# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-001559
**Filing Date:** 2026-3
**Character Count:** 103606
**Document Hash:** 90766af44cf478176cea402baff15c9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-001559.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001580642-26-001559

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729057

**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 ETF (Series ID: S000086506)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000252068 | Texas Capital Government Money Market ETF | MMKT            |

# 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):** 2026-02-28

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

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

**LEI of Series:** 529900BRTJF5B817S360

**EDGAR Series Identifier:** S000086506

**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:** 43 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $77629412.75

- **Amortized Cost of Portfolio Securities:** $77620918.07

- **Cash:** $0.00

- **Total Other Assets:** $92920.35

- **Total Liabilities:** $40793.50

- **Net Assets of Series:** $77681539.60

- **Number of Shares Outstanding (Series):** 775000.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $66788882.62              | $67274377.21               | 88.8400%                  | 88.8400%                   |
| 2026-02-03 | $66795387.30              | $67280898.68               | 88.8400%                  | 88.8400%                   |
| 2026-02-04 | $66789590.85              | $67275115.55               | 88.8300%                  | 88.8300%                   |
| 2026-02-05 | $66797462.65              | $67283003.53               | 88.8300%                  | 88.8300%                   |
| 2026-02-06 | $66810804.96              | $67296391.75               | 88.8300%                  | 88.8300%                   |
| 2026-02-09 | $66769385.71              | $67254985.51               | 88.8200%                  | 88.8200%                   |
| 2026-02-10 | $66776098.88              | $67261707.59               | 88.8200%                  | 88.8200%                   |
| 2026-02-11 | $66782333.79              | $67267959.67               | 88.8200%                  | 88.8200%                   |
| 2026-02-12 | $66788597.29              | $67274248.88               | 88.8200%                  | 88.8200%                   |
| 2026-02-13 | $66807124.62              | $67292841.49               | 88.8200%                  | 88.8200%                   |
| 2026-02-17 | $66768736.02              | $70170550.82               | 88.8100%                  | 88.8100%                   |
| 2026-02-18 | $66774837.98              | $70176682.87               | 88.8100%                  | 89.1400%                   |
| 2026-02-19 | $66781249.28              | $70183075.32               | 88.8100%                  | 89.1400%                   |
| 2026-02-20 | $66794940.89              | $70196794.99               | 88.8100%                  | 89.1400%                   |
| 2026-02-23 | $66754865.01              | $72093575.22               | 88.8000%                  | 89.1300%                   |
| 2026-02-24 | $69516926.38              | $74606043.74               | 89.4800%                  | 89.4800%                   |
| 2026-02-25 | $69527766.79              | $74616980.13               | 89.4800%                  | 89.4800%                   |
| 2026-02-26 | $69533745.90              | $74623029.63               | 89.4800%                  | 89.4800%                   |
| 2026-02-27 | $69548808.56              | $74637393.15               | 89.4800%                  | 89.4800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.8400%             |
| 2026-02-03 | 3.8800%             |
| 2026-02-04 | 3.8700%             |
| 2026-02-05 | 3.8700%             |
| 2026-02-06 | 3.8700%             |
| 2026-02-09 | 3.8800%             |
| 2026-02-10 | 3.8400%             |
| 2026-02-11 | 3.8400%             |
| 2026-02-12 | 3.8400%             |
| 2026-02-13 | 3.8400%             |
| 2026-02-17 | 3.8400%             |
| 2026-02-18 | 3.8400%             |
| 2026-02-19 | 3.8400%             |
| 2026-02-20 | 3.8400%             |
| 2026-02-23 | 3.8400%             |
| 2026-02-24 | 3.8400%             |
| 2026-02-25 | 3.8300%             |
| 2026-02-26 | 3.8300%             |
| 2026-02-27 | 3.8300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 100.2250                    |
|  |  |
| 2026-02-03 | 100.2347                    |
|  |  |
| 2026-02-04 | 100.2442                    |
|  |  |
| 2026-02-05 | 100.2574                    |
|  |  |
| 2026-02-06 | 100.2086                    |
|  |  |
| 2026-02-09 | 100.2248                    |
|  |  |
| 2026-02-10 | 100.2351                    |
|  |  |
| 2026-02-11 | 100.2446                    |
|  |  |
| 2026-02-12 | 100.2544                    |
|  |  |
| 2026-02-13 | 100.2138                    |
|  |  |
| 2026-02-17 | 100.2345                    |
|  |  |
| 2026-02-18 | 100.2442                    |
|  |  |
| 2026-02-19 | 100.2529                    |
|  |  |
| 2026-02-20 | 100.2060                    |
|  |  |
| 2026-02-23 | 100.2235                    |
|  |  |
| 2026-02-24 | 100.2341                    |
|  |  |
| 2026-02-25 | 100.2440                    |
|  |  |
| 2026-02-26 | 100.2539                    |
|  |  |
| 2026-02-27 | 100.2342                    |
|  |  |

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

### Class: Texas Capital Government Money Market ETF

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $77681539.60

- **Number of Shares Outstanding:** 775000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 100.2250        |
|  |  |
| 2026-02-03 | 100.2347        |
|  |  |
| 2026-02-04 | 100.2442        |
|  |  |
| 2026-02-05 | 100.2574        |
|  |  |
| 2026-02-06 | 100.2086        |
|  |  |
| 2026-02-09 | 100.2248        |
|  |  |
| 2026-02-10 | 100.2351        |
|  |  |
| 2026-02-11 | 100.2446        |
|  |  |
| 2026-02-12 | 100.2544        |
|  |  |
| 2026-02-13 | 100.2138        |
|  |  |
| 2026-02-17 | 100.2345        |
|  |  |
| 2026-02-18 | 100.2442        |
|  |  |
| 2026-02-19 | 100.2529        |
|  |  |
| 2026-02-20 | 100.2060        |
|  |  |
| 2026-02-23 | 100.2235        |
|  |  |
| 2026-02-24 | 100.2341        |
|  |  |
| 2026-02-25 | 100.2440        |
|  |  |
| 2026-02-26 | 100.2539        |
|  |  |
| 2026-02-27 | 100.2342        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $2505586.98               | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $2505586.98

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6600%           |
| 2026-02-04 | 3.6600%           |
| 2026-02-05 | 3.6600%           |
| 2026-02-06 | 3.6600%           |
| 2026-02-09 | 3.6600%           |
| 2026-02-10 | 3.6200%           |
| 2026-02-11 | 3.6200%           |
| 2026-02-12 | 3.6200%           |
| 2026-02-13 | 3.6200%           |
| 2026-02-17 | 3.6300%           |
| 2026-02-18 | 3.6300%           |
| 2026-02-19 | 3.6300%           |
| 2026-02-20 | 3.6300%           |
| 2026-02-23 | 3.6300%           |
| 2026-02-24 | 3.6200%           |
| 2026-02-25 | 3.6200%           |
| 2026-02-26 | 3.6200%           |
| 2026-02-27 | 3.6200%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AMDD1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMDD19
- **C.18 - Value (incl. sponsor support):** $1988804.12
- **C.18.a - Value (excl. sponsor support):** $1988804.12
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **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):** $1003215.48
- **C.18.a - Value (excl. sponsor support):** $1003215.48
- **C.19 - Percentage of Net Assets:** 1.2900%
- **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 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X37, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B5X378
- **C.18 - Value (incl. sponsor support):** $2915326.65
- **C.18.a - Value (excl. sponsor support):** $2915326.65
- **C.19 - Percentage of Net Assets:** 3.7500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: 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: 3133ENRC6, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: US3133ENRC65
- **C.18 - Value (incl. sponsor support):** $235891.84
- **C.18.a - Value (excl. sponsor support):** $235891.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: US3135G0K368
- **C.18 - Value (incl. sponsor support):** $1937366.10
- **C.18.a - Value (excl. sponsor support):** $1937366.10
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: 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):** $369245.71
- **C.18.a - Value (excl. sponsor support):** $369245.71
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 7: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797PV33
- **C.18 - Value (incl. sponsor support):** $1289488.40
- **C.18.a - Value (excl. sponsor support):** $1289488.40
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.2400%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: 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):** $1275233.78
- **C.18.a - Value (excl. sponsor support):** $1275233.78
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SB42
- **C.18 - Value (incl. sponsor support):** $774219.40
- **C.18.a - Value (excl. sponsor support):** $774219.40
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SN89
- **C.18 - Value (incl. sponsor support):** $1540785.14
- **C.18.a - Value (excl. sponsor support):** $1540785.14
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SW88
- **C.18 - Value (incl. sponsor support):** $1387894.00
- **C.18.a - Value (excl. sponsor support):** $1387894.00
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: 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):** $1023684.78
- **C.18.a - Value (excl. sponsor support):** $1023684.78
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SY45
- **C.18 - Value (incl. sponsor support):** $536867.58
- **C.18.a - Value (excl. sponsor support):** $536867.58
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 2.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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: 912797SZ1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SZ10
- **C.18 - Value (incl. sponsor support):** $3541050.61
- **C.18.a - Value (excl. sponsor support):** $3541050.61
- **C.19 - Percentage of Net Assets:** 4.5600%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TA59
- **C.18 - Value (incl. sponsor support):** $4639734.47
- **C.18.a - Value (excl. sponsor support):** $4639734.47
- **C.19 - Percentage of Net Assets:** 5.9700%
- **C.17 - Yield as of Reporting Date:** 3.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TB33
- **C.18 - Value (incl. sponsor support):** $3606155.73
- **C.18.a - Value (excl. sponsor support):** $3606155.73
- **C.19 - Percentage of Net Assets:** 4.6400%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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 17: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TG20
- **C.18 - Value (incl. sponsor support):** $4118321.95
- **C.18.a - Value (excl. sponsor support):** $4118321.95
- **C.19 - Percentage of Net Assets:** 5.3000%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TK32
- **C.18 - Value (incl. sponsor support):** $2979512.04
- **C.18.a - Value (excl. sponsor support):** $2979512.04
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TL15
- **C.18 - Value (incl. sponsor support):** $1540149.58
- **C.18.a - Value (excl. sponsor support):** $1540149.58
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TS67
- **C.18 - Value (incl. sponsor support):** $3486140.79
- **C.18.a - Value (excl. sponsor support):** $3486140.79
- **C.19 - Percentage of Net Assets:** 4.4900%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TT41
- **C.18 - Value (incl. sponsor support):** $1229570.16
- **C.18.a - Value (excl. sponsor support):** $1229570.16
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: 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):** $2047793.04
- **C.18.a - Value (excl. sponsor support):** $2047793.04
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 23: 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):** $1534748.25
- **C.18.a - Value (excl. sponsor support):** $1534748.25
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 24: 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):** $3578695.75
- **C.18.a - Value (excl. sponsor support):** $3578695.75
- **C.19 - Percentage of Net Assets:** 4.6100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 25: 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):** $2966288.34
- **C.18.a - Value (excl. sponsor support):** $2966288.34
- **C.19 - Percentage of Net Assets:** 3.8200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 26: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CKM28
- **C.18 - Value (incl. sponsor support):** $1395239.56
- **C.18.a - Value (excl. sponsor support):** $1395239.56
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: 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):** $1551034.27
- **C.18.a - Value (excl. sponsor support):** $1551034.27
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 28: 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):** $1861955.23
- **C.18.a - Value (excl. sponsor support):** $1861955.23
- **C.19 - Percentage of Net Assets:** 2.4000%
- **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 29: 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: MII030226, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $21275000.00
- **C.18.a - Value (excl. sponsor support):** $21275000.00
- **C.19 - Percentage of Net Assets:** 27.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2030-11-01      | 3.5000%  |  | $1000.00           | $54.65             | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $47614.00          | $5536.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $167792.00         | $19611.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $51067.00          | $5261.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $1001.00           | $12.44             | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $39000.00          | $6140.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 2.5000%  |  | $30000.00          | $5309.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $1000.00           | $105.56            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $67992.00          | $5805.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $44000.00          | $5750.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $63000.00          | $6663.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $111000.00         | $14325.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $62000.00          | $5173.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $1000.00           | $106.56            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.5000%  |  | $2001.00           | $264.85            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 4.0000%  |  | $82000.00          | $9881.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $36132.00          | $5576.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $50000.00          | $5193.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $33997.00          | $6323.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $63999.00          | $7882.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $48995.00          | $6517.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-12-01      | 3.0000%  |  | $1000.00           | $5.08              | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.5000%  |  | $46000.00          | $5049.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.6400%  |  | $1000.00           | $5.17              | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-09-01      | 3.0000%  |  | $35000.00          | $6186.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $49000.00          | $7787.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $36470.00          | $3967.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $2001.00           | $45.98             | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.5000%  |  | $93000.00          | $7062.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $91187.00          | $9184.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $49000.00          | $5292.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 4.5000%  |  | $64359.00          | $7024.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.5000%  |  | $1000.00           | $86.82             | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $97999.00          | $10632.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $63000.00          | $7340.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $36000.00          | $6521.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $47500.00          | $11456.37          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $87000.00          | $6011.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 5.0000%  |  | $11000.00          | $6526.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 3.5000%  |  | $17885.00          | $5080.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 2.5000%  |  | $8822.00           | $5337.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 5.0000%  |  | $13000.00          | $12608.76          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 6.0000%  |  | $10912.00          | $6922.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  |  | $25000.00          | $19236.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-09-01      | 3.0000%  |  | $43500.00          | $5226.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 2.5000%  |  | $8000.00           | $5152.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 4.5000%  |  | $10000.00          | $5736.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-11-01      | 5.5000%  |  | $26000.00          | $13338.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-04-01      | 5.0000%  |  | $8000.00           | $5750.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.5000%  |  | $6972.00           | $4668.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $10000.00          | $5037.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5727.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $38000.00          | $23324.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  |  | $10000.00          | $7924.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $43000.00          | $29746.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6748.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $40000.00          | $29558.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $10000.00          | $6747.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $8000.00           | $6128.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $7000.00           | $5231.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $8000.00           | $6041.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $23000.00          | $17583.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  |  | $14000.00          | $10912.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 6.0000%  |  | $18000.00          | $10927.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $15000.00          | $11734.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $12101.00          | $9292.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $10000.00          | $7520.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $7000.00           | $5794.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $8001.00           | $6235.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 3.0000%  |  | $21000.00          | $16305.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 3.5000%  |  | $13000.00          | $11163.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $12000.00          | $10111.25          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $24000.00          | $20878.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $8024.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $30000.00          | $25516.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1000.00           | $89.46             | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-11-01      | 3.0000%  |  | $32000.00          | $5115.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $38000.00          | $5541.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.0000%  |  | $33000.00          | $6027.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $1000.00           | $199.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $23000.00          | $5033.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $12000.00          | $5760.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 5.5000%  |  | $8000.00           | $7086.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $8995.00           | $6002.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 2.5000%  |  | $11000.00          | $5189.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.5000%  |  | $27000.00          | $15620.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $8424.00           | $5240.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.0000%  |  | $12200.00          | $7999.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $18000.00          | $11714.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.5000%  |  | $7000.00           | $4257.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.0000%  |  | $10000.00          | $6223.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $22000.00          | $14011.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.0000%  |  | $10000.00          | $6071.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $12000.00          | $7741.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $7000.00           | $4994.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $20999.00          | $15493.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $12000.00          | $8954.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.0000%  |  | $6368.00           | $4189.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $45000.00          | $31204.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $15000.00          | $10450.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $9000.00           | $6428.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 2.5000%  |  | $9000.00           | $6313.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $7000.00           | $5272.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.5000%  |  | $38000.00          | $29255.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $24000.00          | $18793.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  |  | $32856.00          | $25391.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  |  | $17000.00          | $12877.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $33000.00          | $24051.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $39000.00          | $30306.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $13000.00          | $9875.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $22000.00          | $16070.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.0000%  |  | $30000.00          | $23801.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $8000.00           | $5793.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 3.5000%  |  | $8000.00           | $6129.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 2.5000%  |  | $7000.00           | $5172.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.0000%  |  | $8000.00           | $6422.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $8000.00           | $6133.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.0000%  |  | $7000.00           | $5528.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.0000%  |  | $27000.00          | $21557.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7435.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $8000.00           | $5982.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $22000.00          | $17051.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $25000.00          | $20480.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.5000%  |  | $9000.00           | $7591.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.0000%  |  | $38000.00          | $33389.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $23000.00          | $19707.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 6.0000%  |  | $9000.00           | $6181.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $8000.00           | $6617.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.0000%  |  | $15000.00          | $12849.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.0000%  |  | $7000.00           | $6380.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $13000.00          | $10794.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $22000.00          | $19931.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $6500.00           | $5945.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $9000.00           | $8331.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 6.0000%  |  | $8000.00           | $6004.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 6.0000%  |  | $10000.00          | $7584.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $8000.00           | $7023.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $26000.00          | $24559.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $7000.00           | $5659.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 2.0000%  |  | $39000.00          | $28377.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $8000.00           | $6268.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.0000%  |  | $1000.00           | $136.74            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 3.5000%  |  | $62626.00          | $9339.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 4.0000%  |  | $1001.00           | $176.75            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $46000.00          | $5092.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $33000.00          | $6353.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $54000.00          | $6319.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $39500.00          | $9128.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $1000.00           | $193.89            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $64000.00          | $11049.13          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.5000%  |  | $81000.00          | $9089.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.5000%  |  | $102000.00         | $16570.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.0000%  |  | $95000.00          | $14152.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $14000.00          | $5868.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $9000.00           | $6585.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 3.0000%  |  | $18000.00          | $13754.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $8000.00           | $5917.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $10000.00          | $8010.05           | Agency Mortgage-Backed Securities   |
| FCSB          | 2039-08-05      | 5.6000%  |  | $7329000.00        | $7339385.19        | Agency Debentures and Agency Strips |
| FCSB          | 2028-09-11      | 3.8950%  |  | $1641000.00        | $1640655.39        | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 2.5000%  |  | $20000.00          | $5511.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 4.0000%  |  | $24000.00          | $5720.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $10001.00          | $6812.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $25000.00          | $19730.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 5.5000%  |  | $6000.00           | $5501.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 5.0000%  |  | $11000.00          | $10942.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-05-01      | 2.5000%  |  | $36340.00          | $19895.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-25      | 2.5000%  |  | $17000.00          | $13022.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-25      | 6.5000%  |  | $12000.00          | $11906.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8900%  |  | $2000.00           | $2004.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-04-24      | 2.1250%  |  | $5000.00           | $4988.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-09-24      | 1.8750%  |  | $8000.00           | $7925.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $1994.00           | $16.01             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $91000.00          | $5013.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.5000%  |  | $120960.00         | $8564.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.5000%  |  | $89000.00          | $7232.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $58000.00          | $5123.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.0000%  |  | $121000.00         | $16490.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53000.00          | $6260.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $10000.00          | $8855.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $1000.00           | $137.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $97000.00          | $8821.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $68000.00          | $6339.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $104325.00         | $19150.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $60000.00          | $10989.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $66000.00          | $5545.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $63000.00          | $5456.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 2.5000%  |  | $44000.00          | $5529.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $120000.00         | $27100.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $51000.00          | $10611.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $49000.00          | $8616.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1000.00           | $129.19            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $1000.00           | $170.48            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $91053.00          | $8342.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $48000.00          | $5032.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.0000%  |  | $36000.00          | $6973.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $1002.00           | $5.31              | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-03-01      | 5.0000%  |  | $1600000.00        | $12687.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $1000.00           | $9.39              | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 4.5000%  |  | $1099998.00        | $11594.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $20000.00          | $13211.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $68000.00          | $7514.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $1477.00           | $202.86            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  |  | $61000.00          | $6112.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $32000.00          | $5336.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 4.0000%  |  | $37000.00          | $7535.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 3.0000%  |  | $65000.00          | $11051.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $1496.00           | $368.05            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $40000.00          | $10045.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $25999.00          | $8624.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $32997.00          | $4917.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $44000.00          | $9462.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $58000.00          | $7884.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.9720%  |  | $127138.00         | $39739.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $26000.00          | $10625.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $13000.00          | $9349.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 4.0000%  |  | $10000.00          | $6308.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $10000.00          | $5495.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $9000.00           | $6776.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $2000.00           | $1581.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $1000.00           | $726.76            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $110000.00         | $15969.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $36999.00          | $6030.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $32000.00          | $6743.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $80000.00          | $21673.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $48000.00          | $5525.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $30000.00          | $5754.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $32000.00          | $6888.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $16000.00          | $5041.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $10000.00          | $5319.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $10000.00          | $5891.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $31000.00          | $10981.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $20000.00          | $12784.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $13000.00          | $8796.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $9000.00           | $5898.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $10495.00          | $7654.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $8000.00           | $5572.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $8000.00           | $5300.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 2.5000%  |  | $8000.00           | $5548.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $7026.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $29000.00          | $18952.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $33000.00          | $20381.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11000.00          | $7765.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $34000.00          | $18719.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 2.5000%  |  | $10000.00          | $6222.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $25000.00          | $19026.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $14000.00          | $10234.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $9905.00           | $7291.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $7000.00           | $5496.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $6500.00           | $5065.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $8000.00           | $5927.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $10000.00          | $8045.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $38000.00          | $27798.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $68900.00          | $54723.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $11000.00          | $8209.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $13000.00          | $10358.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8031.00           | $6417.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $75000.00          | $57649.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $15988.00          | $12920.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.0000%  |  | $9000.00           | $7897.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $2995417.00        | $2587530.90        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $18000.00          | $14996.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $6000.00           | $5429.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $8000.00           | $7704.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $10122.00          | $9343.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $6000.00           | $5182.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 4.5000%  |  | $7000.00           | $6368.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $14000.00          | $11881.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $9491.00           | $9186.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $30000.00          | $25233.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $10000.00          | $9655.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $131841.00         | $114126.06         | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.0000%  |  | $26000.00          | $5841.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 3.5000%  |  | $29000.00          | $6787.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 3.5000%  |  | $88353.00          | $11345.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.0000%  |  | $36000.00          | $10457.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $192128.00         | $16251.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $59000.00          | $6840.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $40000.00          | $5663.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $55000.00          | $25673.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $42000.00          | $8372.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $61007.00          | $9163.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $29000.00          | $6416.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $34999.00          | $5225.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $25000.00          | $9606.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $31000.00          | $6328.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.5000%  |  | $23999.00          | $5580.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $29000.00          | $8177.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.0000%  |  | $14000.00          | $6833.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $20000.00          | $5513.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $48000.00          | $14519.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $23000.00          | $5511.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 5.0000%  |  | $67000.00          | $24526.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $16000.00          | $5312.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $29500.00          | $9453.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $29000.00          | $11728.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.0000%  |  | $37000.00          | $23500.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $45000.00          | $14642.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $16000.00          | $6335.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.5000%  |  | $12000.00          | $5538.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $15000.00          | $7397.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $9000.00           | $5860.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 3.0000%  |  | $19307.00          | $9964.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $11000.00          | $7108.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $70000.00          | $37147.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $17000.00          | $10813.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $34000.00          | $23438.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $29000.00          | $19786.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $17000.00          | $10169.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8989.00           | $6298.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $8000.00           | $5986.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $13000.00          | $9384.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $8001.00           | $5138.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $3000.00           | $2261.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26250.00          | $17291.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $58829.00          | $35955.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $7000.00           | $5414.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $10000.00          | $7981.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $10000.00          | $7524.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $20965.00          | $14607.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $9000.00           | $6534.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $38000.00          | $29003.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $11000.00          | $7187.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $8600.00           | $6368.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 4.5000%  |  | $30000.00          | $18097.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $141300.00         | $102109.97         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $14000.00          | $10549.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 2.5000%  |  | $8000.00           | $5855.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $7000.00           | $5300.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.0000%  |  | $7000.00           | $5386.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $39000.00          | $31274.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $8000.00           | $6598.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $2362.00           | $1914.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 4.5000%  |  | $8000.00           | $6351.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $13000.00          | $10526.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $30000.00          | $23343.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $12000.00          | $9382.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.0000%  |  | $16000.00          | $12342.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $28000.00          | $23879.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $7000.00           | $5409.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $9000.00           | $7675.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  |  | $7000.00           | $5200.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  |  | $21485.00          | $16856.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 5.5000%  |  | $10000.00          | $8548.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $7404.00           | $6722.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $8000.00           | $7712.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $84000.00          | $8504.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $1000.00           | $283.52            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.5000%  |  | $346206.00         | $8530.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 4.5000%  |  | $414000.00         | $5259.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-11-01      | 3.0000%  |  | $930000.00         | $3649.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.0000%  |  | $21058.00          | $5081.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $40000.00          | $4880.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-06-01      | 4.0000%  |  | $133579.00         | $6541.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 3.0000%  |  | $56587.00          | $6046.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $53000.00          | $7916.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.5000%  |  | $87000.00          | $7683.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $1000.00           | $95.14             | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $49000.00          | $5095.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 3.5000%  |  | $62000.00          | $7526.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $67000.00          | $4964.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $993353.00         | $50822.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $37000.00          | $5670.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  |  | $38000.00          | $6562.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $30000.00          | $5589.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.0000%  |  | $25000.00          | $5237.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $29000.00          | $5165.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $133000.00         | $13939.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $107000.00         | $10023.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-12-01      | 4.0000%  |  | $32000.00          | $5137.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $44000.00          | $5713.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.5000%  |  | $56000.00          | $5138.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 4.0000%  |  | $106000.00         | $6986.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $151000.00         | $15701.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 3.5000%  |  | $54000.00          | $5077.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $59999.00          | $36861.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 2.5000%  |  | $14000.00          | $7261.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.0000%  |  | $10000.00          | $6287.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $15000.00          | $9218.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 1.5000%  |  | $25000.00          | $10171.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $12000.00          | $6076.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $19000.00          | $12120.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 3.0000%  |  | $75000.00          | $6899.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $51000.00          | $6100.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 2.5000%  |  | $29000.00          | $5086.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 2.5000%  |  | $24000.00          | $5606.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $42000.00          | $7086.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $1000.00           | $173.24            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $30000.00          | $5793.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $39000.00          | $6231.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $33000.00          | $5315.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $42000.00          | $11873.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $24000.00          | $5668.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  |  | $47000.00          | $14439.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $32000.00          | $14714.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $14000.00          | $6285.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $8000.00           | $7030.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.0000%  |  | $31000.00          | $27064.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $9000.00           | $7929.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.0000%  |  | $17000.00          | $9589.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $8000.00           | $5303.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $38000.00          | $25093.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $12000.00          | $7892.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10000.00          | $6817.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.5000%  |  | $16000.00          | $9449.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-04-01      | 2.5000%  |  | $8000.00           | $5205.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $13000.00          | $9541.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $25000.00          | $17397.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $58000.00          | $41390.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $3000.00           | $1968.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $30999.00          | $21921.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 5.0000%  |  | $8000.00           | $5325.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.0000%  |  | $10000.00          | $6063.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11000.00          | $8381.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $14000.00          | $10756.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $53000.00          | $40351.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $31000.00          | $23423.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $20000.00          | $15815.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $8000.00           | $6370.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $16999.00          | $13349.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $7000.00           | $5604.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $24000.00          | $19638.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $18000.00          | $14078.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.5000%  |  | $61000.00          | $43395.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $22000.00          | $17737.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.0000%  |  | $7000.00           | $5538.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.5000%  |  | $10000.00          | $7792.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $7000.00           | $5730.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.0000%  |  | $10000.00          | $8322.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $89000.00          | $74608.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 6.0000%  |  | $18999.00          | $12144.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $47000.00          | $38931.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $15000.00          | $12465.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $2000.00           | $1641.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.5000%  |  | $8001.00           | $6140.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 3.5000%  |  | $10000.00          | $8115.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $18000.00          | $14838.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.0000%  |  | $41000.00          | $26867.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $1000.00           | $846.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $31000.00          | $27071.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $16000.00          | $14031.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.5000%  |  | $9000.00           | $7212.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 4.0000%  |  | $7000.00           | $6163.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.5000%  |  | $17000.00          | $13570.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $7000.00           | $5759.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $9000.00           | $6221.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.5000%  |  | $10000.00          | $9235.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 3.5000%  |  | $13000.00          | $11568.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  |  | $6592.00           | $5491.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 5.0000%  |  | $10000.00          | $7082.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.0000%  |  | $22000.00          | $20036.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $10000.00          | $9163.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.0000%  |  | $41000.00          | $37244.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  |  | $6000.00           | $5102.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $34000.00          | $31317.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.0000%  |  | $10000.00          | $9197.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 3.5000%  |  | $26000.00          | $23387.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $58000.00          | $53375.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $7000.00           | $6572.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.0000%  |  | $2289.00           | $2151.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.5000%  |  | $6000.00           | $5646.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $24000.00          | $20971.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.0000%  |  | $11276.00          | $9469.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $6000.00           | $5416.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $28000.00          | $26367.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  |  | $14000.00          | $13134.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $11000.00          | $10505.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.0000%  |  | $10105.00          | $9965.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 5.5000%  |  | $7000.00           | $7124.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.0000%  |  | $1140250.00        | $1135287.09        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 3.5000%  |  | $6000.00           | $5224.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $10000.00          | $9402.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $14000.00          | $12036.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $1000.00           | $960.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.9220%  |  | $101201.00         | $99022.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $1000.00           | $921.56            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.0000%  |  | $1016263.00        | $989809.34         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $67072.00          | $67166.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $6000.00           | $5640.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.5000%  |  | $5000.00           | $5003.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $2078.00           | $2088.75           | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-01-15      | 3.5000%  |  | $14213.00          | $82.77             | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-05-20      | 2.5000%  |  | $1000.00           | $9.71              | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 3.0000%  |  | $1000.00           | $80.09             | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-20      | 4.0000%  |  | $1000.00           | $55.69             | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-04-20      | 2.5000%  |  | $145000.00         | $23016.05          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-07-20      | 3.0000%  |  | $20578.00          | $5527.15           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-06-20      | 3.0000%  |  | $18000.00          | $12073.29          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-06-20      | 3.5000%  |  | $8000.00           | $5610.26           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-04-20      | 2.5000%  |  | $43000.00          | $21666.88          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-07-20      | 2.0000%  |  | $18000.00          | $10003.69          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-11-20      | 5.0000%  |  | $24000.00          | $10483.54          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-07-20      | 4.0000%  |  | $31000.00          | $24668.73          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-08-20      | 6.0000%  |  | $36000.00          | $20311.35          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-01-20      | 5.0000%  |  | $20015.00          | $17590.00          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-11-20      | 7.0000%  |  | $792980.00         | $382010.07         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-10-20      | 6.0000%  |  | $26000.00          | $19681.76          | Agency Mortgage-Backed Securities   |
| GNMA          | 2026-09-20      | 4.0000%  |  | $51898.00          | $126.18            | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-08-15      | 4.0000%  |  | $1000.00           | $26.13             | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-05-15      | 6.0000%  |  | $100000.00         | $8692.41           | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-09-20      | 6.0000%  |  | $29000.00          | $22609.24          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-15      | 6.0000%  |  | $212630.00         | $1124.61           | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $2381000.00        | $2060957.89        | Agency Mortgage-Backed Securities   |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-03-06

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer