# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001410368-26-034145
**Filing Date:** 2026-3
**Character Count:** 480937
**Document Hash:** e3bebfcd049c037677b943a68a5d5c54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034145.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034145

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Mutual Funds Trust
- **CENTRAL INDEX KEY:** 0000745463

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 26818212

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19950711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE GOVERNMENT OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Eaton Vance Short Duration Government Income Fund (Series ID: S000005290)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000014457 | Eaton Vance Short Duration Government Income Fund Class A        | EALDX           |
| C000014459 | Eaton Vance Short Duration Government Income Fund Class C        | ECLDX           |
| C000078260 | Eaton Vance Short Duration Government Income Fund Class I        | EILDX           |
| C000227652 | Eaton Vance Short Duration Government Income Fund Advisers Class |  |

## Nport-Ex

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited)

------

Collateralized Mortgage Obligations — 58.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2135, Class JZ, 6.00%, 3/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;$97470 |
| &nbsp;&nbsp;&nbsp;Series 3866, Class DF, 5.272%, (30-day SOFR Average + 1.564%), 5/15/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp; 954887 |
| &nbsp;&nbsp;&nbsp;Series 4102, Class DF, 5.065%, (30-day SOFR Average + 1.264%, Cap 5.50%), 9/15/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp; 270084 |
| &nbsp;&nbsp;&nbsp;Series 4159, Class FP, 4.815%, (30-day SOFR Average + 1.014%, Cap 5.00%), 11/15/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp; 592552 |
| &nbsp;&nbsp;&nbsp;Series 4180, Class KF, 4.915%, (30-day SOFR Average + 1.114%, Cap 5.00%), 1/15/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp; 3080571 |
| &nbsp;&nbsp;&nbsp;Series 4204, Class AF, 4.915%, (30-day SOFR Average + 1.114%, Cap 5.00%), 5/15/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp; 521856 |
| &nbsp;&nbsp;&nbsp;Series 4223, Class NF, 4.865%, (30-day SOFR Average + 1.064%), 7/15/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp; 1694020 |
| &nbsp;&nbsp;&nbsp;Series 4249, Class CF, 4.715%, (30-day SOFR Average + 0.914%), 9/15/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7082 | &nbsp;&nbsp;&nbsp;&nbsp; 7086384 |
| &nbsp;&nbsp;&nbsp;Series 4299, Class JG, 2.50%, 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp; 316618 |
| &nbsp;&nbsp;&nbsp;Series 4389, Class CA, 3.00%, 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp; 995598 |
| &nbsp;&nbsp;&nbsp;Series 4619, Class KF, 4.665%, (30-day SOFR Average + 0.864%, Cap 5.00%), 6/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp; 698887 |
| &nbsp;&nbsp;&nbsp;Series 4678, Class PC, 3.00%, 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp; 968406 |
| &nbsp;&nbsp;&nbsp;Series 4876, Class FA, 4.522%, (30-day SOFR Average + 0.814%), 5/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp; 4761739 |
| &nbsp;&nbsp;&nbsp;Series 4995, Class ZN, 2.50%, 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp; 627378 |
| &nbsp;&nbsp;&nbsp;Series 5031, Class Z, 2.50%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp; 4235 |
| &nbsp;&nbsp;&nbsp;Series 5037, Class ZQ, 2.00%, 11/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp; 407577 |
| &nbsp;&nbsp;&nbsp;Series 5038, Class Z, 2.50%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 1895 |
| &nbsp;&nbsp;&nbsp;Series 5039, Class ZJ, 2.00%, 11/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp; 172023 |
| &nbsp;&nbsp;&nbsp;Series 5058, Class Z, 2.00%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp; 355373 |
| &nbsp;&nbsp;&nbsp;Series 5071, Class CS, 0.00%, (3.30% - 30-day SOFR Average, Floor 0.00%), 2/25/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp; 2824350 |
| &nbsp;&nbsp;&nbsp;Series 5071, Class SP, 0.00%, (3.30% - 30-day SOFR Average, Floor 0.00%), 2/25/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp;&nbsp;&nbsp; 3969128 |
| &nbsp;&nbsp;&nbsp;Series 5083, Class SK, 0.00%, (3.867% - 30-day SOFR Average x 1.333, Floor 0.00%), 3/25/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp; 3595367 |
| &nbsp;&nbsp;&nbsp;Series 5093, Class Z, 3.00%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 610 |
| &nbsp;&nbsp;&nbsp;Series 5093, Class ZM, 3.00%, 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 1266 |
| &nbsp;&nbsp;&nbsp;Series 5101, Class EZ, 2.00%, 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp;&nbsp; 870364 |
| &nbsp;&nbsp;&nbsp;Series 5104, Class WZ, 3.00%, 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp; 604448 |
| &nbsp;&nbsp;&nbsp;Series 5114, Class ZH, 3.00%, 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp; 262373 |
| &nbsp;&nbsp;&nbsp;Series 5123, Class JZ, 2.00%, 7/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp; 401308 |
| &nbsp;&nbsp;&nbsp;Series 5129, Class HZ, 1.25%, 4/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp; 683518 |
| &nbsp;&nbsp;&nbsp;Series 5129, Class WZ, 3.00%, 8/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;Series 5129, Class ZE, 3.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp; 127094 |
| &nbsp;&nbsp;&nbsp;Series 5129, Class ZH, 3.00%, 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 646 |
| &nbsp;&nbsp;&nbsp;Series 5129, Class ZW, 3.00%, 8/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp; 432 |
| &nbsp;&nbsp;&nbsp;Series 5159, Class MZ, 3.00%, 11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp; 691414 |
| &nbsp;&nbsp;&nbsp;Series 5159, Class ZT, 3.00%, 11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8729 | &nbsp;&nbsp;&nbsp;&nbsp; 6249552 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 5160, Class ZW, 3.00%, 8/25/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894 | &nbsp;&nbsp;$2160779 |
| &nbsp;&nbsp;&nbsp;Series 5169, Class JZ, 3.00%, 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp; 192702 |
| &nbsp;&nbsp;&nbsp;Series 5300, Class EY, 6.00%, 12/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5201619 |
| &nbsp;&nbsp;&nbsp;Series 5327, Class B, 6.00%, 8/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20761565 |
| &nbsp;&nbsp;&nbsp;Series 5543, Class CS, 8.408%, (19.50% - 30-day SOFR Average x 3.00), 10/25/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039 | &nbsp;&nbsp;&nbsp;&nbsp; 3167891 |
| &nbsp;&nbsp;&nbsp;Series 5418, Class FC, 5.097%, (30-day SOFR Average + 1.40%), 6/25/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27698 | &nbsp;&nbsp;&nbsp;&nbsp; 27981417 |
| &nbsp;&nbsp;&nbsp;Series 5445, Class BT, 0.125%, 8/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp;&nbsp;&nbsp; 3686914 |
| &nbsp;&nbsp;&nbsp;Series 5461, Class Z, 6.50%, 10/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101 | &nbsp;&nbsp;&nbsp;&nbsp; 4086881 |
| &nbsp;&nbsp;&nbsp;Series 5462, Class Z, 6.50%, 10/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp; 1997430 |
| &nbsp;&nbsp;&nbsp;Series 5478, Class SG, 7.376%, (15.51% - 30-day SOFR Average x 2.20), 12/25/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp;&nbsp;&nbsp; 5444495 |
| &nbsp;&nbsp;&nbsp;Series 5489, Class S, 7.486%, (15.62% - 30-day SOFR Average x 2.20), 1/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp;&nbsp;&nbsp; 4792858 |
| &nbsp;&nbsp;&nbsp;Series 5500, Class SC, 9.908%, (21.00% - 30-day SOFR Average x 3.00), 10/25/54<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11494 | &nbsp;&nbsp;&nbsp;&nbsp; 12460051 |
| &nbsp;&nbsp;&nbsp;Series 5502, Class FD, 5.297%, (30-day SOFR Average + 1.60%), 2/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37477 | &nbsp;&nbsp;&nbsp;&nbsp; 37932749 |
| &nbsp;&nbsp;&nbsp;Series 5506, Class Z, 5.50%, 2/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989 | &nbsp;&nbsp;&nbsp;&nbsp; 5951262 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class AS, 9.908%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11365 | &nbsp;&nbsp;&nbsp;&nbsp; 12366563 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class DS, 9.908%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp;&nbsp;&nbsp; 3736171 |
| &nbsp;&nbsp;&nbsp;Series 5508, Class SC, 9.908%, (21.00% - 30-day SOFR Average x 3.00), 2/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp; 8838566 |
| &nbsp;&nbsp;&nbsp;Series 5511, Class LT, 7.647%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 | &nbsp;&nbsp;&nbsp;&nbsp; 2736047 |
| &nbsp;&nbsp;&nbsp;Series 5511, Class TE, 7.647%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762 | &nbsp;&nbsp;&nbsp;&nbsp; 1812698 |
| &nbsp;&nbsp;&nbsp;Series 5513, Class MQ, 7.647%, (30-day SOFR Average + 3.95%), 6/25/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp; 7946872 |
| &nbsp;&nbsp;&nbsp;Series 5516, Class HZ, 6.00%, 3/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;12677 | &nbsp;&nbsp;&nbsp;&nbsp; 13239428 |
| &nbsp;&nbsp;&nbsp;Series 5516, Class MC, 6.997%, (30-day SOFR Average + 3.30%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6623 | &nbsp;&nbsp;&nbsp;&nbsp; 6751177 |
| &nbsp;&nbsp;&nbsp;Series 5517, Class NA, 7.647%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6384 | &nbsp;&nbsp;&nbsp;&nbsp; 6559163 |
| &nbsp;&nbsp;&nbsp;Series 5517, Class NT, 7.647%, (30-day SOFR Average + 3.95%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp; 5794276 |
| &nbsp;&nbsp;&nbsp;Series 5523, Class ZC, 6.50%, 11/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp; 27657 |
| &nbsp;&nbsp;&nbsp;Series 5529, Class MA, 7.497%, (30-day SOFR Average + 3.80%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 | &nbsp;&nbsp;&nbsp;&nbsp; 2590115 |
| &nbsp;&nbsp;&nbsp;Series 5549, Class JF, 5.247%, (30-day SOFR Average + 1.55%), 6/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68364 | &nbsp;&nbsp;&nbsp;&nbsp; 69393231 |
| &nbsp;&nbsp;&nbsp;Series 5563, Class TV, 8.16%, (21.06% - 30-day SOFR Average x 3.00), 8/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432 | &nbsp;&nbsp;&nbsp;&nbsp; 5605304 |
| &nbsp;&nbsp;&nbsp;Series 5575, Class TA, 8.25%, (21.15% - 30-day SOFR Average x 3.00), 9/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp; 7623811 |
| &nbsp;&nbsp;&nbsp;Series 5585, Class AZ, 6.00%, 10/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp; 720382 |
| &nbsp;&nbsp;&nbsp;Series 5585, Class KZ, 6.00%, 10/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp; 4722368 |
| &nbsp;&nbsp;&nbsp;Series 5587, Class ZU, 6.00%, 10/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp; 1431012 |
| &nbsp;&nbsp;&nbsp;Series 5594, Class Z, 6.00%, 11/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3912 | &nbsp;&nbsp;&nbsp;&nbsp; 3901576 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 5604, Class SQ, 10.19%, (30.525% - 30-day SOFR Average x 5.50), 12/25/55<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;$6387412 |
| &nbsp;&nbsp;&nbsp;Series 5617, Class EZ, 6.00%, 1/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;12638 | &nbsp;&nbsp;&nbsp;&nbsp; 12600487 |
| &nbsp;&nbsp;&nbsp;Series 5617, Class MZ, 6.00%, 1/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;14004 | &nbsp;&nbsp;&nbsp;&nbsp; 13976603 |
| &nbsp;&nbsp;&nbsp;Series 5620, Class Z, 6.00%, 11/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp; 5220695 |
| &nbsp;&nbsp;&nbsp;Series 5628, Class Z, 6.00%, 6/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;11554 | &nbsp;&nbsp;&nbsp;&nbsp; 11541023 |
| Interest Only:<sup>(3)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 354, Class C11, 3.50%, 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp; 1198341 |
| &nbsp;&nbsp;&nbsp;Series 354, Class C15, 3.50%, 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 | &nbsp;&nbsp;&nbsp;&nbsp; 1183993 |
| &nbsp;&nbsp;&nbsp;Series 362, Class C11, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp; 690770 |
| &nbsp;&nbsp;&nbsp;Series 362, Class C12, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 | &nbsp;&nbsp;&nbsp;&nbsp; 1326157 |
| &nbsp;&nbsp;&nbsp;Series 362, Class C7, 3.50%, 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;10957 | &nbsp;&nbsp;&nbsp;&nbsp; 2074615 |
| &nbsp;&nbsp;&nbsp;Series 380, Class C5, 3.50%, 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7732 | &nbsp;&nbsp;&nbsp;&nbsp; 1506308 |
| &nbsp;&nbsp;&nbsp;Series 3030, Class SL, 2.278%, (5.986% - 30-day SOFR Average), 9/15/35<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp; 38803 |
| &nbsp;&nbsp;&nbsp;Series 3114, Class TS, 2.828%, (6.536% - 30-day SOFR Average), 9/15/30<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp; 13385 |
| &nbsp;&nbsp;&nbsp;Series 3339, Class JI, 2.768%, (6.476% - 30-day SOFR Average), 7/15/37<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp; 39502 |
| &nbsp;&nbsp;&nbsp;Series 4094, Class CS, 2.178%, (5.886% - 30-day SOFR Average), 8/15/42<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp; 37581 |
| &nbsp;&nbsp;&nbsp;Series 4109, Class SA, 2.378%, (6.086% - 30-day SOFR Average), 9/15/32<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp; 34866 |
| &nbsp;&nbsp;&nbsp;Series 4497, Class CS, 2.378%, (6.086% - 30-day SOFR Average), 9/15/44<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 2949 |
| &nbsp;&nbsp;&nbsp;Series 4507, Class EI, 4.00%, 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp; 172085 |
| &nbsp;&nbsp;&nbsp;Series 4507, Class MI, 3.50%, 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 2612 |
| &nbsp;&nbsp;&nbsp;Series 4549, Class DS, 2.078%, (5.786% - 30-day SOFR Average), 8/15/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp; 30254 |
| &nbsp;&nbsp;&nbsp;Series 4601, Class IN, 3.50%, 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;10685 | &nbsp;&nbsp;&nbsp;&nbsp; 1953292 |
| &nbsp;&nbsp;&nbsp;Series 4625, Class BI, 3.50%, 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp; 368945 |
| &nbsp;&nbsp;&nbsp;Series 4637, Class IP, 3.50%, 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Series 4749, Class IL, 4.00%, 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp; 150682 |
| &nbsp;&nbsp;&nbsp;Series 4768, Class IO, 4.00%, 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp; 174329 |
| &nbsp;&nbsp;&nbsp;Series 4768, Class KI, 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498 | &nbsp;&nbsp;&nbsp;&nbsp; 297097 |
| &nbsp;&nbsp;&nbsp;Series 4772, Class PI, 4.00%, 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp; 185243 |
| &nbsp;&nbsp;&nbsp;Series 4791, Class SA, 2.378%, (6.086% - 30-day SOFR Average), 5/15/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp; 423144 |
| &nbsp;&nbsp;&nbsp;Series 4796, Class AS, 2.378%, (6.086% - 30-day SOFR Average), 5/15/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp; 267972 |
| &nbsp;&nbsp;&nbsp;Series 4808, Class IB, 4.00%, 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 | &nbsp;&nbsp;&nbsp;&nbsp; 745608 |
| &nbsp;&nbsp;&nbsp;Series 4966, Class SY, 2.238%, (5.936% - 30-day SOFR Average), 4/25/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp; 436000 |
| &nbsp;&nbsp;&nbsp;Series 5008, Class IE, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;29419 | &nbsp;&nbsp;&nbsp;&nbsp; 3669143 |
| &nbsp;&nbsp;&nbsp;Series 5010, Class I, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;26053 | &nbsp;&nbsp;&nbsp;&nbsp; 3269149 |
| &nbsp;&nbsp;&nbsp;Series 5010, Class IB, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;38388 | &nbsp;&nbsp;&nbsp;&nbsp; 4787695 |
| &nbsp;&nbsp;&nbsp;Series 5010, Class IN, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;43586 | &nbsp;&nbsp;&nbsp;&nbsp; 5407927 |
| &nbsp;&nbsp;&nbsp;Series 5010, Class NI, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;12923 | &nbsp;&nbsp;&nbsp;&nbsp; 1605100 |
| &nbsp;&nbsp;&nbsp;Series 5016, Class UI, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;12284 | &nbsp;&nbsp;&nbsp;&nbsp; 1532062 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 5017, Class DI, 2.00%, 9/25/50 | $&nbsp;&nbsp;&nbsp;&nbsp;25446 | &nbsp;&nbsp;$3173558 |
| &nbsp;&nbsp;&nbsp;Series 5019, Class CI, 2.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;20858 | &nbsp;&nbsp;&nbsp;&nbsp; 2634113 |
| &nbsp;&nbsp;&nbsp;Series 5020, Class CI, 2.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp; 624033 |
| &nbsp;&nbsp;&nbsp;Series 5024, Class CI, 2.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;51706 | &nbsp;&nbsp;&nbsp;&nbsp; 6433337 |
| &nbsp;&nbsp;&nbsp;Series 5025, Class GI, 2.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9039 | &nbsp;&nbsp;&nbsp;&nbsp; 1144315 |
| &nbsp;&nbsp;&nbsp;Series 5028, Class TI, 2.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;10871 | &nbsp;&nbsp;&nbsp;&nbsp; 1011140 |
| &nbsp;&nbsp;&nbsp;Series 5038, Class DI, 2.00%, 11/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;63774 | &nbsp;&nbsp;&nbsp;&nbsp; 7911850 |
| &nbsp;&nbsp;&nbsp;Series 5051, Class S, 0.00%, (3.60% - 30-day SOFR Average, Floor 0.00%), 12/25/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26291 | &nbsp;&nbsp;&nbsp;&nbsp; 674259 |
| &nbsp;&nbsp;&nbsp;Series 5156, Class IP, 3.00%, 12/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;19912 | &nbsp;&nbsp;&nbsp;&nbsp; 3104655 |
| &nbsp;&nbsp;&nbsp;Series 5191, Class IB, 2.50%, 2/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;43070 | &nbsp;&nbsp;&nbsp;&nbsp; 6958024 |
| Principal Only:<sup>(4)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 213, Class PO, 0.00%, 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp; 446721 |
| &nbsp;&nbsp;&nbsp;Series 239, Class PO, 0.00%, 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp; 287691 |
| &nbsp;&nbsp;&nbsp;Series 246, Class PO, 0.00%, 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp; 696448 |
| &nbsp;&nbsp;&nbsp;Series 3072, Class WO, 0.00%, 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp; 230179 |
| &nbsp;&nbsp;&nbsp;Series 3342, Class KO, 0.00%, 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp; 101189 |
| &nbsp;&nbsp;&nbsp;Series 3476, Class PO, 0.00%, 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp; 126992 |
| &nbsp;&nbsp;&nbsp;Series 3862, Class PO, 0.00%, 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp; 264792 |
| &nbsp;&nbsp;&nbsp;Series 4239, Class OU, 0.00%, 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 | &nbsp;&nbsp;&nbsp;&nbsp; 1736846 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series G97-4, Class FA, 4.618%, (30-day SOFR Average + 0.914%), 6/17/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp; 10376 |
| &nbsp;&nbsp;&nbsp;Series 2009-48, Class WA, 5.762%, 7/25/39<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp; 99974 |
| &nbsp;&nbsp;&nbsp;Series 2009-62, Class WA, 5.585%, 8/25/39<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp; 136719 |
| &nbsp;&nbsp;&nbsp;Series 2010-112, Class DZ, 4.00%, 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp; 232467 |
| &nbsp;&nbsp;&nbsp;Series 2011-49, Class NT, 6.00%, (64.855% - 30-day SOFR Average x 10.00, Cap 6.00%), 6/25/41<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp; 93205 |
| &nbsp;&nbsp;&nbsp;Series 2012-51, Class FD, 4.392%, (30-day SOFR Average + 0.694%), 5/25/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11601 | &nbsp;&nbsp;&nbsp;&nbsp; 11563098 |
| &nbsp;&nbsp;&nbsp;Series 2012-103, Class ZP, 3.00%, 9/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp; 676916 |
| &nbsp;&nbsp;&nbsp;Series 2012-115, Class MX, 0.00%, (3.329% - 30-day SOFR Average x 1.154, Floor 0.00%), 10/25/42<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp; 340175 |
| &nbsp;&nbsp;&nbsp;Series 2012-128, Class WS, 0.188%, (3.886% - 30-day SOFR Average), 11/25/42<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp; 371819 |
| &nbsp;&nbsp;&nbsp;Series 2012-134, Class ZT, 2.00%, 12/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp; 643916 |
| &nbsp;&nbsp;&nbsp;Series 2013-52, Class GA, 1.00%, 6/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 435086 |
| &nbsp;&nbsp;&nbsp;Series 2013-58, Class SC, 0.282%, (5.828% - 30-day SOFR Average x 1.50), 6/25/43<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp; 1553366 |
| &nbsp;&nbsp;&nbsp;Series 2013-67, Class NF, 4.812%, (30-day SOFR Average + 1.114%, Cap 5.00%), 7/25/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp; 614453 |
| &nbsp;&nbsp;&nbsp;Series 2014-1, Class HF, 5.00%, (30-day SOFR Average + 1.614%, Cap 5.00%), 6/25/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp; 707556 |
| &nbsp;&nbsp;&nbsp;Series 2015-74, Class SL, 0.111%, (2.282% - 30-day SOFR Average x 0.587), 10/25/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp; 1178913 |
| &nbsp;&nbsp;&nbsp;Series 2016-26, Class KS, 0.00%, (5.05% - 30-day SOFR Average x 1.75, Floor 0.00%), 11/25/42<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp; 1050856 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-15, Class LE, 3.00%, 6/25/46 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;$62512 |
| &nbsp;&nbsp;&nbsp;Series 2017-56, Class KF, 4.915%, (30-day SOFR Average + 1.114%), 7/25/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp; 548736 |
| &nbsp;&nbsp;&nbsp;Series 2017-56, Class KS, 1.085%, (4.886% - 30-day SOFR Average), 7/25/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp; 150974 |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class FA, 4.412%, (30-day SOFR Average + 0.714%), 2/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp;&nbsp;&nbsp; 4752658 |
| &nbsp;&nbsp;&nbsp;Series 2019-8, Class FD, 4.512%, (30-day SOFR Average + 0.814%), 3/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14544 | &nbsp;&nbsp;&nbsp;&nbsp; 14555549 |
| &nbsp;&nbsp;&nbsp;Series 2019-9, Class LF, 4.362%, (30-day SOFR Average + 0.664%), 3/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635 | &nbsp;&nbsp;&nbsp;&nbsp; 5582596 |
| &nbsp;&nbsp;&nbsp;Series 2019-16, Class AF, 4.362%, (30-day SOFR Average + 0.664%), 4/25/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 | &nbsp;&nbsp;&nbsp;&nbsp; 5263159 |
| &nbsp;&nbsp;&nbsp;Series 2020-63, Class ZN, 3.00%, 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp; 194134 |
| &nbsp;&nbsp;&nbsp;Series 2020-86, Class ZP, 2.50%, 12/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp; 752254 |
| &nbsp;&nbsp;&nbsp;Series 2020-95, Class BZ, 2.50%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp; 168051 |
| &nbsp;&nbsp;&nbsp;Series 2020-96, Class EZ, 2.50%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp; 353567 |
| &nbsp;&nbsp;&nbsp;Series 2020-96, Class KZ, 2.50%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp; 168520 |
| &nbsp;&nbsp;&nbsp;Series 2021-8, Class NZ, 2.50%, 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp; 612011 |
| &nbsp;&nbsp;&nbsp;Series 2021-11, Class KZ, 3.00%, 6/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp; 379619 |
| &nbsp;&nbsp;&nbsp;Series 2021-22, Class MZ, 3.00%, 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp; 1594947 |
| &nbsp;&nbsp;&nbsp;Series 2021-42, Class ZA, 3.00%, 2/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp;&nbsp; 3486358 |
| &nbsp;&nbsp;&nbsp;Series 2021-45, Class DZ, 3.00%, 7/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp; 234139 |
| &nbsp;&nbsp;&nbsp;Series 2021-51, Class EZ, 2.50%, 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 | &nbsp;&nbsp;&nbsp;&nbsp; 713544 |
| &nbsp;&nbsp;&nbsp;Series 2021-55, Class ZN, 2.50%, 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp; 201290 |
| &nbsp;&nbsp;&nbsp;Series 2021-59, Class EZ, 2.50%, 9/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp; 864827 |
| &nbsp;&nbsp;&nbsp;Series 2023-12, Class LW, 6.00%, 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15597631 |
| &nbsp;&nbsp;&nbsp;Series 2023-13, Class LY, 6.00%, 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9120 | &nbsp;&nbsp;&nbsp;&nbsp; 9493940 |
| &nbsp;&nbsp;&nbsp;Series 2023-14, Class EL, 6.00%, 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp; 24183891 |
| &nbsp;&nbsp;&nbsp;Series 2023-61, Class BL, 6.00%, 12/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5164852 |
| &nbsp;&nbsp;&nbsp;Series 2024-21, Class GZ, 6.00%, 5/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7284 | &nbsp;&nbsp;&nbsp;&nbsp; 7459872 |
| &nbsp;&nbsp;&nbsp;Series 2024-82, Class CF, 5.047%, (30-day SOFR Average + 1.35%), 11/25/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53913 | &nbsp;&nbsp;&nbsp;&nbsp; 54332528 |
| &nbsp;&nbsp;&nbsp;Series 2024-86, Class FC, 5.097%, (30-day SOFR Average + 1.40%), 12/25/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10016 | &nbsp;&nbsp;&nbsp;&nbsp; 10112093 |
| &nbsp;&nbsp;&nbsp;Series 2024-92, Class JM, 7.647%, (30-day SOFR Average + 3.95%), 12/25/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp; 3472148 |
| &nbsp;&nbsp;&nbsp;Series 2024-98, Class S, 7.486%, (15.62% - 30-day SOFR Average x 2.20), 1/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp; 5000627 |
| &nbsp;&nbsp;&nbsp;Series 2024-102, Class SA, 7.486%, (15.62% - 30-day SOFR Average x 2.20), 1/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7132 | &nbsp;&nbsp;&nbsp;&nbsp; 7407847 |
| &nbsp;&nbsp;&nbsp;Series 2024-105, Class KT, 0.125%, 1/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9357 | &nbsp;&nbsp;&nbsp;&nbsp; 8195965 |
| &nbsp;&nbsp;&nbsp;Series 2025-2, Class BZ, 6.00%, 7/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;15925 | &nbsp;&nbsp;&nbsp;&nbsp; 16595491 |
| &nbsp;&nbsp;&nbsp;Series 2025-10, Class AS, 10.058%, (21.15% - 30-day SOFR Average x 3.00), 2/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp; 3312884 |
| &nbsp;&nbsp;&nbsp;Series 2025-12, Class FM, 7.697%, (30-day SOFR Average + 4.00%), 3/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 | &nbsp;&nbsp;&nbsp;&nbsp; 4736038 |
| &nbsp;&nbsp;&nbsp;Series 2025-15, Class FM, 7.547%, (30-day SOFR Average + 3.85%), 4/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4754 | &nbsp;&nbsp;&nbsp;&nbsp; 4923835 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-16, Class NA, 6.847%, (30-day SOFR Average + 3.15%), 1/25/55<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397 | &nbsp;&nbsp;$9354810 |
| &nbsp;&nbsp;&nbsp;Series 2025-29, Class MH, 7.747%, (30-day SOFR Average + 4.05%), 2/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 | &nbsp;&nbsp;&nbsp;&nbsp; 4453060 |
| &nbsp;&nbsp;&nbsp;Series 2025-35, Class FE, 5.147%, (30-day SOFR Average + 1.45%), 5/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40192 | &nbsp;&nbsp;&nbsp;&nbsp; 40642812 |
| &nbsp;&nbsp;&nbsp;Series 2025-35, Class MT, 8.697%, (30-day SOFR Average + 5.00%), 5/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 | &nbsp;&nbsp;&nbsp;&nbsp; 8240342 |
| &nbsp;&nbsp;&nbsp;Series 2025-40, Class SZ, 6.00%, 10/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp; 8202300 |
| &nbsp;&nbsp;&nbsp;Series 2025-85, Class TN, 6.60%, (36.60% - 30-day SOFR Average x 6.00), 10/25/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9298 | &nbsp;&nbsp;&nbsp;&nbsp; 9261651 |
| &nbsp;&nbsp;&nbsp;Series 2025-89, Class UZ, 6.00%, 10/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6635 | &nbsp;&nbsp;&nbsp;&nbsp; 6627950 |
| &nbsp;&nbsp;&nbsp;Series 2025-89, Class ZU, 6.00%, 10/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959 | &nbsp;&nbsp;&nbsp;&nbsp; 9957398 |
| &nbsp;&nbsp;&nbsp;Series 2025-91, Class UZ, 6.00%, 10/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp; 3939405 |
| &nbsp;&nbsp;&nbsp;Series 2025-102, Class ZN, 6.00%, 12/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6649 | &nbsp;&nbsp;&nbsp;&nbsp; 6629994 |
| &nbsp;&nbsp;&nbsp;Series 2026-1, Class Z, 6.00%, 12/25/54 | &nbsp;&nbsp;&nbsp;&nbsp;10011 | &nbsp;&nbsp;&nbsp;&nbsp; 9986650 |
| Interest Only:<sup>(3)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2004-60, Class SW, 3.238%, (6.936% - 30-day SOFR Average), 4/25/34<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp; 1167 |
| &nbsp;&nbsp;&nbsp;Series 2005-68, Class XI, 6.00%, 8/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp; 91800 |
| &nbsp;&nbsp;&nbsp;Series 2006-65, Class PS, 3.408%, (7.106% - 30-day SOFR Average), 7/25/36<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 47438 |
| &nbsp;&nbsp;&nbsp;Series 2007-99, Class SD, 2.588%, (6.286% - 30-day SOFR Average), 10/25/37<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp; 49652 |
| &nbsp;&nbsp;&nbsp;Series 2007-102, Class ST, 2.628%, (6.326% - 30-day SOFR Average), 11/25/37<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp; 20810 |
| &nbsp;&nbsp;&nbsp;Series 2011-59, Class IW, 6.00%, 7/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp; 65668 |
| &nbsp;&nbsp;&nbsp;Series 2011-101, Class IC, 3.50%, 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 6 |
| &nbsp;&nbsp;&nbsp;Series 2012-147, Class SA, 2.288%, (5.986% - 30-day SOFR Average), 1/25/43<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp; 55831 |
| &nbsp;&nbsp;&nbsp;Series 2014-41, Class SA, 2.238%, (5.936% - 30-day SOFR Average), 7/25/44<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp; 75717 |
| &nbsp;&nbsp;&nbsp;Series 2014-55, Class IL, 3.50%, 9/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp; 87252 |
| &nbsp;&nbsp;&nbsp;Series 2014-55, Class IN, 3.50%, 7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp; 78830 |
| &nbsp;&nbsp;&nbsp;Series 2014-89, Class IO, 3.50%, 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp; 128830 |
| &nbsp;&nbsp;&nbsp;Series 2015-22, Class GI, 3.50%, 4/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp; 34390 |
| &nbsp;&nbsp;&nbsp;Series 2015-31, Class SG, 2.288%, (5.986% - 30-day SOFR Average), 5/25/45<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp; 97645 |
| &nbsp;&nbsp;&nbsp;Series 2015-36, Class IL, 3.00%, 6/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp; 94073 |
| &nbsp;&nbsp;&nbsp;Series 2016-61, Class DI, 3.00%, 4/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp; 56711 |
| &nbsp;&nbsp;&nbsp;Series 2018-21, Class IO, 3.00%, 4/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3188 | &nbsp;&nbsp;&nbsp;&nbsp; 523302 |
| &nbsp;&nbsp;&nbsp;Series 2018-42, Class IA, 3.50%, 6/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp; 86930 |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class SA, 1.588%, (5.286% - 30-day SOFR Average), 2/25/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 | &nbsp;&nbsp;&nbsp;&nbsp; 188398 |
| &nbsp;&nbsp;&nbsp;Series 2020-23, Class SP, 2.238%, (5.936% - 30-day SOFR Average), 2/25/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9932 | &nbsp;&nbsp;&nbsp;&nbsp; 1268404 |
| &nbsp;&nbsp;&nbsp;Series 2020-45, Class HI, 2.50%, 7/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5349 | &nbsp;&nbsp;&nbsp;&nbsp; 788788 |
| &nbsp;&nbsp;&nbsp;Series 2020-73, Class NI, 2.00%, 10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp; 710101 |
| &nbsp;&nbsp;&nbsp;Series 2020-89, Class PI, 2.50%, 12/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;11343 | &nbsp;&nbsp;&nbsp;&nbsp; 1834737 |
| &nbsp;&nbsp;&nbsp;Series 2020-94, Class DI, 2.00%, 1/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;13356 | &nbsp;&nbsp;&nbsp;&nbsp; 1773966 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class KI, 2.50%, 2/25/51 | $&nbsp;&nbsp;&nbsp;&nbsp;23548 | &nbsp;&nbsp;$3495368 |
| &nbsp;&nbsp;&nbsp;Series 2021-3, Class LI, 2.50%, 2/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;22001 | &nbsp;&nbsp;&nbsp;&nbsp; 3209054 |
| &nbsp;&nbsp;&nbsp;Series 2021-10, Class EI, 2.00%, 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;10604 | &nbsp;&nbsp;&nbsp;&nbsp; 1444669 |
| &nbsp;&nbsp;&nbsp;Series 2021-34, Class QI, 3.00%, 6/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;34654 | &nbsp;&nbsp;&nbsp;&nbsp; 6241208 |
| &nbsp;&nbsp;&nbsp;Series 2021-73, Class AI, 2.50%, 6/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6746 | &nbsp;&nbsp;&nbsp;&nbsp; 935045 |
| &nbsp;&nbsp;&nbsp;Series 2021-94, Class CI, 3.00%, 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp; 1458430 |
| &nbsp;&nbsp;&nbsp;Series 2022-6, Class IO, 2.50%, 7/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;26746 | &nbsp;&nbsp;&nbsp;&nbsp; 4309335 |
| Principal Only:<sup>(4)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 379, Class 1, 0.00%, 5/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp; 632905 |
| &nbsp;&nbsp;&nbsp;Series 380, Class 1, 0.00%, 7/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp; 154850 |
| &nbsp;&nbsp;&nbsp;Series 2007-17, Class PO, 0.00%, 3/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp; 121217 |
| &nbsp;&nbsp;&nbsp;Series 2009-82, Class PO, 0.00%, 10/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp; 278594 |
| &nbsp;&nbsp;&nbsp;Series 2012-5, Class PO, 0.00%, 12/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp; 196377 |
| &nbsp;&nbsp;&nbsp;Series 2012-61, Class PO, 0.00%, 8/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp; 830925 |
| &nbsp;&nbsp;&nbsp;Series 2014-9, Class DO, 0.00%, 2/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7194 | &nbsp;&nbsp;&nbsp;&nbsp; 5875099 |
| &nbsp;&nbsp;&nbsp;Series 2014-17, Class PO, 0.00%, 4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp; 609880 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2012-77, Class MT, 4.182%, (1 mo. SOFR + 0.504%), 5/16/41<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp; 237714 |
| &nbsp;&nbsp;&nbsp;Series 2015-144, Class KB, 3.00%, 8/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp; 408737 |
| &nbsp;&nbsp;&nbsp;Series 2016-168, Class JF, 4.814%, (1 mo. SOFR + 1.114%), 11/20/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;&nbsp; 112722 |
| &nbsp;&nbsp;&nbsp;Series 2017-121, Class DF, 4.29%, (1 mo. SOFR + 0.614%), 8/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp; 2387833 |
| &nbsp;&nbsp;&nbsp;Series 2017-137, Class AF, 4.29%, (1 mo. SOFR + 0.614%), 9/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp; 1050920 |
| &nbsp;&nbsp;&nbsp;Series 2020-76, Class ZL, 2.75%, 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 | &nbsp;&nbsp;&nbsp;&nbsp; 129649 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class ZD, 3.00%, 1/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp; 1022366 |
| &nbsp;&nbsp;&nbsp;Series 2021-49, Class VZ, 2.50%, 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp; 10756 |
| &nbsp;&nbsp;&nbsp;Series 2021-77, Class ZG, 3.00%, 7/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp; 222153 |
| &nbsp;&nbsp;&nbsp;Series 2021-86, Class ZJ, 1.50%, 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp; 114501 |
| &nbsp;&nbsp;&nbsp;Series 2021-105, Class ZH, 1.50%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp; 793163 |
| &nbsp;&nbsp;&nbsp;Series 2021-107, Class GZ, 3.00%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579 | &nbsp;&nbsp;&nbsp;&nbsp; 1712074 |
| &nbsp;&nbsp;&nbsp;Series 2021-114, Class JZ, 3.00%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211 | &nbsp;&nbsp;&nbsp;&nbsp; 1376126 |
| &nbsp;&nbsp;&nbsp;Series 2021-121, Class ZE, 2.50%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp; 67089 |
| &nbsp;&nbsp;&nbsp;Series 2021-131, Class ZN, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp; 1925541 |
| &nbsp;&nbsp;&nbsp;Series 2021-137, Class GZ, 2.50%, 8/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp; 859942 |
| &nbsp;&nbsp;&nbsp;Series 2021-159, Class ZP, 2.00%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980 | &nbsp;&nbsp;&nbsp;&nbsp; 4703167 |
| &nbsp;&nbsp;&nbsp;Series 2021-177, Class JZ, 3.00%, 10/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212 | &nbsp;&nbsp;&nbsp;&nbsp; 3640657 |
| &nbsp;&nbsp;&nbsp;Series 2021-182, Class KZ, 3.00%, 10/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;&nbsp; 858309 |
| &nbsp;&nbsp;&nbsp;Series 2021-194, Class HZ, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9967 | &nbsp;&nbsp;&nbsp;&nbsp; 7469238 |
| &nbsp;&nbsp;&nbsp;Series 2021-213, Class NZ, 3.00%, 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8182 | &nbsp;&nbsp;&nbsp;&nbsp; 6030284 |
| &nbsp;&nbsp;&nbsp;Series 2021-214, Class LZ, 3.00%, 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;11139 | &nbsp;&nbsp;&nbsp;&nbsp; 8302796 |
| &nbsp;&nbsp;&nbsp;Series 2022-31, Class ZD, 3.00%, 2/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp; 487663 |
| &nbsp;&nbsp;&nbsp;Series 2022-175, Class SB, 9.156%, (22.733% - 30-day SOFR Average x 3.667), 10/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp; 1333595 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-189, Class US, 9.156%, (22.733% - 30-day SOFR Average x 3.667), 11/20/52<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627 | &nbsp;&nbsp;$9470208 |
| &nbsp;&nbsp;&nbsp;Series 2022-195, Class AS, 9.424%, (23.125% - 30-day SOFR Average x 3.70), 11/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 | &nbsp;&nbsp;&nbsp;&nbsp; 3129077 |
| &nbsp;&nbsp;&nbsp;Series 2022-197, Class SW, 7.433%, (16.32% - 30-day SOFR Average x 2.40), 11/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp; 4101825 |
| &nbsp;&nbsp;&nbsp;Series 2022-208, Class YF, 4.703%, (30-day SOFR Average + 1.00%), 12/20/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17038 | &nbsp;&nbsp;&nbsp;&nbsp; 17118861 |
| &nbsp;&nbsp;&nbsp;Series 2022-211, Class HF, 4.703%, (30-day SOFR Average + 1.00%), 12/20/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68153 | &nbsp;&nbsp;&nbsp;&nbsp; 68362707 |
| &nbsp;&nbsp;&nbsp;Series 2023-53, Class AL, 5.50%, 4/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp; 26663395 |
| &nbsp;&nbsp;&nbsp;Series 2023-53, Class SE, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 4/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 | &nbsp;&nbsp;&nbsp;&nbsp; 9751952 |
| &nbsp;&nbsp;&nbsp;Series 2023-63, Class LB, 6.00%, 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 10438748 |
| &nbsp;&nbsp;&nbsp;Series 2023-63, Class S, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4343 | &nbsp;&nbsp;&nbsp;&nbsp; 4687519 |
| &nbsp;&nbsp;&nbsp;Series 2023-64, Class LB, 6.00%, 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 | &nbsp;&nbsp;&nbsp;&nbsp; 4258074 |
| &nbsp;&nbsp;&nbsp;Series 2023-65, Class G, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8999 | &nbsp;&nbsp;&nbsp;&nbsp; 9803966 |
| &nbsp;&nbsp;&nbsp;Series 2023-65, Class SB, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp; 2626763 |
| &nbsp;&nbsp;&nbsp;Series 2023-65, Class SD, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;&nbsp; 2205998 |
| &nbsp;&nbsp;&nbsp;Series 2023-66, Class S, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 | &nbsp;&nbsp;&nbsp;&nbsp; 2939906 |
| &nbsp;&nbsp;&nbsp;Series 2023-66, Class SD, 8.972%, (22.55% - 30-day SOFR Average x 3.667), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 | &nbsp;&nbsp;&nbsp;&nbsp; 1175963 |
| &nbsp;&nbsp;&nbsp;Series 2023-82, Class AL, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;18360 | &nbsp;&nbsp;&nbsp;&nbsp; 19165947 |
| &nbsp;&nbsp;&nbsp;Series 2023-83, Class GS, 10.566%, (27.60% - 30-day SOFR Average x 4.60), 6/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 | &nbsp;&nbsp;&nbsp;&nbsp; 5226690 |
| &nbsp;&nbsp;&nbsp;Series 2023-83, Class S, 8.871%, (22.868% - 30-day SOFR Average x 3.78), 6/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp; 2676969 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp; 4757875 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class SN, 8.797%, (22.387% - 30-day SOFR Average x 3.67), 6/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp; 3518878 |
| &nbsp;&nbsp;&nbsp;Series 2023-89, Class SD, 8.606%, (22.183% - 30-day SOFR Average x 3.667), 6/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp; 3687401 |
| &nbsp;&nbsp;&nbsp;Series 2023-96, Class BL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5223470 |
| &nbsp;&nbsp;&nbsp;Series 2023-96, Class DB, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp;&nbsp; 12786869 |
| &nbsp;&nbsp;&nbsp;Series 2023-97, Class CB, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 14559475 |
| &nbsp;&nbsp;&nbsp;Series 2023-98, Class BW, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp; 3392407 |
| &nbsp;&nbsp;&nbsp;Series 2023-98, Class JB, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;12714 | &nbsp;&nbsp;&nbsp;&nbsp; 13270518 |
| &nbsp;&nbsp;&nbsp;Series 2023-99, Class AL, 6.00%, 7/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;17468 | &nbsp;&nbsp;&nbsp;&nbsp; 18233032 |
| &nbsp;&nbsp;&nbsp;Series 2023-117, Class JB, 6.00%, 8/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9602 | &nbsp;&nbsp;&nbsp;&nbsp; 10022506 |
| &nbsp;&nbsp;&nbsp;Series 2023-165, Class DY, 6.00%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20706902 |
| &nbsp;&nbsp;&nbsp;Series 2023-165, Class EY, 6.50%, 11/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp; 23156024 |
| &nbsp;&nbsp;&nbsp;Series 2023-182, Class EL, 6.00%, 12/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 7289762 |
| &nbsp;&nbsp;&nbsp;Series 2024-14, Class CY, 5.50%, 1/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 15371781 |
| &nbsp;&nbsp;&nbsp;Series 2024-126, Class DY, 5.50%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;17593 | &nbsp;&nbsp;&nbsp;&nbsp; 17906248 |
| &nbsp;&nbsp;&nbsp;Series 2024-126, Class KY, 6.00%, 8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 3059921 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-148, Class GB, 6.00%, 9/20/54 | $&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;$14527279 |
| &nbsp;&nbsp;&nbsp;Series 2024-197, Class JY, 6.50%, 12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 8451454 |
| &nbsp;&nbsp;&nbsp;Series 2025-1, Class BY, 6.50%, 1/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp; 13228834 |
| &nbsp;&nbsp;&nbsp;Series 2025-39, Class CM, 7.603%, (30-day SOFR Average + 3.90%), 3/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988 | &nbsp;&nbsp;&nbsp;&nbsp; 7244842 |
| &nbsp;&nbsp;&nbsp;Series 2025-39, Class YM, 7.453%, (30-day SOFR Average + 3.75%), 3/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp; 2392937 |
| &nbsp;&nbsp;&nbsp;Series 2025-41, Class MT, 6.636%, (30-day SOFR Average + 2.933%), 3/20/65<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12519 | &nbsp;&nbsp;&nbsp;&nbsp; 12724271 |
| &nbsp;&nbsp;&nbsp;Series 2025-41, Class NT, 6.636%, (30-day SOFR Average + 2.933%), 3/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12139 | &nbsp;&nbsp;&nbsp;&nbsp; 12459297 |
| &nbsp;&nbsp;&nbsp;Series 2025-62, Class FM, 7.903%, (30-day SOFR Average + 4.20%), 4/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 | &nbsp;&nbsp;&nbsp;&nbsp; 3622216 |
| &nbsp;&nbsp;&nbsp;Series 2025-63, Class FT, 8.00%, (26.40% - 30-day SOFR Average x 4.00, Cap 8.00%), 4/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8551 | &nbsp;&nbsp;&nbsp;&nbsp; 8787896 |
| &nbsp;&nbsp;&nbsp;Series 2025-64, Class FM, 7.963%, (30-day SOFR Average + 4.26%), 4/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7370 | &nbsp;&nbsp;&nbsp;&nbsp; 7624274 |
| &nbsp;&nbsp;&nbsp;Series 2025-69, Class VN, 10.00%, (68.667% - 30-day SOFR Average x 13.333, Cap 10.00%), 4/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 | &nbsp;&nbsp;&nbsp;&nbsp; 6343314 |
| &nbsp;&nbsp;&nbsp;Series 2025-82, Class FL, 8.203%, (30-day SOFR Average + 4.50%), 5/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp; 3764296 |
| &nbsp;&nbsp;&nbsp;Series 2025-83, Class JM, 8.823%, (30-day SOFR Average + 5.12%), 5/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 | &nbsp;&nbsp;&nbsp;&nbsp; 6200203 |
| &nbsp;&nbsp;&nbsp;Series 2025-83, Class MU, 8.003%, (30-day SOFR Average + 4.30%), 4/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 | &nbsp;&nbsp;&nbsp;&nbsp; 3120270 |
| &nbsp;&nbsp;&nbsp;Series 2025-90, Class MB, 8.003%, (30-day SOFR Average + 4.30%), 5/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6094 | &nbsp;&nbsp;&nbsp;&nbsp; 6248588 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class GT, 8.40%, (21.30% - 30-day SOFR Average x 3.00), 6/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16469 | &nbsp;&nbsp;&nbsp;&nbsp; 17247356 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class TE, 8.40%, (25.60% - 30-day SOFR Average x 4.00), 6/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp; 8050185 |
| &nbsp;&nbsp;&nbsp;Series 2025-98, Class TK, 8.52%, (25.72% - 30-day SOFR Average x 4.00), 6/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp; 2023533 |
| &nbsp;&nbsp;&nbsp;Series 2025-105, Class TA, 8.40%, (25.60% - 30-day SOFR Average x 4.00), 6/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11307 | &nbsp;&nbsp;&nbsp;&nbsp; 11766669 |
| &nbsp;&nbsp;&nbsp;Series 2025-105, Class TM, 8.40%, (21.30% - 30-day SOFR Average x 3.00), 6/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844 | &nbsp;&nbsp;&nbsp;&nbsp; 5059899 |
| &nbsp;&nbsp;&nbsp;Series 2025-110, Class DT, 8.40%, (21.30% - 30-day SOFR Average x 3.00), 6/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7750 | &nbsp;&nbsp;&nbsp;&nbsp; 8085615 |
| &nbsp;&nbsp;&nbsp;Series 2025-114, Class GT, 8.40%, (21.30% - 30-day SOFR Average x 3.00), 7/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12635 | &nbsp;&nbsp;&nbsp;&nbsp; 13196867 |
| &nbsp;&nbsp;&nbsp;Series 2025-134, Class MC, 10.403%, (30-day SOFR Average + 6.70%), 6/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp; 2456695 |
| &nbsp;&nbsp;&nbsp;Series 2025-139, Class MT, 7.003%, (30-day SOFR Average + 3.30%), 4/20/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9904 | &nbsp;&nbsp;&nbsp;&nbsp; 10116878 |
| &nbsp;&nbsp;&nbsp;Series 2025-155, Class DZ, 6.00%, 9/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;12908 | &nbsp;&nbsp;&nbsp;&nbsp; 12957943 |
| &nbsp;&nbsp;&nbsp;Series 2025-156, Class TZ, 6.50%, 9/20/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp; 1092984 |
| &nbsp;&nbsp;&nbsp;Series 2025-156, Class UZ, 6.50%, 9/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp; 3614750 |
| &nbsp;&nbsp;&nbsp;Series 2025-157, Class ZM, 6.00%, 9/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9691 | &nbsp;&nbsp;&nbsp;&nbsp; 9650459 |
| &nbsp;&nbsp;&nbsp;Series 2025-169, Class Z, 6.00%, 10/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;10018 | &nbsp;&nbsp;&nbsp;&nbsp; 10057179 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-171, Class TZ, 6.50%, 10/20/65 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;$475125 |
| &nbsp;&nbsp;&nbsp;Series 2025-171, Class XZ, 6.50%, 10/20/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp; 1225820 |
| &nbsp;&nbsp;&nbsp;Series 2025-192, Class QZ, 6.50%, 11/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9047 | &nbsp;&nbsp;&nbsp;&nbsp; 9048834 |
| &nbsp;&nbsp;&nbsp;Series 2025-205, Class SP, 9.609%, (29.975% - 30-day SOFR Average x 5.50), 11/20/55<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19947 | &nbsp;&nbsp;&nbsp;&nbsp; 21836701 |
| &nbsp;&nbsp;&nbsp;Series 2025-205, Class ZG, 6.00%, 10/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp; 7483615 |
| &nbsp;&nbsp;&nbsp;Series 2026-5, Class QS, 9.86%, (30.25% - 30-day SOFR Average x 5.50), 1/20/56<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp; 17152745 |
| &nbsp;&nbsp;&nbsp;Series 2026-28, Class PS, (30.25% - 30-day SOFR Average x 5.50), 2/20/56<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 4493118 |
| Interest Only:<sup>(3)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-98, Class IM, 0.531%, 1/20/43<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 | &nbsp;&nbsp;&nbsp;&nbsp; 117381 |
| &nbsp;&nbsp;&nbsp;Series 2015-151, Class KI, 0.796%, 11/20/42<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp;&nbsp;&nbsp; 114197 |
| &nbsp;&nbsp;&nbsp;Series 2017-104, Class SD, 2.41%, (6.086% - 1 mo. SOFR), 7/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748 | &nbsp;&nbsp;&nbsp;&nbsp; 210451 |
| &nbsp;&nbsp;&nbsp;Series 2017-121, Class DS, 0.71%, (4.386% - 1 mo. SOFR), 8/20/47<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 | &nbsp;&nbsp;&nbsp;&nbsp; 81426 |
| &nbsp;&nbsp;&nbsp;Series 2018-127, Class SG, 2.46%, (6.136% - 1 mo. SOFR), 9/20/48<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 | &nbsp;&nbsp;&nbsp;&nbsp; 509482 |
| &nbsp;&nbsp;&nbsp;Series 2019-27, Class SA, 2.26%, (5.936% - 1 mo. SOFR), 2/20/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541 | &nbsp;&nbsp;&nbsp;&nbsp; 163324 |
| &nbsp;&nbsp;&nbsp;Series 2019-38, Class SQ, 2.26%, (5.936% - 1 mo. SOFR), 3/20/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4813 | &nbsp;&nbsp;&nbsp;&nbsp; 535379 |
| &nbsp;&nbsp;&nbsp;Series 2019-43, Class BS, 2.26%, (5.936% - 1 mo. SOFR), 4/20/49<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp;&nbsp;&nbsp; 294967 |
| &nbsp;&nbsp;&nbsp;Series 2020-97, Class MI, 2.50%, 3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 | &nbsp;&nbsp;&nbsp;&nbsp; 601055 |
| &nbsp;&nbsp;&nbsp;Series 2020-116, Class MI, 2.00%, 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp; 53640 |
| &nbsp;&nbsp;&nbsp;Series 2020-134, Class IM, 2.50%, 9/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;12154 | &nbsp;&nbsp;&nbsp;&nbsp; 1877561 |
| &nbsp;&nbsp;&nbsp;Series 2020-146, Class IQ, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;114397 | &nbsp;&nbsp;&nbsp;&nbsp; 13978070 |
| &nbsp;&nbsp;&nbsp;Series 2020-146, Class QI, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;34210 | &nbsp;&nbsp;&nbsp;&nbsp; 4156811 |
| &nbsp;&nbsp;&nbsp;Series 2020-151, Class AI, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;72658 | &nbsp;&nbsp;&nbsp;&nbsp; 9214760 |
| &nbsp;&nbsp;&nbsp;Series 2020-162, Class BI, 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;16589 | &nbsp;&nbsp;&nbsp;&nbsp; 2109913 |
| &nbsp;&nbsp;&nbsp;Series 2020-167, Class KI, 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;72398 | &nbsp;&nbsp;&nbsp;&nbsp; 8869228 |
| &nbsp;&nbsp;&nbsp;Series 2020-167, Class YI, 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;88135 | &nbsp;&nbsp;&nbsp;&nbsp; 11162352 |
| &nbsp;&nbsp;&nbsp;Series 2020-173, Class DI, 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;72402 | &nbsp;&nbsp;&nbsp;&nbsp; 9191777 |
| &nbsp;&nbsp;&nbsp;Series 2020-176, Class AI, 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;24481 | &nbsp;&nbsp;&nbsp;&nbsp; 3100448 |
| &nbsp;&nbsp;&nbsp;Series 2020-176, Class HI, 2.50%, 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;16597 | &nbsp;&nbsp;&nbsp;&nbsp; 2565346 |
| &nbsp;&nbsp;&nbsp;Series 2020-181, Class TI, 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;70791 | &nbsp;&nbsp;&nbsp;&nbsp; 9008475 |
| &nbsp;&nbsp;&nbsp;Series 2020-185, Class BI, 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;14178 | &nbsp;&nbsp;&nbsp;&nbsp; 1809051 |
| &nbsp;&nbsp;&nbsp;Series 2021-9, Class GI, 2.00%, 1/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;34422 | &nbsp;&nbsp;&nbsp;&nbsp; 4404106 |
| &nbsp;&nbsp;&nbsp;Series 2021-15, Class AI, 2.00%, 1/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;18776 | &nbsp;&nbsp;&nbsp;&nbsp; 2402390 |
| &nbsp;&nbsp;&nbsp;Series 2021-23, Class TI, 2.50%, 2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9573 | &nbsp;&nbsp;&nbsp;&nbsp; 1456439 |
| &nbsp;&nbsp;&nbsp;Series 2021-30, Class AI, 2.00%, 2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8166 | &nbsp;&nbsp;&nbsp;&nbsp; 1055396 |
| &nbsp;&nbsp;&nbsp;Series 2021-46, Class IM, 2.50%, 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp; 581022 |
| &nbsp;&nbsp;&nbsp;Series 2021-56, Class SD, 0.00%, (2.30% - 30-day SOFR Average, Floor 0.00%), 9/20/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12239 | &nbsp;&nbsp;&nbsp;&nbsp; 55851 |
| &nbsp;&nbsp;&nbsp;Series 2021-56, Class SE, 0.00%, (2.30% - 30-day SOFR Average, Floor 0.00%), 10/20/50<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504 | &nbsp;&nbsp;&nbsp;&nbsp; 20312 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-77, Class SB, 0.00%, (3.636% - 1 mo. SOFR, Floor 0.00%), 5/20/51<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;13438 | &nbsp;&nbsp;$270993 |
| &nbsp;&nbsp;&nbsp;Series 2021-77, Class SE, 0.00%, (3.636% - 1 mo. SOFR, Floor 0.00%), 5/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8230 | &nbsp;&nbsp;&nbsp;&nbsp; 162615 |
| &nbsp;&nbsp;&nbsp;Series 2021-97, Class IG, 2.50%, 8/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;58488 | &nbsp;&nbsp;&nbsp;&nbsp; 6803177 |
| &nbsp;&nbsp;&nbsp;Series 2021-97, Class QI, 3.00%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;13038 | &nbsp;&nbsp;&nbsp;&nbsp; 2184838 |
| &nbsp;&nbsp;&nbsp;Series 2021-98, Class EI, 3.00%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;25425 | &nbsp;&nbsp;&nbsp;&nbsp; 3906798 |
| &nbsp;&nbsp;&nbsp;Series 2021-114, Class MI, 3.00%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9521 | &nbsp;&nbsp;&nbsp;&nbsp; 1589534 |
| &nbsp;&nbsp;&nbsp;Series 2021-122, Class NI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533 | &nbsp;&nbsp;&nbsp;&nbsp; 1094752 |
| &nbsp;&nbsp;&nbsp;Series 2021-125, Class SA, 0.00%, (3.636% - 1 mo. SOFR, Floor 0.00%), 7/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16040 | &nbsp;&nbsp;&nbsp;&nbsp; 366217 |
| &nbsp;&nbsp;&nbsp;Series 2021-131, Class QI, 3.00%, 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;23675 | &nbsp;&nbsp;&nbsp;&nbsp; 2960845 |
| &nbsp;&nbsp;&nbsp;Series 2021-140, Class YS, 0.00%, (1.586% - 1 mo. SOFR, Floor 0.00%), 8/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18236 | &nbsp;&nbsp;&nbsp;&nbsp; 30228 |
| &nbsp;&nbsp;&nbsp;Series 2021-160, Class DI, 3.00%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;24386 | &nbsp;&nbsp;&nbsp;&nbsp; 4227606 |
| &nbsp;&nbsp;&nbsp;Series 2021-160, Class IT, 2.50%, 9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;33435 | &nbsp;&nbsp;&nbsp;&nbsp; 3759168 |
| &nbsp;&nbsp;&nbsp;Series 2021-175, Class AS, 0.00%, (1.686% - 1 mo. SOFR, Floor 0.00%), 10/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36401 | &nbsp;&nbsp;&nbsp;&nbsp; 68336 |
| &nbsp;&nbsp;&nbsp;Series 2021-175, Class SB, 0.00%, (1.686% - 1 mo. SOFR, Floor 0.00%), 10/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18348 | &nbsp;&nbsp;&nbsp;&nbsp; 34403 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class IU, 3.00%, 11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;51144 | &nbsp;&nbsp;&nbsp;&nbsp; 7155693 |
| &nbsp;&nbsp;&nbsp;Series 2021-193, Class YS, 0.00%, (2.45% - 30-day SOFR Average, Floor 0.00%), 11/20/51<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41345 | &nbsp;&nbsp;&nbsp;&nbsp; 227288 |
| &nbsp;&nbsp;&nbsp;Series 2021-196, Class GI, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;25065 | &nbsp;&nbsp;&nbsp;&nbsp; 4000387 |
| &nbsp;&nbsp;&nbsp;Series 2021-201, Class PI, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;20114 | &nbsp;&nbsp;&nbsp;&nbsp; 2281462 |
| &nbsp;&nbsp;&nbsp;Series 2021-209, Class IW, 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;13284 | &nbsp;&nbsp;&nbsp;&nbsp; 1759750 |
| &nbsp;&nbsp;&nbsp;Series 2022-104, Class IO, 2.50%, 6/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;20920 | &nbsp;&nbsp;&nbsp;&nbsp; 3011411 |
| &nbsp;&nbsp;&nbsp;Series 2022-119, Class CS, 0.00%, (3.00% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;160024 | &nbsp;&nbsp;&nbsp;&nbsp; 833983 |
| &nbsp;&nbsp;&nbsp;Series 2022-119, Class SC, 0.00%, (3.00% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17780 | &nbsp;&nbsp;&nbsp;&nbsp; 92665 |
| &nbsp;&nbsp;&nbsp;Series 2022-126, Class AS, 0.00%, (3.69% - 30-day SOFR Average, Floor 0.00%), 7/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47719 | &nbsp;&nbsp;&nbsp;&nbsp; 623915 |
| &nbsp;&nbsp;&nbsp;Series 2022-126, Class SC, 0.027%, (3.73% - 30-day SOFR Average), 7/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35561 | &nbsp;&nbsp;&nbsp;&nbsp; 491869 |
| &nbsp;&nbsp;&nbsp;Series 2022-135, Class SA, 0.00%, (3.00% - 30-day SOFR Average, Floor 0.00%), 6/20/52<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;103349 | &nbsp;&nbsp;&nbsp;&nbsp; 669814 |
| &nbsp;&nbsp;&nbsp;Series 2023-13, Class SA, 1.697%, (5.40% - 30-day SOFR Average), 1/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7184 | &nbsp;&nbsp;&nbsp;&nbsp; 261797 |
| &nbsp;&nbsp;&nbsp;Series 2023-19, Class SD, 2.597%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10769 | &nbsp;&nbsp;&nbsp;&nbsp; 653709 |
| &nbsp;&nbsp;&nbsp;Series 2023-20, Class HS, 2.597%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7404 | &nbsp;&nbsp;&nbsp;&nbsp; 450276 |
| &nbsp;&nbsp;&nbsp;Series 2023-22, Class ES, 2.597%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 | &nbsp;&nbsp;&nbsp;&nbsp; 600368 |
| &nbsp;&nbsp;&nbsp;Series 2023-22, Class SA, 1.997%, (5.70% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12596 | &nbsp;&nbsp;&nbsp;&nbsp; 562643 |
| &nbsp;&nbsp;&nbsp;Series 2023-24, Class SB, 1.447%, (5.15% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19743 | &nbsp;&nbsp;&nbsp;&nbsp; 678573 |
| &nbsp;&nbsp;&nbsp;Series 2023-24, Class SG, 2.597%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 | &nbsp;&nbsp;&nbsp;&nbsp; 599676 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Interest Only: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-32, Class SA, 2.597%, (6.30% - 30-day SOFR Average), 2/20/53<sup>(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;33316 | &nbsp;&nbsp;$2023908 |
| &nbsp;&nbsp;&nbsp;Series 2023-38, Class LS, 2.597%, (6.30% - 30-day SOFR Average), 3/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14782 | &nbsp;&nbsp;&nbsp;&nbsp; 875033 |
| &nbsp;&nbsp;&nbsp;Series 2023-47, Class HS, 2.597%, (6.30% - 30-day SOFR Average), 3/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp; 291678 |
| &nbsp;&nbsp;&nbsp;Series 2023-47, Class SC, 2.547%, (6.25% - 30-day SOFR Average), 3/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7403 | &nbsp;&nbsp;&nbsp;&nbsp; 434074 |
| &nbsp;&nbsp;&nbsp;Series 2023-53, Class SK, 2.497%, (6.20% - 30-day SOFR Average), 4/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20033 | &nbsp;&nbsp;&nbsp;&nbsp; 1155782 |
| &nbsp;&nbsp;&nbsp;Series 2023-65, Class BS, 2.447%, (6.15% - 30-day SOFR Average), 5/20/53<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19854 | &nbsp;&nbsp;&nbsp;&nbsp; 954875 |
| &nbsp;&nbsp;&nbsp;Series 2024-64, Class EI, 6.50%, 4/20/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp; 696368 |
| Principal Only:<sup>(4)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2009-117, Class PO, 0.00%, 12/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp; 440345 |
| &nbsp;&nbsp;&nbsp;Series 2010-88, Class OA, 0.00%, 7/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp; 294553 |
| &nbsp;&nbsp;&nbsp;Series 2015-24, Class KO, 0.00%, 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp; 264990 |
| &nbsp;&nbsp;&nbsp;Series 2024-83, Class BO, 0.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5976 | &nbsp;&nbsp;&nbsp;&nbsp; 5141506 |
| Total Collateralized Mortgage Obligations<br> (identified cost $1,780,906,162) |  | &nbsp;&nbsp;**$1736531078** |

---

Government National Mortgage Association Participation Agreements — 3.4%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association Participation Agreements, 5.421%, 1/1/59<sup>(7)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;102638 | &nbsp;&nbsp;$102812796 |
| Total Government National Mortgage Association Participation Agreements<br> (identified cost $102,638,311) |  | &nbsp;&nbsp;**$102812796** |

---

U.S. Department of Agriculture Loans — 2.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| USDA Guaranteed Loans: |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;$1338358 |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 | &nbsp;&nbsp;&nbsp;&nbsp; 6408240 |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14194 | &nbsp;&nbsp;&nbsp;&nbsp; 14198070 |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 6027412 |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10602 | &nbsp;&nbsp;&nbsp;&nbsp; 10650890 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| USDA Guaranteed Loans: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;17277 | &nbsp;&nbsp;$17282166 |
| &nbsp;&nbsp;&nbsp;6.25%, (U.S. (Fed) Prime Rate - 0.50%), 2/16/43<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 20000000 |
| Total U.S. Department of Agriculture Loans<br> (identified cost $75,817,630) |  | &nbsp;&nbsp;**$75905136** |

---

U.S. Government Agency Commercial Mortgage-Backed Securities — 0.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| FRESB Mortgage Trust: |  |  |
| Interest Only:<sup>(3)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-SB91, Class X1, 0.56%, 8/25/41<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;40782 | &nbsp;&nbsp;$1070218 |
| &nbsp;&nbsp;&nbsp;Series 2021-SB92, Class X1, 0.553%, 8/25/41<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19993 | &nbsp;&nbsp;&nbsp;&nbsp; 555409 |
| Government National Mortgage Association: |  |  |
| Interest Only:<sup>(3)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-101, Class IO, 0.676%, 4/16/63<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;51072 | &nbsp;&nbsp;&nbsp;&nbsp; 2571259 |
| &nbsp;&nbsp;&nbsp;Series 2021-132, Class IO, 0.72%, 4/16/63<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54791 | &nbsp;&nbsp;&nbsp;&nbsp; 2890466 |
| &nbsp;&nbsp;&nbsp;Series 2021-144, Class IO, 0.823%, 4/16/63<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;48426 | &nbsp;&nbsp;&nbsp;&nbsp; 2926870 |
| &nbsp;&nbsp;&nbsp;Series 2021-186, Class IO, 0.763%, 5/16/63<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45360 | &nbsp;&nbsp;&nbsp;&nbsp; 2424205 |
| &nbsp;&nbsp;&nbsp;Series 2022-3, Class IO, 0.64%, 2/16/61<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;64683 | &nbsp;&nbsp;&nbsp;&nbsp; 3070214 |
| Total U.S. Government Agency Commercial Mortgage-Backed Securities<br> (identified cost $18,671,169) |  | &nbsp;&nbsp;**$15508641** |

---

U.S. Government Agency Mortgage-Backed Securities — 83.9%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.89%, (5 yr. CMT + 2.515%), with maturity at 2032<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;$32566 |
| &nbsp;&nbsp;&nbsp;4.237%, (COF + 1.254%), with maturity at 2029<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 2395 |
| &nbsp;&nbsp;&nbsp;4.341%, (COF + 1.254%), with maturity at 2035<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp; 31298 |
| &nbsp;&nbsp;&nbsp;4.461%, (COF + 1.252%), with maturity at 2032<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp; 46339 |
| &nbsp;&nbsp;&nbsp;4.50%, with maturity at 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp; 147489 |
| &nbsp;&nbsp;&nbsp;4.663%, (COF + 1.25%), with maturity at 2030<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp; 47696 |
| &nbsp;&nbsp;&nbsp;5.00%, with maturity at 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884 | &nbsp;&nbsp;&nbsp;&nbsp; 3855150 |
| &nbsp;&nbsp;&nbsp;5.202%, (COF + 2.324%), with maturity at 2037<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp; 88410 |
| &nbsp;&nbsp;&nbsp;5.50%, with maturity at 2052<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9187 | &nbsp;&nbsp;&nbsp;&nbsp; 9376861 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2053 | &nbsp;&nbsp;&nbsp;&nbsp;37951 | &nbsp;&nbsp;&nbsp;&nbsp; 38780284 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.758%, (30-day SOFR Average + 2.37%), with maturity at 2052<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;$455190 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;39622 | &nbsp;&nbsp;&nbsp;&nbsp; 40704508 |
| &nbsp;&nbsp;&nbsp;6.123%, (30-day SOFR Average + 2.165%), with maturity at 2054<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp; 1696028 |
| &nbsp;&nbsp;&nbsp;6.197%, (1 yr. CMT + 1.975%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp; 163414 |
| &nbsp;&nbsp;&nbsp;6.264%, (1 yr. CMT + 2.251%), with maturity at 2038<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp; 235035 |
| &nbsp;&nbsp;&nbsp;6.273%, (1 yr. CMT + 2.238%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp; 264882 |
| &nbsp;&nbsp;&nbsp;6.332%, (1 yr. CMT + 2.251%), with maturity at 2035<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp; 719764 |
| &nbsp;&nbsp;&nbsp;6.459%, (1 yr. CMT + 2.351%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp; 233685 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;85084 | &nbsp;&nbsp;&nbsp;&nbsp; 88309458 |
| &nbsp;&nbsp;&nbsp;7.00%, with maturity at 2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp; 18494 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, with various maturities to 2050 | &nbsp;&nbsp;&nbsp;&nbsp;13461 | &nbsp;&nbsp;&nbsp;&nbsp; 12115592 |
| &nbsp;&nbsp;&nbsp;4.034%, (COF + 1.254%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp; 111627 |
| &nbsp;&nbsp;&nbsp;4.079%, (COF + 1.25%), with various maturities to 2027<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp; 9665 |
| &nbsp;&nbsp;&nbsp;4.083%, (COF + 1.254%), with maturity at 2035<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 |
| &nbsp;&nbsp;&nbsp;4.125%, (COF + 1.254%), with various maturities to 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp; 54590 |
| &nbsp;&nbsp;&nbsp;4.136%, (COF + 1.254%), with maturity at 2033<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp; 94825 |
| &nbsp;&nbsp;&nbsp;4.175%, (COF + 1.254%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp; 37850 |
| &nbsp;&nbsp;&nbsp;4.365%, (COF + 1.261%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp; 52520 |
| &nbsp;&nbsp;&nbsp;4.445%, (COF + 1.33%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp; 31923 |
| &nbsp;&nbsp;&nbsp;4.524%, (COF + 1.695%), with maturity at 2029<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;4.627%, (COF + 1.225%), with maturity at 2037<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp; 15127 |
| &nbsp;&nbsp;&nbsp;4.628%, (COF + 1.799%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp; 108643 |
| &nbsp;&nbsp;&nbsp;4.643%, (COF + 1.26%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 10548 |
| &nbsp;&nbsp;&nbsp;4.643%, (COF + 1.15%), with maturity at 2038<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 1967 |
| &nbsp;&nbsp;&nbsp;4.667%, (COF + 1.497%), with maturity at 2029<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 70237 |
| &nbsp;&nbsp;&nbsp;4.681%, (COF + 1.852%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp; 12889 |
| &nbsp;&nbsp;&nbsp;4.907%, (COF + 1.74%), with maturity at 2035<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp; 110520 |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp; 1001457 |
| &nbsp;&nbsp;&nbsp;5.066%, (COF + 1.791%), with maturity at 2035<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp; 80041 |
| &nbsp;&nbsp;&nbsp;5.071%, (COF + 1.80%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp; 140714 |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.295%, (COF + 2.295%), with maturity at 2026<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;$1901 |
| &nbsp;&nbsp;&nbsp;5.50%, with maturity at 2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;27853 | &nbsp;&nbsp;&nbsp;&nbsp; 28415222 |
| &nbsp;&nbsp;&nbsp;5.538%, (COF + 1.739%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 23827 |
| &nbsp;&nbsp;&nbsp;5.948%, (30-day SOFR Average + 2.05%), with maturity at 2054<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp; 1814650 |
| &nbsp;&nbsp;&nbsp;5.981%, (30-day SOFR Average + 2.283%), with maturity at 2054<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471 | &nbsp;&nbsp;&nbsp;&nbsp; 1522731 |
| &nbsp;&nbsp;&nbsp;5.992%, (1 yr. CMT + 2.096%), with maturity at 2037<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp; 231059 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2054 | &nbsp;&nbsp;&nbsp;&nbsp;15564 | &nbsp;&nbsp;&nbsp;&nbsp; 16122565 |
| &nbsp;&nbsp;&nbsp;6.042%, (1 yr. CMT + 2.10%), with maturity at 2040<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 98537 |
| &nbsp;&nbsp;&nbsp;6.046%, (1 yr. CMT + 1.999%), with maturity at 2033<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp; 104181 |
| &nbsp;&nbsp;&nbsp;6.07%, (1 yr. CMT + 2.195%), with maturity at 2031<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 5032 |
| &nbsp;&nbsp;&nbsp;6.105%, (1 yr. CMT + 2.156%), with maturity at 2036<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp; 90250 |
| &nbsp;&nbsp;&nbsp;6.119%, (1 yr. CMT + 2.199%), with maturity at 2039<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp; 510171 |
| &nbsp;&nbsp;&nbsp;6.227%, (1 yr. CMT + 2.247%), with maturity at 2033<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp; 621271 |
| &nbsp;&nbsp;&nbsp;6.353%, (COF + 2.004%), with maturity at 2032<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp; 12370 |
| &nbsp;&nbsp;&nbsp;6.373%, (1 yr. CMT + 2.592%), with maturity at 2038<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp; 247419 |
| &nbsp;&nbsp;&nbsp;6.396%, (1 yr. RFUCCT + 1.75%), with maturity at 2035<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp; 261784 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;42794 | &nbsp;&nbsp;&nbsp;&nbsp; 44496397 |
| &nbsp;&nbsp;&nbsp;6.925%, (1 yr. RFUCCT + 1.80%), with maturity at 2034<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp; 72975 |
| &nbsp;&nbsp;&nbsp;7.00%, with maturity at 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp; 1697426 |
| &nbsp;&nbsp;&nbsp;7.50%, with maturity at 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp; 269259 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, with maturity at 2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp; 1551864 |
| &nbsp;&nbsp;&nbsp;3.00%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;336200 | &nbsp;&nbsp;&nbsp;&nbsp; 303440066 |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1513360 |
| &nbsp;&nbsp;&nbsp;4.00%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp; 2341304 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp; 38766986 |
| &nbsp;&nbsp;&nbsp;4.50%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;38958 | &nbsp;&nbsp;&nbsp;&nbsp; 38283531 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 99982815 |
| &nbsp;&nbsp;&nbsp;5.00%, with various maturities to 2052 | &nbsp;&nbsp;&nbsp;&nbsp;72895 | &nbsp;&nbsp;&nbsp;&nbsp; 73653372 |
| &nbsp;&nbsp;&nbsp;5.125%, (1 yr. CMT + 1.50%), with various maturities to 2027<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp; 19270 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2062 | &nbsp;&nbsp;&nbsp;&nbsp;90291 | &nbsp;&nbsp;&nbsp;&nbsp; 92946942 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2063 | &nbsp;&nbsp;&nbsp;&nbsp;110263 | &nbsp;&nbsp;&nbsp;&nbsp; 114663833 |
| &nbsp;&nbsp;&nbsp;6.50%, with various maturities to 2066 | &nbsp;&nbsp;&nbsp;&nbsp;293444 | &nbsp;&nbsp;&nbsp;&nbsp; 305431713 |
| &nbsp;&nbsp;&nbsp;7.00%, with various maturities to 2065 | &nbsp;&nbsp;&nbsp;&nbsp;94484 | &nbsp;&nbsp;&nbsp;&nbsp; 97004209 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: <br> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, with various maturities to 2064 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8411 | &nbsp;&nbsp;$8642841 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;223000 | &nbsp;&nbsp;&nbsp;&nbsp; 197591999 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;315200 | &nbsp;&nbsp;&nbsp;&nbsp; 319743309 |
| &nbsp;&nbsp;&nbsp;6.00%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;402275 | &nbsp;&nbsp;&nbsp;&nbsp; 412017598 |
| &nbsp;&nbsp;&nbsp;6.50%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;92900 | &nbsp;&nbsp;&nbsp;&nbsp; 96213190 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $2,494,160,329) |  | &nbsp;&nbsp;**$2499701294** |

---

U.S. Government Guaranteed Small Business Administration Pools & Loans — 0.8%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;5.75%, (U.S. (Fed) Prime Rate - 1.00%), 4/25/44<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 | &nbsp;&nbsp;$10352379 |
| &nbsp;&nbsp;&nbsp;6.075%, (U.S. (Fed) Prime Rate - 0.675%), 2/25/44<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 | &nbsp;&nbsp;&nbsp;&nbsp; 5874807 |
| SBA IO Trust: |  |  |
| Interest Only:<sup>(12)(13)(14)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-5, Class A, 2.048%, 6/27/44 | &nbsp;&nbsp;&nbsp;&nbsp;37841 | &nbsp;&nbsp;&nbsp;&nbsp; 1495366 |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class A, 3.505%, 9/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;103210 | &nbsp;&nbsp;&nbsp;&nbsp; 5267664 |
| Total U.S. Government Guaranteed Small Business Administration Pools & Loans<br> (identified cost $52,898,440) |  | &nbsp;&nbsp;**$22990216** |

---

Short-Term Investments — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.61%<sup>(15)</sup> | 5483153 | &nbsp;&nbsp;$5483153 |
| Total Short-Term Investments<br> (identified cost $5,483,153) |  | &nbsp;&nbsp;**$5483153** |
| Total Purchased Swaptions — 0.0%<sup>†</sup><br> (identified cost $639,460) |  | &nbsp;&nbsp;**$407000** |
| Total Investments — 149.6%<br> (identified cost $4,531,214,654) |  | &nbsp;&nbsp;**$4459339314** |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| |
|:---|
| TBA Sale Commitments — (20.0)% |
| U.S. Government Agency Mortgage-Backed Securities — (20.0)% |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 30-Year, TBA<sup>(11)</sup> | $(573200) | &nbsp;&nbsp;$(517138338) |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp; (3200) | &nbsp;&nbsp;&nbsp;&nbsp; (3025471) |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(11)</sup> | &nbsp;&nbsp; (78400) | &nbsp;&nbsp;&nbsp;&nbsp; (76518167) |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (proceeds $595,473,176) |  | &nbsp;&nbsp;**$(596681976)** |
| Total TBA Sale Commitments<br> (proceeds $595,473,176) |  | &nbsp;&nbsp;**$(596681976)** |
| Other Assets, Less Liabilities — (29.6)% |  | &nbsp;&nbsp;**$(882650837)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$2980006501** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2026. |
| <sup>(2)</sup> | Inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate represents the coupon rate in effect at January 31, 2026. |
| <sup>(3)</sup> | Interest only security that entitles the holder to receive only interest payments on the underlying mortgages. Principal amount shown is the notional amount of the underlying mortgages on which coupon interest is calculated. |
| <sup>(4)</sup> | Principal only security that entitles the holder to receive only principal payments on the underlying mortgages. |

---

<sup>(5)</sup> Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2026.

<sup>(6)</sup> When-issued, inverse floating-rate security whose coupon varies inversely with changes in the interest rate index. The stated interest rate will be determined after January 31, 2026.

<sup>(7)</sup> Represents a participation interest, through a participation agreement with a financial institution, in mortgage loans guaranteed by Government National Mortgage Association.

<sup>(8)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2026.

<sup>(9)</sup> Security (or a portion thereof) has been pledged for the benefit of the counterparty for reverse repurchase agreements.

<sup>(10)</sup> Principal amount is less than $500.

<sup>(11)</sup> TBA (To Be Announced) securities are purchased or sold on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(12)</sup> Interest only security that entitles the holder to receive only a portion of the interest payments on the underlying loans. Principal amount shown is the notional amount of the underlying loans on which coupon interest is calculated.

<sup>(13)</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2026, the aggregate value of these securities is $6,763,030 or 0.2% of the Fund's net assets.

<sup>(14)</sup> The stated interest rate represents the weighted average fixed interest rate at January 31, 2026, of all interest only securities comprising the trust.

<sup>(15)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2026.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to enter into interest rate swap expiring 5/6/28 to pay 3.64% and receive SOFR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;250000000 | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;$407000 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$407000** |

---

---

| | |
|:---|:---|
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;(746) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(87608375) | &nbsp;&nbsp;&nbsp;&nbsp;$1417668 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1417668** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Fund<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | 120000 | Receives | SOFR<br> (pays quarterly) | 2.01%<br> (pays semi-annually) | 2/16/52 | $47607403 | $— | $47607403 |
| **Total** |  |  |  |  |  | **$47607403** | **$—** | **$47607403** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CMT | – Constant Maturity Treasury |
| COF | – Cost of Funds 11th District |
| OTC | – Over-the-counter |
| RFUCCT | – FTSE USD IBOR Consumer Cash Fallbacks Term |
| SOFR | – Secured Overnight Financing Rate |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| USD | – United States Dollar |

---

At January 31, 2026, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Fund is subject to interest rate risk in the normal course of pursuing its investment objective. Because the Fund holds fixed-rate bonds, the value of these bonds may decrease if interest rates rise. The Fund utilizes futures contracts and interest rate swaps and swaptions to enhance total return, to change the overall duration of the Fund and/or to hedge against fluctuations in securities prices due to changes in interest rates.

Reverse Repurchase Agreements

Reverse repurchase agreements outstanding as of January 31, 2026 were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Trade<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Interest<br> Rate Paid<br> (Received)** | **Principal<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value<br> Including<br> Accrued<br> Interest** |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;1/30/26 &nbsp;&nbsp;&nbsp;&nbsp;On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.85% | $9101778 | &nbsp;&nbsp;&nbsp;&nbsp;$9103725 |
| **Total** |  |  | $**9101778** | &nbsp;&nbsp;&nbsp;&nbsp;**$9103725** |

---

<sup>(1)</sup> Open reverse repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

At January 31, 2026, the remaining contractual maturity of all open reverse repurchase agreements was overnight and continuous. At January 31, 2026, the underlying collateral for all open reverse repurchase agreements was comprised of U.S. Government Agency Mortgage-Backed Securities having an aggregate market value of $11,645,057.

Based on the short-term nature of the borrowings under the reverse repurchase agreements, the carrying value of the payable for reverse repurchase agreements approximated its fair value at January 31, 2026. If measured at fair value, borrowings under the reverse repurchase agreements would have been considered as Level 2 in the fair value hierarchy at January 31, 2026.

Affiliated Investments

At January 31, 2026, the value of the Fund's investment in funds that may be deemed to be affiliated was $5,483,153, which represents 0.2% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended January 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $44144647 | $429095414 | $(467756908) | $— | $— | $5483153 | $636361 | 5483153 |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2026, the hierarchy of inputs used in valuing the Fund's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1736531078 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1736531078 |
| Government National Mortgage Association Participation Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102812796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102812796 |
| U.S. Department of Agriculture Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75905136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75905136 |
| U.S. Government Agency Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15508641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15508641 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499701294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499701294 |
| U.S. Government Guaranteed Small Business Administration Pools & Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22990216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22990216 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;5483153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5483153 |
| Purchased Interest Rate Swaptions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407000 |
| **Total Investments** | &nbsp;&nbsp;**$5483153** | &nbsp;&nbsp;&nbsp;&nbsp;**$4453856161** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$4459339314** |
| Futures Contracts | &nbsp;&nbsp;$1417668 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1417668 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47607403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47607403 |
| **Total** | &nbsp;&nbsp;**$6900821** | &nbsp;&nbsp;&nbsp;&nbsp;**$4501463564** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$4508364385** |

---

------

Eaton Vance<br>

Short Duration Government Income Fund

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| TBA Sale Commitments | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(596681976) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(596681976) |
| **Total** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(596681976)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(596681976)** |

---

For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Eaton Vance Mutual Funds Trust

- **b. Investment Company Act file number:** 811-04015

- **c. CIK number of Registrant:** 0000745463

- **d. LEI of Registrant:** 549300C67AFHZKODE756

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Post Office Square

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

**Item A.2. Information about the Series.**

- **a. Name of Series:** Eaton Vance Short Duration Government Income Fund

- **b. EDGAR series identifier (if any):** S000005290

- **c. LEI of Series:** OW20ZSYAFQZSFSNZQT74

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5012880378.22

**Total Liabilities:** $2044672654.56

**Net Assets:** $2968207723.66

**Delayed Delivery Securities:** $1511585912.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -145.29000000 | **1-Year:** -3107.10000000 | **5-Year:** -7533.89000000 | **10-Year:** -38222.44000000 | **30-Year:** -288361.59000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014457 | 0.59%                | 0.33%                | 0.30%                |
| Class ID C000014459 | 0.68%                | 0.28%                | 0.12%                |
| Class ID C000078260 | 0.75%                | 0.35%                | 0.33%                |
| Class ID C000227652 | 0.73%                | 0.33%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4979387.93             | $13387456.95                               |
| Month 2  | $981284.14               | $-7102266.32                               |
| Month 3  | $4777552.65              | $-8861433.85                               |

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                 | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81400000 | PA      | $72159830.16   | 2.43%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                 | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  141600000 | PA      | $125432168.64  | 4.23%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                 | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  315200000 | PA      | $319743308.56  | 10.77%            | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                 | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  402275000 | PA      | $412017597.66  | 13.88%            | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                 | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92900000 | PA      | $96213190.25   | 3.24%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  237000000 | PA      | $213960921.90  | 7.21%             | 2056-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -237000000 | PA      | $-213960921.90 | -7.21%            | 2056-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -237000000 | PA      | $-213775777.50 | -7.20%            | 2056-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1600000 | PA      | $1513360.48    | 0.05%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -1600000 | PA      | $-1513360.48   | -0.05%            | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -1600000 | PA      | $-1512110.56   | -0.05%            | 2056-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39700000 | PA      | $38766986.48   | 1.31%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -39700000 | PA      | $-38766986.48  | -1.31%            | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -38700000 | PA      | $-37751180.49  | -1.27%            | 2056-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                            | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  100000000 | PA      | $99982815.00   | 3.37%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica | FRESB 2021-SB91 Mortgage Trust                                                                        | CUSIP: 30322XAE5<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |   40782351 | PA      | $1070218.62    | 0.04%             | 2041-08-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica | FRESB 2021-SB92 Mortgage Trust                                                                        | CUSIP: 30323PAJ0<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |   19993267 | PA      | $555408.96     | 0.02%             | 2041-08-25      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                 | CUSIP: 3128C6R76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     148454 | PA      | $147489.34     | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 3128CVKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     486581 | PA      | $446721.00     | 0.02%             | 2031-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 3128HDZJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2428 | PA      | $2394.97       | 0.00%             | 2029-06-01      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 3128HVPG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355878 | PA      | $287690.77     | 0.01%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 3128HWPJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     832981 | PA      | $696448.13     | 0.02%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 3128Q4Z77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160811 | PA      | $163413.88     | 0.01%             | 2034-06-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32191 | PA      | $31298.00      | 0.00%             | 2035-01-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 3128SGAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47253 | PA      | $46338.75      | 0.00%             | 2032-07-01      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31300LA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     228694 | PA      | $233684.77     | 0.01%             | 2036-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31300LP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     259573 | PA      | $264882.47     | 0.01%             | 2036-11-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31300MN74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     706278 | PA      | $719764.33     | 0.02%             | 2035-07-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31300MNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     230357 | PA      | $235034.68     | 0.01%             | 2038-05-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 31325W4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3199704 | PA      | $690769.51     | 0.02%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 31325W4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6567086 | PA      | $1326157.10    | 0.04%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10957272 | PA      | $2074615.37    | 0.07%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 31325WV25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6370567 | PA      | $1183993.39    | 0.04%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 31325WVW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6738438 | PA      | $1198340.54    | 0.04%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3132D9KJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64172 | PA      | $65134.68      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3132DWEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     283467 | PA      | $289758.45     | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                 | CUSIP: 31335PKA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17696 | PA      | $18493.69      | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BGMV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5644334 | PA      | $5810179.38    | 0.20%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BLBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1505042 | PA      | $1532497.55    | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1262971 | PA      | $1291002.46    | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BMH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     958117 | PA      | $983873.89     | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BN4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4055047 | PA      | $4127308.18    | 0.14%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BNLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2380725 | PA      | $2433565.80    | 0.08%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BNTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1299393 | PA      | $1335867.05    | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BNZT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9187303 | PA      | $9376861.05    | 0.32%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BPDP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     831023 | PA      | $850506.80     | 0.03%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BPX52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1505182 | PA      | $1552927.06    | 0.05%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BQDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2025918 | PA      | $2091605.28    | 0.07%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133BQHY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     575624 | PA      | $597526.21     | 0.02%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133JL7G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3884424 | PA      | $3855150.04    | 0.13%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133JMGN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1420157 | PA      | $1440019.49    | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133KQAK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4912711 | PA      | $5017144.06    | 0.17%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133KQJL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3453088 | PA      | $3556147.16    | 0.12%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133KQKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9705121 | PA      | $9941757.58    | 0.33%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133KQVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1478381 | PA      | $1523312.25    | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3133N3Y99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5049576 | PA      | $5101688.33    | 0.17%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3133TJWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95793 | PA      | $97470.12      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48495 | PA      | $47696.27      | 0.00%             | 2030-06-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31346AL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88820 | PA      | $88409.74      | 0.00%             | 2037-10-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 31348MXT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33054 | PA      | $32565.68      | 0.00%             | 2032-03-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31359PK70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10365 | PA      | $10376.26      | 0.00%             | 2027-06-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A1B20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3927 | PA      | $6.38          | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A3ZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236177 | PA      | $196377.16     | 0.01%             | 2039-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A55M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11600853 | PA      | $11563097.73   | 0.39%             | 2042-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A6RE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     988912 | PA      | $830924.78     | 0.03%             | 2037-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A8A26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     863964 | PA      | $676915.67     | 0.02%             | 2042-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A9CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     628019 | PA      | $340174.59     | 0.01%             | 2042-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136A9VE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     546975 | PA      | $371819.14     | 0.01%             | 2042-11-25      | Floating      | 0.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     892508 | PA      | $643916.26     | 0.02%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136ABCZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     552699 | PA      | $55830.74      | 0.00%             | 2043-01-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AEJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2651297 | PA      | $1553366.21    | 0.05%             | 2043-06-25      | Floating      | 0.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AEL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     499723 | PA      | $435085.69     | 0.01%             | 2043-06-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AFEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     631006 | PA      | $614453.47     | 0.02%             | 2043-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AJAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     729936 | PA      | $707555.61     | 0.02%             | 2043-06-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AJDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7194354 | PA      | $5875099.49    | 0.20%             | 2043-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AJWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     837320 | PA      | $609880.36     | 0.02%             | 2044-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AKJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     561055 | PA      | $75716.59      | 0.00%             | 2044-07-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AKW82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     469835 | PA      | $87251.58      | 0.00%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     433419 | PA      | $78830.20      | 0.00%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     688352 | PA      | $128830.49     | 0.00%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136ANEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191238 | PA      | $34390.03      | 0.00%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136ANH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     669319 | PA      | $94073.41      | 0.00%             | 2045-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136ANPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676690 | PA      | $97644.79      | 0.00%             | 2045-05-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AQDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1882609 | PA      | $1178912.55    | 0.04%             | 2045-10-25      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AR4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1603365 | PA      | $1050855.92    | 0.04%             | 2042-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136ATQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     526912 | PA      | $56710.72      | 0.00%             | 2046-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63074 | PA      | $62512.10      | 0.00%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AXBK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313931 | PA      | $150974.34     | 0.01%             | 2047-07-25      | Floating      | 1.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136AXCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560751 | PA      | $548736.43     | 0.02%             | 2047-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3188117 | PA      | $523301.74     | 0.02%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B2AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     663840 | PA      | $86929.84      | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B32U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5634528 | PA      | $5582596.41    | 0.19%             | 2049-03-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B3B58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4776676 | PA      | $4752657.78    | 0.16%             | 2049-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B3B66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3339153 | PA      | $188397.86     | 0.01%             | 2049-02-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B3X21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14543926 | PA      | $14555549.09   | 0.49%             | 2049-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B4AQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5322564 | PA      | $5263158.82    | 0.18%             | 2049-04-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9932235 | PA      | $1268404.47    | 0.04%             | 2050-02-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BA3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5348545 | PA      | $788787.60     | 0.03%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BBA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330875 | PA      | $194134.09     | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BCE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11342522 | PA      | $1834736.80    | 0.06%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BCEL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5611862 | PA      | $710101.43     | 0.02%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BCN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1472760 | PA      | $752253.50     | 0.03%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BDJU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     330506 | PA      | $168520.42     | 0.01%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BDKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     694400 | PA      | $353566.67     | 0.01%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BDMQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13356446 | PA      | $1773965.73    | 0.06%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BDPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337710 | PA      | $168051.22     | 0.01%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BDQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23548256 | PA      | $3495367.71    | 0.12%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BDQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22001124 | PA      | $3209054.21    | 0.11%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BFCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     589069 | PA      | $379619.22     | 0.01%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BFFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1121469 | PA      | $612011.25     | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BFLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10603613 | PA      | $1444669.05    | 0.05%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BFZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2422901 | PA      | $1594947.13    | 0.05%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BGAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5133516 | PA      | $3486358.30    | 0.12%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BGC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1546903 | PA      | $864827.48     | 0.03%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BGGH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374698 | PA      | $201290.27     | 0.01%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BGJF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1299344 | PA      | $713544.35     | 0.02%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BHV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405282 | PA      | $234139.29     | 0.01%             | 2051-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BHXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34654481 | PA      | $6241208.00    | 0.21%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BJH24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6745727 | PA      | $935045.07     | 0.03%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BKU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8770244 | PA      | $1458430.23    | 0.05%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BLQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26745655 | PA      | $4309334.79    | 0.15%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BPF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23200000 | PA      | $24183891.12   | 0.81%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BPM81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $15597630.75   | 0.53%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BPR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9119968 | PA      | $9493939.58    | 0.32%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BQWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5164851.50    | 0.17%             | 2053-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BRUJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7283614 | PA      | $7459872.12    | 0.25%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BT3R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3331855 | PA      | $3472147.70    | 0.12%             | 2054-12-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BTA94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10015873 | PA      | $10112092.51   | 0.34%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BTFB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53912527 | PA      | $54332527.49   | 1.83%             | 2054-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BUCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9357021 | PA      | $8195964.72    | 0.28%             | 2055-01-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BUDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4830035 | PA      | $5000626.63    | 0.17%             | 2055-01-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BUJD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7131768 | PA      | $7407847.02    | 0.25%             | 2055-01-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BUTE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3040400 | PA      | $3312883.77    | 0.11%             | 2055-02-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BUYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15925167 | PA      | $16595490.85   | 0.56%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BVCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9397094 | PA      | $9354810.15    | 0.32%             | 2055-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BVF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8038403 | PA      | $8240342.46    | 0.28%             | 2055-05-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BVG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40192016 | PA      | $40642812.17   | 1.37%             | 2055-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BVHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4578478 | PA      | $4736038.38    | 0.16%             | 2055-03-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BVPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4754388 | PA      | $4923834.98    | 0.17%             | 2055-04-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BVX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4339412 | PA      | $4453059.57    | 0.15%             | 2055-02-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BWGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8189753 | PA      | $8202300.16    | 0.28%             | 2054-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BXLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3949674 | PA      | $3939404.94    | 0.13%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BXSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9297980 | PA      | $9261650.90    | 0.31%             | 2055-10-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BXXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6635371 | PA      | $6627949.92    | 0.22%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BXXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9959264 | PA      | $9957398.43    | 0.34%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 3136BYCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6649483 | PA      | $6629994.02    | 0.22%             | 2055-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                   | Fannie Mae Interest Strip                                                                             | CUSIP: 3136FENW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     758957 | PA      | $632905.38     | 0.02%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                   | Fannie Mae Interest Strip                                                                             | CUSIP: 3136FFAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183809 | PA      | $154850.31     | 0.01%             | 2037-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31373HX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10553 | PA      | $10309.10      | 0.00%             | 2034-08-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31373HXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38299 | PA      | $37849.59      | 0.00%             | 2034-04-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31373HXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114450 | PA      | $111627.05     | 0.00%             | 2034-07-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31374TZL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10656 | PA      | $10548.08      | 0.00%             | 2036-05-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31378A5X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6954 | PA      | $6919.00       | 0.00%             | 2027-03-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31378A5Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2763 | PA      | $2745.62       | 0.00%             | 2027-05-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137AAEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1044344 | PA      | $954886.91     | 0.03%             | 2041-05-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137AAQA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     328209 | PA      | $264791.52     | 0.01%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137ASUX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     363903 | PA      | $37581.19      | 0.00%             | 2042-08-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137AUKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     597605 | PA      | $34866.14      | 0.00%             | 2032-09-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137AULC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271092 | PA      | $270084.46     | 0.01%             | 2042-09-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137AXWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     611154 | PA      | $592552.19     | 0.02%             | 2042-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137B13Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3145455 | PA      | $3080570.78    | 0.10%             | 2043-01-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137B1WD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     540367 | PA      | $521855.64     | 0.02%             | 2043-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137B3MC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1930960 | PA      | $1694020.26    | 0.06%             | 2043-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137B4AK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2826489 | PA      | $1736845.60    | 0.06%             | 2043-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137B4QT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7082021 | PA      | $7086384.03    | 0.24%             | 2043-09-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137B74R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323720 | PA      | $316617.97     | 0.01%             | 2043-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BDNG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1084299 | PA      | $995597.83     | 0.03%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97125 | PA      | $2948.68       | 0.00%             | 2044-09-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BLH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1669626 | PA      | $172085.04     | 0.01%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BLKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97058 | PA      | $2611.78       | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BMVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     496959 | PA      | $30254.26      | 0.00%             | 2045-08-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BQUF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10685251 | PA      | $1953291.67    | 0.07%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BS7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2103758 | PA      | $368944.83     | 0.01%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BSCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     710139 | PA      | $698886.54     | 0.02%             | 2039-06-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BTSJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24509 | PA      | $199.28        | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137BWX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1010780 | PA      | $968405.59     | 0.03%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     857494 | PA      | $174328.78     | 0.01%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F3EV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1498305 | PA      | $297097.04     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F3NP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     931630 | PA      | $185243.20     | 0.01%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F52S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3612535 | PA      | $423144.35     | 0.01%             | 2048-05-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F64M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     373750 | PA      | $172022.72     | 0.01%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F6M53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     814822 | PA      | $407577.06     | 0.01%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F7ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26291120 | PA      | $674259.43     | 0.02%             | 2050-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F8JD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     746652 | PA      | $355373.13     | 0.01%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137F9NV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6989717 | PA      | $2824349.72    | 0.10%             | 2051-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     740821 | PA      | $150682.08     | 0.01%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FFB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9615140 | PA      | $3969127.99    | 0.13%             | 2051-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FFSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8471286 | PA      | $3595367.24    | 0.12%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FG4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2287775 | PA      | $267972.20     | 0.01%             | 2048-05-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FGGP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3598356 | PA      | $745608.09     | 0.03%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FLY65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4756115 | PA      | $4761739.01    | 0.16%             | 2049-05-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3450963 | PA      | $435999.81     | 0.01%             | 2050-04-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FUY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1102218 | PA      | $627378.22     | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38387991 | PA      | $4787694.55    | 0.16%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVPY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26052930 | PA      | $3269148.96    | 0.11%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12923113 | PA      | $1605099.79    | 0.05%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVS60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25445754 | PA      | $3173557.53    | 0.11%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVUE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43585668 | PA      | $5407926.60    | 0.18%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVW40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12284157 | PA      | $1532062.26    | 0.05%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FVYJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29419386 | PA      | $3669143.19    | 0.12%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FWJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51706198 | PA      | $6433336.83    | 0.22%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FWT75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10871051 | PA      | $1011139.78    | 0.03%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FWU65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9038971 | PA      | $1144315.20    | 0.04%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FWWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5131882 | PA      | $624032.54     | 0.02%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FXFJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8550 | PA      | $4234.77       | 0.00%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FXHD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20858209 | PA      | $2634113.31    | 0.09%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FXMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   63773872 | PA      | $7911850.37    | 0.27%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FXPH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3831 | PA      | $1894.63       | 0.00%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FY4G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2137342 | PA      | $870363.56     | 0.03%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FYLK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1083 | PA      | $610.14        | 0.00%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137FYLV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2312 | PA      | $1266.31       | 0.00%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H02K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     972091 | PA      | $604447.68     | 0.02%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H0ZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     474087 | PA      | $262372.52     | 0.01%             | 2051-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H16E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     816349 | PA      | $401308.15     | 0.01%             | 2051-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H1P91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1683962 | PA      | $683518.42     | 0.02%             | 2050-04-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H1Q58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1089 | PA      | $615.11        | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H1QB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        765 | PA      | $431.80        | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H1YD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     221834 | PA      | $127093.52     | 0.00%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H1YE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1144 | PA      | $646.14        | 0.00%             | 2050-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H2W59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19912249 | PA      | $3104655.17    | 0.10%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H3TW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1083524 | PA      | $691414.07     | 0.02%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H3V58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8728957 | PA      | $6249552.14    | 0.21%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H3XL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2894038 | PA      | $2160778.55    | 0.07%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H4GS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409791 | PA      | $192702.49     | 0.01%             | 2049-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H5N37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43070018 | PA      | $6958023.91    | 0.23%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137H9W88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5201618.50    | 0.18%             | 2052-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $20761565.00   | 0.70%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HAPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3038980 | PA      | $3167891.24    | 0.11%             | 2053-10-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HD5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27698212 | PA      | $27981417.03   | 0.94%             | 2054-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HFE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4464305 | PA      | $3686914.36    | 0.12%             | 2054-08-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HFQH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1999173 | PA      | $1997429.91    | 0.07%             | 2054-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HFWF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4101202 | PA      | $4086880.80    | 0.14%             | 2054-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HHTC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5326380 | PA      | $5444494.69    | 0.18%             | 2054-12-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HHWT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4627906 | PA      | $4792858.07    | 0.16%             | 2055-01-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HJC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11493697 | PA      | $12460050.64   | 0.42%             | 2054-10-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HJFK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5988738 | PA      | $5951262.07    | 0.20%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HJG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11364878 | PA      | $12366563.28   | 0.42%             | 2055-02-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HJG92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3382794 | PA      | $3736171.12    | 0.13%             | 2055-02-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8052918 | PA      | $8838565.59    | 0.30%             | 2055-02-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HJSW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37476946 | PA      | $37932748.62   | 1.28%             | 2055-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKBV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6622982 | PA      | $6751177.46    | 0.23%             | 2055-03-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7830266 | PA      | $7946872.45    | 0.27%             | 2054-06-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKH98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6384229 | PA      | $6559163.08    | 0.22%             | 2055-03-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKHD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5560708 | PA      | $5794275.88    | 0.20%             | 2055-03-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2652605 | PA      | $2736047.05    | 0.09%             | 2055-03-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKLL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1761632 | PA      | $1812698.13    | 0.06%             | 2055-03-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12676750 | PA      | $13239427.79   | 0.45%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKUS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2530537 | PA      | $2590114.75    | 0.09%             | 2055-03-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HKX66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25714 | PA      | $27657.14      | 0.00%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HLWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   68363866 | PA      | $69393231.31   | 2.34%             | 2055-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5432055 | PA      | $5605304.25    | 0.19%             | 2055-08-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HN3P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7370011 | PA      | $7623811.33    | 0.26%             | 2055-09-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HNC22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1436014 | PA      | $1431011.61    | 0.05%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HNE87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     722909 | PA      | $720382.22     | 0.02%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HNFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4728242 | PA      | $4722367.74    | 0.16%             | 2055-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HNPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3912286 | PA      | $3901575.91    | 0.13%             | 2053-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HPAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5899877 | PA      | $6387412.07    | 0.22%             | 2055-12-25      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HPNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12637747 | PA      | $12600486.97   | 0.42%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HPTE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5233205 | PA      | $5220695.08    | 0.18%             | 2055-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 3137HPTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14004423 | PA      | $13976602.71   | 0.47%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111947 | PA      | $110520.22     | 0.00%             | 2035-08-01      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110066 | PA      | $108642.84     | 0.00%             | 2034-12-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         53 | PA      | $52.54         | 0.00%             | 2029-08-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23996 | PA      | $23827.13      | 0.00%             | 2034-09-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13035 | PA      | $12888.67      | 0.00%             | 2034-09-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142760 | PA      | $140713.56     | 0.00%             | 2036-07-01      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81283 | PA      | $80041.46      | 0.00%             | 2035-08-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96530 | PA      | $98537.25      | 0.00%             | 2040-04-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31388XVV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45098 | PA      | $44281.05      | 0.00%             | 2033-08-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31389AZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15229 | PA      | $15126.96      | 0.00%             | 2037-12-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4110 | PA      | $4039.78       | 0.00%             | 2035-03-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3138AFUG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1904 | PA      | $1901.11       | 0.00%             | 2026-12-01      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3138EHHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88375 | PA      | $90249.86      | 0.00%             | 2036-06-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3138EMWC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240634 | PA      | $247419.50     | 0.01%             | 2038-05-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3138ENX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     498815 | PA      | $510171.07     | 0.02%             | 2039-09-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3138ENX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     225832 | PA      | $231059.40     | 0.01%             | 2037-08-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31394AWM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60099 | PA      | $1167.45       | 0.00%             | 2034-04-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31394E3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     704371 | PA      | $91799.55      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 31396AL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     590452 | PA      | $38803.12      | 0.00%             | 2035-09-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 31396FLG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270865 | PA      | $230178.82     | 0.01%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     423005 | PA      | $13384.92      | 0.00%             | 2030-09-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31396KAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446697 | PA      | $47437.66      | 0.00%             | 2036-07-25      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31396PZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151923 | PA      | $121217.05     | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31396QCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97843 | PA      | $99973.99      | 0.00%             | 2039-07-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31396QTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134769 | PA      | $136719.43     | 0.00%             | 2039-08-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31396XL51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312550 | PA      | $20809.87      | 0.00%             | 2037-11-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31396XYH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     665693 | PA      | $49652.27      | 0.00%             | 2037-10-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 31397JT46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118837 | PA      | $101188.82     | 0.00%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 31397JZ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     505154 | PA      | $39501.96      | 0.00%             | 2037-07-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94300 | PA      | $93205.44      | 0.00%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31397UVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467530 | PA      | $65668.31      | 0.00%             | 2041-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                    | CUSIP: 31397WJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161094 | PA      | $126991.89     | 0.00%             | 2038-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31398FPR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345331 | PA      | $278594.03     | 0.01%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                     | CUSIP: 31398NF90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     239373 | PA      | $232467.42     | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        619 | PA      | $641.46        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31402J7K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102234 | PA      | $104181.16     | 0.00%             | 2033-08-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31402QZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32670 | PA      | $31922.53      | 0.00%             | 2036-10-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31404FA52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70878 | PA      | $72974.86      | 0.00%             | 2034-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95509 | PA      | $94824.88      | 0.00%             | 2033-08-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12146 | PA      | $12370.07      | 0.00%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140ARTA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2096234 | PA      | $2170260.65    | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140JCKG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1471019 | PA      | $1522730.72    | 0.05%             | 2054-04-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140K45D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5010898 | PA      | $4511187.83    | 0.15%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140K5A56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5831378 | PA      | $5247294.17    | 0.18%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140K8P96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2619484 | PA      | $2357110.24    | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140M6PB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10076172 | PA      | $10452127.72   | 0.35%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140M6RD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1754567 | PA      | $1814650.04    | 0.06%             | 2054-09-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140MVG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1057708 | PA      | $1082505.68    | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N0UX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2098188 | PA      | $2144757.73    | 0.07%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N24D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381908 | PA      | $391459.04     | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N3A74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4973416 | PA      | $5071134.73    | 0.17%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N4LY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408969 | PA      | $420601.76     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N4TU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399426 | PA      | $409071.21     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N5DK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5044720 | PA      | $5148805.69    | 0.17%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N7CN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6846142 | PA      | $7034463.15    | 0.24%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N7CS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8488637 | PA      | $8804323.88    | 0.30%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N7CV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553456 | PA      | $583316.07     | 0.02%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N8MV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1901444 | PA      | $1967106.76    | 0.07%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140N8YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     697689 | PA      | $720637.89     | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140NAP98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1553218 | PA      | $1603700.73    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140NARK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     827255 | PA      | $856533.75     | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140NRAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1630608 | PA      | $1697426.30    | 0.06%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140QRSP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2939597 | PA      | $3063974.98    | 0.10%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140QSQ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     951204 | PA      | $988552.68     | 0.03%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140XHKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47747 | PA      | $48463.64      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140XHXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109775 | PA      | $111422.79     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140Y6ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11939959 | PA      | $12454483.41   | 0.42%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 3140Y6ZT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16334279 | PA      | $16953941.76   | 0.57%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31410F4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1981 | PA      | $1966.86       | 0.00%             | 2038-01-01      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31410F4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53606 | PA      | $52519.61      | 0.00%             | 2036-05-01      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31415MLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     607430 | PA      | $621271.30     | 0.02%             | 2033-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31416CA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        287 | PA      | $291.50        | 0.00%             | 2029-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31417VFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5024 | PA      | $5032.41       | 0.00%             | 2031-01-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418C3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     894115 | PA      | $890730.14     | 0.03%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418C6T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110974 | PA      | $110727.14     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418E7J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258697 | PA      | $269259.03     | 0.01%             | 2054-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418EGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17005 | PA      | $17392.66      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169681 | PA      | $173447.58     | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418EJG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221052 | PA      | $225958.00     | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31418ELB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6076185 | PA      | $6135094.92    | 0.21%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31419AH67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254682 | PA      | $261784.11     | 0.01%             | 2035-05-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                       | CUSIP: 31419APR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70122 | PA      | $70237.22      | 0.00%             | 2029-02-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 3142BN2G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1656848 | PA      | $1696028.14    | 0.06%             | 2054-09-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                             | CUSIP: 3142BNMJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     440819 | PA      | $455190.11     | 0.02%             | 2052-12-01      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                    | CUSIP: 3142FR3N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7731505 | PA      | $1506308.27    | 0.05%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3142GT5R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29679112 | PA      | $30809668.10   | 1.04%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3142GTQL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29163702 | PA      | $29942971.64   | 1.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3142GUB85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32902806 | PA      | $34156160.57   | 1.15%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                      | CUSIP: 3142GUP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22502278 | PA      | $23343628.52   | 0.79%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179UF31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     406682 | PA      | $398152.75     | 0.01%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179UHT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     625382 | PA      | $612266.48     | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179UKN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1438203 | PA      | $1408041.47    | 0.05%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179Y2A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1124792 | PA      | $1146676.60    | 0.04%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179Y5A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     393102 | PA      | $400750.63     | 0.01%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179Y5B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1039703 | PA      | $1064228.50    | 0.04%             | 2054-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179YWT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2702848 | PA      | $2755434.94    | 0.09%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179YYL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2208623 | PA      | $2251594.50    | 0.08%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36179YYM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1151948 | PA      | $1179121.93    | 0.04%             | 2054-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                                                                     | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     335702 | PA      | $332650.20     | 0.01%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617F0X48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     714380 | PA      | $724226.81     | 0.02%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617F2PK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     837521 | PA      | $846368.67     | 0.03%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                                                                     | CUSIP: 3617F2VE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1374026 | PA      | $1403863.49    | 0.05%             | 2052-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617F5VZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1058558 | PA      | $1089886.04    | 0.04%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617F9V33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     747829 | PA      | $758650.57     | 0.03%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617F9V41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3236433 | PA      | $3265062.27    | 0.11%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FBQL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3320116 | PA      | $3368160.83    | 0.11%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FCZC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91557 | PA      | $93093.95      | 0.00%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FD5B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1896450 | PA      | $1855492.61    | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FEEQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5292493 | PA      | $5369080.35    | 0.18%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FEG70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4073936 | PA      | $3999319.49    | 0.13%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FEM57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3051280 | PA      | $2985381.82    | 0.10%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FFDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3693375 | PA      | $3867041.48    | 0.13%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FGQJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1701533 | PA      | $1719934.47    | 0.06%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FHLM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1077373 | PA      | $1055115.11    | 0.04%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FM5A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1610943 | PA      | $1576151.92    | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1367288 | PA      | $1414658.80    | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMB28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5622290 | PA      | $5859247.61    | 0.20%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMB77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4005470 | PA      | $4174285.22    | 0.14%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMCA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1269232 | PA      | $1334382.73    | 0.04%             | 2052-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMCC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2356256 | PA      | $2454826.29    | 0.08%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMCE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3626036 | PA      | $3813988.51    | 0.13%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMCQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3564183 | PA      | $3708830.59    | 0.12%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FMVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     749614 | PA      | $760461.64     | 0.03%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FQTK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2472867 | PA      | $2496286.75    | 0.08%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FSTA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2543342 | PA      | $2494374.64    | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FTMJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     754934 | PA      | $765150.85     | 0.03%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FUXT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9340748 | PA      | $9588001.66    | 0.32%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FUYW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6533248 | PA      | $6706185.52    | 0.23%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FUYY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8661704 | PA      | $9068987.71    | 0.31%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FV5C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     152435 | PA      | $154993.63     | 0.01%             | 2062-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FXDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7274376 | PA      | $7117272.25    | 0.24%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FXFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     627083 | PA      | $637607.66     | 0.02%             | 2062-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617FXLR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2159928 | PA      | $2230602.16    | 0.08%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617G7Z65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     313447 | PA      | $310987.53     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617H3LY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150162 | PA      | $148984.08     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HBEC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     732005 | PA      | $726260.84     | 0.02%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HJUK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     176304 | PA      | $174920.93     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HKU45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1007038 | PA      | $999135.77     | 0.03%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HKVJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     877186 | PA      | $870302.54     | 0.03%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HMAV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1394508 | PA      | $1383565.41    | 0.05%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HRDE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     887086 | PA      | $880124.68     | 0.03%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HRT91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149331 | PA      | $148159.18     | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HRZ52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     166050 | PA      | $164747.16     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HTAG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     392644 | PA      | $389563.07     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HTAK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     156043 | PA      | $154818.67     | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617HTAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     144740 | PA      | $143604.47     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617J0F28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     207534 | PA      | $205905.11     | 0.01%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617JDAP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     218777 | PA      | $217060.51     | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617KAYK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     432762 | PA      | $413252.83     | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617MX5Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     426126 | PA      | $406915.79     | 0.01%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617MX7B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     645183 | PA      | $616096.83     | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617UBU32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     829679 | PA      | $837537.06     | 0.03%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617W1W63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5110155 | PA      | $5028535.93    | 0.17%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10189950 | PA      | $10267351.75   | 0.35%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617WRKP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1797944 | PA      | $1551864.45    | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617XR5T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13694617 | PA      | $13824316.74   | 0.47%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617XR6C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19256369 | PA      | $19438743.50   | 0.65%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617XRDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1537350 | PA      | $1513756.12    | 0.05%             | 2052-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617XRGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1289081 | PA      | $1297664.42    | 0.04%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617Y6B89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2448305 | PA      | $2483734.24    | 0.08%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617Y6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1418805 | PA      | $1439336.43    | 0.05%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617YNK33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1005889 | PA      | $988880.08     | 0.03%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617YSVZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35338064 | PA      | $36461211.88   | 1.23%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617YTXT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2802925 | PA      | $2838230.37    | 0.10%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617YTXU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     971302 | PA      | $1003508.89    | 0.03%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617YWB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     951814 | PA      | $905037.75     | 0.03%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3617YXQV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1136627 | PA      | $1153074.63    | 0.04%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A0PG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     582954 | PA      | $605307.25     | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A0PM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2178575 | PA      | $2292860.57    | 0.08%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A4XX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1624776 | PA      | $1733365.20    | 0.06%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A4YQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1268508 | PA      | $1353286.91    | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A52Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1046919 | PA      | $1064162.66    | 0.04%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A53X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     354865 | PA      | $360710.09     | 0.01%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A53Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121696 | PA      | $125037.62     | 0.00%             | 2062-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A54C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     876018 | PA      | $909609.35     | 0.03%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A5F24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     171488 | PA      | $176250.43     | 0.01%             | 2062-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A5FY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     833835 | PA      | $847829.25     | 0.03%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A5FZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129185 | PA      | $131353.13     | 0.00%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A5M91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     881839 | PA      | $913338.44     | 0.03%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A5RD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     505891 | PA      | $525290.03     | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A6U74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1006445 | PA      | $1023336.09    | 0.03%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A6UK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1628670 | PA      | $1656003.50    | 0.06%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A7F46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1146976 | PA      | $1190957.38    | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A7JY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1016520 | PA      | $1055498.74    | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A84C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2503628 | PA      | $2599630.44    | 0.09%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A85F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5749621 | PA      | $6051238.70    | 0.20%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A87D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3085049 | PA      | $3135860.72    | 0.11%             | 2062-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618A9EW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6441954 | PA      | $6688973.31    | 0.23%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AA3U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     857723 | PA      | $871850.49     | 0.03%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AA4Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77619 | PA      | $79749.95      | 0.00%             | 2062-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618ABY87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     686961 | PA      | $698275.21     | 0.02%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618ACVE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      68219 | PA      | $70944.62      | 0.00%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AE2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     689717 | PA      | $701077.27     | 0.02%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AE2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1294720 | PA      | $1329867.12    | 0.04%             | 2062-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AE3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     137848 | PA      | $140161.12     | 0.00%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AEBF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3736680 | PA      | $3901173.00    | 0.13%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AECE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1985012 | PA      | $2071774.31    | 0.07%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AFEY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95769 | PA      | $99595.48      | 0.00%             | 2062-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGCT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     828274 | PA      | $861371.17     | 0.03%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGLK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     402215 | PA      | $408965.27     | 0.01%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGTJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1487287 | PA      | $1557221.38    | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGX61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1118075 | PA      | $1171837.21    | 0.04%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGX95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     633542 | PA      | $664874.16     | 0.02%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     788682 | PA      | $825865.55     | 0.03%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AGXU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     792811 | PA      | $833011.52     | 0.03%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AJWN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     747625 | PA      | $760171.94     | 0.03%             | 2062-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AJWP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     331605 | PA      | $340710.77     | 0.01%             | 2062-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AJXJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     760609 | PA      | $791002.23     | 0.03%             | 2063-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AKBR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     655633 | PA      | $666636.50     | 0.02%             | 2062-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AKDW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     346216 | PA      | $352026.13     | 0.01%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AKU81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     613808 | PA      | $635074.41     | 0.02%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AKUZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     206651 | PA      | $215038.26     | 0.01%             | 2049-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AMBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3278464 | PA      | $3404177.78    | 0.11%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AMBL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1715103 | PA      | $1805074.86    | 0.06%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AQ5X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     910489 | PA      | $928488.42     | 0.03%             | 2053-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618ATL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     847870 | PA      | $894574.80     | 0.03%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618ATRV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     650732 | PA      | $681127.15     | 0.02%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618ATZM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6911541 | PA      | $7200675.96    | 0.24%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AUEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80025 | PA      | $83222.71      | 0.00%             | 2063-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AV5W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     440417 | PA      | $452510.52     | 0.02%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AV6K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27074 | PA      | $27842.68      | 0.00%             | 2063-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AVEQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1212887 | PA      | $1261353.30    | 0.04%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AVMN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1247555 | PA      | $1304029.65    | 0.04%             | 2053-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AVMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2382126 | PA      | $2553243.98    | 0.09%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AVMQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1134461 | PA      | $1193618.90    | 0.04%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AWLC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     439998 | PA      | $452079.80     | 0.02%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618AYB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1084744 | PA      | $1128090.04    | 0.04%             | 2063-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B1JT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2122321 | PA      | $2207127.36    | 0.07%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B1P39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2997629 | PA      | $3117412.26    | 0.11%             | 2063-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B1RS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1269110 | PA      | $1303561.49    | 0.04%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B1RV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1039363 | PA      | $1080895.12    | 0.04%             | 2063-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B3DM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1626037 | PA      | $1695076.09    | 0.06%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B3DN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1404575 | PA      | $1479574.92    | 0.05%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B72W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1267046 | PA      | $1301837.68    | 0.04%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B72Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     396387 | PA      | $412226.42     | 0.01%             | 2063-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B73P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     292742 | PA      | $300780.76     | 0.01%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B7SY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103765 | PA      | $108280.33     | 0.00%             | 2062-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B8EC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     680918 | PA      | $708127.48     | 0.02%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618B8TY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2168395 | PA      | $2227936.27    | 0.08%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BCV20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6669603 | PA      | $6936114.90    | 0.23%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BCV46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2865132 | PA      | $2976388.32    | 0.10%             | 2062-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BDLE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     179009 | PA      | $182771.52     | 0.01%             | 2053-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BEJK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     548640 | PA      | $570563.13     | 0.02%             | 2063-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKL98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     441239 | PA      | $459174.04     | 0.02%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2985983 | PA      | $3105299.35    | 0.10%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKMD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7788391 | PA      | $8187229.04    | 0.28%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     600783 | PA      | $631433.72     | 0.02%             | 2053-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKMG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2597677 | PA      | $2672456.01    | 0.09%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKMJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3207006 | PA      | $3371234.83    | 0.11%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3880991 | PA      | $4036070.05    | 0.14%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BKMQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2757505 | PA      | $2898714.50    | 0.10%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BVB46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1061196 | PA      | $1111161.06    | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1779028 | PA      | $1870796.72    | 0.06%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BVGM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     521616 | PA      | $548490.92     | 0.02%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BWLZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1238474 | PA      | $1287961.24    | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618BWMD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2335648 | PA      | $2447297.77    | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618GL3X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     697788 | PA      | $711364.03     | 0.02%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618GRZC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1611744 | PA      | $1690754.68    | 0.06%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618GRZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1890924 | PA      | $1980896.45    | 0.07%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618GRZF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     808489 | PA      | $847015.26     | 0.03%             | 2054-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618GXC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2449916 | PA      | $2553470.59    | 0.09%             | 2064-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H2A52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172231 | PA      | $175267.56     | 0.01%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H4M22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     264928 | PA      | $269420.37     | 0.01%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H4M89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1139328 | PA      | $1161494.58    | 0.04%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H4MF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1002482 | PA      | $1019480.61    | 0.03%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H6XJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2908289 | PA      | $3033945.25    | 0.10%             | 2064-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H7X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     569853 | PA      | $593940.05     | 0.02%             | 2064-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H9TF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2716780 | PA      | $2817698.08    | 0.09%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H9TG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3175600 | PA      | $3329289.21    | 0.11%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H9TR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5011722 | PA      | $5197887.88    | 0.18%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H9TS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5277223 | PA      | $5532623.84    | 0.19%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H9TY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2870040 | PA      | $2976650.54    | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618H9TZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3565464 | PA      | $3738020.54    | 0.13%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HDCW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     723278 | PA      | $754528.04     | 0.03%             | 2064-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HEHG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     320481 | PA      | $331646.42     | 0.01%             | 2063-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HEQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     317474 | PA      | $324246.58     | 0.01%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HH2W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92762 | PA      | $96799.33      | 0.00%             | 2064-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HH5W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1090280 | PA      | $1137386.46    | 0.04%             | 2064-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HHXQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1867837 | PA      | $1899507.86    | 0.06%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HHXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     309008 | PA      | $314247.84     | 0.01%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HHYJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     744132 | PA      | $756749.75     | 0.03%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HJ2U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     748588 | PA      | $759233.86     | 0.03%             | 2054-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HMES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1249646 | PA      | $1303638.68    | 0.04%             | 2064-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HMET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     117492 | PA      | $121585.31     | 0.00%             | 2064-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HNLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60833 | PA      | $63898.75      | 0.00%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HNP76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     247120 | PA      | $254108.12     | 0.01%             | 2054-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HNPK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     265483 | PA      | $273053.77     | 0.01%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HPBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     523190 | PA      | $530630.81     | 0.02%             | 2054-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HPTL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1893704 | PA      | $1973748.13    | 0.07%             | 2064-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HQXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     454847 | PA      | $474073.10     | 0.02%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HRA65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     325635 | PA      | $339704.16     | 0.01%             | 2064-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HSL95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1404384 | PA      | $1463745.61    | 0.05%             | 2064-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HTAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     801721 | PA      | $834007.25     | 0.03%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HTAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1280431 | PA      | $1334553.58    | 0.04%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HTAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3449950 | PA      | $3588885.00    | 0.12%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618HTAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2299051 | PA      | $2396229.14    | 0.08%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J05E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135150 | PA      | $139478.25     | 0.00%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J1W33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     944208 | PA      | $984118.25     | 0.03%             | 2064-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J3RN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     382566 | PA      | $393383.63     | 0.01%             | 2054-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J6FA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     908298 | PA      | $923699.47     | 0.03%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J6FB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     626218 | PA      | $636835.99     | 0.02%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J8GT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3922905 | PA      | $4055140.93    | 0.14%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J8GU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     906085 | PA      | $945689.55     | 0.03%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J8GV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1013709 | PA      | $1061942.04    | 0.04%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J8WW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2798825 | PA      | $2866788.46    | 0.10%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J9AD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1326755 | PA      | $1384079.16    | 0.05%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618J9AL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     561622 | PA      | $585887.86     | 0.02%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618JAJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     522483 | PA      | $531668.95     | 0.02%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618JKLZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1467239 | PA      | $1529256.85    | 0.05%             | 2064-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618KSNN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1547983 | PA      | $1624351.66    | 0.05%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LHRX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     896116 | PA      | $912991.21     | 0.03%             | 2055-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LKQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2093822 | PA      | $2145830.94    | 0.07%             | 2055-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LKQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2990443 | PA      | $3033672.83    | 0.10%             | 2055-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LKQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6976648 | PA      | $7077503.83    | 0.24%             | 2055-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LLNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1411938 | PA      | $1441442.50    | 0.05%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LMMC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8969267 | PA      | $9098927.87    | 0.31%             | 2055-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LMMS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1744532 | PA      | $1769751.59    | 0.06%             | 2055-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LRH48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     651429 | PA      | $683566.50     | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LRJ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1433985 | PA      | $1498903.72    | 0.05%             | 2055-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LRJG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1049744 | PA      | $1099892.17    | 0.04%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LRU35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2284277 | PA      | $2382971.99    | 0.08%             | 2065-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LT6G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1045094 | PA      | $1060202.31    | 0.04%             | 2055-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LVLX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3055015 | PA      | $3118567.90    | 0.11%             | 2055-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LWJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1097276 | PA      | $1121368.06    | 0.04%             | 2055-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LXH29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3870996 | PA      | $4026887.90    | 0.14%             | 2065-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LXHD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1672590 | PA      | $1748833.68    | 0.06%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618LYG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1162359 | PA      | $1187011.82    | 0.04%             | 2055-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M0UF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1921772 | PA      | $1962531.81    | 0.07%             | 2055-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M6H43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     574582 | PA      | $597721.87     | 0.02%             | 2065-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M6J25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8280204 | PA      | $8613661.94    | 0.29%             | 2065-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M6J66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4980946 | PA      | $5181537.44    | 0.17%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M6JN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99805 | PA      | $103886.23     | 0.00%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M6KB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54480831 | PA      | $56674869.60   | 1.91%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M72L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1495273 | PA      | $1526612.69    | 0.05%             | 2052-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618M9AJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2200000 | PA      | $2288597.85    | 0.08%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618MAMS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2114580 | PA      | $2166443.55    | 0.07%             | 2055-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618MAMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7332171 | PA      | $7447330.75    | 0.25%             | 2055-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618MCF75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1460233 | PA      | $1519039.23    | 0.05%             | 2065-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618MHPN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2236486 | PA      | $2326553.21    | 0.08%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618MHT46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1076322 | PA      | $1122825.68    | 0.04%             | 2065-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618N53L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9673921 | PA      | $9821652.40    | 0.33%             | 2055-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618N53N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     878900 | PA      | $894626.96     | 0.03%             | 2055-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618N55Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     913155 | PA      | $929494.68     | 0.03%             | 2056-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618N5EK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     202701 | PA      | $206645.13     | 0.01%             | 2055-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618N5XD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6726349 | PA      | $6875315.82    | 0.23%             | 2055-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618N5XE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     842725 | PA      | $857804.68     | 0.03%             | 2055-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618NJCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2947144 | PA      | $3061224.17    | 0.10%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618NPSV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1229661 | PA      | $1282789.71    | 0.04%             | 2065-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618NXCB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2893121 | PA      | $2937837.54    | 0.10%             | 2055-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1FX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2936931 | PA      | $3055206.77    | 0.10%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1G37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5489518 | PA      | $5710590.22    | 0.19%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1GX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135578 | PA      | $141079.90     | 0.00%             | 2065-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1H28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17506500 | PA      | $18211517.79   | 0.61%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1HB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1167993 | PA      | $1215029.93    | 0.04%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1HD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25071107 | PA      | $26080764.01   | 0.88%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1HF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3196716 | PA      | $3325452.96    | 0.11%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1HL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34408725 | PA      | $35794424.14   | 1.21%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1JM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3280632 | PA      | $3412748.79    | 0.11%             | 2065-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1JP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     608825 | PA      | $633343.45     | 0.02%             | 2065-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1KB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2155160 | PA      | $2241952.06    | 0.08%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1KF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2694487 | PA      | $2802998.71    | 0.09%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1KG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1284969 | PA      | $1336716.95    | 0.05%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1KJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6897898 | PA      | $7175688.42    | 0.24%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1KL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5542315 | PA      | $5765513.72    | 0.19%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V1KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1250985 | PA      | $1301364.36    | 0.04%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V6HH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299219 | PA      | $311269.07     | 0.01%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V6HM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2716586 | PA      | $2825987.67    | 0.10%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V6HN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     457132 | PA      | $475541.51     | 0.02%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V6JB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12118919 | PA      | $12606969.08   | 0.42%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3618V6JE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     832872 | PA      | $866413.21     | 0.03%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36225CA22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4691 | PA      | $4696.24       | 0.00%             | 2026-12-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 36225CEQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14506 | PA      | $14574.31      | 0.00%             | 2027-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                    | CUSIP: 3622AD2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3964247 | PA      | $4016599.04    | 0.14%             | 2055-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38375GAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     240109 | PA      | $237714.20     | 0.01%             | 2041-05-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38376PXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     560579 | PA      | $440345.00     | 0.01%             | 2039-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38377G4B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     382878 | PA      | $294553.27     | 0.01%             | 2040-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38379DCP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3565926 | PA      | $117380.65     | 0.00%             | 2043-01-20      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38379JVB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     288122 | PA      | $264989.59     | 0.01%             | 2035-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38379QQ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4052322 | PA      | $114197.27     | 0.00%             | 2042-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38379QXH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     478112 | PA      | $408737.08     | 0.01%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38380FYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1748249 | PA      | $210450.61     | 0.01%             | 2047-07-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38380GWN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1071278 | PA      | $1050919.74    | 0.04%             | 2047-09-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38380TSS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     128368 | PA      | $112722.17     | 0.00%             | 2046-11-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38380TU46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2432573 | PA      | $2387833.25    | 0.08%             | 2047-08-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1978979 | PA      | $81426.08      | 0.00%             | 2047-08-20      | Floating      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38380YYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4593311 | PA      | $509481.58     | 0.02%             | 2048-09-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381DP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48425799 | PA      | $2926869.82    | 0.10%             | 2063-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381DRX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51072061 | PA      | $2571258.64    | 0.09%             | 2063-04-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381DZF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54791199 | PA      | $2890465.89    | 0.10%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381ETV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64683007 | PA      | $3070214.51    | 0.10%             | 2061-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381NAF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11306909 | PA      | $11766669.27   | 0.40%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381NAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4843817 | PA      | $5059898.82    | 0.17%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381NLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7750107 | PA      | $8050184.95    | 0.27%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381NMP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1937527 | PA      | $2023533.18    | 0.07%             | 2055-06-20      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381NNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16468977 | PA      | $17247355.58   | 0.58%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381NXY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7750107 | PA      | $8085615.33    | 0.27%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381PWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12634864 | PA      | $13196867.17   | 0.44%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9903790 | PA      | $10116878.15   | 0.34%             | 2055-04-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381R4M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4812512 | PA      | $535378.97     | 0.02%             | 2049-03-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381RHB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1541147 | PA      | $163324.49     | 0.01%             | 2049-02-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381TP41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2771040 | PA      | $294966.87     | 0.01%             | 2049-04-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381UBT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2384209 | PA      | $2456694.70    | 0.08%             | 2055-06-20      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381UU42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12908467 | PA      | $12957943.42   | 0.44%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38381UZQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9691430 | PA      | $9650459.19    | 0.33%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382EA49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     331368 | PA      | $129649.06     | 0.00%             | 2050-05-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382GB35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4409486 | PA      | $601054.67     | 0.02%             | 2050-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382HYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     424227 | PA      | $53640.27      | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382J3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72658319 | PA      | $9214760.47    | 0.31%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382J4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12238882 | PA      | $55850.91      | 0.00%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382J4V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4503566 | PA      | $20311.98      | 0.00%             | 2050-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382JCA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12153578 | PA      | $1877560.66    | 0.06%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382KMQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16588571 | PA      | $2109912.76    | 0.07%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  114396609 | PA      | $13978070.14   | 0.47%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382KXR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34210172 | PA      | $4156811.24    | 0.14%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LAC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   88134799 | PA      | $11162351.58   | 0.38%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72397989 | PA      | $8869227.84    | 0.30%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16597265 | PA      | $2565345.51    | 0.09%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24481246 | PA      | $3100448.21    | 0.10%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LPC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72402191 | PA      | $9191776.67    | 0.31%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14178024 | PA      | $1809051.36    | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382LXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   70790513 | PA      | $9008474.99    | 0.30%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382M2V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18775503 | PA      | $2402390.42    | 0.08%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382MF38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34422315 | PA      | $4404106.35    | 0.15%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382MS34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1697327 | PA      | $1022366.16    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382NXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9573367 | PA      | $1456438.50    | 0.05%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382NYY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8166283 | PA      | $1055395.71    | 0.04%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382P3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3880942 | PA      | $581022.36     | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382PY55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21930 | PA      | $10756.40      | 0.00%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382QNZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     294197 | PA      | $114501.35     | 0.00%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382QP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13438230 | PA      | $270992.67     | 0.01%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382QQ37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8230463 | PA      | $162615.01     | 0.01%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382QR28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     379257 | PA      | $222153.22     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382T5C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2785929 | PA      | $1925541.12    | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23674902 | PA      | $2960844.85    | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382TD68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25425351 | PA      | $3906798.47    | 0.13%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382TYS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1537637 | PA      | $793163.29     | 0.03%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382UCC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2578836 | PA      | $1712073.85    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382URP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9521220 | PA      | $1589534.31    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382USB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2211243 | PA      | $1376126.01    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382VCJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13038468 | PA      | $2184837.87    | 0.07%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382VLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58488216 | PA      | $6803176.74    | 0.23%             | 2049-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382VNE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     133753 | PA      | $67088.92      | 0.00%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382WAY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6533331 | PA      | $1094752.35    | 0.04%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382WGF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16039905 | PA      | $366216.70     | 0.01%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382WWM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1316164 | PA      | $859941.86     | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382XH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7979769 | PA      | $4703166.75    | 0.16%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38382XTW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18236037 | PA      | $30228.05      | 0.00%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383AVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24385529 | PA      | $4227605.73    | 0.14%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383AZU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33435020 | PA      | $3759167.86    | 0.13%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383BAB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3613356 | PA      | $3614750.32    | 0.12%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383BEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1208927 | PA      | $1210333.62    | 0.04%             | 2065-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383CAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1423264 | PA      | $858309.30     | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383CB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36401474 | PA      | $68336.49      | 0.00%             | 2051-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383CB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18348229 | PA      | $34402.93      | 0.00%             | 2051-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383CGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5212276 | PA      | $3640656.54    | 0.12%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383CV72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45359718 | PA      | $2424204.80    | 0.08%             | 2063-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383CZ52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20114228 | PA      | $2281462.35    | 0.08%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13283917 | PA      | $1759749.71    | 0.06%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383DCB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25064804 | PA      | $4000386.64    | 0.13%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383DCR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9967463 | PA      | $7469238.37    | 0.25%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383DSE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41345413 | PA      | $227288.14     | 0.01%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51143854 | PA      | $7155692.58    | 0.24%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383FCW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11138823 | PA      | $8302796.06    | 0.28%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383FLF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8181657 | PA      | $6030283.65    | 0.20%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383GT76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     849482 | PA      | $487663.41     | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383HMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7183925 | PA      | $261797.31     | 0.01%             | 2053-01-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383LBU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2782000 | PA      | $3129076.88    | 0.11%             | 2052-11-20      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8626506 | PA      | $9470207.55    | 0.32%             | 2052-11-20      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383LGB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3938826 | PA      | $4101825.12    | 0.14%             | 2052-11-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383LS92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68153062 | PA      | $68362707.45   | 2.30%             | 2052-12-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383LY61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17038265 | PA      | $17118861.10   | 0.58%             | 2052-12-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383TP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47719263 | PA      | $623915.05     | 0.02%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383TS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35560968 | PA      | $491868.64     | 0.02%             | 2052-07-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383TUP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20920081 | PA      | $3011411.08    | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383U7L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1275480 | PA      | $1333594.70    | 0.04%             | 2052-10-20      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383UAV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17780484 | PA      | $92664.77      | 0.00%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383UAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  160024356 | PA      | $833982.93     | 0.03%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383UQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  103348853 | PA      | $669814.25     | 0.02%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383V2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10769413 | PA      | $653709.32     | 0.02%             | 2053-02-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383VQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33316344 | PA      | $2023907.95    | 0.07%             | 2053-02-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383VUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12596284 | PA      | $562643.24     | 0.02%             | 2053-02-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383VVC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9871509 | PA      | $600367.93     | 0.02%             | 2053-02-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383VXN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7403632 | PA      | $450275.94     | 0.02%             | 2053-02-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383WAQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9871509 | PA      | $599676.43     | 0.02%             | 2053-02-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383WCX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19743019 | PA      | $678573.48     | 0.02%             | 2053-02-20      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383WHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14782231 | PA      | $875033.40     | 0.03%             | 2053-03-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383WK54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7403187 | PA      | $434073.66     | 0.01%             | 2053-03-20      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383WN93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4927410 | PA      | $291677.80     | 0.01%             | 2053-03-20      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383X6V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4079153 | PA      | $4258074.03    | 0.14%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383XB86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20033007 | PA      | $1155782.32    | 0.04%             | 2053-04-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26000000 | PA      | $26663395.20   | 0.90%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38383XYD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9030819 | PA      | $9751951.81    | 0.33%             | 2053-04-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384ABM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10000000 | PA      | $10438748.00   | 0.35%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384ACL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4343113 | PA      | $4687519.26    | 0.16%             | 2053-05-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4600000 | PA      | $4757875.22    | 0.16%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AFY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19854294 | PA      | $954875.39     | 0.03%             | 2053-05-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AGA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2458077 | PA      | $2626762.82    | 0.09%             | 2053-05-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AGE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2023114 | PA      | $2205998.08    | 0.07%             | 2053-05-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AGR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8999239 | PA      | $9803965.80    | 0.33%             | 2053-05-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AM75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3278591 | PA      | $3518878.13    | 0.12%             | 2053-06-20      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384AQ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18360123 | PA      | $19165946.96   | 0.65%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384ARX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2727122 | PA      | $2939906.27    | 0.10%             | 2053-05-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384ARZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1090849 | PA      | $1175962.53    | 0.04%             | 2053-05-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384B2C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12250000 | PA      | $12786868.50   | 0.43%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14000000 | PA      | $14559475.00   | 0.49%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BLW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3477302 | PA      | $3687400.61    | 0.12%             | 2053-06-20      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BRB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2485019 | PA      | $2676968.73    | 0.09%             | 2053-06-20      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BRD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4648264 | PA      | $5226689.77    | 0.18%             | 2053-06-20      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17467538 | PA      | $18233031.89   | 0.61%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BXQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3250000 | PA      | $3392406.55    | 0.11%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BXW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12714000 | PA      | $13270518.48   | 0.45%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $5223470.00    | 0.18%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384CFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9602273 | PA      | $10022505.92   | 0.34%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22000000 | PA      | $23156024.09   | 0.78%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20000000 | PA      | $20706902.00   | 0.70%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7000000 | PA      | $7289762.20    | 0.25%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384HZ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $15371780.85   | 0.52%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384MLP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4514491 | PA      | $696367.65     | 0.02%             | 2064-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384NMW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5975544 | PA      | $5141506.08    | 0.17%             | 2053-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384UVG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3000000 | PA      | $3059920.80    | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384UXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17593278 | PA      | $17906248.34   | 0.60%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38384WH81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14000000 | PA      | $14527278.50   | 0.49%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385BEX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $8451454.40    | 0.28%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385CDE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12500000 | PA      | $13228833.75   | 0.45%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385E2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8551487 | PA      | $8787895.50    | 0.30%             | 2055-04-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385EH72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2329186 | PA      | $2392936.86    | 0.08%             | 2055-03-20      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385EJ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6987560 | PA      | $7244841.64    | 0.24%             | 2055-03-20      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385ENX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12519498 | PA      | $12724270.83   | 0.43%             | 2065-03-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385EP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7369856 | PA      | $7624273.55    | 0.26%             | 2055-04-20      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385EPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12138556 | PA      | $12459297.46   | 0.42%             | 2055-03-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385F3W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3638632 | PA      | $3764295.87    | 0.13%             | 2055-05-20      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385FCX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6081057 | PA      | $6343314.31    | 0.21%             | 2055-04-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385FNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3502142 | PA      | $3622215.71    | 0.12%             | 2055-04-20      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385GQB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3046842 | PA      | $3120270.48    | 0.11%             | 2055-04-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385GRN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5983509 | PA      | $6200202.71    | 0.21%             | 2055-05-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385GYJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6093684 | PA      | $6248588.28    | 0.21%             | 2055-05-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385HRQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10017592 | PA      | $10057179.30   | 0.34%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385HUE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     467778 | PA      | $472565.11     | 0.02%             | 2065-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385HWP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1216677 | PA      | $1219215.51    | 0.04%             | 2065-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385JZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9047291 | PA      | $9048833.55    | 0.30%             | 2055-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385K4A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7475251 | PA      | $7483615.11    | 0.25%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385K5F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19946631 | PA      | $21836701.13   | 0.74%             | 2055-11-20      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                              | CUSIP: 38385LDB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15500000 | PA      | $17152744.85   | 0.58%             | 2056-01-20      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                   | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    5483153 | NS      | $5483153.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA CORPORATE FDG AMERS LLC                    | NOMURA CORPORATE FDG AMERS LLC                                                                        | CUSIP: 65538RAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  102638311 | PA      | $102812796.12  | 3.46%             | 2059-01-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SBA IO Trust                                      | SBAIO 2018-5 Trust                                                                                    | CUSIP: 78415TAA9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   37841175 | PA      | $1495365.95    | 0.05%             | 2044-06-27      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| SBA IO Trust                                      | SBAIO 2019-1 Trust                                                                                    | CUSIP: 78429JAA5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |  103209818 | PA      | $5267663.96    | 0.18%             | 2045-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS                     | Small Business Administration Pools                                                                   | CUSIP: 83164MPM5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9828779 | PA      | $10352379.61   | 0.35%             | 2044-04-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FTN FINANCIAL CAPITAL MARKETS                     | Small Business Administration Pools                                                                   | CUSIP: 83164MQG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5529418 | PA      | $5874806.84    | 0.20%             | 2044-02-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| REAP HIDDEN HOLLOW                                | REAP HIDDEN HOLLOW                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1337960 | PA      | $1338357.72    | 0.05%             | 2043-02-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HIDDEN HOLLOW ENERGY                              | HIDDEN HOLLOW ENERGY                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6406336 | PA      | $6408240.57    | 0.22%             | 2043-02-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CUSTOM PROCESSION                      | CALIFORNIA CUSTOM PROCESSION                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14193851 | PA      | $14198069.67   | 0.48%             | 2043-02-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                  | RRP FHLMC 30YR UMBS REPO                                                                              | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Short            | RA               | CORP              | US        |   -9101778 | PA      | $-9101778.23   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| LFG CORSICANA B I                                 | LFG CORSICANA B I                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6027411.78    | 0.20%             | 2043-02-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| LFG CORSICANA REAP TL                             | LFG CORSICANA REAP TL                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10556154 | PA      | $10604381.40   | 0.36%             | 2043-02-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BEAUFORT HOTEL LOAN TERM                          | BEAUFORT HOTEL LOAN TERM                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17207665 | PA      | $17212779.66   | 0.58%             | 2043-02-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPM9584 PS                                        | JPM9584 PS                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4493117.60    | 0.15%             | 2055-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BMIC113R0 IRS USD R V 00MSOFR 1 CCPVANILLA / Short: BMIC113R0 IRS USD P F  2.01000 2 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  120000000 | OU      | $47673936.00   | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -746 | NC      | $1417668.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                           | BMIF9XF19 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              |  | US        |  250000000 | NC      | $407000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Eaton Vance Mutual Funds Trust

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer