# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-003051
**Filing Date:** 2026-5
**Character Count:** 285696
**Document Hash:** 29e40ddeaa6d428034b7a53ff735a1d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-003051.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001580642-26-003051

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26952778

**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 Institutional Class |  |

# 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):** 2026-04-30

**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:** 49 days

- **WAL:** 56 days

- **Total Value of Portfolio Securities:** $162791999.22

- **Amortized Cost of Portfolio Securities:** $162791999.22

- **Cash:** $5461.66

- **Total Other Assets:** $238689.88

- **Total Liabilities:** $624292.54

- **Net Assets of Series:** $162411858.22

- **Number of Shares Outstanding (Series):** 162411605.5400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $154409432.31             | $160245230.46              | 93.3200%                  | 93.3200%                   |
| 2026-04-02 | $156925720.41             | $162761771.19              | 93.4300%                  | 93.4300%                   |
| 2026-04-03 | $156934502.23             | $162770805.67              | 93.4300%                  | 93.4300%                   |
| 2026-04-06 | $158018386.30             | $163855447.86              | 93.4600%                  | 93.4600%                   |
| 2026-04-07 | $156766792.33             | $162604106.65              | 93.4100%                  | 93.4100%                   |
| 2026-04-08 | $156437798.67             | $162275365.78              | 93.3900%                  | 94.1400%                   |
| 2026-04-09 | $150944251.29             | $156782071.21              | 90.9800%                  | 91.7300%                   |
| 2026-04-10 | $148738083.90             | $154576156.65              | 90.8600%                  | 91.6200%                   |
| 2026-04-13 | $148030864.75             | $154871631.84              | 90.8100%                  | 91.5800%                   |
| 2026-04-14 | $148905459.23             | $154496446.55              | 91.5600%                  | 91.5600%                   |
| 2026-04-15 | $148846738.87             | $154437952.39              | 91.5600%                  | 91.5600%                   |
| 2026-04-16 | $148863114.60             | $154454554.35              | 91.5600%                  | 91.5600%                   |
| 2026-04-17 | $148946392.11             | $154538058.12              | 91.5700%                  | 92.8000%                   |
| 2026-04-20 | $149585979.37             | $155178324.25              | 91.6000%                  | 92.8200%                   |
| 2026-04-21 | $148784127.92             | $154376699.14              | 91.5500%                  | 92.7800%                   |
| 2026-04-22 | $148742945.49             | $154335743.08              | 89.6500%                  | 92.7800%                   |
| 2026-04-23 | $150736377.82             | $154333401.78              | 92.7600%                  | 92.7600%                   |
| 2026-04-24 | $150423617.68             | $154020785.01              | 92.7500%                  | 92.7500%                   |
| 2026-04-27 | $150464916.05             | $154062513.55              | 92.7500%                  | 92.7500%                   |
| 2026-04-28 | $151044188.35             | $154641929.26              | 92.7700%                  | 92.7700%                   |
| 2026-04-29 | $152106432.72             | $155704317.07              | 92.8200%                  | 92.8200%                   |
| 2026-04-30 | $151340479.22             | $154938507.01              | 92.8300%                  | 92.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.6900%             |
| 2026-04-02 | 3.6900%             |
| 2026-04-03 | 3.6900%             |
| 2026-04-06 | 3.6800%             |
| 2026-04-07 | 3.6700%             |
| 2026-04-08 | 3.6700%             |
| 2026-04-09 | 3.6700%             |
| 2026-04-10 | 3.6700%             |
| 2026-04-13 | 3.6700%             |
| 2026-04-14 | 3.6700%             |
| 2026-04-15 | 3.6700%             |
| 2026-04-16 | 3.6600%             |
| 2026-04-17 | 3.6600%             |
| 2026-04-20 | 3.6700%             |
| 2026-04-21 | 3.6700%             |
| 2026-04-22 | 3.6700%             |
| 2026-04-23 | 3.6800%             |
| 2026-04-24 | 3.6800%             |
| 2026-04-27 | 3.6900%             |
| 2026-04-28 | 3.6900%             |
| 2026-04-29 | 3.6900%             |
| 2026-04-30 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0001                      |
|  |  |
| 2026-04-03 | 1.0001                      |
|  |  |
| 2026-04-06 | 0.9998                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0001                      |
|  |  |
| 2026-04-13 | 0.9999                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0001                      |
|  |  |
| 2026-04-20 | 0.9999                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0001                      |
|  |  |
| 2026-04-27 | 0.9999                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 1.0000                      |
|  |  |
| 2026-04-30 | 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:** $162411858.22

- **Number of Shares Outstanding:** 162411605.5400

- **Expense Reimbursement/Waiver:** 49203.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0001          |
|  |  |
| 2026-04-03 | 1.0001          |
|  |  |
| 2026-04-06 | 0.9998          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0001          |
|  |  |
| 2026-04-13 | 0.9999          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0001          |
|  |  |
| 2026-04-20 | 0.9999          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0001          |
|  |  |
| 2026-04-27 | 0.9999          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $457476.14                | $0.00                   |
| 2026-04-02 | $2501640.00               | $4500.00                |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $1104155.18               | $69100.00               |
| 2026-04-07 | $15.00                    | $1264995.00             |
| 2026-04-08 | $85000.00                 | $428400.00              |
| 2026-04-09 | $267000.00                | $1849796.15             |
| 2026-04-10 | $500000.00                | $2720015.00             |
| 2026-04-13 | $15175.00                 | $762553.63              |
| 2026-04-14 | $0.00                     | $388912.00              |
| 2026-04-15 | $299200.00                | $395860.58              |
| 2026-04-16 | $36.15                    | $0.00                   |
| 2026-04-17 | $500000.00                | $433934.92              |
| 2026-04-20 | $1116175.00               | $517740.00              |
| 2026-04-21 | $1100.00                  | $816700.00              |
| 2026-04-22 | $0.00                     | $54850.00               |
| 2026-04-23 | $571500.00                | $538907.00              |
| 2026-04-24 | $150500.00                | $500000.00              |
| 2026-04-27 | $175.00                   | $0.00                   |
| 2026-04-28 | $569024.00                | $3000.00                |
| 2026-04-29 | $1500000.00               | $452500.00              |
| 2026-04-30 | $673473.00                | $1530000.00             |

**Total Gross Subscriptions (Month):** $10311644.47

**Total Gross Redemptions (Month):** $12731764.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4900%           |
| 2026-04-02 | 3.4900%           |
| 2026-04-03 | 3.4900%           |
| 2026-04-06 | 3.4800%           |
| 2026-04-07 | 3.4700%           |
| 2026-04-08 | 3.4700%           |
| 2026-04-09 | 3.4700%           |
| 2026-04-10 | 3.4700%           |
| 2026-04-13 | 3.4700%           |
| 2026-04-14 | 3.4700%           |
| 2026-04-15 | 3.4700%           |
| 2026-04-16 | 3.4600%           |
| 2026-04-17 | 3.4600%           |
| 2026-04-20 | 3.4700%           |
| 2026-04-21 | 3.4700%           |
| 2026-04-22 | 3.4700%           |
| 2026-04-23 | 3.4800%           |
| 2026-04-24 | 3.4800%           |
| 2026-04-27 | 3.4900%           |
| 2026-04-28 | 3.4900%           |
| 2026-04-29 | 3.4900%           |
| 2026-04-30 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 45.2000%         | 45.2000%             |

## 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: 3130ALPZ1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130ALPZ10
- **C.18 - Value (incl. sponsor support):** $3954839.14
- **C.18.a - Value (excl. sponsor support):** $3954839.14
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **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? 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: 3130AMDD1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMDD19
- **C.18 - Value (incl. sponsor support):** $2596648.68
- **C.18.a - Value (excl. sponsor support):** $2596648.68
- **C.19 - Percentage of Net Assets:** 1.6000%
- **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 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: 3130ANGM6, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130ANGM63
- **C.18 - Value (incl. sponsor support):** $1538624.62
- **C.18.a - Value (excl. sponsor support):** $1538624.62
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 1.8700%
- **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 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: 3130APJN6, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APJN67
- **C.18 - Value (incl. sponsor support):** $104165.28
- **C.18.a - Value (excl. sponsor support):** $104165.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 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: 3130B1BT3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B1BT34
- **C.18 - Value (incl. sponsor support):** $1001379.11
- **C.18.a - Value (excl. sponsor support):** $1001379.11
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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 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):** $786810.74
- **C.18.a - Value (excl. sponsor support):** $786810.74
- **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: 3135GA4N8, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: US3135GA4N86
- **C.18 - Value (incl. sponsor support):** $1474514.09
- **C.18.a - Value (excl. sponsor support):** $1474514.09
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **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 8: 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):** $1005367.34
- **C.18.a - Value (excl. sponsor support):** $1005367.34
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 9: 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):** $3983570.39
- **C.18.a - Value (excl. sponsor support):** $3983570.39
- **C.19 - Percentage of Net Assets:** 2.4500%
- **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 10: 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):** $1489981.68
- **C.18.a - Value (excl. sponsor support):** $1489981.68
- **C.19 - Percentage of Net Assets:** 0.9200%
- **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 11: 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):** $1485706.64
- **C.18.a - Value (excl. sponsor support):** $1485706.64
- **C.19 - Percentage of Net Assets:** 0.9100%
- **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 12: 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):** $987737.85
- **C.18.a - Value (excl. sponsor support):** $987737.85
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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 13: 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):** $1998791.30
- **C.18.a - Value (excl. sponsor support):** $1998791.30
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 14: 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):** $3989240.49
- **C.18.a - Value (excl. sponsor support):** $3989240.49
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 15: 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):** $2989822.67
- **C.18.a - Value (excl. sponsor support):** $2989822.67
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 16: 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):** $3975658.12
- **C.18.a - Value (excl. sponsor support):** $3975658.12
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 17: 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):** $3248730.33
- **C.18.a - Value (excl. sponsor support):** $3248730.33
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 18: 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):** $3995567.61
- **C.18.a - Value (excl. sponsor support):** $3995567.61
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 19: 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):** $998216.65
- **C.18.a - Value (excl. sponsor support):** $998216.65
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 20: 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):** $1995031.94
- **C.18.a - Value (excl. sponsor support):** $1995031.94
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 21: 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):** $1993615.82
- **C.18.a - Value (excl. sponsor support):** $1993615.82
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 22: 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):** $1456111.04
- **C.18.a - Value (excl. sponsor support):** $1456111.04
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 23: 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):** $1484679.50
- **C.18.a - Value (excl. sponsor support):** $1484679.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **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 24: 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):** $2965273.58
- **C.18.a - Value (excl. sponsor support):** $2965273.58
- **C.19 - Percentage of Net Assets:** 1.8300%
- **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 25: 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):** $2988312.67
- **C.18.a - Value (excl. sponsor support):** $2988312.67
- **C.19 - Percentage of Net Assets:** 1.8400%
- **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 26: 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):** $2737416.76
- **C.18.a - Value (excl. sponsor support):** $2737416.76
- **C.19 - Percentage of Net Assets:** 1.6900%
- **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 27: 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):** $3978860.21
- **C.18.a - Value (excl. sponsor support):** $3978860.21
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 28: 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):** $4970101.67
- **C.18.a - Value (excl. sponsor support):** $4970101.67
- **C.19 - Percentage of Net Assets:** 3.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 29: 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):** $3387831.89
- **C.18.a - Value (excl. sponsor support):** $3387831.89
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 30: 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):** $986155.98
- **C.18.a - Value (excl. sponsor support):** $986155.98
- **C.19 - Percentage of Net Assets:** 0.6100%
- **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 31: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UL95
- **C.18 - Value (incl. sponsor support):** $4421744.70
- **C.18.a - Value (excl. sponsor support):** $4421744.70
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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: 912797UQ8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UQ82
- **C.18 - Value (incl. sponsor support):** $1983750.04
- **C.18.a - Value (excl. sponsor support):** $1983750.04
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 33: 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):** $2973482.66
- **C.18.a - Value (excl. sponsor support):** $2973482.66
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 34: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797US49
- **C.18 - Value (incl. sponsor support):** $4456974.50
- **C.18.a - Value (excl. sponsor support):** $4456974.50
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **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 35: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UU94
- **C.18 - Value (incl. sponsor support):** $3956327.34
- **C.18.a - Value (excl. sponsor support):** $3956327.34
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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 36: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UV77
- **C.18 - Value (incl. sponsor support):** $4447615.67
- **C.18.a - Value (excl. sponsor support):** $4447615.67
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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? 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 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):** $4000975.06
- **C.18.a - Value (excl. sponsor support):** $4000975.06
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 38: 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):** $3002365.46
- **C.18.a - Value (excl. sponsor support):** $3002365.46
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 39: 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: MII050126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 26.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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%  |  | $15951.00          | $878.90            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 4.0000%  |  | $9000.00           | $624.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 6.0000%  |  | $62000.00          | $912.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 6.1830%  |  | $1633.00           | $43.86             | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 6.7650%  |  | $1338.00           | $52.87             | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 4.5000%  |  | $275434.00         | $2426.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 5.5000%  |  | $1398995.00        | $19574.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-02-01      | 5.5000%  |  | $1000.00           | $5.35              | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 5.5000%  |  | $73015.00          | $381.59            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-11-01      | 5.0000%  |  | $709640.00         | $7526.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 7.0000%  |  | $750000.00         | $2277.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.5000%  |  | $60000.00          | $535.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 4.5000%  |  | $183000.00         | $1824.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 5.5000%  |  | $1000.00           | $7.57              | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.0000%  |  | $25000.00          | $698.76            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $152751.00         | $3181.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 5.5000%  |  | $40701.00          | $522.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $134000.00         | $1175.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 5.0000%  |  | $76780.00          | $930.35            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.5000%  |  | $132829.00         | $1837.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.0000%  |  | $20000.00          | $979.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $457544.00         | $9250.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $41000.00          | $806.54            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 4.5000%  |  | $153805.00         | $3441.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.0000%  |  | $3630.00           | $181.34            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $90668.00          | $3879.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $16000.00          | $1196.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.0000%  |  | $200000.00         | $10772.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.0000%  |  | $164000.00         | $12862.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.5000%  |  | $2000.00           | $143.58            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 5.0000%  |  | $7000.00           | $166.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-12-01      | 3.0000%  |  | $3012.00           | $422.44            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 5.5000%  |  | $5000.00           | $209.23            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.0000%  |  | $26027.00          | $4048.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-12-01      | 4.0000%  |  | $3000.00           | $275.44            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 4.5000%  |  | $95000.00          | $7382.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 4.0000%  |  | $25500.00          | $4112.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.5000%  |  | $17097.00          | $1367.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $9000.00           | $1083.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-09-01      | 3.0000%  |  | $1020764.00        | $5620.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-04-01      | 3.5000%  |  | $45000.00          | $2325.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-07-01      | 3.0000%  |  | $210557.00         | $2326.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.5000%  |  | $165000.00         | $8337.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.5000%  |  | $36074.00          | $135.99            | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-04-01      | 3.0000%  |  | $105000.00         | $1478.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 3.5000%  |  | $4000.00           | $435.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $18000.00          | $1988.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $73000.00          | $4079.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.0000%  |  | $10000.00          | $1715.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $22000.00          | $3035.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.0000%  |  | $59000.00          | $6493.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-03-01      | 4.0000%  |  | $25000.00          | $5114.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $40000.00          | $3869.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.0000%  |  | $17000.00          | $1672.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.5000%  |  | $34000.00          | $3722.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  |  | $5000.00           | $524.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $15000.00          | $1536.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.0000%  |  | $25000.00          | $3979.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.5000%  |  | $2111.00           | $229.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.0000%  |  | $32000.00          | $3633.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.5000%  |  | $13000.00          | $1342.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.0000%  |  | $22330.00          | $3168.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.0000%  |  | $22000.00          | $2899.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.0000%  |  | $47667.00          | $5635.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.5000%  |  | $42000.00          | $4432.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.0000%  |  | $20000.00          | $2830.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 3.0000%  |  | $16000.00          | $2335.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 4.5000%  |  | $29000.00          | $2689.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $25000.00          | $1901.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $103000.00         | $7132.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-09-01      | 4.5000%  |  | $73000.00          | $5659.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.0000%  |  | $91000.00          | $6126.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $6000.00           | $518.92            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $90994.00          | $6145.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $27000.00          | $1791.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.0000%  |  | $106000.00         | $6459.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.5000%  |  | $78000.00          | $4372.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $240814.00         | $22399.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.5000%  |  | $41000.00          | $2742.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $61000.00          | $4263.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 5.0000%  |  | $1000.00           | $107.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.0000%  |  | $88000.00          | $7634.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $10933.00          | $1075.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 5.0000%  |  | $103000.00         | $747.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 4.5000%  |  | $40000.00          | $699.97            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.5000%  |  | $48000.00          | $645.75            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 4.5000%  |  | $5000.00           | $99.45             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 5.0000%  |  | $19000.00          | $199.22            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $419998.00         | $4977.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $175000.00         | $4451.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $160000.00         | $3572.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.5000%  |  | $53000.00          | $990.33            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $36500.00          | $1257.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-10-01      | 4.0000%  |  | $121000.00         | $3452.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 3.0000%  |  | $20000.00          | $1581.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-08-01      | 4.0000%  |  | $98000.00          | $6128.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-11-01      | 4.0000%  |  | $92001.00          | $5203.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $75000.00          | $4985.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.5000%  |  | $43935.00          | $2456.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $49000.00          | $3246.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.0000%  |  | $31000.00          | $1910.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.5000%  |  | $20000.00          | $1786.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-03-01      | 4.0000%  |  | $41000.00          | $2594.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-05-01      | 4.0000%  |  | $93500.00          | $5196.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-06-01      | 4.0000%  |  | $6000.00           | $344.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.0000%  |  | $67000.00          | $4137.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 4.0000%  |  | $34000.00          | $2739.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $78018.00          | $9896.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $90451.00          | $6177.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $32086.00          | $2284.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.0000%  |  | $23000.00          | $2509.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.5000%  |  | $6000.00           | $466.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.0000%  |  | $64000.00          | $7029.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 4.0000%  |  | $121000.00         | $8765.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 3.0000%  |  | $10000.00          | $1114.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 3.5000%  |  | $4000.00           | $336.85            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.0000%  |  | $48796.00          | $5449.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 4.0000%  |  | $38000.00          | $2926.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.0000%  |  | $8000.00           | $1055.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $49988.00          | $3682.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 4.0000%  |  | $10000.00          | $886.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.0000%  |  | $30075.00          | $4105.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $9000.00           | $828.08            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $171999.00         | $13900.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $84395.00          | $10548.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $30000.00          | $3036.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.5000%  |  | $20000.00          | $1688.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $200000.00         | $24641.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $5000.00           | $495.76            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $28000.00          | $2230.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.5000%  |  | $3000.00           | $397.24            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 4.0000%  |  | $102000.00         | $9334.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.0000%  |  | $4000.00           | $539.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $55000.00          | $5285.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.0000%  |  | $7000.00           | $995.76            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $1000.00           | $98.34             | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 3.0000%  |  | $125748.00         | $16810.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 4.0000%  |  | $39000.00          | $3545.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.0000%  |  | $83000.00          | $13056.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 3.0000%  |  | $4000.00           | $548.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 4.0000%  |  | $25000.00          | $2496.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 4.5000%  |  | $1000.00           | $105.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 3.0000%  |  | $25000.00          | $3482.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 4.5000%  |  | $5000.00           | $359.73            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.0000%  |  | $34192.00          | $5056.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 2.5000%  |  | $20504.00          | $3694.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $125096.00         | $18449.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.0000%  |  | $29000.00          | $2830.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $1000.00           | $129.84            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-03-01      | 4.0000%  |  | $32000.00          | $3145.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.0000%  |  | $45000.00          | $9233.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 4.5000%  |  | $161027.00         | $13100.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-05-01      | 3.0000%  |  | $44000.00          | $354.81            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-01      | 2.5000%  |  | $692000.00         | $20443.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-06-01      | 2.5000%  |  | $11000.00          | $372.67            | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-04-01      | 3.5000%  |  | $42000.00          | $1399.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-02-01      | 3.5000%  |  | $55000.00          | $1874.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-01-01      | 2.5000%  |  | $33500.00          | $1851.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-10-01      | 3.0000%  |  | $160000.00         | $7244.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-11-01      | 3.0000%  |  | $300000.00         | $14017.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-09-01      | 3.0000%  |  | $56000.00          | $3915.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $112000.00         | $8088.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.0000%  |  | $98000.00          | $7229.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-04-01      | 2.5000%  |  | $2000.00           | $142.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-06-01      | 3.0000%  |  | $43000.00          | $3030.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-05-01      | 2.5000%  |  | $5000.00           | $482.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $50000.00          | $4068.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.5000%  |  | $6000.00           | $395.45            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-03-01      | 3.0000%  |  | $6000.00           | $498.24            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-04-01      | 3.5000%  |  | $30000.00          | $2539.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 3.0000%  |  | $22000.00          | $2227.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $9000.00           | $1298.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-11-01      | 3.5000%  |  | $45000.00          | $5264.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $46000.00          | $4056.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $11000.00          | $1134.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  |  | $3000.00           | $223.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.0000%  |  | $30000.00          | $3215.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 3.0000%  |  | $12000.00          | $1275.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $36325.00          | $3609.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.5000%  |  | $50000.00          | $4198.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-06-01      | 3.5000%  |  | $13000.00          | $1036.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-04-01      | 3.5000%  |  | $4000.00           | $290.09            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-09-01      | 3.5000%  |  | $14971.00          | $1098.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-06-01      | 3.0000%  |  | $35000.00          | $3725.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-03-01      | 4.5000%  |  | $874252.00         | $8569.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-08-01      | 4.0000%  |  | $250000.00         | $3017.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 4.0000%  |  | $46000.00          | $863.80            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-04-01      | 4.5000%  |  | $473000.00         | $13026.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.0000%  |  | $470000.00         | $17280.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-01-01      | 4.0000%  |  | $394000.00         | $14372.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-06-01      | 3.5000%  |  | $44000.00          | $6003.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $101005.00         | $12814.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.0000%  |  | $318000.00         | $28732.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-12-01      | 3.0000%  |  | $1585000.00        | $6071.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-02-01      | 3.5000%  |  | $10000.00          | $18.92             | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-03-01      | 3.0000%  |  | $20000.00          | $115.72            | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-04-01      | 5.5000%  |  | $11000.00          | $11.99             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 4.0000%  |  | $9000.00           | $194.49            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.5000%  |  | $25000.00          | $537.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $75000.00          | $1548.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 4.5000%  |  | $54134.00          | $1486.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $19037.00          | $1542.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.0000%  |  | $21000.00          | $1004.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.0000%  |  | $3000.00           | $200.11            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-12-01      | 4.0000%  |  | $56000.00          | $3429.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.5000%  |  | $5897.00           | $343.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $42315.00          | $2651.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 4.0000%  |  | $88000.00          | $3704.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.0000%  |  | $304274.00         | $2617.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 4.5000%  |  | $122000.00         | $1400.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 4.0000%  |  | $10706.00          | $313.84            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 5.0000%  |  | $1000.00           | $22.08             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $180000.00         | $3775.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.5000%  |  | $60000.00          | $973.07            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.5000%  |  | $270000.00         | $4268.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.0000%  |  | $16368.00          | $574.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.5000%  |  | $20000.00          | $492.30            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 4.0000%  |  | $27678.00          | $606.49            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 4.5000%  |  | $114000.00         | $2527.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 4.0000%  |  | $25082.00          | $751.23            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 4.5000%  |  | $176000.00         | $3380.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.0000%  |  | $66250.00          | $1251.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 5.0000%  |  | $85096.00          | $4372.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $31885.00          | $2227.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.0000%  |  | $176423.00         | $4660.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $24000.00          | $539.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.0000%  |  | $185000.00         | $4423.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.0000%  |  | $1086.00           | $31.06             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.5000%  |  | $25000.00          | $703.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $44000.00          | $2310.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.5000%  |  | $7000.00           | $287.20            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $88000.00          | $3892.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $32325.00          | $1083.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $2000.00           | $139.55            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.5000%  |  | $67000.00          | $4990.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $9000.00           | $239.77            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $179000.00         | $8799.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $15972.00          | $815.38            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $117500.00         | $5011.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $109000.00         | $1681.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $130000.00         | $5194.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $70000.00          | $1875.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $50500.00          | $1625.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $90377.00          | $4084.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.0000%  |  | $56000.00          | $3499.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.0000%  |  | $32658.00          | $1488.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.5000%  |  | $7696.00           | $240.77            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.5000%  |  | $25000.00          | $1277.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.5000%  |  | $30000.00          | $1716.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-03-01      | 2.5000%  |  | $708000.00         | $22496.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-02-01      | 6.7140%  |  | $35842.00          | $38.02             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 6.0000%  |  | $140000.00         | $2256.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-07-01      | 7.0000%  |  | $159275.00         | $6054.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-02-01      | 4.5000%  |  | $404733.00         | $2544.73           | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-12-11      | 2.7500%  |  | $10000.00          | $9941.14           | Agency Debentures and Agency Strips |
| FHLB          | 2041-01-14      | 4.7000%  |  | $15000.00          | $14495.92          | Agency Debentures and Agency Strips |
| FHLB          | 2043-04-20      | 5.3350%  |  | $7355000.00        | $7246293.10        | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 4.5000%  |  | $195000.00         | $5634.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $89500.00          | $5064.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  |  | $206074.00         | $15316.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $57500.00          | $8850.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $39000.00          | $5032.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $171554.00         | $19336.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $69000.00          | $7684.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $125000.00         | $22167.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.5000%  |  | $35000.00          | $7152.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $48000.00          | $7317.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.3170%  |  | $640973.00         | $14955.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 5.8900%  |  | $3956613.00        | $20267.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $37500.00          | $13358.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-04-01      | 3.5000%  |  | $62000.00          | $6912.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $113999.00         | $8562.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $54030.00          | $5700.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 5.5000%  |  | $1000.00           | $5.93              | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $392001.00         | $8522.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $312000.00         | $6300.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $300000.00         | $8075.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-09-01      | 3.5000%  |  | $80000.00          | $8174.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.5000%  |  | $55000.00          | $5420.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-11-01      | 4.0000%  |  | $206000.00         | $11637.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.0000%  |  | $69000.00          | $7242.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $143000.00         | $10160.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.5000%  |  | $178000.00         | $13832.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 3.5000%  |  | $107907.00         | $7771.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $154000.00         | $14151.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $73000.00          | $5893.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $71399.00          | $7180.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $59000.00          | $6086.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.5000%  |  | $77000.00          | $7676.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $60000.00          | $5941.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $130106.00         | $12779.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 3.5000%  |  | $67000.00          | $6606.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $196500.00         | $19467.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-03-01      | 3.5000%  |  | $45000.00          | $5563.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $51000.00          | $5459.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $76079.00          | $7531.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $125633.00         | $13920.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 3.5000%  |  | $92000.00          | $10795.76          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $138111.00         | $15963.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $64000.00          | $7777.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-02-01      | 3.0000%  |  | $160000.00         | $10546.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $72000.00          | $7263.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $82000.00          | $9048.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-02-01      | 3.0000%  |  | $153359.00         | $12332.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $35000.00          | $5046.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 2.5000%  |  | $79000.00          | $9034.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $126001.00         | $12985.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 3.0000%  |  | $100000.00         | $10895.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $58000.00          | $5108.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $45000.00          | $5276.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $71000.00          | $7048.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 4.0000%  |  | $50000.00          | $7019.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $189643.00         | $37754.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $46130.00          | $7621.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-05-01      | 5.5000%  |  | $30000.00          | $5134.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $45500.00          | $8211.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $27000.00          | $5454.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-09-01      | 5.5000%  |  | $41000.00          | $9469.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $161000.00         | $10669.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.0000%  |  | $144000.00         | $15378.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $67000.00          | $8261.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $180000.00         | $12565.25          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $64000.00          | $5700.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.5000%  |  | $70000.00          | $5162.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.5000%  |  | $100000.00         | $18284.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 4.0000%  |  | $54200.00          | $4912.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-05-01      | 3.5000%  |  | $86000.00          | $9957.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $43504.00          | $12077.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $40000.00          | $6441.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 2.5000%  |  | $19000.00          | $6648.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $23500.00          | $6486.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 3.5000%  |  | $34321.00          | $9290.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-07-01      | 3.0000%  |  | $32981.00          | $8570.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.0000%  |  | $52000.00          | $20143.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.0000%  |  | $20000.00          | $10964.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 4.5000%  |  | $10000.00          | $4887.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 6.0000%  |  | $20000.00          | $9940.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 5.0000%  |  | $21000.00          | $17953.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $20000.00          | $17701.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-03-01      | 3.5000%  |  | $28000.00          | $5439.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 3.0000%  |  | $82000.00          | $14767.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 2.0000%  |  | $23000.00          | $7153.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 2.0000%  |  | $22000.00          | $11666.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.0000%  |  | $15000.00          | $8028.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $15369.00          | $8735.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.5000%  |  | $15000.00          | $7947.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 5.5000%  |  | $17000.00          | $8859.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 5.5000%  |  | $40000.00          | $20114.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 3.5000%  |  | $14000.00          | $5600.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 5.5000%  |  | $17500.00          | $9061.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-11-01      | 5.5000%  |  | $11000.00          | $5242.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-12-01      | 5.5000%  |  | $57000.00          | $25373.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 5.0000%  |  | $14000.00          | $7934.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 6.0000%  |  | $17000.00          | $7324.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-04-01      | 5.5000%  |  | $9999.00           | $5390.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 5.5000%  |  | $20000.00          | $10492.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $3000.00           | $1597.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.0000%  |  | $12000.00          | $9753.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 6.0000%  |  | $31000.00          | $16286.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-04-01      | 6.0000%  |  | $23004.00          | $14783.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 2.0000%  |  | $44250.00          | $20776.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $14562.00          | $5088.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.5000%  |  | $22028.00          | $13971.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 3.5000%  |  | $9000.00           | $6820.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $10000.00          | $5909.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 4.5000%  |  | $31000.00          | $9677.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $30000.00          | $20597.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $20000.00          | $15388.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $23000.00          | $13517.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $12000.00          | $8267.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.0000%  |  | $14000.00          | $8838.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $14000.00          | $10671.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $22000.00          | $15847.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $29000.00          | $21040.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $21000.00          | $15185.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.0000%  |  | $15000.00          | $10935.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $10000.00          | $7229.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  |  | $25000.00          | $15246.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $13000.00          | $9543.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $152000.00         | $111015.00         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $7000.00           | $5267.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $48000.00          | $34072.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $24009.00          | $16051.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $30000.00          | $22688.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $7000.00           | $5229.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $15000.00          | $12129.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $30000.00          | $20012.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $18099.00          | $13545.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 3.5000%  |  | $10999.00          | $8976.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $18000.00          | $14908.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $19000.00          | $16077.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $20000.00          | $16180.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 2.0000%  |  | $28000.00          | $20064.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $25000.00          | $21234.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  |  | $15001.00          | $11851.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $7000.00           | $5935.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $15000.00          | $13312.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  |  | $16000.00          | $13915.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.5000%  |  | $20000.00          | $16619.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $22037.00          | $18249.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $28000.00          | $22680.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $13000.00          | $10559.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $57500.00          | $49710.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $100000.00         | $8531.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.5000%  |  | $63000.00          | $6407.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.0000%  |  | $53331.00          | $5199.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-08-01      | 3.0000%  |  | $80000.00          | $8210.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.0000%  |  | $111011.00         | $15749.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.5000%  |  | $64000.00          | $7546.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $55000.00          | $9126.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $150000.00         | $20842.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.5000%  |  | $45000.00          | $6176.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $84999.00          | $16261.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $68029.00          | $10940.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.0000%  |  | $22000.00          | $5213.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $62999.00          | $13083.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 4.0000%  |  | $34000.00          | $7052.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.0000%  |  | $50000.00          | $19992.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 3.0000%  |  | $45000.00          | $12531.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 4.0000%  |  | $40000.00          | $7926.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.5000%  |  | $94000.00          | $31971.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  |  | $8995.00           | $8064.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $12000.00          | $10273.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $18000.00          | $10357.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $56442.00          | $35923.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-11-01      | 2.5000%  |  | $26000.00          | $10766.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.0000%  |  | $34000.00          | $17562.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 3.5000%  |  | $16000.00          | $5608.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 2.0000%  |  | $13000.00          | $7602.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $26000.00          | $15406.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.5000%  |  | $25511.00          | $14332.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.5000%  |  | $30000.00          | $17267.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.0000%  |  | $11000.00          | $6555.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $13418.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $55000.00          | $29141.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.5000%  |  | $18000.00          | $7952.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.0000%  |  | $13000.00          | $7829.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $14000.00          | $8253.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $13000.00          | $6509.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.0000%  |  | $34000.00          | $20679.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $9000.00           | $5445.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.0000%  |  | $1000.00           | $613.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.5000%  |  | $23000.00          | $13433.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.5000%  |  | $19000.00          | $9369.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $13000.00          | $8041.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.0000%  |  | $13000.00          | $9285.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $47000.00          | $33512.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $29000.00          | $21254.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.0000%  |  | $243000.00         | $152962.08         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $13000.00          | $8274.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  |  | $29999.00          | $19202.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.0000%  |  | $239000.00         | $159558.67         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $24000.00          | $16036.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $34000.00          | $23231.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $39000.00          | $26732.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 4.0000%  |  | $25000.00          | $17076.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $35000.00          | $25220.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.5000%  |  | $62999.00          | $46349.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $274000.00         | $204747.02         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  |  | $10254.00          | $7607.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 2.5000%  |  | $8000.00           | $5504.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $40999.00          | $29652.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $11000.00          | $8149.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  |  | $30000.00          | $21240.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $38000.00          | $26520.53          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.5000%  |  | $55667.00          | $40668.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.5000%  |  | $10000.00          | $6642.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  |  | $12000.00          | $8388.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $21000.00          | $14685.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  |  | $16000.00          | $12150.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $16000.00          | $12114.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  |  | $10000.00          | $7113.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  |  | $6000.00           | $4346.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $11000.00          | $8086.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.5000%  |  | $16000.00          | $10885.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $16000.00          | $12311.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $57000.00          | $44951.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $29000.00          | $21247.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $14000.00          | $10417.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 4.5000%  |  | $21000.00          | $16524.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 6.0000%  |  | $11000.00          | $6943.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $24000.00          | $17975.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $27000.00          | $22031.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.0000%  |  | $40000.00          | $31778.37          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $16000.00          | $11885.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.5000%  |  | $25000.00          | $18908.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.5000%  |  | $20000.00          | $16348.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $22000.00          | $16558.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $7000.00           | $5564.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $11000.00          | $9297.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  |  | $23000.00          | $18433.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $10000.00          | $7586.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  |  | $40000.00          | $29280.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.0000%  |  | $43999.00          | $38194.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.0000%  |  | $17000.00          | $14612.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.5000%  |  | $8000.00           | $6383.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 4.0000%  |  | $18000.00          | $15833.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 4.5000%  |  | $6000.00           | $5424.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.5000%  |  | $12000.00          | $9743.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $28000.00          | $24450.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $18999.00          | $16960.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $13000.00          | $10994.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $48000.00          | $38624.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $17000.00          | $14176.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $8000.00           | $7265.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $14000.00          | $10108.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  |  | $14000.00          | $9647.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $18000.00          | $13697.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-11-01      | 3.0000%  |  | $75000.00          | $10512.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-11-01      | 4.0000%  |  | $140000.00         | $25157.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-08-01      | 3.0000%  |  | $31768.00          | $4889.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $70000.00          | $5876.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $50000.00          | $5359.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $73379.00          | $5266.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.5000%  |  | $60000.00          | $6412.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $107404.00         | $19407.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.5000%  |  | $3779528.00        | $1010693.56        | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $108000.00         | $8860.09           | Agency Mortgage-Backed Securities   |
| FCSB          | 2029-01-16      | 4.7500%  |  | $5000.00           | $5097.74           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $86000.00          | $6948.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.0000%  |  | $62000.00          | $8234.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $35000.00          | $5123.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $81000.00          | $7690.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $22000.00          | $4761.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $22000.00          | $6487.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.0000%  |  | $100000.00         | $26255.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $27000.00          | $6500.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $64000.00          | $7470.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $200000.00         | $20681.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.5000%  |  | $63000.00          | $15233.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 4.5000%  |  | $45000.00          | $13993.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 4.5000%  |  | $32000.00          | $6015.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $19001.00          | $7684.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-04-01      | 3.0000%  |  | $10000.00          | $5127.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 3.5000%  |  | $25000.00          | $9314.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $14520.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $15000.00          | $8788.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $15000.00          | $10034.13          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 4.0000%  |  | $12000.00          | $8902.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $8000.00           | $5553.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $27000.00          | $18469.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.0000%  |  | $33000.00          | $20785.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $29000.00          | $18671.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  |  | $21000.00          | $14979.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $34000.00          | $25693.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $8000.00           | $5691.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $15000.00          | $11549.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $38099.00          | $29191.12          | Agency Mortgage-Backed Securities   |
| FCSB          | 2026-05-28      | 2.8000%  |  | $24000.00          | $23982.84          | Agency Debentures and Agency Strips |
| FCSB          | 2035-07-18      | 2.4700%  |  | $1000.00           | $846.78            | Agency Debentures and Agency Strips |
| FCSB          | 2040-06-18      | 2.0900%  |  | $1000.00           | $698.39            | Agency Debentures and Agency Strips |
| FCSB          | 2032-03-29      | 3.5400%  |  | $174000.00         | $167436.89         | Agency Debentures and Agency Strips |
| FCSB          | 2032-07-30      | 5.1100%  |  | $1000.00           | $999.08            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.0000%  |  | $17000.00          | $7610.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $15000.00          | $8537.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  |  | $48000.00          | $19761.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 2.5000%  |  | $21000.00          | $10993.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 3.0000%  |  | $52001.00          | $22022.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $12000.00          | $7077.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $4000.00           | $2703.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $8000.00           | $4981.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $23000.00          | $15667.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $27000.00          | $18389.25          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $21000.00          | $13816.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $7267.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  |  | $16000.00          | $10817.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $11000.00          | $8276.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $14700.00          | $10046.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $15000.00          | $10601.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $19000.00          | $14327.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $8000.00           | $5447.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $79346.00          | $64368.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $11000.00          | $6334.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $20999.00          | $15780.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 5.5000%  |  | $8000.00           | $6801.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 3.0000%  |  | $35000.00          | $6519.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-03-01      | 2.0000%  |  | $17000.00          | $7500.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 1.5000%  |  | $46043.00          | $24629.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-06-01      | 2.0000%  |  | $13000.00          | $6015.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-25      | 6.5000%  |  | $43000.00          | $37851.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $45000.00          | $8561.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-06-01      | 6.9300%  |  | $10000.00          | $10025.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-03-15      | 6.7500%  |  | $6000.00           | $6704.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-05-15      | 0.0000%  |  | $93000.00          | $78740.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-01-15      | 0.0000%  |  | $3000.00           | $2917.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-09-24      | 1.8750%  |  | $7000.00           | $6949.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-04-08      | 0.0000%  |  | $3000.00           | $2887.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $280499.00         | $8510.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 5.5000%  |  | $65500.00          | $5672.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $852416.00         | $6100.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $109000.00         | $5752.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.5000%  |  | $464000.00         | $18580.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $162682.00         | $7519.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 4.0000%  |  | $104206.00         | $5324.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $185440.00         | $6708.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $1000.00           | $63.62             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.5000%  |  | $170736.00         | $6057.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 3.5000%  |  | $77494.00          | $6395.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $492077.00         | $21710.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $256000.00         | $9231.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $120000.00         | $6267.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $211000.00         | $10629.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $85000.00          | $8774.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 4.0000%  |  | $104000.00         | $5866.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $100000.00         | $6835.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $42000.00          | $4910.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $60000.00          | $5486.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $113441.00         | $8838.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 4.0000%  |  | $110000.00         | $13466.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-10-01      | 3.0000%  |  | $350000.00         | $17539.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-06-01      | 4.0000%  |  | $65000.00          | $6600.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  |  | $53000.00          | $7505.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 4.5000%  |  | $84761.00          | $5147.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.5000%  |  | $459000.00         | $11613.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $104000.00         | $9136.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 5.5000%  |  | $60000.00          | $5620.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $111000.00         | $13158.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-12-01      | 6.5000%  |  | $61000.00          | $7110.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  |  | $91000.00          | $6770.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 5.0000%  |  | $70000.00          | $9110.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-11-01      | 3.5000%  |  | $86000.00          | $7383.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.5000%  |  | $58485.00          | $6090.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 4.5000%  |  | $92334.00          | $11457.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 3.5000%  |  | $62000.00          | $5027.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 4.0000%  |  | $97000.00          | $13301.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-07-01      | 6.0000%  |  | $40000.00          | $6779.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $34000.00          | $5412.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-01-01      | 4.5000%  |  | $43000.00          | $4968.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-04-01      | 3.5000%  |  | $52000.00          | $5052.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-03-01      | 3.5000%  |  | $72000.00          | $6799.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.5000%  |  | $75188.00          | $9202.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 4.0000%  |  | $62000.00          | $10780.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 4.5000%  |  | $39000.00          | $5831.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-10-01      | 4.5000%  |  | $148000.00         | $24963.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 4.0000%  |  | $70000.00          | $5961.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $146999.00         | $7197.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $46000.00          | $5493.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  |  | $133000.00         | $12164.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $13000.00          | $10518.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 3.5000%  |  | $130239.00         | $7496.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $37000.00          | $5156.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.5000%  |  | $147000.00         | $9871.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.0000%  |  | $165000.00         | $5670.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $110000.00         | $10883.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  |  | $143000.00         | $9217.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.0000%  |  | $80000.00          | $8471.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 4.0000%  |  | $75000.00          | $7554.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $110843.00         | $6257.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.0000%  |  | $58000.00          | $7138.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-12-01      | 4.0000%  |  | $102000.00         | $11561.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-05-01      | 3.0000%  |  | $48000.00          | $5945.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $70000.00          | $23342.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-08-01      | 2.5000%  |  | $195000.00         | $15263.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  |  | $270000.00         | $22681.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.0000%  |  | $69000.00          | $6296.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 4.0000%  |  | $90000.00          | $7282.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $69000.00          | $7646.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $80000.00          | $6451.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $11882.00          | $2149.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 3.5000%  |  | $20000.00          | $4939.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $198999.00         | $23283.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $69000.00          | $8279.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 4.0000%  |  | $42000.00          | $5077.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $74000.00          | $16618.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $43000.00          | $9601.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $35000.00          | $4988.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 4.5000%  |  | $56000.00          | $7402.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $28000.00          | $7054.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $37000.00          | $5786.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 4.0000%  |  | $40000.00          | $5236.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 4.0000%  |  | $53000.00          | $7816.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.5000%  |  | $62000.00          | $5511.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $47000.00          | $9231.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $54000.00          | $9052.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 3.0000%  |  | $32000.00          | $4933.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $57000.00          | $8293.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.0000%  |  | $68000.00          | $6696.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $90200.00          | $9073.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $52000.00          | $5106.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  |  | $68000.00          | $5540.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $131994.00         | $7234.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $37000.00          | $8381.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 5.0000%  |  | $2414000.00        | $18544.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $3196990.00        | $16169.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $2386270.00        | $21364.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $567000.00         | $6166.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-06-01      | 5.0000%  |  | $1820690.00        | $15505.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 6.2000%  |  | $4254.00           | $11.66             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-05-01      | 4.5000%  |  | $1660196.00        | $7488.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1196860.00        | $7045.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-12-01      | 3.0000%  |  | $110000.00         | $10639.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $27000.00          | $6843.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $37000.00          | $6057.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  |  | $41000.00          | $8684.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  |  | $76000.00          | $12772.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $60500.00          | $6558.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $35000.00          | $6855.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $42000.00          | $7798.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $100000.00         | $6833.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 4.0000%  |  | $64000.00          | $7670.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 4.0000%  |  | $30000.00          | $6031.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $104200.00         | $14852.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $122523.00         | $16183.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 3.5000%  |  | $35000.00          | $5275.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 4.5000%  |  | $37000.00          | $5215.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $103000.00         | $14961.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $36000.00          | $5175.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.0000%  |  | $68750.00          | $18411.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  |  | $62000.00          | $5894.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.0000%  |  | $80000.00          | $5072.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 4.0000%  |  | $27000.00          | $5762.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 4.0000%  |  | $42000.00          | $5132.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 3.0000%  |  | $130000.00         | $14331.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.5000%  |  | $48000.00          | $8510.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.5000%  |  | $57000.00          | $11277.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $215000.00         | $17728.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.5000%  |  | $36000.00          | $6320.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $28500.00          | $5081.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $60000.00          | $7443.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $54000.00          | $10784.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  |  | $27000.00          | $6015.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 4.0000%  |  | $50000.00          | $5614.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.0000%  |  | $65000.00          | $12348.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-12-01      | 4.0000%  |  | $40500.00          | $5191.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $30000.00          | $5474.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 4.0000%  |  | $100000.00         | $11477.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $41504.00          | $9763.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $64000.00          | $15379.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $42000.00          | $5289.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $1000.00           | $265.81            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $26000.00          | $8223.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $61003.00          | $8635.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $55000.00          | $8699.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  |  | $39000.00          | $5309.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $128000.00         | $17196.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 3.5000%  |  | $17000.00          | $5816.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $114000.00         | $7589.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $84000.00          | $21779.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $56000.00          | $7574.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $87000.00          | $22893.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $33000.00          | $7206.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $16000.00          | $2938.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $44000.00          | $6630.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.0000%  |  | $17000.00          | $8884.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $53000.00          | $15560.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $30000.00          | $15737.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $24000.00          | $13831.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $122000.00         | $71236.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $14000.00          | $7266.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $25000.00          | $15264.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $20000.00          | $15053.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  |  | $29000.00          | $22282.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10000.00          | $6866.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $13000.00          | $8817.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $36000.00          | $23348.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $27000.00          | $16811.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $39000.00          | $28276.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6839.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $25000.00          | $16690.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $19000.00          | $12745.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $105000.00         | $74364.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $6000.00           | $5064.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $18000.00          | $12245.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26000.00          | $17595.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $14001.00          | $10162.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $11671.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11000.00          | $8024.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $25000.00          | $18848.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $10633.00          | $8126.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $6982.00           | $5466.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $20000.00          | $15585.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 3.0000%  |  | $25000.00          | $19699.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.0000%  |  | $6000.00           | $4931.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $15000.00          | $14634.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $60000.00          | $6614.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $71000.00          | $9833.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $210000.00         | $21704.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $39000.00          | $5538.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $96000.00          | $7246.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $29000.00          | $7626.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $29999.00          | $7332.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $62000.00          | $8944.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $71000.00          | $5791.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $126000.00         | $9924.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $35000.00          | $7241.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $123601.00         | $19370.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $74000.00          | $5016.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $40000.00          | $2874.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $157408.00         | $14086.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.5000%  |  | $158000.00         | $21603.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $51000.00          | $14017.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $49001.00          | $5415.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.0000%  |  | $105000.00         | $23408.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.0000%  |  | $20000.00          | $6723.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $112000.00         | $23368.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $104000.00         | $13261.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.5000%  |  | $44000.00          | $5592.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $40000.00          | $8560.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-01-01      | 3.0000%  |  | $63000.00          | $15948.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $49000.00          | $10618.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $30000.00          | $8007.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $16000.00          | $6936.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $72000.00          | $21999.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 2.5000%  |  | $15000.00          | $6992.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 2.5000%  |  | $44000.00          | $19970.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $53000.00          | $13471.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $46000.00          | $21416.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $21000.00          | $10163.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $5154.00           | $2592.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $24000.00          | $8680.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 2.5000%  |  | $40000.00          | $14644.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 2.0000%  |  | $18000.00          | $6486.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  |  | $25000.00          | $9206.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $19000.00          | $9924.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 2.5000%  |  | $16000.00          | $9042.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $13000.00          | $7744.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $15000.00          | $9908.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 4.0000%  |  | $22337.00          | $7262.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $11000.00          | $6996.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $34000.00          | $22508.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $18000.00          | $11657.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $19000.00          | $12510.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 3.0000%  |  | $13000.00          | $8302.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $8564.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $7905.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $51000.00          | $32234.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6040.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.5000%  |  | $32000.00          | $17735.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $14000.00          | $9636.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $18000.00          | $11874.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $29000.00          | $21529.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 2.5000%  |  | $26000.00          | $15606.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6249.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $11000.00          | $7218.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $32000.00          | $22081.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.0000%  |  | $10000.00          | $6773.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $20000.00          | $14005.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $8000.00           | $5654.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $93000.00          | $64417.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $14000.00          | $9809.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $11000.00          | $8286.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.5000%  |  | $30000.00          | $17357.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $13200.00          | $8498.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $11000.00          | $7973.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $15000.00          | $11205.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $24000.00          | $17003.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $16100.00          | $12264.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $32800.00          | $23525.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $16000.00          | $11748.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $30000.00          | $23933.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $2000.00           | $1407.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $74000.00          | $59717.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.5000%  |  | $21000.00          | $14964.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  |  | $17000.00          | $12216.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $35000.00          | $27887.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 4.0000%  |  | $24064.00          | $17959.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $10000.00          | $7782.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $25000.00          | $21412.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $20000.00          | $17970.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $16000.00          | $12007.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $15000.00          | $12186.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $87336.00          | $70407.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $7969.00           | $5202.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $23000.00          | $21328.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $40000.00          | $34786.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $13000.00          | $12219.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $19000.00          | $16751.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $12000.00          | $11124.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.5000%  |  | $1001.00           | $1052.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1045.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $6000.00           | $5771.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $15001.00          | $12553.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $8000.00           | $6584.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $6000.00           | $5188.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $13000.00          | $10091.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $43001.00          | $34988.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 2.0000%  |  | $29000.00          | $23163.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $179792.00         | $168131.97         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.5000%  |  | $14000.00          | $12893.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $8000.00           | $7394.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  |  | $6830.00           | $6847.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $20000.00          | $18440.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $46000.00          | $37207.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 5.0000%  |  | $16000.00          | $15147.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $24000.00          | $21014.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $50000.00          | $44719.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $13864.00          | $11499.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $13000.00          | $11951.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $8000.00           | $6911.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 5.0000%  |  | $37000.00          | $7724.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.0000%  |  | $30000.00          | $8010.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $18000.00          | $5442.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 3.5000%  |  | $25000.00          | $6488.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.0000%  |  | $20000.00          | $5017.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-05-01      | 4.0000%  |  | $98459.00          | $14429.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-06-01      | 4.5000%  |  | $83000.00          | $13189.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $41000.00          | $5131.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $66000.00          | $5797.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $77000.00          | $15987.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 3.0000%  |  | $130000.00         | $14419.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $39000.00          | $7315.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $47000.00          | $5844.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 4.5000%  |  | $19000.00          | $4929.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $98000.00          | $18889.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $112000.00         | $10344.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 2.5000%  |  | $85401.00          | $12761.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 5.0000%  |  | $100000.00         | $17193.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $26000.00          | $8578.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $42000.00          | $8330.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $110000.00         | $23680.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.0000%  |  | $24000.00          | $5726.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 3.0000%  |  | $115000.00         | $18025.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $50000.00          | $8400.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-12-01      | 4.0000%  |  | $40000.00          | $9096.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $38000.00          | $5580.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-04      | 4.5000%  |  | $31000.00          | $9214.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $32000.00          | $8729.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $40000.00          | $5396.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $15000.00          | $5817.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.5000%  |  | $82001.00          | $14179.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $53000.00          | $9278.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $17796.00          | $5169.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.5000%  |  | $149000.00         | $18257.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $62000.00          | $8852.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 3.0000%  |  | $26000.00          | $6026.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $20000.00          | $5804.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $43001.00          | $6134.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $3000.00           | $1170.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.5000%  |  | $18000.00          | $4889.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $21000.00          | $5013.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $36000.00          | $11102.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 4.5000%  |  | $26000.00          | $5079.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $155000.00         | $30151.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.0000%  |  | $42000.00          | $9069.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 5.0000%  |  | $51000.00          | $15543.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.5000%  |  | $36001.00          | $8035.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $186969.00         | $49530.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $34000.00          | $7748.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $30000.00          | $11643.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.0000%  |  | $57000.00          | $14885.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.0000%  |  | $18000.00          | $6139.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $19000.00          | $5974.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $61000.00          | $18583.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $19000.00          | $9760.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.5000%  |  | $45827.00          | $12189.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $20000.00          | $10879.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $13000.00          | $7385.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.5000%  |  | $13000.00          | $5139.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 4.0000%  |  | $16000.00          | $5255.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $23000.00          | $6425.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $29674.00          | $12062.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $26000.00          | $7366.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $93500.00          | $29009.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $50000.00          | $14837.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.0000%  |  | $36000.00          | $12533.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $16000.00          | $6122.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.5000%  |  | $98000.00          | $34462.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.5000%  |  | $31000.00          | $9827.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $14000.00          | $6235.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 3.5000%  |  | $35000.00          | $12183.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.5000%  |  | $69000.00          | $28421.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $67000.00          | $38066.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $13000.00          | $6181.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.0000%  |  | $15000.00          | $7704.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $24000.00          | $13408.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.5000%  |  | $26000.00          | $9255.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $32000.00          | $19955.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $10000.00          | $5891.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $42000.00          | $18242.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $21000.00          | $9769.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $20000.00          | $9274.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $16000.00          | $8132.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $14000.00          | $7858.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $13000.00          | $8106.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $15000.00          | $7859.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 4.5000%  |  | $13000.00          | $6680.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $9000.00           | $3778.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.5000%  |  | $17000.00          | $8178.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $17000.00          | $8515.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $35000.00          | $17637.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $16959.00          | $10760.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $15000.00          | $9088.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $13700.00          | $8279.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $5951.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $13000.00          | $9012.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $25000.00          | $14163.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $31011.00          | $20822.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $12000.00          | $6924.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $28000.00          | $18908.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $25000.00          | $13383.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $30000.00          | $19126.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $6999.00           | $5062.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $12000.00          | $8312.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 4.5000%  |  | $27000.00          | $14732.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.0000%  |  | $13000.00          | $7118.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $34000.00          | $22095.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.5000%  |  | $28000.00          | $16814.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 4.0000%  |  | $72000.00          | $43508.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5736.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $40357.00          | $23256.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $28000.00          | $10041.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6507.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $11700.00          | $8052.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $20000.00          | $12903.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $13000.00          | $8435.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $12000.00          | $8325.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $19000.00          | $14086.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $28000.00          | $21463.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $7100.00           | $5106.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $27000.00          | $18878.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $21000.00          | $9751.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 3.0000%  |  | $40000.00          | $20242.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.0000%  |  | $9501.00           | $5466.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $74300.00          | $53102.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $20000.00          | $13805.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $29000.00          | $21523.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $25500.00          | $19093.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $15000.00          | $9889.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $14000.00          | $9718.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $20000.00          | $14453.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $8000.00           | $5023.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $6980.00           | $5068.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $14000.00          | $9425.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 5.0000%  |  | $21000.00          | $11671.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8000.00           | $6029.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $57400.00          | $40248.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $15000.00          | $10389.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $25000.00          | $16262.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $15000.00          | $11169.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.0000%  |  | $13000.00          | $9945.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $42000.00          | $31160.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $12900.00          | $8931.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $19000.00          | $11807.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $24000.00          | $15990.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $18000.00          | $11132.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $9000.00           | $6446.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.5000%  |  | $12000.00          | $7807.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 6.0000%  |  | $23500.00          | $15544.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $15000.00          | $10778.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $45999.00          | $32080.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $27000.00          | $20709.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $25000.00          | $18531.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $23000.00          | $17026.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $26500.00          | $18791.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-07-01      | 4.0000%  |  | $8000.00           | $5060.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $29000.00          | $18758.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.0000%  |  | $15000.00          | $11160.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $13000.00          | $10952.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 3.0000%  |  | $46000.00          | $33895.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 6.5000%  |  | $40384.00          | $29517.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 3.0000%  |  | $34000.00          | $24190.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $26957.00          | $20991.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $24000.00          | $19278.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $60000.00          | $46492.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $20000.00          | $15838.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $16000.00          | $11695.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $25000.00          | $21989.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $18000.00          | $13627.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.0000%  |  | $19975.00          | $14691.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $35000.00          | $25795.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 2.0000%  |  | $9000.00           | $6471.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.0000%  |  | $35359.00          | $28908.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $40000.00          | $29678.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $11000.00          | $9107.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $14371.00          | $11797.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  |  | $67000.00          | $47787.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  |  | $31715.00          | $23569.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $15000.00          | $11829.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 4.0000%  |  | $10000.00          | $7779.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 4.5000%  |  | $6000.00           | $5006.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $26000.00          | $21646.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 4.5000%  |  | $11000.00          | $9441.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 5.5000%  |  | $34026.00          | $28171.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $6000.00           | $5206.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-25      | 3.5000%  |  | $10100.00          | $7707.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $9000.00           | $8439.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $1000.00           | $972.48            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1000.00           | $953.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 6.0000%  |  | $2874178.00        | $16582.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 5.5000%  |  | $3619.00           | $25.80             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 4.5000%  |  | $79000.00          | $6818.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-09-01      | 3.0000%  |  | $84000.00          | $6133.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-08-01      | 3.0000%  |  | $50000.00          | $6760.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 4.5000%  |  | $154047.00         | $4977.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 4.5000%  |  | $302000.00         | $12057.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $469000.00         | $7354.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-06-01      | 4.0000%  |  | $218500.00         | $7402.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.5000%  |  | $127000.00         | $6674.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $190000.00         | $7307.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $281000.00         | $6418.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 4.5000%  |  | $217000.00         | $6117.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-01-01      | 3.0000%  |  | $40000.00          | $5854.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 2.5000%  |  | $87199.00          | $16604.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 2.5000%  |  | $30877.00          | $5640.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $98000.00          | $12120.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $50000.00          | $6372.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $279000.00         | $5023.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $324000.00         | $12129.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 4.5000%  |  | $275000.00         | $7535.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $297000.00         | $11585.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $433956.00         | $16487.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $129000.00         | $6669.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-01-01      | 4.0000%  |  | $385000.00         | $9405.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $320000.00         | $8176.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-11-01      | 4.0000%  |  | $441000.00         | $18115.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-02-01      | 3.5000%  |  | $158000.00         | $6891.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 3.5000%  |  | $94000.00          | $5258.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.0000%  |  | $60000.00          | $5697.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-12-01      | 3.0000%  |  | $80988.00          | $6892.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-03-01      | 3.0000%  |  | $52000.00          | $5036.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $99000.00          | $11987.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $41000.00          | $5974.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 4.0000%  |  | $62000.00          | $9379.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $88000.00          | $12593.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $45000.00          | $5157.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $59000.00          | $5136.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 3.5000%  |  | $82000.00          | $5646.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53475.00          | $5123.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 4.0000%  |  | $118000.00         | $11342.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.5000%  |  | $68000.00          | $6474.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $82000.00          | $8871.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 3.5000%  |  | $44000.00          | $5375.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 4.0000%  |  | $52000.00          | $5410.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 3.5000%  |  | $62000.00          | $6628.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $82000.00          | $8097.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $38000.00          | $4318.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.0000%  |  | $46000.00          | $5275.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 4.5000%  |  | $43000.00          | $5619.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.0000%  |  | $100000.00         | $7034.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $141000.00         | $10952.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $173500.00         | $12793.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.5000%  |  | $156000.00         | $9494.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $68000.00          | $5209.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 3.5000%  |  | $77000.00          | $5549.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 2.5000%  |  | $45000.00          | $7858.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $64000.00          | $9363.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 3.5000%  |  | $53000.00          | $6217.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.5000%  |  | $35000.00          | $5370.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  |  | $144000.00         | $23871.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-01-01      | 2.5000%  |  | $41000.00          | $5319.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-01-01      | 3.0000%  |  | $59000.00          | $5688.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 4.0000%  |  | $55000.00          | $6758.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $36000.00          | $7556.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.5000%  |  | $49000.00          | $6222.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 4.0000%  |  | $88000.00          | $7857.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $44000.00          | $5913.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-04-01      | 3.5000%  |  | $289999.00         | $23187.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 4.0000%  |  | $84000.00          | $11625.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $57162.00          | $5325.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $114000.00         | $10442.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $107999.00         | $10771.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $56586.00          | $5484.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 3.0000%  |  | $36200.00          | $5834.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $152422.00         | $14156.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 4.0000%  |  | $82091.00          | $8125.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $31000.00          | $5049.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.5000%  |  | $51000.00          | $5970.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.0000%  |  | $52000.00          | $8628.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $42000.00          | $5504.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.0000%  |  | $34000.00          | $5035.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $106000.00         | $13193.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $63000.00          | $7673.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $204696.00         | $24825.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.0000%  |  | $128000.00         | $12017.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.0000%  |  | $47000.00          | $5879.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-05-01      | 3.5000%  |  | $165000.00         | $12776.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $109200.00         | $9252.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-05-01      | 4.0000%  |  | $74000.00          | $5350.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.0000%  |  | $45000.00          | $6973.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $68001.00          | $5373.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $143000.00         | $14705.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $102000.00         | $7907.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $105000.00         | $7698.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $98000.00          | $9700.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-08-01      | 3.5000%  |  | $93000.00          | $6095.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 3.5000%  |  | $100000.00         | $8995.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $76000.00          | $5766.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.0000%  |  | $29000.00          | $16981.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.0000%  |  | $20000.00          | $9815.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.5000%  |  | $18000.00          | $8626.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $42000.00          | $24720.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $35000.00          | $19843.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 1.5000%  |  | $20000.00          | $7254.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.0000%  |  | $221000.00         | $133146.94         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $46000.00          | $27037.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $22000.00          | $12050.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 2.0000%  |  | $13000.00          | $7945.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $18000.00          | $8680.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $113000.00         | $7952.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 3.5000%  |  | $85000.00          | $7227.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-04-01      | 3.5000%  |  | $219000.00         | $15661.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $171000.00         | $14559.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.5000%  |  | $49000.00          | $4877.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $71000.00          | $5594.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.0000%  |  | $88000.00          | $8191.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $12000.00          | $1055.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-07-01      | 4.0000%  |  | $60000.00          | $7760.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $129000.00         | $12283.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 4.0000%  |  | $75000.00          | $7504.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.5000%  |  | $58000.00          | $6231.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-10-01      | 2.5000%  |  | $64000.00          | $8347.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1002.00           | $114.28            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $89000.00          | $11713.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $39000.00          | $5619.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.5000%  |  | $36000.00          | $6936.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $34000.00          | $4997.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.5000%  |  | $178000.00         | $20929.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $208438.00         | $33656.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $94000.00          | $12091.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 4.0000%  |  | $205000.00         | $5045.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $112000.00         | $18782.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $42000.00          | $5452.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 2.5000%  |  | $27000.00          | $5796.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $113501.00         | $14834.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $55000.00          | $7127.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $34000.00          | $5927.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $63002.00          | $8860.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $77000.00          | $14208.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $88000.00          | $13555.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 2.0000%  |  | $25000.00          | $10282.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $45881.00          | $10864.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.5000%  |  | $28000.00          | $5554.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $65000.00          | $17565.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $34000.00          | $8607.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $123000.00         | $27763.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.0000%  |  | $24000.00          | $5415.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $61000.00          | $17011.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.0000%  |  | $45000.00          | $19705.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.5000%  |  | $93000.00          | $36047.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.0000%  |  | $19000.00          | $5827.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.0000%  |  | $16000.00          | $6233.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.5000%  |  | $24000.00          | $7796.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 2.0000%  |  | $33000.00          | $16533.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $26000.00          | $6500.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $26000.00          | $11726.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $17056.00          | $9505.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $15000.00          | $6590.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 2.5000%  |  | $20000.00          | $8443.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $10000.00          | $5316.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $66668.00          | $28497.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 2.5000%  |  | $13000.00          | $5886.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 2.0000%  |  | $20000.00          | $11603.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.0000%  |  | $19500.00          | $9240.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.5000%  |  | $14001.00          | $5082.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $6000.00           | $5048.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 6.0000%  |  | $22000.00          | $12303.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 5.5000%  |  | $16000.00          | $7822.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 5.5000%  |  | $21000.00          | $10848.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  |  | $25000.00          | $18452.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $24001.00          | $20214.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-05-01      | 4.5000%  |  | $9000.00           | $6361.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.0000%  |  | $16000.00          | $9701.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 4.0000%  |  | $72000.00          | $30074.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.5000%  |  | $34000.00          | $17276.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $4000.00           | $2530.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $10000.00          | $5997.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $16000.00          | $10424.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.0000%  |  | $22000.00          | $12699.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $64000.00          | $44773.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $157999.00         | $110882.62         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $23000.00          | $16260.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.0000%  |  | $50001.00          | $32213.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $53000.00          | $36249.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $47000.00          | $33612.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $20999.00          | $15092.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 3.0000%  |  | $36000.00          | $20657.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  |  | $10000.00          | $6870.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.0000%  |  | $20000.00          | $14085.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $7000.00           | $4972.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $40000.00          | $29280.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $10515.00          | $7718.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.0000%  |  | $10000.00          | $7206.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $14970.00          | $11042.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.0000%  |  | $20917.00          | $14584.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 5.0000%  |  | $22000.00          | $15531.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $11000.00          | $7486.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $39981.00          | $30400.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10000.00          | $7373.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 4.5000%  |  | $21000.00          | $10611.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7414.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $29000.00          | $22610.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.5000%  |  | $23000.00          | $16346.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 3.5000%  |  | $13000.00          | $7832.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.5000%  |  | $25000.00          | $16819.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $15000.00          | $10392.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $27000.00          | $18523.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $7001.00           | $5415.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $18111.00          | $13440.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 3.5000%  |  | $10000.00          | $7442.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  |  | $10117.00          | $6991.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.5000%  |  | $41000.00          | $30512.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $11000.00          | $8630.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 5.0000%  |  | $8000.00           | $6246.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $27000.00          | $20885.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  |  | $17000.00          | $12051.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 4.5000%  |  | $18000.00          | $10593.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $22000.00          | $17358.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $28000.00          | $22246.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $7000.00           | $5504.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.5000%  |  | $24000.00          | $17408.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $8010.00           | $6331.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $27000.00          | $21279.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-07-01      | 4.5000%  |  | $9001.00           | $5275.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 4.0000%  |  | $8000.00           | $6306.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 5.5000%  |  | $28000.00          | $19924.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.0000%  |  | $21000.00          | $12536.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 6.0000%  |  | $21000.00          | $12885.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 6.5000%  |  | $21000.00          | $10670.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-08-01      | 5.0000%  |  | $24000.00          | $13485.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 3.5000%  |  | $21000.00          | $16579.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $27750.00          | $22721.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $14000.00          | $11606.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.0000%  |  | $24000.00          | $19157.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 6.0000%  |  | $16000.00          | $7053.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $14001.00          | $11668.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $11000.00          | $6840.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $66000.00          | $53807.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $10000.00          | $8427.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.0000%  |  | $19000.00          | $10689.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $3000.00           | $2459.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 5.0000%  |  | $13000.00          | $11142.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-01-01      | 5.5000%  |  | $11000.00          | $5530.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.0000%  |  | $33000.00          | $29104.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $13000.00          | $9878.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $8000.00           | $4901.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $14000.00          | $12331.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 4.0000%  |  | $21500.00          | $18432.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.0000%  |  | $15000.00          | $13164.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  |  | $10000.00          | $7534.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $14000.00          | $7312.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 3.5000%  |  | $19000.00          | $16266.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $6000.00           | $5276.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  |  | $7000.00           | $5574.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $91000.00          | $80508.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.5000%  |  | $29999.00          | $26793.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $8000.00           | $6823.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.0000%  |  | $11000.00          | $9693.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 3.5000%  |  | $15000.00          | $12965.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $43499.00          | $38371.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $43000.00          | $38823.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.0000%  |  | $12000.00          | $10564.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $30000.00          | $23632.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 6.0000%  |  | $14000.00          | $9227.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 3.5000%  |  | $6001.00           | $5140.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 4.0000%  |  | $20000.00          | $17726.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 4.0000%  |  | $19000.00          | $16907.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.0000%  |  | $25000.00          | $22787.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.5000%  |  | $13000.00          | $10372.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.0000%  |  | $9001.00           | $8010.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.5000%  |  | $13000.00          | $10177.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  |  | $22000.00          | $18761.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $75000.00          | $65270.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 4.0000%  |  | $11031.00          | $9974.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  |  | $15000.00          | $12965.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $26000.00          | $20566.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $18000.00          | $15850.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $67000.00          | $60401.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.5000%  |  | $19000.00          | $17603.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  |  | $30000.00          | $26165.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $15000.00          | $13298.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 4.0000%  |  | $13000.00          | $11978.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  |  | $24994.00          | $23543.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.0000%  |  | $6000.00           | $5771.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 3.5000%  |  | $20000.00          | $17996.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 4.5000%  |  | $24000.00          | $22777.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 5.5000%  |  | $15000.00          | $14716.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $366441.00         | $9795.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $307018.00         | $7158.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 3.5000%  |  | $137500.00         | $7701.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $363574.00         | $8428.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $268000.00         | $8287.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.5000%  |  | $210000.00         | $8498.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $140999.00         | $6433.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  |  | $163625.00         | $7917.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 4.5000%  |  | $247000.00         | $8229.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.5000%  |  | $185000.00         | $5824.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $168738.00         | $5863.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $21000.00          | $19065.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $1000.00           | $948.00            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.0000%  |  | $17000.00          | $14522.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.0000%  |  | $1000.00           | $916.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $15000.00          | $12069.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $25000.00          | $22002.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $9000.00           | $8144.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 4.0000%  |  | $6000.00           | $5373.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $20000.00          | $17577.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $25000.00          | $20520.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $12000.00          | $10779.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $15616.00          | $14406.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-10-01      | 2.0000%  |  | $22000.00          | $17131.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $20000.00          | $17004.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $8000.00           | $6965.06           | Agency Mortgage-Backed Securities   |
| FAMC          | 2031-04-24      | 4.1100%  |  | $1000000.00        | $995888.00         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.9300%  |  | $1709356.00        | $1154099.50        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.7570%  |  | $29477.00          | $20973.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 3.5000%  |  | $34001.00          | $30089.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 4.5000%  |  | $30000.00          | $28386.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.0000%  |  | $18000.00          | $16399.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $43000.00          | $37347.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 5.0000%  |  | $6000.00           | $5662.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.0000%  |  | $7000.00           | $5702.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 4.0000%  |  | $6999.00           | $6436.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 5.5000%  |  | $14937.00          | $14574.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $10000.00          | $9596.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.0000%  |  | $6001.00           | $5538.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.5000%  |  | $6000.00           | $5699.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $6000.00           | $5786.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 5.5000%  |  | $18000.00          | $17933.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-06-01      | 4.5000%  |  | $30000.00          | $24188.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.5000%  |  | $1002.00           | $1059.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 7.0000%  |  | $1001.00           | $1070.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1038.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1037.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  |  | $3729265.00        | $3765947.40        | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-05-20      | 4.0000%  |  | $1000.00           | $86.90             | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-02-20      | 6.0000%  |  | $10719.00          | $6265.78           | Agency Mortgage-Backed Securities   |
| TVDB          | 2026-09-15      | 0.0000%  |  | $63000.00          | $62080.45          | Agency Debentures and Agency Strips |
| TVDB          | 2027-09-15      | 0.0000%  |  | $63000.00          | $59596.68          | Agency Debentures and Agency Strips |
| TVDB          | 2028-03-15      | 0.0000%  |  | $63000.00          | $58405.16          | Agency Debentures and Agency Strips |
| TVDB          | 2028-09-15      | 0.0000%  |  | $63000.00          | $57209.54          | Agency Debentures and Agency Strips |
| TVDB          | 2029-03-15      | 0.0000%  |  | $63000.00          | $56060.05          | Agency Debentures and Agency Strips |
| TVDB          | 2029-09-15      | 0.0000%  |  | $63000.00          | $54915.46          | Agency Debentures and Agency Strips |
| TVDB          | 2030-03-15      | 0.0000%  |  | $63000.00          | $53605.57          | Agency Debentures and Agency Strips |
| TVDB          | 2030-09-15      | 0.0000%  |  | $63000.00          | $52500.17          | Agency Debentures and Agency Strips |
| TVDB          | 2031-03-15      | 0.0000%  |  | $63000.00          | $51417.58          | Agency Debentures and Agency Strips |
| TVDB          | 2031-09-15      | 0.0000%  |  | $63000.00          | $50304.30          | Agency Debentures and Agency Strips |
| TVDB          | 2034-03-15      | 0.0000%  |  | $73000.00          | $49999.01          | Agency Debentures and Agency Strips |
| TVDB          | 2034-09-15      | 0.0000%  |  | $74000.00          | $49359.33          | Agency Debentures and Agency Strips |
| TVDB          | 2037-03-15      | 0.0000%  |  | $80000.00          | $47085.52          | Agency Debentures and Agency Strips |
| TVDB          | 2038-03-15      | 0.0000%  |  | $118000.00         | $66147.26          | Agency Debentures and Agency Strips |
| TVDB          | 2039-03-15      | 0.0000%  |  | $126000.00         | $67187.23          | Agency Debentures and Agency Strips |
| TVDB          | 2041-07-15      | 0.0000%  |  | $117000.00         | $50251.27          | Agency Debentures and Agency Strips |
| TVDB          | 2042-01-15      | 0.0000%  |  | $117000.00         | $48874.18          | Agency Debentures and Agency Strips |
| TVDB          | 2042-07-15      | 0.0000%  |  | $117000.00         | $47534.88          | Agency Debentures and Agency Strips |
| TVDB          | 2044-01-15      | 0.0000%  |  | $117000.00         | $43733.20          | Agency Debentures and Agency Strips |
| TVDB          | 2036-07-15      | 0.0000%  |  | $160000.00         | $97962.24          | Agency Debentures and Agency Strips |
| USTR          | 2040-08-15      | 1.1250%  |  | $17730300.00       | $10988672.57       | U.S. Treasuries (including strips)  |
| USTR          | 2053-11-15      | 4.7500%  |  | $53800.00          | $51749.47          | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-31      | 3.8750%  |  | $965600.00         | $960959.33         | U.S. Treasuries (including strips)  |
| USTR          | 2033-08-15      | 0.0000%  |  | $3.36              | $2.46              | U.S. Treasuries (including strips)  |
| USTR          | 2036-08-15      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)  |
| USTR          | 2030-11-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| USTR          | 2051-11-15      | 0.0000%  |  | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| USTR          | 2039-05-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)  |

### Security 40: 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: MIT050626, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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

**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          | 2035-07-01      | 5.0000%  |  | $30775.00          | $252.49            | Agency Mortgage-Backed Securities  |
| FMAC          | 2040-08-01      | 4.5000%  |  | $6000.00           | $124.97            | Agency Mortgage-Backed Securities  |
| FMAC          | 2039-01-01      | 5.0000%  |  | $63107.00          | $572.53            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-03-01      | 3.5000%  |  | $11000.00          | $8278.13           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 2.5000%  |  | $29900.00          | $22377.53          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 3.5000%  |  | $15000.00          | $12422.83          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-10-01      | 3.5000%  |  | $1000.00           | $735.72            | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-12-01      | 5.5000%  |  | $9000.00           | $6519.75           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-05-01      | 4.0000%  |  | $30000.00          | $23147.71          | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-11-01      | 5.5000%  |  | $28000.00          | $22340.95          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 4.0000%  |  | $11000.00          | $7873.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-10-01      | 2.0000%  |  | $63000.00          | $36909.08          | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-10-01      | 4.0000%  |  | $60000.00          | $8227.75           | Agency Mortgage-Backed Securities  |
| FNMA          | 2031-12-01      | 3.0000%  |  | $54000.00          | $5152.68           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-01-01      | 3.0000%  |  | $85000.00          | $11502.12          | Agency Mortgage-Backed Securities  |
| FNMA          | 2046-09-01      | 3.0000%  |  | $30000.00          | $5793.35           | Agency Mortgage-Backed Securities  |
| FNMA          | 2032-05-01      | 3.5000%  |  | $47000.00          | $5062.51           | Agency Mortgage-Backed Securities  |
| FNMA          | 2048-10-01      | 4.0000%  |  | $31000.00          | $5715.58           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 4.0000%  |  | $39000.00          | $7163.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.5000%  |  | $26000.00          | $17634.47          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-06-01      | 5.0000%  |  | $15633.00          | $11948.22          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  |  | $14916.00          | $7502.14           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  |  | $10000.00          | $6744.22           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-10-01      | 4.5000%  |  | $8000.00           | $5874.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-10-01      | 4.0000%  |  | $30000.00          | $8331.05           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-01-01      | 3.5000%  |  | $28019.00          | $8882.49           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-11-01      | 4.5000%  |  | $21000.00          | $11458.49          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 2.5000%  |  | $29000.00          | $21470.97          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-04-01      | 3.0000%  |  | $29000.00          | $5351.42           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.0000%  |  | $59009.00          | $15946.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-06-01      | 2.5000%  |  | $21000.00          | $5468.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-07-01      | 3.5000%  |  | $31346.00          | $7075.28           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-08-01      | 3.0000%  |  | $57000.00          | $15895.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 4.0000%  |  | $15000.00          | $12614.64          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 4.0000%  |  | $9000.00           | $7580.21           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  |  | $19000.00          | $12560.90          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.5000%  |  | $2000.00           | $1294.11           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.5000%  |  | $32000.00          | $23369.03          | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-11-01      | 4.5000%  |  | $14265.00          | $7772.36           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  |  | $11000.00          | $8252.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 5.5000%  |  | $25000.00          | $18996.35          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-01-01      | 5.0000%  |  | $14336.00          | $12722.63          | Agency Mortgage-Backed Securities  |
| FNMA          | 2045-02-01      | 5.0000%  |  | $12000.00          | $10020.79          | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-02-01      | 4.5000%  |  | $21065.00          | $20197.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-08-01      | 4.5000%  |  | $222985.00         | $5199.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-09-01      | 6.0000%  |  | $6348.00           | $5734.10           | Agency Mortgage-Backed Securities  |
| FMAC          | 2056-01-01      | 5.0000%  |  | $13000.00          | $12537.37          | Agency Mortgage-Backed Securities  |
| GNMA          | 2045-04-20      | 2.5000%  |  | $144000.00         | $21992.32          | Agency Mortgage-Backed Securities  |
| GNMA          | 2055-05-20      | 6.0000%  |  | $20000.00          | $13631.69          | Agency Mortgage-Backed Securities  |
| GNMA          | 2040-09-15      | 4.5000%  |  | $148711.00         | $17341.08          | Agency Mortgage-Backed Securities  |
| REFC          | 2027-01-15      | 0.0000%  |  | $15000.00          | $14592.24          | Agency Mortgage-Backed Securities  |
| USTR          | 2038-02-15      | 4.3750%  |  | $20700.00          | $20531.92          | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  |  | $2328400.00        | $1443067.81        | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  |  | $2900.00           | $2885.41           | U.S. Treasuries (including strips) |
| USTR          | 2026-09-30      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips) |

### Security 41: 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: MIT501226, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2045-07-01      | 3.5000%  |  | $1000.00           | $96.52             | Agency Mortgage-Backed Securities   |
| FHLB          | 2034-03-10      | 4.7500%  |  | $10000.00          | $10253.65          | Agency Debentures and Agency Strips |
| FMAC          | 2047-02-01      | 3.5000%  |  | $89000.00          | $9051.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $1078.00           | $376.66            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $5965.00           | $4939.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $11000.00          | $5828.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $14000.00          | $9960.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-05-15      | 0.0000%  |  | $58000.00          | $49106.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 6.2000%  |  | $60955.00          | $167.10            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $8000.00           | $5366.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 5.2800%  |  | $1000.00           | $1043.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $7000.00           | $5433.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 3.5000%  |  | $120992.00         | $19225.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $18999.00          | $12378.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $12000.00          | $9005.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.5000%  |  | $8000.00           | $7145.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 4.0000%  |  | $1075.00           | $972.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1000.00           | $879.53            | Agency Mortgage-Backed Securities   |
| TVDB          | 2030-05-01      | 7.1250%  |  | $38000.00          | $42271.73          | Agency Debentures and Agency Strips |
| USTR          | 2038-05-15      | 0.0000%  |  | $25000.00          | $14545.33          | U.S. Treasuries (including strips)  |
| USTR          | 2040-08-15      | 3.8750%  |  | $1286900.00        | $1170780.44        | U.S. Treasuries (including strips)  |
| USTR          | 2044-05-15      | 3.3750%  |  | $100.00            | $81.05             | U.S. Treasuries (including strips)  |
| USTR          | 2046-02-15      | 2.5000%  |  | $526200.00         | $359772.94         | U.S. Treasuries (including strips)  |
| USTR          | 2040-08-15      | 1.1250%  |  | $300.00            | $185.93            | U.S. Treasuries (including strips)  |
| USTR          | 2040-05-15      | 1.1250%  |  | $352000.00         | $220530.11         | U.S. Treasuries (including strips)  |
| USTR          | 2040-11-15      | 1.3750%  |  | $25100.00          | $16061.04          | U.S. Treasuries (including strips)  |
| USTR          | 2041-08-15      | 1.7500%  |  | $67500.00          | $44848.21          | U.S. Treasuries (including strips)  |
| USTR          | 2034-11-15      | 4.2500%  |  | $2900.00           | $2885.41           | U.S. Treasuries (including strips)  |

### Security 42: 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: MIT050126, 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:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2031-11-01      | 5.0000%  |  | $3922.00           | $10.38             | Agency Mortgage-Backed Securities  |
| FMAC          | 2042-12-01      | 3.0000%  |  | $32810.00          | $4601.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-02-01      | 6.7140%  |  | $932794.00         | $989.42            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-04-01      | 5.8900%  |  | $1510.00           | $7.73              | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-02-01      | 2.0000%  |  | $9000.00           | $5825.51           | Agency Mortgage-Backed Securities  |
| FMAC          | 2037-10-01      | 4.5000%  |  | $11000.00          | $5655.06           | Agency Mortgage-Backed Securities  |
| FMAC          | 2038-01-01      | 4.5000%  |  | $11000.00          | $5864.98           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-01-01      | 2.5000%  |  | $8000.00           | $5108.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-07-01      | 3.0000%  |  | $10000.00          | $6876.02           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  |  | $1654.00           | $1367.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2041-07-01      | 6.0000%  |  | $12268.00          | $9106.98           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $7525.84           | Agency Mortgage-Backed Securities  |
| FMAC          | 2051-03-01      | 2.5000%  |  | $11668.00          | $5484.85           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.0000%  |  | $11983.00          | $7514.46           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  |  | $7626.00           | $4744.51           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-05-01      | 2.5000%  |  | $27000.00          | $18041.18          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-11-01      | 5.5000%  |  | $4000.00           | $2845.52           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-02-01      | 3.0000%  |  | $12000.00          | $9144.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  |  | $12000.00          | $9515.96           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-07-01      | 5.5000%  |  | $10000.00          | $8300.99           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  |  | $9000.00           | $5822.21           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 3.0000%  |  | $10000.00          | $6039.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-09-01      | 4.0000%  |  | $7000.00           | $5252.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-06-01      | 5.5000%  |  | $6001.00           | $4509.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2033-11-01      | 6.2000%  |  | $313916.00         | $860.57            | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-08-01      | 2.5000%  |  | $10000.00          | $5839.09           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  |  | $43998.00          | $4757.23           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  |  | $9505.00           | $6673.30           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.0000%  |  | $10095.00          | $7135.87           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  |  | $11000.00          | $7589.20           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  |  | $12665.00          | $10210.10          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 3.5000%  |  | $7000.00           | $6129.12           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-06-01      | 2.0000%  |  | $12027.00          | $9390.93           | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-07-01      | 4.0000%  |  | $38000.00          | $6384.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  |  | $12000.00          | $5065.89           | Agency Mortgage-Backed Securities  |
| FNMA          | 2036-09-01      | 2.5000%  |  | $12000.00          | $5850.56           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 2.5000%  |  | $12000.00          | $6954.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.5000%  |  | $12000.00          | $7397.77           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  |  | $32000.00          | $19696.05          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 3.0000%  |  | $12000.00          | $7469.67           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8000.00           | $5290.32           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-02-01      | 2.5000%  |  | $1813.00           | $1176.47           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 3.0000%  |  | $8000.00           | $5507.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.0000%  |  | $12000.00          | $8917.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-01-01      | 5.0000%  |  | $14000.00          | $10167.02          | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  |  | $14000.00          | $10124.07          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 2.5000%  |  | $9000.00           | $6523.50           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7827.85           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-12-01      | 4.5000%  |  | $11000.00          | $8858.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-04-01      | 6.5000%  |  | $12000.00          | $9186.72           | Agency Mortgage-Backed Securities  |
| FNMA          | 2037-04-01      | 6.5950%  |  | $84135.00          | $896.70            | Agency Mortgage-Backed Securities  |
| FNMA          | 2049-02-01      | 4.0000%  |  | $90999.00          | $4876.37           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-12-01      | 3.5000%  |  | $4005.00           | $487.71            | Agency Mortgage-Backed Securities  |
| FNMA          | 2041-08-01      | 2.0000%  |  | $10000.00          | $5658.06           | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-02-01      | 3.0000%  |  | $42000.00          | $6954.44           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 3.0000%  |  | $11000.00          | $6414.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-04-01      | 4.0000%  |  | $5000.00           | $3104.40           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  |  | $19000.00          | $13588.14          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-11-01      | 3.0000%  |  | $9000.00           | $6909.94           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-12-01      | 5.5000%  |  | $10000.00          | $7107.17           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 5.0000%  |  | $7000.00           | $5533.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-08-01      | 4.0000%  |  | $8630.00           | $6840.48           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 4.5000%  |  | $5999.00           | $4999.62           | Agency Mortgage-Backed Securities  |
| FNMA          | 2039-02-01      | 5.5000%  |  | $11000.00          | $5107.34           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-08-01      | 4.0000%  |  | $6812.00           | $5752.27           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 3.5000%  |  | $12000.00          | $10235.62          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-03-01      | 5.5000%  |  | $9999.00           | $8002.82           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 4.0000%  |  | $1115.00           | $1008.19           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-11-01      | 5.0000%  |  | $1000.00           | $916.78            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1980.00           | $1741.47           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-10-01      | 6.5000%  |  | $14912.00          | $14228.04          | Agency Mortgage-Backed Securities  |
| FMAC          | 2050-10-01      | 2.0000%  |  | $12000.00          | $9344.24           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-08-01      | 5.5000%  |  | $1000.00           | $967.41            | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-12-01      | 5.0000%  |  | $7000.00           | $6717.67           | Agency Mortgage-Backed Securities  |
| GNMA          | 2027-05-20      | 2.5000%  |  | $1000.00           | $7.86              | Agency Mortgage-Backed Securities  |
| GNMA          | 2030-06-20      | 3.0000%  |  | $1000.00           | $47.61             | Agency Mortgage-Backed Securities  |
| GNMA          | 2051-06-20      | 3.0000%  |  | $14970.00          | $7143.80           | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-09-20      | 4.0000%  |  | $13000.00          | $9254.59           | Agency Mortgage-Backed Securities  |
| GNMA          | 2054-10-20      | 5.5000%  |  | $10000.00          | $7527.40           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-09-15      | 4.0000%  |  | $75316.00          | $5692.80           | Agency Mortgage-Backed Securities  |
| USTR          | 2046-02-15      | 0.0000%  |  | $34100.00          | $12422.94          | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 4.2500%  |  | $3100.00           | $2933.79           | U.S. Treasuries (including strips) |
| USTR          | 2050-08-15      | 1.3750%  |  | $24600.00          | $11901.43          | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  |  | $300.00            | $185.93            | U.S. Treasuries (including strips) |
| USTR          | 2050-11-15      | 1.6250%  |  | $630000.00         | $325199.07         | U.S. Treasuries (including strips) |
| USTR          | 2040-11-15      | 1.3750%  |  | $25200.00          | $16125.03          | U.S. Treasuries (including strips) |
| USTR          | 2052-08-15      | 3.0000%  |  | $400.00            | $281.16            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  |  | $141100.00         | $140025.38         | U.S. Treasuries (including strips) |
| USTR          | 2034-11-15      | 4.2500%  |  | $300.00            | $298.49            | U.S. Treasuries (including strips) |
| USTR          | 2028-10-31      | 0.0000%  |  | $0.28              | $0.25              | U.S. Treasuries (including strips) |
| USTR          | 2039-11-15      | 0.0000%  |  | $11271.63          | $5830.98           | U.S. Treasuries (including strips) |
| USTR          | 2042-11-15      | 0.0000%  |  | $6.50              | $2.79              | U.S. Treasuries (including strips) |

### Security 43: 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: MIT051526, 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:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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? 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          | 2031-11-01      | 5.0000%  |  | $6078.00           | $16.09             | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 6.1850%  |  | $1092.00           | $77.97             | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 4.0000%  |  | $12944.00          | $713.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 6.5000%  |  | $158212.00         | $982.76            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 5.8900%  |  | $11545.00          | $59.14             | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $3681.00           | $3042.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $6000.00           | $5187.15           | Agency Mortgage-Backed Securities   |
| FCSB          | 2029-01-16      | 3.8200%  |  | $13000.00          | $12999.87          | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 4.0000%  |  | $13783.00          | $2385.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $7771.00           | $6264.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $5044.00           | $191.64            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $1000.00           | $95.22             | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $4412.00           | $3880.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  |  | $6000.00           | $5148.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $1094634.00        | $972713.00         | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 4.0000%  |  | $1000.00           | $32.81             | Agency Mortgage-Backed Securities   |
| USTR          | 2026-09-03      | 0.0000%  |  | $100.00            | $98.76             | U.S. Treasuries (including strips)  |
| USTR          | 2026-06-23      | 0.0000%  |  | $300.00            | $298.40            | U.S. Treasuries (including strips)  |
| USTR          | 2047-11-15      | 2.7500%  |  | $100.00            | $69.90             | U.S. Treasuries (including strips)  |
| USTR          | 2027-10-31      | 0.5000%  |  | $100.00            | $95.13             | U.S. Treasuries (including strips)  |
| USTR          | 2027-12-31      | 0.6250%  |  | $100.00            | $94.77             | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-31      | 3.8750%  |  | $1500.00           | $1492.79           | U.S. Treasuries (including strips)  |

### Security 44: 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: MIT515226, 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:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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? 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          | 2036-05-01      | 6.5000%  |  | $31907.00          | $198.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 5.5000%  |  | $1005.00           | $14.06             | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 5.5000%  |  | $35985.00          | $188.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-11-01      | 5.0000%  |  | $1252.00           | $13.28             | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.5000%  |  | $22990.00          | $205.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 6.0000%  |  | $2000.00           | $34.84             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $9999.00           | $208.26            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 5.0000%  |  | $5337.00           | $48.42             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.5000%  |  | $6858.00           | $661.93            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 3.0000%  |  | $1252.00           | $167.37            | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-06-12      | 2.5000%  |  | $10000.00          | $9985.03           | Agency Debentures and Agency Strips |
| FMAC          | 2035-10-01      | 2.5000%  |  | $1000.00           | $349.41            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1177.00           | $803.08            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $10000.00          | $6889.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $6000.00           | $5187.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $11500.00          | $7154.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.0000%  |  | $1000.00           | $613.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $1000.00           | $770.13            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $12000.00          | $8589.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $9320.00           | $7003.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-07-07      | 3.8600%  |  | $175000.00         | $175423.50         | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-05-15      | 6.2500%  |  | $6000.00           | $6387.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $51000.00          | $5287.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 6.2000%  |  | $1000.00           | $2.74              | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  |  | $103000.00         | $22557.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $24620.00          | $3307.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $27462.00          | $5760.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $9000.00           | $6178.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 3.0000%  |  | $34000.00          | $24629.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 5.2800%  |  | $145394.00         | $151748.30         | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $88999.00          | $9835.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $10000.00          | $5841.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $1910.00           | $1539.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $1024.00           | $939.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $16973.00          | $13252.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 3.5000%  |  | $23000.00          | $6819.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $9000.00           | $5504.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $16500.00          | $11424.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $8000.00           | $5798.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $27000.00          | $19736.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $11000.00          | $8383.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 5.5000%  |  | $12974.00          | $10741.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 6.5950%  |  | $2229.00           | $23.76             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-07-01      | 4.5000%  |  | $265601.00         | $5572.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-01-01      | 4.0000%  |  | $1000.00           | $24.43             | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 4.0000%  |  | $77995.00          | $7720.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 4.0000%  |  | $1000.00           | $98.58             | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $37000.00          | $6868.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $52000.00          | $18923.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $12000.00          | $7719.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $10000.00          | $7264.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $12000.00          | $8314.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $9999.00           | $7734.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $10370.00          | $8219.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $49000.00          | $43350.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.5000%  |  | $11001.00          | $9825.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 3.5000%  |  | $57000.00          | $49267.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $22999.00          | $20765.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 4.0000%  |  | $1129.00           | $1020.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.5000%  |  | $14586.00          | $13985.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $235997.00         | $5502.72           | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-15      | 4.5000%  |  | $1001.00           | $27.02             | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-03-20      | 2.5000%  |  | $90187.00          | $11777.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-20      | 4.0000%  |  | $397446.00         | $21241.42          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-01-20      | 3.0000%  |  | $69333.00          | $9201.16           | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-11-20      | 3.0000%  |  | $99998.00          | $12619.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-10-20      | 4.5000%  |  | $95000.00          | $11698.15          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-20      | 6.0000%  |  | $43347.00          | $5509.80           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-04-20      | 3.0000%  |  | $12000.00          | $7603.88           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-05-20      | 3.0000%  |  | $11998.00          | $7726.23           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-06-20      | 6.0000%  |  | $14866.00          | $6067.45           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-09-20      | 2.0000%  |  | $44311.00          | $24419.72          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-11-20      | 5.0000%  |  | $24000.00          | $9814.28           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-09-20      | 5.0000%  |  | $29998.00          | $21112.67          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-07-20      | 4.0000%  |  | $30998.00          | $23607.06          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-08-20      | 6.0000%  |  | $36000.00          | $19149.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-05-15      | 6.0000%  |  | $99997.00          | $8238.66           | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-20      | 5.7500%  |  | $8854.00           | $6118.58           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-02-15      | 4.5000%  |  | $196917.00         | $6529.48           | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-02-15      | 4.0000%  |  | $94238.00          | $6725.86           | Agency Mortgage-Backed Securities   |
| USTR          | 2027-04-15      | 0.0000%  |  | $200.00            | $193.07            | U.S. Treasuries (including strips)  |
| USTR          | 2044-02-15      | 0.0000%  |  | $50000.00          | $20329.10          | U.S. Treasuries (including strips)  |
| USTR          | 2047-11-15      | 2.7500%  |  | $100.00            | $69.90             | U.S. Treasuries (including strips)  |
| USTR          | 2040-08-15      | 1.1250%  |  | $200.00            | $123.95            | U.S. Treasuries (including strips)  |
| USTR          | 2042-02-15      | 2.3750%  |  | $5900.00           | $4273.00           | U.S. Treasuries (including strips)  |
| USTR          | 2028-10-31      | 0.0000%  |  | $0.38              | $0.34              | 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: MIT052726, 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:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **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

**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          | 2045-07-01      | 3.5000%  |  | $1394.00           | $134.55            | Agency Mortgage-Backed Securities  |
| FMAC          | 2043-11-01      | 4.0000%  |  | $1000.00           | $56.49             | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-06-01      | 3.0000%  |  | $8000.00           | $6301.09           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-02-01      | 2.5000%  |  | $8000.00           | $5041.64           | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 2.5000%  |  | $15000.00          | $10320.12          | Agency Mortgage-Backed Securities  |
| FMAC          | 2052-08-01      | 3.0000%  |  | $21000.00          | $14606.02          | Agency Mortgage-Backed Securities  |
| FMAC          | 2045-12-01      | 4.5000%  |  | $39000.00          | $5378.14           | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-07-07      | 3.8600%  |  | $2000.00           | $2004.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 3.0000%  |  | $7999.00           | $5806.04           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  |  | $10000.00          | $7020.83           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 4.5000%  |  | $7000.00           | $4959.33           | Agency Mortgage-Backed Securities  |
| FNMA          | 2040-04-01      | 5.5000%  |  | $11812.00          | $10079.59          | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-01-01      | 3.5000%  |  | $12733.00          | $4943.00           | Agency Mortgage-Backed Securities  |
| FNMA          | 2051-07-01      | 3.5000%  |  | $39930.00          | $19209.11          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-02-01      | 6.5000%  |  | $8783.00           | $6419.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2043-05-01      | 4.0000%  |  | $1000.00           | $123.68            | Agency Mortgage-Backed Securities  |
| FNMA          | 2050-03-01      | 4.0000%  |  | $40998.00          | $5765.73           | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 3.5000%  |  | $16000.00          | $11442.65          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-09-01      | 4.0000%  |  | $12484.00          | $9163.96           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-11-01      | 4.5000%  |  | $6000.00           | $5000.46           | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-10-01      | 3.5000%  |  | $6000.00           | $5266.04           | Agency Mortgage-Backed Securities  |
| GNMA          | 2044-12-20      | 4.0000%  |  | $149000.00         | $10460.08          | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 2.5000%  |  | $1239.00           | $754.76            | Agency Mortgage-Backed Securities  |
| USTR          | 2040-08-15      | 3.8750%  |  | $456700.00         | $415491.05         | U.S. Treasuries (including strips) |
| USTR          | 2027-02-28      | 1.1250%  |  | $100.00            | $97.85             | U.S. Treasuries (including strips) |
| USTR          | 2030-06-30      | 3.8750%  |  | $6000.00           | $5972.41           | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  |  | $442000.00         | $439875.75         | U.S. Treasuries (including strips) |

### Security 46: 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: UVV050126, 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:** 7.3900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2031-04-15      | 1.2500%  |  | $12275900.00       | $12233728.69       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-05-07

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer