# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-003565
**Filing Date:** 2026-6
**Character Count:** 234021
**Document Hash:** ce60243d05e194b7c4cc520ec6d262d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-003565.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001580642-26-003565

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23862
- **FILM NUMBER:** 261067375

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

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

**LEI of Series:** 529900F6Z49GHHXEAL39

**EDGAR Series Identifier:** S000082305

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 54 days

- **WAL:** 58 days

- **Total Value of Portfolio Securities:** $177986920.09

- **Amortized Cost of Portfolio Securities:** $177986920.09

- **Cash:** $7322.36

- **Total Other Assets:** $241121.49

- **Total Liabilities:** $672240.37

- **Net Assets of Series:** $177563123.57

- **Number of Shares Outstanding (Series):** 177562870.8000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $147813580.77             | $151411752.02              | 92.6700%                  | 92.6700%                   |
| 2026-05-04 | $147763081.14             | $151361682.86              | 92.6600%                  | 92.6600%                   |
| 2026-05-05 | $163453165.03             | $167051910.26              | 93.3100%                  | 93.3100%                   |
| 2026-05-06 | $168520807.04             | $172119695.80              | 93.5000%                  | 93.5000%                   |
| 2026-05-07 | $168392164.11             | $171991196.41              | 93.4900%                  | 93.4900%                   |
| 2026-05-08 | $167652615.45             | $171251791.32              | 93.4700%                  | 93.4700%                   |
| 2026-05-11 | $167598542.61             | $171198149.23              | 93.4600%                  | 93.4600%                   |
| 2026-05-12 | $167611300.82             | $171211051.06              | 93.4800%                  | 93.4800%                   |
| 2026-05-13 | $167580744.72             | $171180638.59              | 93.4800%                  | 94.9300%                   |
| 2026-05-14 | $168613445.91             | $172213483.42              | 93.5100%                  | 94.9600%                   |
| 2026-05-15 | $169949783.18             | $173549964.36              | 93.5600%                  | 94.9900%                   |
| 2026-05-18 | $169675408.06             | $173276020.29              | 93.5500%                  | 94.9800%                   |
| 2026-05-19 | $172201785.15             | $173202541.09              | 94.9800%                  | 94.9800%                   |
| 2026-05-20 | $172659936.86             | $173660659.97              | 95.0000%                  | 95.0000%                   |
| 2026-05-21 | $170550834.69             | $171551524.97              | 94.9400%                  | 94.9400%                   |
| 2026-05-22 | $168676667.35             | $169677324.79              | 94.8800%                  | 94.8800%                   |
| 2026-05-26 | $168571984.56             | $169572510.62              | 94.8700%                  | 94.8700%                   |
| 2026-05-27 | $168175559.42             | $169176052.62              | 94.8600%                  | 94.8600%                   |
| 2026-05-28 | $168190303.52             | $169190763.87              | 94.8600%                  | 94.8600%                   |
| 2026-05-29 | $169119940.12             | $170120367.61              | 94.8900%                  | 94.8900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.6900%             |
| 2026-05-04 | 3.6900%             |
| 2026-05-05 | 3.6900%             |
| 2026-05-06 | 3.6800%             |
| 2026-05-07 | 3.6800%             |
| 2026-05-08 | 3.6700%             |
| 2026-05-11 | 3.6600%             |
| 2026-05-12 | 3.6600%             |
| 2026-05-13 | 3.6600%             |
| 2026-05-14 | 3.6600%             |
| 2026-05-15 | 3.6600%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6500%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0001                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0001                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 1.0001                      |
|  |  |
| 2026-05-26 | 0.9998                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Texas Capital Government Money Market Fund

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $177563123.57

- **Number of Shares Outstanding:** 177562870.8000

- **Expense Reimbursement/Waiver:** 50250.35

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0001          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0001          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 1.0001          |
|  |  |
| 2026-05-26 | 0.9998          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $446567.33                | $3525015.00             |
| 2026-05-04 | $146675.00                | $239500.00              |
| 2026-05-05 | $15702430.41              | $17300.00               |
| 2026-05-06 | $5324356.19               | $273100.00              |
| 2026-05-07 | $0.00                     | $143973.77              |
| 2026-05-08 | $0.00                     | $754797.72              |
| 2026-05-11 | $175.00                   | $100000.00              |
| 2026-05-12 | $0.00                     | $29000.00               |
| 2026-05-13 | $106529.60                | $153639.56              |
| 2026-05-14 | $1501946.00               | $484475.74              |
| 2026-05-15 | $1500000.00               | $185000.00              |
| 2026-05-18 | $175.00                   | $321338.67              |
| 2026-05-19 | $0.00                     | $90763.00               |
| 2026-05-20 | $534000.00                | $106500.00              |
| 2026-05-21 | $0.00                     | $2125015.00             |
| 2026-05-22 | $0.00                     | $1886772.98             |
| 2026-05-26 | $292175.00                | $465200.00              |
| 2026-05-27 | $0.00                     | $415250.00              |
| 2026-05-28 | $5563.22                  | $6500.00                |
| 2026-05-29 | $927000.00                | $13186.05               |

**Total Gross Subscriptions (Month):** $26487592.75

**Total Gross Redemptions (Month):** $11336327.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4900%           |
| 2026-05-04 | 3.4900%           |
| 2026-05-05 | 3.4900%           |
| 2026-05-06 | 3.4800%           |
| 2026-05-07 | 3.4800%           |
| 2026-05-08 | 3.4700%           |
| 2026-05-11 | 3.4600%           |
| 2026-05-12 | 3.4600%           |
| 2026-05-13 | 3.4600%           |
| 2026-05-14 | 3.4600%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4600%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4500%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4500%           |
| 2026-05-27 | 3.4600%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 47.5800%         | 47.5800%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130ALPZ1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130ALPZ10
- **C.18 - Value (incl. sponsor support):** $3963401.86
- **C.18.a - Value (excl. sponsor support):** $3963401.86
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130ANGM6, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130ANGM63
- **C.18 - Value (incl. sponsor support):** $1541784.75
- **C.18.a - Value (excl. sponsor support):** $1541784.75
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130APJN6, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APJN67
- **C.18 - Value (incl. sponsor support):** $104299.50
- **C.18.a - Value (excl. sponsor support):** $104299.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-10-27
- **C.12 - Maturity Date (WAL):** 2026-10-27
- **C.13 - Final Legal Maturity Date:** 2026-10-27
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1BT3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B1BT34
- **C.18 - Value (incl. sponsor support):** $1000427.49
- **C.18.a - Value (excl. sponsor support):** $1000427.49
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Farm Credit Banks Funding Corporation

- **C.1 - Title:** Federal Farm Credit Banks Funding Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EPSW6, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: US3133EPSW68
- **C.18 - Value (incl. sponsor support):** $786312.55
- **C.18.a - Value (excl. sponsor support):** $786312.55
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135GA4N8, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: US3135GA4N86
- **C.18 - Value (incl. sponsor support):** $1478076.18
- **C.18.a - Value (excl. sponsor support):** $1478076.18
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: State Street

- **C.1 - Title:** State Street Institutional US Government Money
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: 549300BZ5TGIFZUZDZ37, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $812326.38
- **C.18.a - Value (excl. sponsor support):** $812326.38
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797QX89
- **C.18 - Value (incl. sponsor support):** $3995191.33
- **C.18.a - Value (excl. sponsor support):** $3995191.33
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RF64
- **C.18 - Value (incl. sponsor support):** $2490200.05
- **C.18.a - Value (excl. sponsor support):** $2490200.05
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RG48
- **C.18 - Value (incl. sponsor support):** $1489979.91
- **C.18.a - Value (excl. sponsor support):** $1489979.91
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RS85
- **C.18 - Value (incl. sponsor support):** $990582.67
- **C.18.a - Value (excl. sponsor support):** $990582.67
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SK41
- **C.18 - Value (incl. sponsor support):** $2708185.75
- **C.18.a - Value (excl. sponsor support):** $2708185.75
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SU23
- **C.18 - Value (incl. sponsor support):** $1963478.23
- **C.18.a - Value (excl. sponsor support):** $1963478.23
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SX61
- **C.18 - Value (incl. sponsor support):** $2998503.34
- **C.18.a - Value (excl. sponsor support):** $2998503.34
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 2.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TF47
- **C.18 - Value (incl. sponsor support):** $3987043.84
- **C.18.a - Value (excl. sponsor support):** $3987043.84
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TM97
- **C.18 - Value (incl. sponsor support):** $976754.00
- **C.18.a - Value (excl. sponsor support):** $976754.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TU14
- **C.18 - Value (incl. sponsor support):** $1999401.48
- **C.18.a - Value (excl. sponsor support):** $1999401.48
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 1.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TV96
- **C.18 - Value (incl. sponsor support):** $1460454.99
- **C.18.a - Value (excl. sponsor support):** $1460454.99
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TW79
- **C.18 - Value (incl. sponsor support):** $1488951.56
- **C.18.a - Value (excl. sponsor support):** $1488951.56
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TY36
- **C.18 - Value (incl. sponsor support):** $2973808.05
- **C.18.a - Value (excl. sponsor support):** $2973808.05
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TZ01
- **C.18 - Value (incl. sponsor support):** $2997003.25
- **C.18.a - Value (excl. sponsor support):** $2997003.25
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 2.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UA31
- **C.18 - Value (incl. sponsor support):** $2745349.67
- **C.18.a - Value (excl. sponsor support):** $2745349.67
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UB14
- **C.18 - Value (incl. sponsor support):** $3990427.27
- **C.18.a - Value (excl. sponsor support):** $3990427.27
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.3200%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UC96
- **C.18 - Value (incl. sponsor support):** $4984552.53
- **C.18.a - Value (excl. sponsor support):** $4984552.53
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UD79
- **C.18 - Value (incl. sponsor support):** $3397965.45
- **C.18.a - Value (excl. sponsor support):** $3397965.45
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UE52
- **C.18 - Value (incl. sponsor support):** $5082441.98
- **C.18.a - Value (excl. sponsor support):** $5082441.98
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UG01
- **C.18 - Value (incl. sponsor support):** $989044.30
- **C.18.a - Value (excl. sponsor support):** $989044.30
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UL95
- **C.18 - Value (incl. sponsor support):** $4434787.25
- **C.18.a - Value (excl. sponsor support):** $4434787.25
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UM78
- **C.18 - Value (incl. sponsor support):** $2460076.65
- **C.18.a - Value (excl. sponsor support):** $2460076.65
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UQ82
- **C.18 - Value (incl. sponsor support):** $2984365.04
- **C.18.a - Value (excl. sponsor support):** $2984365.04
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UR65
- **C.18 - Value (incl. sponsor support):** $2982221.33
- **C.18.a - Value (excl. sponsor support):** $2982221.33
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797US49
- **C.18 - Value (incl. sponsor support):** $4470108.60
- **C.18.a - Value (excl. sponsor support):** $4470108.60
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UU94
- **C.18 - Value (incl. sponsor support):** $3967946.67
- **C.18.a - Value (excl. sponsor support):** $3967946.67
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UV77
- **C.18 - Value (incl. sponsor support):** $4460711.76
- **C.18.a - Value (excl. sponsor support):** $4460711.76
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UY17
- **C.18 - Value (incl. sponsor support):** $2458396.25
- **C.18.a - Value (excl. sponsor support):** $2458396.25
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VB0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797VB05
- **C.18 - Value (incl. sponsor support):** $2969699.43
- **C.18.a - Value (excl. sponsor support):** $2969699.43
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CLA70
- **C.18 - Value (incl. sponsor support):** $4000665.28
- **C.18.a - Value (excl. sponsor support):** $4000665.28
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CLT61
- **C.18 - Value (incl. sponsor support):** $3001993.47
- **C.18.a - Value (excl. sponsor support):** $3001993.47
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MII060126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $56400000.00
- **C.18.a - Value (excl. sponsor support):** $56400000.00
- **C.19 - Percentage of Net Assets:** 31.7600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2031-11-01      | 5.0000%  |  | $10000.00          | $26.11             | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 4.0000%  |  | $16425.00          | $889.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 4.0000%  |  | $9000.00           | $616.72            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 6.0000%  |  | $62000.00          | $906.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 4.5000%  |  | $275438.00         | $2393.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 5.5000%  |  | $1398995.00        | $19405.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-02-01      | 5.5000%  |  | $1000.00           | $5.28              | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 5.5000%  |  | $73014.00          | $376.30            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-11-01      | 5.0000%  |  | $709640.00         | $7402.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 7.0000%  |  | $750000.00         | $2206.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.5000%  |  | $60000.00          | $523.96            | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 4.5000%  |  | $183000.00         | $1797.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 5.5000%  |  | $1000.00           | $7.48              | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.0000%  |  | $25000.00          | $696.83            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $152751.00         | $3150.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-10-01      | 5.5000%  |  | $40701.00          | $516.42            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $134000.00         | $1130.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 5.0000%  |  | $76780.00          | $918.38            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.5000%  |  | $132829.00         | $1821.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.0000%  |  | $20000.00          | $978.81            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $457544.00         | $9143.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $41000.00          | $800.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 4.5000%  |  | $153805.00         | $3373.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.0000%  |  | $3630.00           | $181.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $90668.00          | $3849.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $16000.00          | $1193.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.0000%  |  | $200000.00         | $10692.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.0000%  |  | $164000.00         | $12844.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.5000%  |  | $2000.00           | $141.56            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 5.0000%  |  | $7000.00           | $163.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-12-01      | 3.0000%  |  | $3012.00           | $418.95            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 5.5000%  |  | $5000.00           | $206.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.0000%  |  | $26027.00          | $4011.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-12-01      | 4.0000%  |  | $3000.00           | $274.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 4.5000%  |  | $95000.00          | $7308.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 4.0000%  |  | $25500.00          | $4053.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.5000%  |  | $17097.00          | $1354.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $9000.00           | $1074.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-09-01      | 3.0000%  |  | $1020764.00        | $4886.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-04-01      | 3.5000%  |  | $45000.00          | $2249.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-07-01      | 3.0000%  |  | $210557.00         | $1994.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.5000%  |  | $165000.00         | $8043.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.5000%  |  | $36074.00          | $107.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-04-01      | 3.0000%  |  | $105000.00         | $1314.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 3.5000%  |  | $4000.00           | $421.65            | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-07-01      | 3.5000%  |  | $114000.00         | $16456.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $18000.00          | $1931.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $73000.00          | $3986.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.0000%  |  | $10000.00          | $1675.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $22000.00          | $2952.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.0000%  |  | $59000.00          | $6353.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-03-01      | 4.0000%  |  | $25000.00          | $5015.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $40000.00          | $3816.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.0000%  |  | $17000.00          | $1655.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.5000%  |  | $34000.00          | $3681.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  |  | $5000.00           | $516.12            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $15000.00          | $1517.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.0000%  |  | $25000.00          | $3927.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.5000%  |  | $2111.00           | $226.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.0000%  |  | $32002.00          | $3589.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.5000%  |  | $13000.00          | $1314.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.0000%  |  | $22330.00          | $3145.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.0000%  |  | $22000.00          | $2873.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.0000%  |  | $47667.00          | $5578.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.5000%  |  | $42000.00          | $4381.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.0000%  |  | $20000.00          | $2809.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 3.0000%  |  | $16000.00          | $2324.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-04-01      | 4.5000%  |  | $29000.00          | $2664.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $25000.00          | $1882.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $103000.00         | $7059.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-09-01      | 4.5000%  |  | $73000.00          | $5606.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.0000%  |  | $91000.00          | $6050.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $6000.00           | $511.40            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $90994.00          | $6084.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $27000.00          | $1756.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.0000%  |  | $106000.00         | $6404.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.5000%  |  | $78000.00          | $4304.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $239876.00         | $22062.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.5000%  |  | $41000.00          | $2715.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $61000.00          | $4210.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 5.0000%  |  | $1000.00           | $105.45            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.0000%  |  | $88000.00          | $7544.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $10933.00          | $1063.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 5.0000%  |  | $103000.00         | $723.35            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 4.5000%  |  | $40000.00          | $689.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.5000%  |  | $48000.00          | $639.94            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 4.5000%  |  | $5000.00           | $98.21             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 5.0000%  |  | $19000.00          | $195.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $419998.00         | $4922.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $175000.00         | $4387.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $160000.00         | $3512.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.5000%  |  | $53000.00          | $981.44            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $36500.00          | $1249.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-10-01      | 4.0000%  |  | $121000.00         | $3402.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 3.0000%  |  | $20000.00          | $1571.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-08-01      | 4.0000%  |  | $98000.00          | $6092.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-11-01      | 4.0000%  |  | $92003.00          | $5158.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $75000.00          | $4936.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.5000%  |  | $43935.00          | $2441.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $149048.00         | $9779.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.0000%  |  | $31000.00          | $1887.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.5000%  |  | $20000.00          | $1776.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-03-01      | 4.0000%  |  | $41000.00          | $2565.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-05-01      | 4.0000%  |  | $93500.00          | $5143.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-06-01      | 4.0000%  |  | $6000.00           | $340.75            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.0000%  |  | $67000.00          | $4094.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 4.0000%  |  | $34000.00          | $2685.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $78018.00          | $9799.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $90451.00          | $6104.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $32086.00          | $2270.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.0000%  |  | $23000.00          | $2486.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.5000%  |  | $6000.00           | $462.45            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.0000%  |  | $64000.00          | $6960.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 4.0000%  |  | $121001.00         | $8614.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 3.0000%  |  | $10000.00          | $1104.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 3.5000%  |  | $4000.00           | $333.20            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.0000%  |  | $48796.00          | $5399.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 4.0000%  |  | $38000.00          | $2904.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.0000%  |  | $8000.00           | $1047.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $49988.00          | $3651.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 4.0000%  |  | $10000.00          | $870.17            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.0000%  |  | $30075.00          | $4067.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.5000%  |  | $67606.00          | $6469.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $9000.00           | $819.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $171999.00         | $13788.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $137455.00         | $17012.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $30000.00          | $3011.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.5000%  |  | $20000.00          | $1640.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $200000.00         | $24438.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $5000.00           | $491.00            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $28000.00          | $2214.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.5000%  |  | $3000.00           | $394.83            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 4.0000%  |  | $102000.00         | $9253.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.0000%  |  | $4000.00           | $532.97            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $73000.00          | $7344.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $55000.00          | $5207.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.0000%  |  | $7000.00           | $985.60            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $1000.00           | $97.39             | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 3.0000%  |  | $184000.00         | $24324.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 4.0000%  |  | $39000.00          | $3501.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.0000%  |  | $83000.00          | $12920.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 3.0000%  |  | $4000.00           | $543.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 4.0000%  |  | $25000.00          | $2469.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 4.5000%  |  | $1000.00           | $104.69            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 3.0000%  |  | $25000.00          | $3451.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 4.5000%  |  | $5000.00           | $357.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.0000%  |  | $34192.00          | $5011.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 2.5000%  |  | $70504.00          | $12575.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $125096.00         | $18283.76          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $64000.00          | $6296.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.0000%  |  | $29000.00          | $2799.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $1000.00           | $128.80            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-03-01      | 4.0000%  |  | $32000.00          | $3108.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.0000%  |  | $45000.00          | $9104.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 4.5000%  |  | $161027.00         | $12762.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-05-01      | 3.0000%  |  | $44000.00          | $314.50            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-06-01      | 2.5000%  |  | $11000.00          | $352.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-04-01      | 3.5000%  |  | $42000.00          | $1339.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-02-01      | 3.5000%  |  | $55000.00          | $1798.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-01-01      | 2.5000%  |  | $33500.00          | $1793.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-10-01      | 3.0000%  |  | $160000.00         | $7010.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-09-01      | 3.0000%  |  | $56000.00          | $3807.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $112000.00         | $7859.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.0000%  |  | $98000.00          | $7042.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-04-01      | 2.5000%  |  | $2000.00           | $137.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-06-01      | 3.0000%  |  | $43000.00          | $2942.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-05-01      | 2.5000%  |  | $5000.00           | $469.51            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $50000.00          | $3938.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.5000%  |  | $6000.00           | $366.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-03-01      | 3.0000%  |  | $6000.00           | $485.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-04-01      | 3.5000%  |  | $30000.00          | $2487.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 3.0000%  |  | $22000.00          | $2176.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $9000.00           | $1266.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-11-01      | 3.5000%  |  | $45000.00          | $5131.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $46000.00          | $3947.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $11000.00          | $1108.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  |  | $3000.00           | $218.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.0000%  |  | $30000.00          | $3147.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 3.0000%  |  | $12000.00          | $1250.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $36325.00          | $3523.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.5000%  |  | $50000.00          | $4111.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-06-01      | 3.5000%  |  | $13000.00          | $1011.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-04-01      | 3.5000%  |  | $4000.00           | $285.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-09-01      | 3.5000%  |  | $14971.00          | $1075.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-06-01      | 3.0000%  |  | $35000.00          | $3646.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-08-01      | 3.5000%  |  | $101000.00         | $7418.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-03-01      | 4.5000%  |  | $874252.00         | $8242.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-08-01      | 4.0000%  |  | $250000.00         | $2911.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 4.0000%  |  | $46000.00          | $838.67            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-04-01      | 4.5000%  |  | $473000.00         | $12544.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-05-01      | 4.5000%  |  | $301000.00         | $7875.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.0000%  |  | $470000.00         | $16769.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-01-01      | 4.0000%  |  | $394000.00         | $14066.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-06-01      | 3.5000%  |  | $44000.00          | $5875.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $101005.00         | $12617.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.0000%  |  | $318000.00         | $28261.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-12-01      | 3.0000%  |  | $1584999.00        | $5022.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-02-01      | 3.5000%  |  | $10000.00          | $14.89             | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-03-01      | 3.0000%  |  | $20000.00          | $102.89            | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-04-01      | 5.5000%  |  | $11000.00          | $11.54             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 4.0000%  |  | $9000.00           | $189.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.5000%  |  | $25000.00          | $532.30            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $75000.00          | $1552.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-03-01      | 4.5000%  |  | $54134.00          | $1477.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $19037.00          | $1518.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.0000%  |  | $21000.00          | $995.24            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.0000%  |  | $3000.00           | $197.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-12-01      | 4.0000%  |  | $56000.00          | $3387.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-09-01      | 4.5000%  |  | $5897.00           | $340.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $42315.00          | $2636.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-02-01      | 4.0000%  |  | $88000.00          | $3685.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 4.0000%  |  | $304274.00         | $2579.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 4.5000%  |  | $122000.00         | $1380.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 4.0000%  |  | $10706.00          | $313.67            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 5.0000%  |  | $1000.00           | $21.88             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $180000.00         | $3690.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.5000%  |  | $60000.00          | $966.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.5000%  |  | $270000.00         | $4217.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.0000%  |  | $16368.00          | $574.80            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.5000%  |  | $20000.00          | $479.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 4.0000%  |  | $27678.00          | $599.93            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 4.5000%  |  | $114000.00         | $2483.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 4.0000%  |  | $25082.00          | $748.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-03-01      | 4.5000%  |  | $176000.00         | $3355.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.0000%  |  | $66250.00          | $1254.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 5.0000%  |  | $85096.00          | $4342.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $31885.00          | $2188.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.0000%  |  | $176423.00         | $4675.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $24000.00          | $534.99            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.0000%  |  | $185000.00         | $4414.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.0000%  |  | $1086.00           | $31.06             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 4.5000%  |  | $25000.00          | $699.54            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $44000.00          | $2288.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.5000%  |  | $7000.00           | $285.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $88000.00          | $3904.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-11-01      | 4.0000%  |  | $32325.00          | $1085.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $2000.00           | $138.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.5000%  |  | $67000.00          | $4946.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 4.0000%  |  | $9000.00           | $240.46            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $179000.00         | $8797.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $15972.00          | $816.96            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $117500.00         | $5031.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $109000.00         | $1487.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $130000.00         | $5182.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $70000.00          | $1862.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.5000%  |  | $50500.00          | $1605.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $90377.00          | $4076.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.0000%  |  | $56000.00          | $3505.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.0000%  |  | $32658.00          | $1490.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.5000%  |  | $7696.00           | $239.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-03-01      | 4.5000%  |  | $25000.00          | $1259.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.5000%  |  | $30000.00          | $1706.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 6.0000%  |  | $140000.00         | $2221.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-02-01      | 4.5000%  |  | $404733.00         | $2460.65           | Agency Mortgage-Backed Securities   |
| FHLB          | 2043-04-20      | 5.3350%  |  | $6715000.00        | $6597789.67        | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 4.5000%  |  | $195000.00         | $5536.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $89500.00          | $5039.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  |  | $206074.00         | $15200.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $57500.00          | $8716.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $39000.00          | $4975.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $171554.00         | $19037.13          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $69000.00          | $7638.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $125000.00         | $22079.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.5000%  |  | $35000.00          | $7100.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $48000.00          | $6940.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 5.7650%  |  | $636785.00         | $14751.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 5.8900%  |  | $3958276.00        | $20195.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $37500.00          | $13261.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-04-01      | 3.5000%  |  | $62000.00          | $6871.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $113999.00         | $8423.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $54030.00          | $5675.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 5.5000%  |  | $1008.00           | $5.91              | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $392001.00         | $8408.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $312000.00         | $6227.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $300000.00         | $8013.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-09-01      | 3.5000%  |  | $80001.00          | $8111.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.5000%  |  | $55000.00          | $5372.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-11-01      | 4.0000%  |  | $206000.00         | $11534.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.0000%  |  | $69000.00          | $7195.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $143000.00         | $10043.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 3.5000%  |  | $178000.00         | $13702.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 3.5000%  |  | $135000.00         | $8773.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 3.5000%  |  | $107907.00         | $7693.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $154000.00         | $14004.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $73000.00          | $5843.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $71399.00          | $7108.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $59000.00          | $6030.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.5000%  |  | $77000.00          | $7618.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $60000.00          | $5884.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $130106.00         | $12654.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-05-01      | 3.5000%  |  | $67000.00          | $6552.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $196500.00         | $19307.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-03-01      | 3.5000%  |  | $45000.00          | $5514.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $51000.00          | $5411.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $76079.00          | $7440.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $125633.00         | $13784.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 3.5000%  |  | $92000.00          | $10708.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $138111.00         | $15820.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $64000.00          | $7717.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $72000.00          | $7017.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $82000.00          | $8790.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $35000.00          | $4918.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 2.5000%  |  | $79000.00          | $8811.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $58000.00          | $4971.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $45000.00          | $5135.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $71000.00          | $6879.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 4.0000%  |  | $50000.00          | $6947.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $189643.00         | $37386.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $46130.00          | $7559.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-05-01      | 5.5000%  |  | $30000.00          | $5085.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $45500.00          | $8110.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $27000.00          | $5368.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-09-01      | 5.5000%  |  | $41000.00          | $9338.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $161000.00         | $10463.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.0000%  |  | $244000.00         | $25567.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $67000.00          | $8218.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $180000.00         | $12409.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $64000.00          | $5638.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.5000%  |  | $70000.00          | $5100.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 4.0000%  |  | $54200.00          | $4872.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  |  | $19000.00          | $11990.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $43504.00          | $11889.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $40000.00          | $6286.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 2.5000%  |  | $19000.00          | $6559.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $23500.00          | $6335.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-07-01      | 3.0000%  |  | $32981.00          | $8372.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.0000%  |  | $20000.00          | $10771.76          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 4.5000%  |  | $10000.00          | $4790.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 6.0000%  |  | $20000.00          | $9572.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $20000.00          | $17227.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-03-01      | 3.5000%  |  | $28000.00          | $5290.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 3.0000%  |  | $82000.00          | $14497.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 2.0000%  |  | $23000.00          | $7068.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.0000%  |  | $15000.00          | $7909.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $15369.00          | $8557.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.5000%  |  | $15000.00          | $7841.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 5.5000%  |  | $17000.00          | $8648.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 3.5000%  |  | $14000.00          | $5525.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 5.0000%  |  | $14000.00          | $7799.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 6.0000%  |  | $32000.00          | $13383.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-04-01      | 5.5000%  |  | $9999.00           | $5282.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 5.5000%  |  | $20000.00          | $10176.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $3000.00           | $1543.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.0000%  |  | $12000.00          | $9623.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 6.0000%  |  | $31000.00          | $16098.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-04-01      | 6.0000%  |  | $38000.00          | $23689.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $14563.00          | $5021.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.5000%  |  | $22028.00          | $13371.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-05-01      | 3.5000%  |  | $9000.00           | $6751.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $10000.00          | $5827.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 4.5000%  |  | $31000.00          | $9622.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $30000.00          | $20424.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $20000.00          | $15312.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $23000.00          | $13337.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.0000%  |  | $14000.00          | $8826.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $21000.00          | $14383.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $22000.00          | $15582.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $29000.00          | $20951.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $21000.00          | $14832.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.0000%  |  | $15000.00          | $10756.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $10000.00          | $7176.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  |  | $25000.00          | $15204.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 4.5000%  |  | $34000.00          | $23529.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $24009.00          | $15864.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $30000.00          | $22415.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $7000.00           | $5103.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $15000.00          | $12076.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $30000.00          | $19645.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $18099.00          | $13464.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $18000.00          | $14740.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $19000.00          | $16028.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $20000.00          | $15758.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $47000.00          | $39754.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $7000.00           | $5883.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $15000.00          | $13197.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  |  | $16000.00          | $13927.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 3.5000%  |  | $16000.00          | $13161.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $1000.00           | $805.97            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $100000.00         | $8450.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.5000%  |  | $63000.00          | $6331.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.0000%  |  | $53331.00          | $5155.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-08-01      | 3.0000%  |  | $80000.00          | $8154.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.0000%  |  | $111011.00         | $15600.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.5000%  |  | $64000.00          | $7511.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $55000.00          | $9047.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $150517.00         | $20678.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.5000%  |  | $45000.00          | $6135.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $85103.00          | $16092.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $68029.00          | $10896.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.0000%  |  | $22000.00          | $5162.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $62999.00          | $12967.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 4.0000%  |  | $34000.00          | $6936.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 3.0000%  |  | $71346.00          | $19683.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 4.0000%  |  | $40000.00          | $7891.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  |  | $8995.00           | $7998.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $12000.00          | $10283.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $18000.00          | $5923.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $18000.00          | $10275.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $56442.00          | $35577.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-11-01      | 2.5000%  |  | $26000.00          | $10687.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 3.5000%  |  | $16000.00          | $5592.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 2.5000%  |  | $15000.00          | $8383.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $26000.00          | $15270.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.5000%  |  | $25511.00          | $14161.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $20000.00          | $12320.82          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $13306.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $89046.00          | $46727.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.5000%  |  | $18000.00          | $7890.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $14000.00          | $8188.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $13000.00          | $6443.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $9000.00           | $5395.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.5000%  |  | $23000.00          | $13288.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.5000%  |  | $19000.00          | $9188.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.0000%  |  | $28000.00          | $19798.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $29000.00          | $21044.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $13000.00          | $8179.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.0000%  |  | $12999.00          | $8594.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $51000.00          | $33823.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 4.0000%  |  | $25000.00          | $16913.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.0000%  |  | $31000.00          | $21272.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $274000.00         | $202632.64         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 2.5000%  |  | $17000.00          | $11604.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $11000.00          | $8062.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  |  | $30000.00          | $21065.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.5000%  |  | $10000.00          | $6569.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  |  | $12000.00          | $8265.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $21000.00          | $14641.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  |  | $16000.00          | $12025.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.0000%  |  | $8000.00           | $5636.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  |  | $6000.00           | $4279.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $11000.00          | $8041.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.5000%  |  | $16000.00          | $10674.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $8001.00           | $5564.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $29000.00          | $20810.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  |  | $26000.00          | $15722.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $28999.00          | $21514.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 6.0000%  |  | $11000.00          | $6732.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $42000.00          | $30756.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $27000.00          | $21808.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $16000.00          | $11659.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.5000%  |  | $25000.00          | $18576.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.5000%  |  | $20000.00          | $16193.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $22000.00          | $16254.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $7000.00           | $5510.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $11000.00          | $9197.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  |  | $23000.00          | $18210.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $10000.00          | $7406.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.0000%  |  | $32000.00          | $27209.84          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 4.5000%  |  | $6000.00           | $5388.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $10000.00          | $8826.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.5000%  |  | $25000.00          | $19889.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 4.5000%  |  | $20000.00          | $17891.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $13000.00          | $10956.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $8000.00           | $7217.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $14000.00          | $9766.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  |  | $14000.00          | $9532.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $18000.00          | $13599.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $17000.00          | $13294.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-11-01      | 3.0000%  |  | $75000.00          | $10320.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-11-01      | 4.0000%  |  | $140000.00         | $24582.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-08-01      | 3.0000%  |  | $31768.00          | $4861.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $70000.00          | $5742.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $50000.00          | $5214.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $73379.00          | $5234.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.5000%  |  | $60000.00          | $6379.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $31000.00          | $6232.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $107404.00         | $19168.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $108000.00         | $8656.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $86000.00          | $6924.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.0000%  |  | $62000.00          | $8171.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.5000%  |  | $41000.00          | $5570.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $35000.00          | $5094.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $81000.00          | $7645.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.5000%  |  | $47000.00          | $7221.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $22000.00          | $4714.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $22000.00          | $6419.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.0000%  |  | $100000.00         | $26045.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $27000.00          | $6437.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $64000.00          | $7382.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $200000.00         | $20596.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.5000%  |  | $63000.00          | $15181.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 4.5000%  |  | $45000.00          | $13926.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 4.5000%  |  | $32000.00          | $5665.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $19001.00          | $7653.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-04-01      | 3.0000%  |  | $10000.00          | $5108.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 3.5000%  |  | $25000.00          | $9289.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $14437.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $15000.00          | $8690.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $15000.00          | $10012.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $12000.00          | $8106.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 4.0000%  |  | $12000.00          | $8866.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $8000.00           | $5497.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $16001.00          | $11924.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $29000.00          | $18573.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $6258.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  |  | $21000.00          | $14919.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $24000.00          | $18333.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $38101.00          | $28820.73          | Agency Mortgage-Backed Securities   |
| FCSB          | 2032-04-26      | 4.3288%  |  | $9000.00           | $9164.07           | Agency Debentures and Agency Strips |
| FCSB          | 2032-03-29      | 3.5400%  |  | $174000.00         | $165910.91         | Agency Debentures and Agency Strips |
| FCSB          | 2032-07-30      | 5.1100%  |  | $1000.00           | $997.92            | Agency Debentures and Agency Strips |
| FCSB          | 2028-09-11      | 3.8550%  |  | $12300000.00       | $12311808.00       | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 4.0000%  |  | $34000.00          | $5859.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 3.0000%  |  | $17000.00          | $7538.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $15000.00          | $8510.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 4.0000%  |  | $46000.00          | $10512.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  |  | $61000.00          | $24997.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 2.5000%  |  | $21000.00          | $10930.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 3.0000%  |  | $66823.00          | $28189.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $33000.00          | $19247.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $8000.00           | $4912.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $39103.00          | $26529.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $21000.00          | $13779.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $7197.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  |  | $16000.00          | $10675.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $32001.00          | $23984.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $14723.00          | $9807.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $15000.00          | $10466.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $19000.00          | $14119.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $8000.00           | $5451.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $11000.00          | $6097.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 3.0000%  |  | $35000.00          | $6439.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-03-01      | 2.0000%  |  | $17000.00          | $7417.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 1.5000%  |  | $46043.00          | $24452.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-06-01      | 2.0000%  |  | $13000.00          | $5938.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-25      | 6.5000%  |  | $50705.00          | $43172.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $45000.00          | $8527.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-09-22      | 1.7200%  |  | $3000.00           | $2272.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-01-15      | 0.0000%  |  | $3000.00           | $2926.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-04-08      | 0.0000%  |  | $4000.00           | $3859.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $280499.00         | $8350.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 5.5000%  |  | $65500.00          | $5563.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $852416.00         | $5731.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $109000.00         | $5655.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.5000%  |  | $464000.00         | $18353.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $162682.00         | $7534.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 4.0000%  |  | $104206.00         | $5335.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $185440.00         | $6605.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $1000.00           | $63.23             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.5000%  |  | $170736.00         | $6003.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 3.5000%  |  | $77494.00          | $6361.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $492077.00         | $21432.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $256000.00         | $9121.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $120000.00         | $6142.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $211000.00         | $10307.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $85000.00          | $8712.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 4.0000%  |  | $104000.00         | $5862.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $100000.00         | $6814.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $42000.00          | $4885.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-01-01      | 4.5000%  |  | $298000.00         | $10773.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $60000.00          | $5438.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $113441.00         | $8746.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 4.0000%  |  | $110000.00         | $13453.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-05-01      | 3.5000%  |  | $151998.00         | $5382.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-06-01      | 4.0000%  |  | $65000.00          | $6457.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  |  | $53000.00          | $7380.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 4.5000%  |  | $84761.00          | $5091.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $104000.00         | $9088.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 5.5000%  |  | $60000.00          | $5486.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $111000.00         | $12991.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-12-01      | 6.5000%  |  | $61000.00          | $6992.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  |  | $91000.00          | $6683.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 5.0000%  |  | $70000.00          | $8888.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-11-01      | 3.5000%  |  | $86000.00          | $7149.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.5000%  |  | $58485.00          | $6026.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 4.5000%  |  | $92334.00          | $11213.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 3.5000%  |  | $62000.00          | $4890.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 4.0000%  |  | $97000.00          | $13169.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-07-01      | 6.0000%  |  | $40000.00          | $6708.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $34000.00          | $5245.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-01-01      | 4.5000%  |  | $43000.00          | $4911.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-04-01      | 3.5000%  |  | $52000.00          | $4945.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-03-01      | 3.5000%  |  | $72000.00          | $6606.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.5000%  |  | $75188.00          | $9117.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 4.0000%  |  | $62000.00          | $10633.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 4.5000%  |  | $39000.00          | $5764.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-10-01      | 4.5000%  |  | $148000.00         | $24492.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 4.0000%  |  | $70000.00          | $5907.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $146999.00         | $7166.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $46000.00          | $5302.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  |  | $133000.00         | $12039.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $20000.00          | $16000.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 3.5000%  |  | $130239.00         | $7455.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $37000.00          | $5124.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.5000%  |  | $147000.00         | $9815.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.0000%  |  | $165000.00         | $5440.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $110000.00         | $10708.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  |  | $143000.00         | $9162.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.0000%  |  | $80000.00          | $8390.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 4.0000%  |  | $75000.00          | $7465.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $110843.00         | $6219.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.0000%  |  | $58000.00          | $6999.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-12-01      | 4.0000%  |  | $102000.00         | $11436.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-05-01      | 3.0000%  |  | $48000.00          | $5884.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $70000.00          | $23231.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  |  | $270000.00         | $22420.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.0000%  |  | $69000.00          | $6264.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 4.0000%  |  | $90000.00          | $7194.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $69000.00          | $7585.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $80000.00          | $6415.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $11882.00          | $2129.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 3.5000%  |  | $20000.00          | $4878.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $69000.00          | $8075.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 4.0000%  |  | $42000.00          | $5012.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $74000.00          | $16411.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $43000.00          | $9469.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $35000.00          | $4851.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 4.5000%  |  | $56000.00          | $7364.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $28000.00          | $6964.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $37000.00          | $5725.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 4.0000%  |  | $40000.00          | $5183.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 4.0000%  |  | $53000.00          | $7726.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.5000%  |  | $62000.00          | $5438.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $47000.00          | $9106.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $54000.00          | $8925.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 3.0000%  |  | $32000.00          | $4866.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $102000.00         | $13507.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $57000.00          | $8219.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.0000%  |  | $68000.00          | $6660.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $90200.00          | $8936.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $52000.00          | $5080.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  |  | $68000.00          | $5503.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $131994.00         | $6908.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $37000.00          | $8346.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 5.0000%  |  | $2414000.00        | $18136.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $3196990.00        | $15780.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $2386270.00        | $20721.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $567000.00         | $6030.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-06-01      | 5.0000%  |  | $1820690.00        | $15216.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-05-01      | 4.5000%  |  | $1660196.00        | $7416.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1196860.00        | $6917.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 5.5000%  |  | $575000.00         | $548626.83         | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $27000.00          | $6794.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $37000.00          | $6031.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  |  | $41000.00          | $8570.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.0000%  |  | $76000.00          | $12664.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  |  | $103000.00         | $22342.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $60500.00          | $6498.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $35000.00          | $6797.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $42000.00          | $7755.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $100000.00         | $6808.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 4.0000%  |  | $64000.00          | $7591.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 4.0000%  |  | $30000.00          | $6005.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $104200.00         | $14745.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $122523.00         | $16117.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 3.5000%  |  | $35000.00          | $5220.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 4.5000%  |  | $37000.00          | $5090.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $103000.00         | $14860.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $36000.00          | $5128.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.0000%  |  | $68750.00          | $18102.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  |  | $62003.00          | $5825.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.0000%  |  | $80000.00          | $5049.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 4.0000%  |  | $27000.00          | $5690.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 4.0000%  |  | $42000.00          | $5098.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.5000%  |  | $48000.00          | $8367.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.5000%  |  | $57000.00          | $11087.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $215000.00         | $17570.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.5000%  |  | $36000.00          | $6286.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $28500.00          | $4973.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $60000.00          | $7403.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $54000.00          | $10612.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  |  | $53000.00          | $11668.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 4.0000%  |  | $50000.00          | $5504.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.0000%  |  | $65000.00          | $12111.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-12-01      | 4.0000%  |  | $40500.00          | $5119.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $30000.00          | $5440.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 4.0000%  |  | $100000.00         | $11294.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $41504.00          | $9645.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $64000.00          | $15120.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $42000.00          | $5234.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $26000.00          | $8082.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $55000.00          | $8590.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  |  | $39000.00          | $5255.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $128000.00         | $16756.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $28000.00          | $5035.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $114000.00         | $7555.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $64000.00          | $8121.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $84000.00          | $21294.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $56000.00          | $7544.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $87000.00          | $22420.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $33000.00          | $7162.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $16000.00          | $2863.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $44000.00          | $6497.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $53000.00          | $14993.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $30000.00          | $15623.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $24000.00          | $13753.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $14000.00          | $7206.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $25000.00          | $15111.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $20000.00          | $14984.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  |  | $29000.00          | $21533.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10000.00          | $6793.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $32000.00          | $21444.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $27000.00          | $16436.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6635.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $25000.00          | $16643.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $6000.00           | $5051.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $18000.00          | $12179.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $11348.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11000.00          | $7990.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $38000.00          | $28310.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $10633.00          | $7993.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $6982.00           | $5447.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $20000.00          | $15356.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.0000%  |  | $6000.00           | $4912.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $15000.00          | $14594.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $60000.00          | $6535.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $71001.00          | $9762.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $264000.00         | $27182.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $39000.00          | $5471.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $96000.00          | $7210.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $29000.00          | $7542.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $57937.00          | $14019.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $62000.00          | $8824.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $71000.00          | $5763.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $126000.00         | $9537.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $35000.00          | $7103.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $123601.00         | $19157.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $74000.00          | $4927.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $40000.00          | $2826.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $157408.00         | $14030.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.5000%  |  | $158000.00         | $21168.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $51000.00          | $13738.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $259000.00         | $28530.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.0000%  |  | $105000.00         | $23202.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $68000.00          | $8584.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.0000%  |  | $20000.00          | $6659.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $137000.00         | $27645.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $104266.00         | $13134.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.5000%  |  | $114000.00         | $14423.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $40000.00          | $8443.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-01-01      | 3.0000%  |  | $63000.00          | $15650.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $49000.00          | $10574.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $30000.00          | $7863.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $16000.00          | $6866.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $72000.00          | $21803.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 2.5000%  |  | $15000.00          | $6900.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 2.5000%  |  | $44000.00          | $19847.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $53000.00          | $13417.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $46000.00          | $21234.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $21000.00          | $10069.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $5154.00           | $2552.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $24000.00          | $8540.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 2.5000%  |  | $40000.00          | $14399.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  |  | $25000.00          | $9060.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $10999.00          | $5501.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $24320.00          | $7995.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $19000.00          | $9800.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 2.5000%  |  | $16000.00          | $8888.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $13000.00          | $7666.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $15000.00          | $9692.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 4.0000%  |  | $22337.00          | $7235.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $11000.00          | $6948.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $19000.00          | $12445.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $14000.00          | $9493.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $27000.00          | $18693.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 3.0000%  |  | $13000.00          | $8234.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $15000.00          | $10377.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $8487.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $7824.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $5951.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $14000.00          | $9606.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $18000.00          | $11763.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 2.5000%  |  | $6000.00           | $3581.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6225.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $11000.00          | $7176.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $32000.00          | $21825.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.0000%  |  | $10000.00          | $6743.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $15000.00          | $10255.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $20000.00          | $13963.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $14000.00          | $9757.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.5000%  |  | $30000.00          | $17131.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $13200.00          | $8424.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $24000.00          | $17225.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $15000.00          | $10930.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $8900.00           | $6659.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $29000.00          | $19492.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $32800.00          | $23138.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $13000.00          | $9960.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $16000.00          | $11602.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $30000.00          | $23819.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $18000.00          | $13711.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $2000.00           | $1402.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $74000.00          | $59397.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  |  | $17000.00          | $12166.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 4.0000%  |  | $24064.00          | $17894.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $10000.00          | $7692.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $25000.00          | $21342.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $20000.00          | $17944.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $16000.00          | $11738.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $15000.00          | $11862.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $87336.00          | $69169.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $7969.00           | $5197.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $23000.00          | $21171.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $40000.00          | $33965.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $19000.00          | $17767.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $12000.00          | $11082.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 6.5000%  |  | $1001.00           | $1045.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1044.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $6000.00           | $5692.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $13000.00          | $10027.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $43001.00          | $34732.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $179792.00         | $167061.22         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.5000%  |  | $14000.00          | $12664.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.5000%  |  | $26181.00          | $24609.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $8000.00           | $7356.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  |  | $6830.00           | $6727.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $20000.00          | $18245.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $11000.00          | $8843.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 3.0000%  |  | $9000.00           | $7534.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $24001.00          | $20843.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $50002.00          | $44402.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $13864.00          | $11421.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $13000.00          | $11863.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $8000.00           | $6858.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 5.0000%  |  | $37000.00          | $7641.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.0000%  |  | $30000.00          | $7872.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $18000.00          | $5376.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 3.5000%  |  | $25000.00          | $6417.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.0000%  |  | $20000.00          | $4995.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.0000%  |  | $48682.00          | $10406.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-05-01      | 4.0000%  |  | $98459.00          | $14218.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-06-01      | 4.5000%  |  | $83000.00          | $12841.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $41000.00          | $5092.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $66000.00          | $5780.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $77000.00          | $15824.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $39000.00          | $7227.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $47000.00          | $5799.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 4.5000%  |  | $19000.00          | $4869.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $98002.00          | $18479.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $112000.00         | $10215.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 5.0000%  |  | $51000.00          | $8728.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $26000.00          | $8534.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $42000.00          | $8302.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.0000%  |  | $24000.00          | $5691.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $50000.00          | $8319.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-12-01      | 4.0000%  |  | $40000.00          | $8843.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $38000.00          | $5403.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-04      | 4.5000%  |  | $31000.00          | $9107.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $32000.00          | $8657.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $40000.00          | $5311.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $15000.00          | $5753.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.5000%  |  | $23000.00          | $6885.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.5000%  |  | $174000.00         | $29860.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $53000.00          | $9208.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $30000.00          | $5214.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $17796.00          | $5090.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.5000%  |  | $149000.00         | $18042.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $62000.00          | $8754.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 3.0000%  |  | $26000.00          | $5928.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $20000.00          | $5738.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $43001.00          | $6055.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $3000.00           | $1164.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.5000%  |  | $18000.00          | $4812.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $21000.00          | $4945.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $36000.00          | $10926.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 4.5000%  |  | $26000.00          | $5049.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $204000.00         | $39217.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.0000%  |  | $42000.00          | $8988.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 5.0000%  |  | $51000.00          | $15467.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.5000%  |  | $36001.00          | $7999.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $186969.00         | $48212.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $22019.00          | $5714.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $100999.00         | $22710.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $44937.00          | $17365.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.0000%  |  | $57000.00          | $14620.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.0000%  |  | $18000.00          | $5992.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $2000.00           | $617.23            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $61000.00          | $18310.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $19000.00          | $9636.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 4.5000%  |  | $23000.00          | $6554.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.5000%  |  | $45827.00          | $11858.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $20000.00          | $10845.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $13000.00          | $7361.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.5000%  |  | $13000.00          | $5120.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 4.0000%  |  | $16000.00          | $4831.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $23000.00          | $6356.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $26000.00          | $7303.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $112500.00         | $34536.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $50000.00          | $14656.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.0000%  |  | $36000.00          | $12324.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $36000.00          | $13619.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.5000%  |  | $98000.00          | $34101.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.5000%  |  | $30837.00          | $9686.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $14000.00          | $6174.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 3.5000%  |  | $35000.00          | $11984.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.5000%  |  | $69000.00          | $28157.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $95000.00          | $53695.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $13000.00          | $6104.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.0000%  |  | $15000.00          | $7648.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $24000.00          | $13260.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.5000%  |  | $26000.00          | $9198.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $32000.00          | $19774.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $10000.00          | $5849.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $91360.00          | $39345.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $21000.00          | $9677.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $20000.00          | $9203.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $16000.00          | $8039.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $14000.00          | $7788.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $13000.00          | $8029.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $15000.00          | $7790.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 4.5000%  |  | $13000.00          | $6589.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $24000.00          | $9969.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.5000%  |  | $17001.00          | $8117.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.5000%  |  | $12000.00          | $7332.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $35000.00          | $17371.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $32000.00          | $19559.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $16959.00          | $10641.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $15000.00          | $8990.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $13700.00          | $8207.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $5904.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $13000.00          | $8977.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $25000.00          | $14052.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $31011.00          | $20644.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $12000.00          | $6851.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $28000.00          | $18792.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $11000.00          | $7400.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $25000.00          | $13148.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $30000.00          | $18973.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $6999.00           | $5017.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $12000.00          | $8240.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 4.5000%  |  | $27000.00          | $14516.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.0000%  |  | $13000.00          | $7036.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $34000.00          | $21948.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.5000%  |  | $28000.00          | $16623.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 4.0000%  |  | $72000.00          | $42829.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5624.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $40357.00          | $22986.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $48000.00          | $16694.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6432.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $11700.00          | $7911.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $20000.00          | $12780.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $13000.00          | $8378.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $12000.00          | $8247.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $21000.00          | $9528.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 3.0000%  |  | $40000.00          | $19812.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 2.0000%  |  | $9501.00           | $5399.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $20000.00          | $13559.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $29000.00          | $21230.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $25500.00          | $18553.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $15000.00          | $9601.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $14000.00          | $9548.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $28000.00          | $20179.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $8000.00           | $4963.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $21980.00          | $15807.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $14000.00          | $9213.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8000.00           | $5961.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $57400.00          | $39977.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $15000.00          | $10273.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $25000.00          | $16202.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $15000.00          | $10938.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.0000%  |  | $13000.00          | $9801.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $53400.00          | $36732.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $15000.00          | $10802.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $19000.00          | $11498.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $24000.00          | $15767.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $18000.00          | $10956.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $9000.00           | $6418.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.5000%  |  | $12000.00          | $7724.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 6.0000%  |  | $23500.00          | $15290.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $45999.00          | $31937.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $25000.00          | $18447.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $23000.00          | $16839.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $26500.00          | $18533.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-07-01      | 4.0000%  |  | $8000.00           | $5014.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $8000.00           | $6051.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $29000.00          | $18407.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.0000%  |  | $30000.00          | $22086.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $13000.00          | $10888.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 3.0000%  |  | $46000.00          | $33633.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 3.0000%  |  | $34000.00          | $23963.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $26957.00          | $20588.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $20000.00          | $15665.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  |  | $15000.00          | $11202.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $25000.00          | $21722.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $18000.00          | $13553.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.0000%  |  | $35359.00          | $28626.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $11000.00          | $8990.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $14371.00          | $11616.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $15000.00          | $11748.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 4.0000%  |  | $10000.00          | $7657.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 4.5000%  |  | $6000.00           | $4958.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 4.5000%  |  | $11000.00          | $9310.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 5.5000%  |  | $34026.00          | $27832.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $6000.00           | $5187.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-25      | 3.5000%  |  | $10100.00          | $7682.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $9000.00           | $8338.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $8766766.00        | $8519791.69        | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 6.0000%  |  | $2874184.00        | $16332.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 5.5000%  |  | $3619.00           | $25.44             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 4.5000%  |  | $79000.00          | $6768.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-09-01      | 3.0000%  |  | $84000.00          | $5939.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-08-01      | 3.0000%  |  | $50000.00          | $6586.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 5.7200%  |  | $78634.00          | $831.49            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 4.5000%  |  | $154047.00         | $4889.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 4.5000%  |  | $302000.00         | $11864.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 6.7650%  |  | $1000.00           | $6.41              | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $469000.00         | $7108.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-06-01      | 4.0000%  |  | $218500.00         | $7115.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.5000%  |  | $127000.00         | $6628.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $190000.00         | $7330.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $281000.00         | $6383.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-07-01      | 4.5000%  |  | $265601.00         | $5394.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 4.5000%  |  | $217000.00         | $6079.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-01-01      | 3.0000%  |  | $40000.00          | $5801.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 2.5000%  |  | $87199.00          | $16401.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 2.5000%  |  | $30877.00          | $5579.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $98000.00          | $12054.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $50000.00          | $6242.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $279000.00         | $4919.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $324000.00         | $11844.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 4.5000%  |  | $275000.00         | $7456.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $297000.00         | $11262.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $433956.00         | $16004.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $129000.00         | $6662.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-01-01      | 4.0000%  |  | $385000.00         | $9127.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $320000.00         | $7942.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-11-01      | 4.0000%  |  | $441000.00         | $17588.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-02-01      | 3.5000%  |  | $158000.00         | $6712.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 3.5000%  |  | $94000.00          | $5139.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-07-01      | 3.5000%  |  | $112000.00         | $6643.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.0000%  |  | $60000.00          | $5657.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-12-01      | 3.0000%  |  | $80988.00          | $6759.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-03-01      | 3.0000%  |  | $52000.00          | $4937.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-04-01      | 3.0000%  |  | $73000.00          | $6911.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $99000.00          | $11864.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $41000.00          | $5923.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 4.0000%  |  | $62000.00          | $9266.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $88000.00          | $12470.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $45000.00          | $5087.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $59000.00          | $5104.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 3.5000%  |  | $82002.00          | $5474.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53475.00          | $4975.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 4.0000%  |  | $118000.00         | $11183.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.5000%  |  | $68000.00          | $6348.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $129000.00         | $13522.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 3.5000%  |  | $44000.00          | $5290.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-09-01      | 4.0000%  |  | $52000.00          | $5382.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 3.5000%  |  | $62000.00          | $6542.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $82000.00          | $7951.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $38000.00          | $4270.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.0000%  |  | $46000.00          | $5203.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 4.5000%  |  | $43000.00          | $5563.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.0000%  |  | $100000.00         | $6948.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $141000.00         | $10802.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $173500.00         | $12664.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $106499.00         | $5659.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.5000%  |  | $156000.00         | $9406.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $68000.00          | $5100.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 3.5000%  |  | $77000.00          | $5506.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 2.5000%  |  | $45000.00          | $7810.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $64000.00          | $9271.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 3.5000%  |  | $53000.00          | $6080.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  |  | $35500.00          | $5484.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.5000%  |  | $35000.00          | $5301.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-01-01      | 2.5000%  |  | $41000.00          | $5200.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-01-01      | 3.0000%  |  | $59000.00          | $5543.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 4.0000%  |  | $55000.00          | $6686.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 4.0000%  |  | $35000.00          | $6223.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $36000.00          | $7486.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.5000%  |  | $56000.00          | $7386.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.5000%  |  | $49000.00          | $6166.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 4.0000%  |  | $178000.00         | $15741.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $44000.00          | $5801.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 4.0000%  |  | $84000.00          | $11456.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $57162.00          | $5253.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $114000.00         | $10385.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $107999.00         | $10647.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $56586.00          | $5433.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 3.0000%  |  | $36200.00          | $5729.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $152422.00         | $13994.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 4.0000%  |  | $160086.00         | $15675.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $31000.00          | $5004.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.5000%  |  | $50998.00          | $5909.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.0000%  |  | $52000.00          | $8577.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $82000.00          | $10640.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.0000%  |  | $34000.00          | $5008.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $173000.00         | $21335.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $63000.00          | $7582.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $204696.00         | $24659.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.0000%  |  | $128000.00         | $11870.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.0000%  |  | $47000.00          | $5756.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $109200.00         | $9141.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.0000%  |  | $45000.00          | $6941.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $68001.00          | $5313.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $143000.00         | $14470.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $102000.00         | $7835.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $105000.00         | $7540.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $98000.00          | $9518.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-08-01      | 3.5000%  |  | $93000.00          | $5982.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 3.5000%  |  | $100000.00         | $8941.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $76000.00          | $5678.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.0000%  |  | $5000.00           | $2424.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.5000%  |  | $18000.00          | $8484.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $22000.00          | $11957.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 2.0000%  |  | $48000.00          | $29212.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $113000.00         | $7857.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 3.5000%  |  | $85000.00          | $7171.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-04-01      | 3.5000%  |  | $219000.00         | $15525.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $171006.00         | $14436.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.5000%  |  | $49000.00          | $4804.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 3.0000%  |  | $846250.00         | $73997.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $71000.00          | $5521.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.0000%  |  | $88000.00          | $8144.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $12000.00          | $1041.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-07-01      | 4.0000%  |  | $60000.00          | $7689.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $129000.00         | $12168.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 4.0000%  |  | $75000.00          | $7426.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.5000%  |  | $58000.00          | $6168.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-10-01      | 2.5000%  |  | $64000.00          | $8172.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $1002.00           | $113.28            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $89000.00          | $11567.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $39000.00          | $5509.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.5000%  |  | $70000.00          | $13387.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $34000.00          | $4946.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.5000%  |  | $178000.00         | $20666.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $208438.00         | $33339.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $94000.00          | $11991.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 4.0000%  |  | $205000.00         | $4905.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $112000.00         | $18609.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $42000.00          | $5418.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 2.5000%  |  | $27000.00          | $5756.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $50000.00          | $8201.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $155000.00         | $20074.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $55000.00          | $6993.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $34000.00          | $5869.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $63004.00          | $8759.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $152000.00         | $27794.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $88000.00          | $13350.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $45881.00          | $10752.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.5000%  |  | $28000.00          | $5487.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $65000.00          | $17395.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $34000.00          | $8525.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $175345.00         | $39436.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.0000%  |  | $24000.00          | $5393.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $88000.00          | $24343.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  |  | $18000.00          | $5213.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 2.0000%  |  | $35000.00          | $17085.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 3.0000%  |  | $19000.00          | $5765.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.0000%  |  | $16000.00          | $6162.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.5000%  |  | $24000.00          | $7716.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $26000.00          | $6472.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $15000.00          | $6552.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 2.5000%  |  | $20000.00          | $8337.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $10000.00          | $5280.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $99668.00          | $42204.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.0000%  |  | $19500.00          | $9164.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.5000%  |  | $14001.00          | $5068.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $6000.00           | $4998.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 6.0000%  |  | $22000.00          | $11807.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.5000%  |  | $11000.00          | $7794.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 5.5000%  |  | $16000.00          | $7554.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  |  | $25000.00          | $18070.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $39001.00          | $32566.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-05-01      | 4.5000%  |  | $9000.00           | $6234.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 6.0000%  |  | $16000.00          | $9307.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 4.0000%  |  | $86000.00          | $34969.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.5000%  |  | $34000.00          | $17005.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $12000.00          | $7262.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $11000.00          | $6911.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 3.0000%  |  | $36000.00          | $20374.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  |  | $10000.00          | $6791.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $13000.00          | $9415.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $64000.00          | $46181.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.0000%  |  | $10000.00          | $7110.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $14970.00          | $10934.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.0000%  |  | $28000.00          | $19292.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 5.0000%  |  | $22000.00          | $15328.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 5.5000%  |  | $43000.00          | $28029.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $11000.00          | $7389.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $31992.00          | $24118.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $7000.00           | $5274.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10000.00          | $7290.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 4.5000%  |  | $21000.00          | $10352.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7356.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $29000.00          | $22474.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $41000.00          | $31146.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 3.5000%  |  | $13000.00          | $7472.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $16000.00          | $11907.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.5000%  |  | $25000.00          | $16561.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $64000.00          | $46906.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 3.0000%  |  | $13000.00          | $9804.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 3.5000%  |  | $10000.00          | $7419.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  |  | $10117.00          | $6857.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.5000%  |  | $41000.00          | $30307.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $11000.00          | $8533.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 5.0000%  |  | $8000.00           | $6170.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  |  | $17000.00          | $11786.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $22000.00          | $17156.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $7000.00           | $5431.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $8070.00           | $6317.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $27000.00          | $21131.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-07-01      | 4.5000%  |  | $9001.00           | $5179.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 4.0000%  |  | $42001.00          | $32964.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 5.5000%  |  | $28000.00          | $19531.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.0000%  |  | $21000.00          | $12187.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 6.0000%  |  | $21000.00          | $12407.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 6.5000%  |  | $21000.00          | $10385.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $12370.00          | $9690.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $14000.00          | $11451.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.0000%  |  | $24000.00          | $19038.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 6.0000%  |  | $16000.00          | $6786.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $14001.00          | $11560.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $11000.00          | $6626.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $66000.00          | $53265.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $10000.00          | $8345.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 6.0000%  |  | $19000.00          | $10347.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $3000.00           | $2450.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 5.5000%  |  | $13000.00          | $5796.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 5.0000%  |  | $13000.00          | $11019.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-01-01      | 5.5000%  |  | $11000.00          | $5168.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 4.0000%  |  | $12000.00          | $10309.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.0000%  |  | $33000.00          | $28883.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $8000.00           | $4737.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $14000.00          | $12244.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 4.0000%  |  | $21546.00          | $18351.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.0000%  |  | $15000.00          | $13056.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  |  | $10000.00          | $7372.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $14000.00          | $7046.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.0000%  |  | $5998.00           | $5206.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $6000.00           | $5227.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  |  | $7000.00           | $5474.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.5000%  |  | $29999.00          | $26487.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 6.0000%  |  | $15000.00          | $9849.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 5.5000%  |  | $7000.00           | $4111.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $8000.00           | $6804.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.0000%  |  | $6000.00           | $5266.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.0000%  |  | $12000.00          | $10413.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 6.0000%  |  | $14000.00          | $8915.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 3.5000%  |  | $6000.00           | $5116.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 4.0000%  |  | $19000.00          | $16804.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.0000%  |  | $25000.00          | $22643.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.5000%  |  | $13000.00          | $10114.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $55000.00          | $49329.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.5000%  |  | $13000.00          | $9989.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 3.5000%  |  | $6000.00           | $5267.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.5000%  |  | $33153.00          | $27685.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  |  | $15000.00          | $12760.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $26000.00          | $20046.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 5.5000%  |  | $13000.00          | $9635.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $18000.00          | $15808.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.5000%  |  | $19000.00          | $17447.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $15001.00          | $13069.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  |  | $24994.00          | $23375.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.0000%  |  | $6000.00           | $5726.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 3.5000%  |  | $20000.00          | $17931.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 4.5000%  |  | $24000.00          | $22634.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-02-01      | 5.0000%  |  | $8000.00           | $7709.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-03-01      | 5.0000%  |  | $13000.00          | $12581.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $366441.00         | $9715.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $308020.00         | $7105.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 3.5000%  |  | $137500.00         | $7611.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $363574.00         | $8334.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $268000.00         | $8278.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.5000%  |  | $210000.00         | $8430.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $140999.00         | $6409.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  |  | $163625.00         | $7830.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 4.5000%  |  | $247000.00         | $8143.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.5000%  |  | $185000.00         | $5785.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $168738.00         | $5544.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $21000.00          | $19006.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $1000.00           | $944.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.0000%  |  | $47000.00          | $39995.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.0000%  |  | $1000.00           | $914.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $15000.00          | $11973.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $25000.00          | $21624.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $9000.00           | $8087.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 4.0000%  |  | $6000.00           | $5350.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $20000.00          | $17327.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $10000.00          | $8089.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $12000.00          | $10630.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 6.5000%  |  | $15925.00          | $14851.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $15616.00          | $14139.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $20000.00          | $16776.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $43076.00          | $36699.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $8000.00           | $6912.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.9300%  |  | $1709357.00        | $1149395.48        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.7570%  |  | $29477.00          | $20910.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $1000.00           | $886.57            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $3374720.00        | $3270276.47        | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $1000.00           | $978.69            | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  |  | $9677535.00        | $9694561.66        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  |  | $27000.00          | $24714.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 5.5000%  |  | $22000.00          | $19469.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 4.5000%  |  | $30000.00          | $28246.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.0000%  |  | $18000.00          | $16344.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 5.0000%  |  | $6000.00           | $5607.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.0000%  |  | $7000.00           | $5528.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 4.0000%  |  | $6999.00           | $6388.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $10000.00          | $9526.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.5000%  |  | $6000.00           | $5667.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.5000%  |  | $1002.00           | $1059.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 7.0000%  |  | $1001.00           | $943.34            | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 6.5000%  |  | $1000.00           | $1040.89           | Agency Mortgage-Backed Securities   |
| TVDB          | 2026-09-15      | 0.0000%  |  | $63000.00          | $62269.20          | Agency Debentures and Agency Strips |
| TVDB          | 2027-09-15      | 0.0000%  |  | $63000.00          | $59722.68          | Agency Debentures and Agency Strips |
| TVDB          | 2028-03-15      | 0.0000%  |  | $63000.00          | $58502.87          | Agency Debentures and Agency Strips |
| TVDB          | 2028-09-15      | 0.0000%  |  | $63000.00          | $57243.63          | Agency Debentures and Agency Strips |
| TVDB          | 2029-03-15      | 0.0000%  |  | $63000.00          | $56060.74          | Agency Debentures and Agency Strips |
| TVDB          | 2029-09-15      | 0.0000%  |  | $63000.00          | $54884.59          | Agency Debentures and Agency Strips |
| TVDB          | 2030-03-15      | 0.0000%  |  | $63000.00          | $53767.79          | Agency Debentures and Agency Strips |
| TVDB          | 2030-09-15      | 0.0000%  |  | $63000.00          | $52462.31          | Agency Debentures and Agency Strips |
| TVDB          | 2031-03-15      | 0.0000%  |  | $63000.00          | $51356.09          | Agency Debentures and Agency Strips |
| TVDB          | 2031-09-15      | 0.0000%  |  | $63000.00          | $50221.08          | Agency Debentures and Agency Strips |
| TVDB          | 2034-03-15      | 0.0000%  |  | $63000.00          | $43195.45          | Agency Debentures and Agency Strips |
| TVDB          | 2034-09-15      | 0.0000%  |  | $63000.00          | $42059.93          | Agency Debentures and Agency Strips |
| TVDB          | 2037-03-15      | 0.0000%  |  | $63000.00          | $36847.38          | Agency Debentures and Agency Strips |
| TVDB          | 2038-03-15      | 0.0000%  |  | $66000.00          | $36730.85          | Agency Debentures and Agency Strips |
| TVDB          | 2039-03-15      | 0.0000%  |  | $71000.00          | $37598.12          | Agency Debentures and Agency Strips |
| TVDB          | 2042-01-15      | 0.0000%  |  | $108000.00         | $45351.47          | Agency Debentures and Agency Strips |
| TVDB          | 2042-07-15      | 0.0000%  |  | $86000.00          | $35124.46          | Agency Debentures and Agency Strips |
| TVDB          | 2044-01-15      | 0.0000%  |  | $109000.00         | $40960.78          | Agency Debentures and Agency Strips |
| USTR          | 2048-05-15      | 3.1250%  |  | $100.00            | $74.66             | U.S. Treasuries (including strips)  |
| USTR          | 2053-05-15      | 3.6250%  |  | $100.00            | $79.31             | U.S. Treasuries (including strips)  |
| USTR          | 2044-02-15      | 4.5000%  |  | $569800.00         | $540644.47         | U.S. Treasuries (including strips)  |
| USTR          | 2054-05-15      | 4.6250%  |  | $423600.00         | $399557.73         | U.S. Treasuries (including strips)  |
| USTR          | 2044-08-15      | 4.1250%  |  | $100.00            | $90.06             | U.S. Treasuries (including strips)  |
| USTR          | 2026-05-31      | 4.8750%  |  | $58500.00          | $58500.00          | U.S. Treasuries (including strips)  |

### Security 40: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT060426, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-07-01      | 4.5000%  |  | $1000.00           | $108.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 4.0000%  |  | $1831.00           | $205.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.0000%  |  | $1000.00           | $117.03            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 3.5000%  |  | $11253.00          | $6755.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $8000.00           | $5503.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $21000.00          | $16962.48          | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-09-11      | 3.8550%  |  | $2000.00           | $2001.92           | Agency Debentures and Agency Strips |
| FMAC          | 2028-05-23      | 3.8500%  |  | $2000.00           | $2005.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 6.2830%  |  | $39416.00          | $14686.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $12000.00          | $6872.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11998.00          | $8669.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $1000.00           | $53.14             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $1000.00           | $110.75            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $8000.00           | $6261.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  |  | $712391.00         | $713644.38         | Agency Mortgage-Backed Securities   |
| USTR          | 2026-10-29      | 0.0000%  |  | $200.00            | $196.98            | U.S. Treasuries (including strips)  |
| USTR          | 2046-08-15      | 2.2500%  |  | $307100.00         | $198876.12         | U.S. Treasuries (including strips)  |
| USTR          | 2048-08-15      | 3.0000%  |  | $100.00            | $72.79             | U.S. Treasuries (including strips)  |
| USTR          | 2050-05-15      | 1.2500%  |  | $100.00            | $47.09             | U.S. Treasuries (including strips)  |
| USTR          | 2040-11-15      | 1.3750%  |  | $100.00            | $64.22             | U.S. Treasuries (including strips)  |
| USTR          | 2051-05-15      | 2.3750%  |  | $100.00            | $62.00             | U.S. Treasuries (including strips)  |
| USTR          | 2051-11-15      | 1.8750%  |  | $100.00            | $54.44             | U.S. Treasuries (including strips)  |
| USTR          | 2041-11-15      | 2.0000%  |  | $42800.00          | $29483.89          | U.S. Treasuries (including strips)  |
| USTR          | 2029-04-15      | 2.1250%  |  | $1700.00           | $1844.64           | U.S. Treasuries (including strips)  |
| USTR          | 2030-10-31      | 3.6250%  |  | $100.00            | $98.01             | U.S. Treasuries (including strips)  |

### Security 41: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT060126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2047-02-01      | 3.5000%  |  | $83791.00          | $8473.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 3.5000%  |  | $1480.00           | $888.52            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $1077.00           | $371.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $10954.00          | $5748.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $1407.00           | $1009.67           | Agency Mortgage-Backed Securities   |
| FCSB          | 2040-10-22      | 5.3000%  |  | $25000.00          | $24608.80          | Agency Debentures and Agency Strips |
| FCSB          | 2028-09-11      | 3.8550%  |  | $3000.00           | $3002.88           | Agency Debentures and Agency Strips |
| FMAC          | 2026-09-15      | 0.0000%  |  | $10000.00          | $9885.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8500%  |  | $137000.00         | $137360.31         | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-05-15      | 0.0000%  |  | $151000.00         | $127829.35         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $7000.00           | $5399.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 6.7650%  |  | $1000.00           | $6.41              | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 3.5000%  |  | $120992.00         | $18928.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $4303.00           | $363.25            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $12000.00          | $7548.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.0000%  |  | $17000.00          | $11713.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $1000.00           | $782.86            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $12000.00          | $8854.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.5000%  |  | $8000.00           | $7063.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 4.0000%  |  | $1000.00           | $897.73            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1000.00           | $877.29            | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  |  | $2561.00           | $2565.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 4.5000%  |  | $1923.00           | $1810.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.0000%  |  | $16999.00          | $15606.13          | Agency Mortgage-Backed Securities   |
| REFC          | 2027-01-15      | 0.0000%  |  | $15000.00          | $14634.43          | Agency Mortgage-Backed Securities   |
| USTR          | 2027-04-15      | 0.0000%  |  | $200.00            | $193.59            | U.S. Treasuries (including strips)  |
| USTR          | 2038-05-15      | 0.0000%  |  | $22800.00          | $13297.94          | U.S. Treasuries (including strips)  |
| USTR          | 2036-02-15      | 4.5000%  |  | $520600.00         | $526248.51         | U.S. Treasuries (including strips)  |
| USTR          | 2039-08-15      | 4.5000%  |  | $100.00            | $98.27             | U.S. Treasuries (including strips)  |
| USTR          | 2041-02-15      | 4.7500%  |  | $32100.00          | $32014.74          | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 3.1250%  |  | $21200.00          | $16866.08          | U.S. Treasuries (including strips)  |
| USTR          | 2053-05-15      | 3.6250%  |  | $100.00            | $79.31             | U.S. Treasuries (including strips)  |
| USTR          | 2030-05-31      | 3.7500%  |  | $4800.00           | $4737.97           | U.S. Treasuries (including strips)  |
| USTR          | 2029-04-15      | 2.1250%  |  | $2000.00           | $2170.17           | U.S. Treasuries (including strips)  |
| USTR          | 2027-01-31      | 4.1250%  |  | $100.00            | $100.21            | U.S. Treasuries (including strips)  |

### Security 42: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) TERM REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT060526, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2050-01-01      | 3.5000%  |  | $41483.00          | $5698.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.5000%  |  | $12997.00          | $7404.72           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-09-11      | 3.8550%  |  | $3000.00           | $3002.88           | Agency Debentures and Agency Strips |
| FMAC          | 2028-05-23      | 3.8500%  |  | $968000.00         | $970545.84         | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 6.7650%  |  | $1025.00           | $6.57              | Agency Mortgage-Backed Securities   |
| USTR          | 2027-04-15      | 0.0000%  |  | $200.00            | $193.59            | U.S. Treasuries (including strips)  |
| USTR          | 2048-08-15      | 3.0000%  |  | $100.00            | $72.79             | U.S. Treasuries (including strips)  |
| USTR          | 2033-08-15      | 3.8750%  |  | $22800.00          | $22213.97          | U.S. Treasuries (including strips)  |
| USTR          | 2030-09-30      | 4.6250%  |  | $9000.00           | $9179.27           | U.S. Treasuries (including strips)  |
| USTR          | 2029-04-15      | 2.1250%  |  | $400.00            | $434.03            | U.S. Treasuries (including strips)  |
| USTR          | 2030-10-31      | 3.6250%  |  | $300.00            | $294.04            | U.S. Treasuries (including strips)  |

### Security 43: U.S. Bancorp

- **C.1 - Title:** US BANCORP REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: UVV060126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 9.5700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-10-15      | 2.3750%  |  | $3954700.00        | $4368565.14        | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  |  | $1300.00           | $1288.46           | U.S. Treasuries (including strips) |
| USTR          | 2036-01-15      | 1.8750%  |  | $12869800.00       | $12867394.53       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-06-05

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer