          | Agency Debentures and Agency Strips |
| TVDB          | 2029-03-15      | 0.0000%  |  | $63000.00          | $55945.07          | Agency Debentures and Agency Strips |
| TVDB          | 2029-09-15      | 0.0000%  |  | $63000.00          | $54832.24          | Agency Debentures and Agency Strips |
| TVDB          | 2030-03-15      | 0.0000%  |  | $63000.00          | $53685.32          | Agency Debentures and Agency Strips |
| TVDB          | 2030-09-15      | 0.0000%  |  | $63000.00          | $52587.55          | Agency Debentures and Agency Strips |
| TVDB          | 2031-03-15      | 0.0000%  |  | $63000.00          | $51532.17          | Agency Debentures and Agency Strips |
| TVDB          | 2031-09-15      | 0.0000%  |  | $63000.00          | $50417.01          | Agency Debentures and Agency Strips |
| TVDB          | 2034-03-15      | 0.0000%  |  | $73000.00          | $50256.70          | Agency Debentures and Agency Strips |
| TVDB          | 2034-09-15      | 0.0000%  |  | $74000.00          | $49599.61          | Agency Debentures and Agency Strips |
| TVDB          | 2037-03-15      | 0.0000%  |  | $80000.00          | $47385.04          | Agency Debentures and Agency Strips |
| TVDB          | 2038-03-15      | 0.0000%  |  | $118000.00         | $66397.42          | Agency Debentures and Agency Strips |
| TVDB          | 2039-03-15      | 0.0000%  |  | $126000.00         | $67484.21          | Agency Debentures and Agency Strips |
| TVDB          | 2041-07-15      | 0.0000%  |  | $117000.00         | $50497.67          | Agency Debentures and Agency Strips |
| TVDB          | 2042-01-15      | 0.0000%  |  | $117000.00         | $49129.00          | Agency Debentures and Agency Strips |
| TVDB          | 2042-07-15      | 0.0000%  |  | $117000.00         | $47797.31          | Agency Debentures and Agency Strips |
| TVDB          | 2044-01-15      | 0.0000%  |  | $117000.00         | $44015.17          | Agency Debentures and Agency Strips |

### Security 44: U.S. Bancorp

- **C.1 - Title:** US BANCORP REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: UVV040126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 7.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-01-31      | 4.0000%  |  | $300.00            | $301.34            | U.S. Treasuries (including strips) |
| USTR          | 2031-09-30      | 3.6250%  |  | $2875400.00        | $2820577.62        | U.S. Treasuries (including strips) |
| USTR          | 2031-11-30      | 4.1250%  |  | $8589200.00        | $8630187.66        | U.S. Treasuries (including strips) |
| USTR          | 2028-11-15      | 3.5000%  |  | $667800.00         | $662419.54         | U.S. Treasuries (including strips) |

### Security 45: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT040226, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-12-01      | 3.0000%  |  | $32815.00          | $4640.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 2.0000%  |  | $9000.00           | $5899.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 4.5000%  |  | $11000.00          | $5771.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 4.5000%  |  | $11000.00          | $5950.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.5000%  |  | $8000.00           | $5153.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $10000.00          | $6910.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $1684.00           | $1433.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-07-01      | 6.0000%  |  | $12268.00          | $9266.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $7759.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 2.5000%  |  | $11668.00          | $5536.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.0000%  |  | $11983.00          | $7613.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $7626.00           | $4793.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.5000%  |  | $9000.00           | $5769.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $27000.00          | $18197.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  |  | $4000.00           | $2877.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.0000%  |  | $12000.00          | $9188.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $12000.00          | $9630.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $10000.00          | $8467.07           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-05-09      | 3.8700%  |  | $399000.00         | $399179.55         | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 3.0000%  |  | $9000.00           | $5849.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $10000.00          | $6067.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10000.00          | $6861.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $7000.00           | $5280.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $6000.00           | $4546.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8500%  |  | $2000.00           | $2003.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $10000.00          | $5866.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $43998.00          | $4833.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $9505.00           | $6707.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $10095.00          | $7170.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $11000.00          | $7642.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $12665.00          | $10482.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $7000.00           | $6202.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $12027.00          | $9479.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $38000.00          | $6422.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $12000.00          | $5102.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $12000.00          | $5565.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.5000%  |  | $12000.00          | $5986.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $12000.00          | $6985.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.5000%  |  | $12000.00          | $7483.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $32000.00          | $19885.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $12000.00          | $7561.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8000.00           | $5323.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $1813.00           | $1185.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $8000.00           | $5547.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.0000%  |  | $12000.00          | $9007.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $13000.00          | $7602.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $14000.00          | $10192.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  |  | $14000.00          | $10201.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $9000.00           | $6559.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7889.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 4.5000%  |  | $11000.00          | $8957.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 6.5000%  |  | $12000.00          | $9390.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 3.5000%  |  | $80000.00          | $9471.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $90999.00          | $4937.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $4005.00           | $493.62            | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 2.0000%  |  | $10000.00          | $5717.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $42000.00          | $7034.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $11000.00          | $6486.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $8000.00           | $5040.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $19000.00          | $13764.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $9000.00           | $6942.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.5000%  |  | $10000.00          | $7227.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $18002.00          | $14337.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $7000.00           | $5585.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $8000.00           | $6432.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $7000.00           | $5767.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $5999.00           | $5036.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 5.5000%  |  | $11000.00          | $5401.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.0000%  |  | $6812.00           | $5808.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $12000.00          | $10323.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.5000%  |  | $9999.00           | $8319.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1980.00           | $1771.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 6.5000%  |  | $14912.00          | $14613.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-10-01      | 2.0000%  |  | $12000.00          | $9447.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $1000.00           | $978.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  |  | $25000.00          | $23388.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $7000.00           | $6750.39           | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-06-20      | 3.0000%  |  | $1000.00           | $49.12             | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-02-20      | 3.0000%  |  | $73000.00          | $11547.74          | Agency Mortgage-Backed Securities   |
| USTR          | 2046-02-15      | 0.0000%  |  | $36600.00          | $13445.71          | U.S. Treasuries (including strips)  |
| USTR          | 2052-02-15      | 2.2500%  |  | $3100.00           | $1866.79           | U.S. Treasuries (including strips)  |
| USTR          | 2027-04-15      | 0.1250%  |  | $28000.00          | $32076.12          | U.S. Treasuries (including strips)  |
| USTR          | 2039-11-15      | 0.0000%  |  | $11416.26          | $5912.94           | U.S. Treasuries (including strips)  |

### Security 46: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT040926, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-10-01      | 4.0000%  |  | $1965.00           | $110.17            | Agency Mortgage-Backed Securities  |
| FMAC          | 2033-12-01      | 4.5000%  |  | $1000.00           | $64.60             | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-08-01      | 4.5000%  |  | $8429.00           | $177.32            | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-12-01      | 5.0000%  |  | $26908.00          | $329.12            | Agency Mortgage-Backed Securities  |
| FMAC          | 2048-11-01      | 4.0000%  |  | $1000.00           | $68.29             | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-12-01      | 3.5000%  |  | $1007.00           | $103.71            | Agency Mortgage-Backed Securities  |
| FMAC          | 2047-07-01      | 3.5000%  |  | $170553.00         | $19391.74          | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-08-01      | 4.5000%  |  | $114998.00         | $6439.56           | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-01-01      | 2.5000%  |  | $48000.00          | $13106.76          | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-09-01      | 4.5000%  |  | $21000.00          | $10791.39          | Agency Mortgage-Backed Securities  |
| FMAC          | 2035-10-01      | 2.5000%  |  | $4746.00           | $1684.92           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  |  | $3806.00           | $3238.79           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 3.0000%  |  | $17575.00          | $10563.82          | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-12-01      | 3.5000%  |  | $1019.00           | $599.26            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 3.0000%  |  | $12921.00          | $9122.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2027-01-15      | 0.0000%  |  | $2000.00           | $1939.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-05-01      | 4.0000%  |  | $15000.00          | $2987.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  |  | $16000.00          | $11033.07          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11000.00          | $8099.07           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  |  | $10633.00          | $8129.01           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  |  | $18373.00          | $15206.44          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 2.0000%  |  | $94532.00          | $74507.00          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 2.5000%  |  | $13864.00          | $11603.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 3.5000%  |  | $30004.00          | $8210.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11999.00          | $8997.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 5.0000%  |  | $11000.00          | $9099.80           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-12-01      | 3.0000%  |  | $3012.00           | $262.81            | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-03-01      | 3.5000%  |  | $57000.00          | $8244.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-11-01      | 2.0000%  |  | $19056.00          | $11788.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.5000%  |  | $1199.00           | $159.42            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  |  | $13000.00          | $8145.54           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 2.0000%  |  | $15999.00          | $10437.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 4.5000%  |  | $14265.00          | $7878.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 3.0000%  |  | $12000.00          | $8353.25           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.0000%  |  | $11000.00          | $10035.75          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  |  | $10000.00          | $8313.53           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  |  | $2178.00           | $1948.20           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.7570%  |  | $1000.00           | $714.18            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  |  | $1000.00           | $978.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  |  | $679067.00         | $665463.03         | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-06-15      | 2.5000%  |  | $1228.00           | $11.43             | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-06-20      | 3.0000%  |  | $1000.00           | $49.12             | Agency Mortgage-Backed Securities  |
| GNMA          | 2047-01-20      | 3.0000%  |  | $69333.00          | $9275.73           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 2.5000%  |  | $13000.00          | $7999.71           | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-04-20      | 2.5000%  |  | $22965.00          | $11193.53          | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-09-20      | 2.5000%  |  | $9998.00           | $5673.70           | Agency Mortgage-Backed Securities  |
| USTR          | 2026-09-03      | 0.0000%  |  | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2026-04-02      | 0.0000%  |  | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| USTR          | 2026-06-18      | 0.0000%  |  | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| USTR          | 2026-07-28      | 0.0000%  |  | $1000.00           | $988.15            | U.S. Treasuries (including strips) |
| USTR          | 2042-05-15      | 3.0000%  |  | $2800.00           | $2228.62           | U.S. Treasuries (including strips) |
| USTR          | 2033-11-15      | 4.5000%  |  | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| USTR          | 2036-08-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2037-02-15      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2029-08-15      | 0.0000%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2039-05-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  |  | $0.05              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2043-05-15      | 0.0000%  |  | $0.53              | $0.22              | U.S. Treasuries (including strips) |
| USTR          | 2044-05-15      | 0.0000%  |  | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| USTR          | 2046-02-15      | 0.0000%  |  | $0.07              | $0.03              | U.S. Treasuries (including strips) |
| USTR          | 2046-11-15      | 0.0000%  |  | $0.10              | $0.03              | U.S. Treasuries (including strips) |
| USTR          | 2026-05-31      | 0.0000%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| USTR          | 2027-01-31      | 0.0000%  |  | $1.00              | $0.97              | U.S. Treasuries (including strips) |
| USTR          | 2054-08-15      | 0.0000%  |  | $0.10              | $0.02              | U.S. Treasuries (including strips) |
| USTR          | 2054-11-15      | 0.0000%  |  | $0.10              | $0.02              | U.S. Treasuries (including strips) |

### Security 47: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT041626, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-10-01      | 5.0000%  |  | $3682.00           | $3133.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-01-01      | 4.5000%  |  | $6000.00           | $5226.96           | Agency Mortgage-Backed Securities |
| FNMA          | 2031-06-01      | 4.6100%  |  | $7403.00           | $7429.36           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  |  | $7771.00           | $6431.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2049-08-01      | 3.5000%  |  | $1000.00           | $96.65             | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  |  | $4412.00           | $3946.49           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-08-01      | 5.5000%  |  | $6000.00           | $5250.95           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.0000%  |  | $1107663.00        | $984190.96         | Agency Mortgage-Backed Securities |

### Security 48: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT041726, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-03-01      | 3.5000%  |  | $45000.00          | $5641.09           | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-06-12      | 2.5000%  |  | $10000.00          | $9974.87           | Agency Debentures and Agency Strips |
| FMAC          | 2045-10-01      | 3.5000%  |  | $6114.00           | $1059.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $1000.00           | $355.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.0000%  |  | $1000.00           | $621.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-07-07      | 3.8500%  |  | $560000.00         | $560610.40         | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-05-15      | 6.2500%  |  | $6000.00           | $6417.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-10-08      | 6.0300%  |  | $13000.00          | $13419.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 3.0000%  |  | $34000.00          | $24750.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $2309.00           | $1911.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $35000.00          | $13711.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $39000.00          | $28582.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $50945.00          | $5617.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 4.0000%  |  | $77995.00          | $7828.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 4.0000%  |  | $1000.00           | $100.16            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $37000.00          | $6952.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $52000.00          | $19035.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $12000.00          | $7791.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $4000.00           | $2900.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $10000.00          | $7386.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $10000.00          | $7305.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $19999.00          | $15661.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $49000.00          | $43605.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 3.5000%  |  | $57000.00          | $49776.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $4199.00           | $4111.89           | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-20      | 6.0000%  |  | $43347.00          | $5613.65           | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-20      | 5.7500%  |  | $8854.00           | $6123.83           | Agency Mortgage-Backed Securities   |
| USTR          | 2044-02-15      | 0.0000%  |  | $50000.00          | $20478.20          | U.S. Treasuries (including strips)  |
| USTR          | 2027-09-30      | 0.0000%  |  | $47000.00          | $44380.31          | U.S. Treasuries (including strips)  |
| USTR          | 2028-11-30      | 1.5000%  |  | $6200.00           | $5838.06           | U.S. Treasuries (including strips)  |
| USTR          | 2032-04-30      | 4.0000%  |  | $84900.00          | $84569.14          | U.S. Treasuries (including strips)  |

### Security 49: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT042426, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-10-01      | 2.5000%  |  | $1320.00           | $468.63            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.5000%  |  | $6001.00           | $5045.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-07-07      | 3.8500%  |  | $959000.00         | $960045.31         | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-01-01      | 3.5000%  |  | $6000.00           | $5441.57           | Agency Mortgage-Backed Securities  |
| FNMA          | 2056-03-01      | 5.0000%  |  | $6000.00           | $5889.12           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1000.00           | $894.49            | Agency Mortgage-Backed Securities  |
| USTR          | 2038-05-15      | 0.0000%  |  | $25000.00          | $14590.80          | U.S. Treasuries (including strips) |
| USTR          | 2051-02-15      | 0.0000%  |  | $67000.00          | $19014.33          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-04-08

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer