# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-003053
**Filing Date:** 2026-5
**Character Count:** 143024
**Document Hash:** 4bf156c0bc8ce185d2d94bd52115064a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-003053.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001580642-26-003053

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23862
- **FILM NUMBER:** 26952786

**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):** 2026-04-30

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

**Name of Series:** Texas Capital Government Money Market 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:** 47 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $70147606.41

- **Amortized Cost of Portfolio Securities:** $70146295.15

- **Cash:** $0.00

- **Total Other Assets:** $37311.84

- **Total Liabilities:** $11559.88

- **Net Assets of Series:** $70173358.37

- **Number of Shares Outstanding (Series):** 700000.0000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $64331470.40              | $71179738.72               | 88.5100%                  | 88.5100%                   |
| 2026-04-02 | $61845163.32              | $68692906.10               | 88.1000%                  | 88.1000%                   |
| 2026-04-03 | $61845163.32              | $68692906.10               | 88.1000%                  | 88.1000%                   |
| 2026-04-06 | $61799893.44              | $68647765.89               | 88.0900%                  | 88.0900%                   |
| 2026-04-07 | $61808051.24              | $68657691.40               | 88.0800%                  | 88.0800%                   |
| 2026-04-08 | $61813423.75              | $68663339.44               | 88.0800%                  | 92.2400%                   |
| 2026-04-09 | $61820420.68              | $68670598.17               | 88.0800%                  | 92.2400%                   |
| 2026-04-10 | $61832253.17              | $68683097.65               | 88.0800%                  | 92.2300%                   |
| 2026-04-13 | $61787368.57              | $69639957.18               | 88.0700%                  | 92.2200%                   |
| 2026-04-14 | $64707219.56              | $69644962.11               | 92.2200%                  | 92.2200%                   |
| 2026-04-15 | $64769586.91              | $69707474.35               | 92.3000%                  | 92.3000%                   |
| 2026-04-16 | $64779230.02              | $69717373.07               | 92.3100%                  | 92.3100%                   |
| 2026-04-17 | $64795142.46              | $69733940.72               | 92.2900%                  | 95.0600%                   |
| 2026-04-20 | $64757921.66              | $69696904.71               | 92.3000%                  | 95.0700%                   |
| 2026-04-21 | $64762940.19              | $69702188.34               | 92.3000%                  | 95.0700%                   |
| 2026-04-22 | $64769384.48              | $69708828.28               | 92.3000%                  | 95.0600%                   |
| 2026-04-23 | $66716798.84              | $69714455.14               | 95.0600%                  | 95.0600%                   |
| 2026-04-24 | $66751493.04              | $69749458.69               | 95.0900%                  | 95.0900%                   |
| 2026-04-27 | $66713667.90              | $69711742.09               | 95.0800%                  | 95.0800%                   |
| 2026-04-28 | $66718880.77              | $69717089.89               | 95.0800%                  | 95.0800%                   |
| 2026-04-29 | $66725524.98              | $69723857.29               | 95.0800%                  | 95.0800%                   |
| 2026-04-30 | $66773912.71              | $69772344.87               | 95.1400%                  | 95.1400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.8100%             |
| 2026-04-02 | 3.7800%             |
| 2026-04-03 | 3.7800%             |
| 2026-04-06 | 3.7800%             |
| 2026-04-07 | 3.7800%             |
| 2026-04-08 | 3.7800%             |
| 2026-04-09 | 3.8000%             |
| 2026-04-10 | 3.8000%             |
| 2026-04-13 | 3.8000%             |
| 2026-04-14 | 3.8000%             |
| 2026-04-15 | 3.8000%             |
| 2026-04-16 | 3.8000%             |
| 2026-04-17 | 3.8000%             |
| 2026-04-20 | 3.8000%             |
| 2026-04-21 | 3.8000%             |
| 2026-04-22 | 3.8000%             |
| 2026-04-23 | 3.8000%             |
| 2026-04-24 | 3.8000%             |
| 2026-04-27 | 3.8000%             |
| 2026-04-28 | 3.8000%             |
| 2026-04-29 | 3.8000%             |
| 2026-04-30 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 100.2386                    |
|  |  |
| 2026-04-02 | 100.2041                    |
|  |  |
| 2026-04-03 | 100.2041                    |
|  |  |
| 2026-04-06 | 100.2225                    |
|  |  |
| 2026-04-07 | 100.2381                    |
|  |  |
| 2026-04-08 | 100.2473                    |
|  |  |
| 2026-04-09 | 100.2589                    |
|  |  |
| 2026-04-10 | 100.2012                    |
|  |  |
| 2026-04-13 | 100.2179                    |
|  |  |
| 2026-04-14 | 100.2265                    |
|  |  |
| 2026-04-15 | 100.2358                    |
|  |  |
| 2026-04-16 | 100.2463                    |
|  |  |
| 2026-04-17 | 100.2182                    |
|  |  |
| 2026-04-20 | 100.2194                    |
|  |  |
| 2026-04-21 | 100.2276                    |
|  |  |
| 2026-04-22 | 100.2379                    |
|  |  |
| 2026-04-23 | 100.2470                    |
|  |  |
| 2026-04-24 | 100.2018                    |
|  |  |
| 2026-04-27 | 100.2185                    |
|  |  |
| 2026-04-28 | 100.2273                    |
|  |  |
| 2026-04-29 | 100.2361                    |
|  |  |
| 2026-04-30 | 100.2477                    |
|  |  |

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

### Class: Texas Capital Government Money Market ETF

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $70173358.37

- **Number of Shares Outstanding:** 700000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 100.2386        |
|  |  |
| 2026-04-02 | 100.2041        |
|  |  |
| 2026-04-03 | 100.2041        |
|  |  |
| 2026-04-06 | 100.2225        |
|  |  |
| 2026-04-07 | 100.2381        |
|  |  |
| 2026-04-08 | 100.2473        |
|  |  |
| 2026-04-09 | 100.2589        |
|  |  |
| 2026-04-10 | 100.2012        |
|  |  |
| 2026-04-13 | 100.2179        |
|  |  |
| 2026-04-14 | 100.2265        |
|  |  |
| 2026-04-15 | 100.2358        |
|  |  |
| 2026-04-16 | 100.2463        |
|  |  |
| 2026-04-17 | 100.2182        |
|  |  |
| 2026-04-20 | 100.2194        |
|  |  |
| 2026-04-21 | 100.2276        |
|  |  |
| 2026-04-22 | 100.2379        |
|  |  |
| 2026-04-23 | 100.2470        |
|  |  |
| 2026-04-24 | 100.2018        |
|  |  |
| 2026-04-27 | 100.2185        |
|  |  |
| 2026-04-28 | 100.2273        |
|  |  |
| 2026-04-29 | 100.2361        |
|  |  |
| 2026-04-30 | 100.2477        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $2505963.48             |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

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

**Total Gross Redemptions (Month):** $2505963.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.6000%           |
| 2026-04-02 | 3.5700%           |
| 2026-04-03 | 3.5700%           |
| 2026-04-06 | 3.5600%           |
| 2026-04-07 | 3.5600%           |
| 2026-04-08 | 3.5600%           |
| 2026-04-09 | 3.5900%           |
| 2026-04-10 | 3.5900%           |
| 2026-04-13 | 3.5800%           |
| 2026-04-14 | 3.5800%           |
| 2026-04-15 | 3.5900%           |
| 2026-04-16 | 3.5900%           |
| 2026-04-17 | 3.5900%           |
| 2026-04-20 | 3.5900%           |
| 2026-04-21 | 3.5900%           |
| 2026-04-22 | 3.5900%           |
| 2026-04-23 | 3.5900%           |
| 2026-04-24 | 3.5900%           |
| 2026-04-27 | 3.5900%           |
| 2026-04-28 | 3.5900%           |
| 2026-04-29 | 3.5900%           |
| 2026-04-30 | 3.5900%           |

## 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):** $1997252.50
- **C.18.a - Value (excl. sponsor support):** $1997252.50
- **C.19 - Percentage of Net Assets:** 2.8500%
- **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: 3130AMSE3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMSE37
- **C.18 - Value (incl. sponsor support):** $24565.43
- **C.18.a - Value (excl. sponsor support):** $24565.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **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? 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: 3130APWY7, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APWY75
- **C.18 - Value (incl. sponsor support):** $103532.20
- **C.18.a - Value (excl. sponsor support):** $103532.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.0700%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: 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: 3130APY33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APY336
- **C.18 - Value (incl. sponsor support):** $247163.91
- **C.18.a - Value (excl. sponsor support):** $247163.91
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 2.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: 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):** $1001179.66
- **C.18.a - Value (excl. sponsor support):** $1001179.66
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: 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):** $276216.01
- **C.18.a - Value (excl. sponsor support):** $276216.01
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: 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):** $1158553.26
- **C.18.a - Value (excl. sponsor support):** $1158553.26
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: 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):** $1261019.31
- **C.18.a - Value (excl. sponsor support):** $1261019.31
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: 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):** $2280439.02
- **C.18.a - Value (excl. sponsor support):** $2280439.02
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: 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):** $2753717.97
- **C.18.a - Value (excl. sponsor support):** $2753717.97
- **C.19 - Percentage of Net Assets:** 3.9200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TR84
- **C.18 - Value (incl. sponsor support):** $3263037.35
- **C.18.a - Value (excl. sponsor support):** $3263037.35
- **C.19 - Percentage of Net Assets:** 4.6500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: 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):** $3167710.47
- **C.18.a - Value (excl. sponsor support):** $3167710.47
- **C.19 - Percentage of Net Assets:** 4.5100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 13: 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):** $1117215.56
- **C.18.a - Value (excl. sponsor support):** $1117215.56
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: 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):** $1860643.47
- **C.18.a - Value (excl. sponsor support):** $1860643.47
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TV96
- **C.18 - Value (incl. sponsor support):** $906459.08
- **C.18.a - Value (excl. sponsor support):** $906459.08
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: 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):** $1394555.16
- **C.18.a - Value (excl. sponsor support):** $1394555.16
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: 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):** $3251602.84
- **C.18.a - Value (excl. sponsor support):** $3251602.84
- **C.19 - Percentage of Net Assets:** 4.6300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: 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):** $2695124.42
- **C.18.a - Value (excl. sponsor support):** $2695124.42
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UD79
- **C.18 - Value (incl. sponsor support):** $1823198.74
- **C.18.a - Value (excl. sponsor support):** $1823198.74
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UG01
- **C.18 - Value (incl. sponsor support):** $690300.41
- **C.18.a - Value (excl. sponsor support):** $690300.41
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UL95
- **C.18 - Value (incl. sponsor support):** $2653125.71
- **C.18.a - Value (excl. sponsor support):** $2653125.71
- **C.19 - Percentage of Net Assets:** 3.7800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UN51
- **C.18 - Value (incl. sponsor support):** $897060.44
- **C.18.a - Value (excl. sponsor support):** $897060.44
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **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 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UQ82
- **C.18 - Value (incl. sponsor support):** $957731.05
- **C.18.a - Value (excl. sponsor support):** $957731.05
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UR65
- **C.18 - Value (incl. sponsor support):** $2392786.47
- **C.18.a - Value (excl. sponsor support):** $2392786.47
- **C.19 - Percentage of Net Assets:** 3.4100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797US49
- **C.18 - Value (incl. sponsor support):** $2773451.72
- **C.18.a - Value (excl. sponsor support):** $2773451.72
- **C.19 - Percentage of Net Assets:** 3.9500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UV77
- **C.18 - Value (incl. sponsor support):** $2718022.48
- **C.18.a - Value (excl. sponsor support):** $2718022.48
- **C.19 - Percentage of Net Assets:** 3.8700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $1400588.03
- **C.18.a - Value (excl. sponsor support):** $1400588.03
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $1681353.74
- **C.18.a - Value (excl. sponsor support):** $1681353.74
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: MII050126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20400000.00
- **C.18.a - Value (excl. sponsor support):** $20400000.00
- **C.19 - Percentage of Net Assets:** 29.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-11-01      | 6.4480%  |  | $150428.00         | $22285.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $122000.00         | $8448.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $51067.00          | $5022.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $39000.00          | $5863.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 2.5000%  |  | $30000.00          | $5089.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $1000.00           | $66.26             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.5000%  |  | $11142.00          | $1075.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $53102.00          | $4291.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $44000.00          | $5499.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $123000.00         | $12448.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $111000.00         | $13676.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $62000.00          | $4939.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $1000.00           | $98.34             | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $36132.00          | $5328.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $67059.00          | $10057.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $20000.00          | $1983.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 3.5000%  |  | $56000.00          | $4929.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $48995.00          | $6215.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-11-01      | 2.5000%  |  | $34422.00          | $1428.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-12-01      | 5.5000%  |  | $227612.00         | $1190.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $86000.00          | $3432.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $10000.00          | $1382.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  |  | $10700.00          | $1233.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $17000.00          | $1378.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $65000.00          | $2226.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-02-01      | 3.5000%  |  | $9000.00           | $653.42            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 3.5000%  |  | $21000.00          | $2246.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.5000%  |  | $31000.00          | $1169.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-03-01      | 4.0000%  |  | $17000.00          | $2880.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 4.0000%  |  | $12000.00          | $1496.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.5000%  |  | $20000.00          | $3703.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.0000%  |  | $28000.00          | $4204.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 4.0000%  |  | $10000.00          | $1701.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $36000.00          | $2876.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $45001.00          | $3379.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $36470.00          | $3847.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 5.5000%  |  | $1348902.00        | $7998.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $2999.00           | $65.20             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $2000.00           | $40.38             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $116000.00         | $6437.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-10-01      | 4.5000%  |  | $46000.00          | $2432.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $9000.00           | $1388.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.5000%  |  | $64000.00          | $7031.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $80000.00          | $946.94            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.5000%  |  | $93000.00          | $6711.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $1000.00           | $71.05             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $1000.00           | $91.90             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $71560.00          | $5776.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $34000.00          | $2745.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $91187.00          | $8811.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $16000.00          | $3156.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $17000.00          | $2041.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $22948.00          | $2547.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $49000.00          | $5011.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 4.5000%  |  | $68000.00          | $7013.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.5000%  |  | $54000.00          | $4481.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $14000.00          | $968.27            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 3.5000%  |  | $46000.00          | $3161.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $7000.00           | $479.14            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-02-01      | 3.5000%  |  | $11000.00          | $448.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-03-01      | 2.0000%  |  | $115000.00         | $3788.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 4.0000%  |  | $22000.00          | $1567.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 4.0000%  |  | $31000.00          | $4601.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 3.0000%  |  | $21000.00          | $3463.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-09-01      | 3.0000%  |  | $11000.00          | $768.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-02-01      | 3.0000%  |  | $2000.00           | $160.83            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.5000%  |  | $17000.00          | $2220.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $98999.00          | $10202.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $67000.00          | $7409.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-03-01      | 2.5000%  |  | $31000.00          | $4525.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-08-01      | 3.5000%  |  | $39000.00          | $4645.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  |  | $8000.00           | $595.25            | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-12-01      | 2.5000%  |  | $23000.00          | $2975.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-09-01      | 3.5000%  |  | $10000.00          | $733.11            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-01-01      | 3.0000%  |  | $24000.00          | $4239.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-11-01      | 3.0000%  |  | $13000.00          | $1919.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $8000.00           | $1592.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $32600.00          | $6586.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $54000.00          | $4664.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.0000%  |  | $70000.00          | $4428.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-03-01      | 3.5000%  |  | $1000.00           | $75.80             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.0000%  |  | $7000.00           | $1500.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $87000.00          | $5765.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $34000.00          | $2373.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.5000%  |  | $45000.00          | $3708.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $9000.00           | $883.99            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 3.0000%  |  | $6000.00           | $3332.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $5000.00           | $2701.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  |  | $6000.00           | $3829.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.5000%  |  | $16000.00          | $2976.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 3.0000%  |  | $3000.00           | $361.16            | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $19000.00          | $4735.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 2.5000%  |  | $17500.00          | $4489.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 3.5000%  |  | $6000.00           | $1284.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $48000.00          | $12847.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-06-01      | 3.0000%  |  | $25000.00          | $4166.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $22000.00          | $4247.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 3.5000%  |  | $29000.00          | $7850.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-07-01      | 3.0000%  |  | $15000.00          | $3897.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 5.0000%  |  | $13000.00          | $12233.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 3.5000%  |  | $6000.00           | $3860.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 5.0000%  |  | $1000.00           | $636.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 5.5000%  |  | $4000.00           | $2721.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-07-01      | 3.0000%  |  | $49000.00          | $4407.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-09-01      | 3.0000%  |  | $45500.00          | $5199.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 3.0000%  |  | $8000.00           | $1194.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-02-01      | 2.5000%  |  | $4000.00           | $685.28            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-09-01      | 2.0000%  |  | $1385.00           | $457.17            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-10-01      | 2.0000%  |  | $4000.00           | $2086.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.5000%  |  | $1000.00           | $547.71            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.0000%  |  | $3000.00           | $1707.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.5000%  |  | $11000.00          | $5805.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $3631.00           | $2063.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 3.5000%  |  | $4000.00           | $2234.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 4.0000%  |  | $1000.00           | $537.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 2.5000%  |  | $12000.00          | $7528.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 3.5000%  |  | $1000.00           | $556.62            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 4.0000%  |  | $6000.00           | $3140.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $2000.00           | $1179.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.5000%  |  | $8000.00           | $4759.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-04-01      | 4.5000%  |  | $3000.00           | $1946.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-11-01      | 5.5000%  |  | $26000.00          | $12390.18          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 5.5000%  |  | $5000.00           | $2578.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $11000.00          | $5857.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $3000.00           | $2094.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.5000%  |  | $2000.00           | $1439.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.0000%  |  | $2000.00           | $1572.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.5000%  |  | $6972.00           | $4422.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $10000.00          | $4670.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5458.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $38000.00          | $22333.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $24000.00          | $16534.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  |  | $10000.00          | $7436.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $43000.00          | $28562.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6483.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $40000.00          | $27835.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $10000.00          | $6455.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $8000.00           | $5864.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $7000.00           | $5061.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $1169.00           | $841.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $8000.00           | $5783.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $12001.00          | $8809.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $23000.00          | $16798.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  |  | $14001.00          | $10562.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $12000.00          | $9030.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $8000.00           | $5678.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 6.0000%  |  | $18000.00          | $10298.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $12991.00          | $8685.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $15000.00          | $11344.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $3000.00           | $2197.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $7000.00           | $5523.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $8001.00           | $5988.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 3.0000%  |  | $21000.00          | $15645.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $1000.00           | $826.63            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $12000.00          | $9758.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $24000.00          | $20351.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $7525.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $25998.00          | $21529.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $33000.00          | $26731.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $1000.00           | $923.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $6000.00           | $5014.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1001.00           | $85.40             | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.0000%  |  | $1000.00           | $141.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-11-01      | 3.0000%  |  | $32000.00          | $4892.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 2.5000%  |  | $31000.00          | $7217.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $38000.00          | $5280.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.0000%  |  | $70000.00          | $12192.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $96001.00          | $18366.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $35000.00          | $5628.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $48000.00          | $9968.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-06-01      | 3.0000%  |  | $23000.00          | $5445.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  |  | $23000.00          | $5972.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 3.0000%  |  | $30000.00          | $8354.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $12000.00          | $5512.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 5.5000%  |  | $8000.00           | $6825.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $8995.00           | $5725.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.0000%  |  | $12200.00          | $7650.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.0000%  |  | $10000.00          | $5959.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $16000.00          | $8477.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.0000%  |  | $42000.00          | $23544.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.0000%  |  | $1000.00           | $613.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $1000.00           | $609.12            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $21000.00          | $12990.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $7000.00           | $4783.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $36000.00          | $26384.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.0000%  |  | $6368.00           | $4008.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.5000%  |  | $30000.00          | $19034.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  |  | $14000.00          | $8961.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $7000.00           | $5044.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.5000%  |  | $33000.00          | $24278.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $37885.00          | $26440.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.5000%  |  | $15000.00          | $11040.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 4.0000%  |  | $14000.00          | $10783.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.0000%  |  | $30000.00          | $23021.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $8000.00           | $5594.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 3.5000%  |  | $25000.00          | $18312.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  |  | $19000.00          | $13516.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 2.5000%  |  | $7000.00           | $4994.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.0000%  |  | $8000.00           | $6160.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $8000.00           | $5881.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.0000%  |  | $15000.00          | $11430.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.0000%  |  | $48000.00          | $36901.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7050.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.0000%  |  | $8000.00           | $6215.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $22000.00          | $16118.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.5000%  |  | $9000.00           | $7287.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.0000%  |  | $38083.00          | $32292.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $23000.00          | $18958.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 6.0000%  |  | $9000.00           | $5713.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $1000.00           | $794.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.0000%  |  | $15000.00          | $12333.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $51000.00          | $44535.18          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $9000.00           | $8034.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 6.0000%  |  | $8000.00           | $5497.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $8000.00           | $6765.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $24000.00          | $20014.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $26000.00          | $23611.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $7000.00           | $5054.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $8000.00           | $6010.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $35000.00          | $3725.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.5000%  |  | $81000.00          | $8639.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $21000.00          | $5055.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $14000.00          | $5661.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-04-01      | 3.0000%  |  | $17000.00          | $8716.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $6999.00           | $5279.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 3.0000%  |  | $18000.00          | $13065.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $8000.00           | $5691.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $10000.00          | $7699.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $1000.00           | $766.19            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.5000%  |  | $1000.00           | $980.52            | Agency Mortgage-Backed Securities   |
| FCSB          | 2040-10-22      | 5.3000%  |  | $7000.00           | $6905.61           | Agency Debentures and Agency Strips |
| FCSB          | 2028-09-11      | 3.8650%  |  | $7912000.00        | $7919832.88        | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 2.5000%  |  | $20000.00          | $5312.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 4.0000%  |  | $48000.00          | $11012.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 3.0000%  |  | $18000.00          | $12067.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 3.0000%  |  | $34000.00          | $20035.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $33000.00          | $21684.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 4.0000%  |  | $21000.00          | $14592.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $10001.00          | $6426.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $2654.00           | $2153.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 5.5000%  |  | $6000.00           | $5101.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 5.0000%  |  | $7000.00           | $6700.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-25      | 2.5000%  |  | $7000.00           | $5140.04           | Agency Mortgage-Backed Securities   |
| FHLB          | 2026-06-12      | 5.7500%  |  | $10000.00          | $10021.67          | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 5.8000%  |  | $1992.00           | $14.26             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $1000.00           | $52.78             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $1000.00           | $46.22             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $91000.00          | $4867.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $36.18             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $104000.00         | $6616.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-12-01      | 3.5000%  |  | $60000.00          | $6618.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $1000.00           | $50.38             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $1000.00           | $68.35             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.5000%  |  | $120960.00         | $8209.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $40559.00          | $3159.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.5000%  |  | $89000.00          | $6987.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $58000.00          | $4954.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.0000%  |  | $14000.00          | $1821.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53000.00          | $5956.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.5000%  |  | $1000.00           | $25.30             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $1000.00           | $87.85             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $1000.00           | $118.54            | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 4.0000%  |  | $29000.00          | $5042.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $1001.00           | $49.01             | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $10000.00          | $8091.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $97000.00          | $8410.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $68000.00          | $5942.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $66000.00          | $5322.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $1001.00           | $117.12            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $63000.00          | $5232.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 2.5000%  |  | $44000.00          | $5240.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $14000.00          | $2990.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $91053.00          | $7928.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  |  | $50000.00          | $11903.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $48000.00          | $4713.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $58000.00          | $4705.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $1000.00           | $54.81             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.0000%  |  | $66000.00          | $12167.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $1998.00           | $10.11             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-03-01      | 5.0000%  |  | $1600000.00        | $12097.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $1000.00           | $8.95              | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $1000.00           | $10.88             | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 4.5000%  |  | $1100000.00        | $10839.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1000.00           | $5.89              | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $20000.00          | $13072.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $1000.00           | $142.53            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $2477.00           | $327.17            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  |  | $35000.00          | $3327.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $93000.00          | $14735.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 3.0000%  |  | $65000.00          | $10498.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.0000%  |  | $33000.00          | $10685.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $1496.00           | $351.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $40000.00          | $9612.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $9997.00           | $3161.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $32997.00          | $4671.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $44000.00          | $9229.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $1000.00           | $66.58             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $24000.00          | $3084.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.9730%  |  | $125716.00         | $38434.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $26000.00          | $10239.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $13000.00          | $9002.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 4.0000%  |  | $10000.00          | $6077.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $10000.00          | $5293.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $9000.00           | $6532.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $2000.00           | $1507.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $1000.00           | $699.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 3.0000%  |  | $7000.00           | $5515.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.0000%  |  | $6000.00           | $4931.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 5.2800%  |  | $22127.00          | $23094.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $110000.00         | $15235.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $1000.00           | $78.77             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $36999.00          | $5798.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $67.79             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $71.86             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $32000.00          | $6380.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $15592.00          | $1395.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $146000.00         | $20369.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $19000.00          | $5222.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $36000.00          | $8631.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $111000.00         | $12266.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $30000.00          | $5473.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $32000.00          | $6676.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $16000.00          | $4816.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $22000.00          | $5040.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $23000.00          | $5846.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $10000.00          | $5067.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $10000.00          | $5666.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $22000.00          | $7263.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $20000.00          | $12270.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $13000.00          | $8419.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $1000.00           | $627.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $10495.00          | $7368.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $8000.00           | $5683.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $8000.00           | $5395.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $8000.00           | $5056.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 2.5000%  |  | $8000.00           | $5291.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6711.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $29000.00          | $18025.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11000.00          | $7402.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $34000.00          | $18074.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $9000.00           | $5809.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $7500.00           | $4921.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $51000.00          | $35193.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $51000.00          | $36988.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $9905.00           | $7001.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $7000.00           | $5272.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $6500.00           | $4846.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $15000.00          | $10627.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $10000.00          | $7702.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $38000.00          | $26737.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $11000.00          | $7889.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $25000.00          | $16581.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $13000.00          | $10052.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8031.00           | $6176.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $75000.00          | $54690.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $15988.00          | $12456.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $10000.00          | $8020.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $2995417.00        | $2414804.39        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $18000.00          | $14008.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $6000.00           | $5563.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $6000.00           | $5217.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $8000.00           | $7519.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $14000.00          | $12343.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $1536.00           | $1409.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $15980.00          | $13151.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $11000.00          | $8538.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 4.5000%  |  | $7000.00           | $6066.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $27000.00          | $21969.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $25939.00          | $24256.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1040663.00        | $994874.54         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $30000.00          | $24265.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $131841.00         | $109351.28         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $7000.00           | $6047.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.0000%  |  | $26000.00          | $5609.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 3.5000%  |  | $88353.00          | $10813.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 4.0000%  |  | $31000.00          | $6046.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $27000.00          | $2192.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $59000.00          | $6555.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $1000.00           | $215.28            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $25000.00          | $6494.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $12000.00          | $1618.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $55000.00          | $24182.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $108000.00         | $18907.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $77250.00          | $18458.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $42000.00          | $7958.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $29000.00          | $6119.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $34999.00          | $4992.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $31000.00          | $6030.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.5000%  |  | $23999.00          | $5356.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $92031.00          | $24380.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $40000.00          | $10474.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $26000.00          | $7497.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $23000.00          | $5241.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $16000.00          | $5031.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $29500.00          | $8987.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $13000.00          | $6678.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $15000.00          | $6421.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $45000.00          | $13961.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $16000.00          | $6122.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.5000%  |  | $37000.00          | $13011.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $72000.00          | $22717.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.5000%  |  | $12000.00          | $5315.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $13000.00          | $7386.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $15000.00          | $7132.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $9000.00           | $5612.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.5000%  |  | $13000.00          | $6253.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $11000.00          | $6852.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $48000.00          | $24042.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 4.0000%  |  | $22000.00          | $9781.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $122000.00         | $81596.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $17000.00          | $10300.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $34000.00          | $22483.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $29000.00          | $18906.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $17000.00          | $9630.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $30989.00          | $20807.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $12000.00          | $6924.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $8000.00           | $5786.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $13000.00          | $9004.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $31000.00          | $18848.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $24000.00          | $17286.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26250.00          | $16557.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $85940.00          | $49525.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $6187.00           | $4014.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $7000.00           | $5189.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $10000.00          | $7665.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $9000.00           | $6472.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $9000.00           | $6247.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $38000.00          | $27461.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $11000.00          | $6907.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $8600.00           | $6030.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $27901.00          | $20700.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $141300.00         | $97831.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $14000.00          | $10147.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 2.5000%  |  | $8000.00           | $5612.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $7000.00           | $5029.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $50000.00          | $38351.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $7000.00           | $5339.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $8000.00           | $6262.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $2362.00           | $1839.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 4.5000%  |  | $8000.00           | $6065.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $11000.00          | $8523.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $30000.00          | $22171.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $12000.00          | $8979.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.0000%  |  | $16000.00          | $11767.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $28000.00          | $22901.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $26000.00          | $19290.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $9000.00           | $7451.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  |  | $7000.00           | $6057.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $6000.00           | $4925.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  |  | $7000.00           | $4992.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  |  | $21485.00          | $15966.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $24000.00          | $18927.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $7000.00           | $6074.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $7404.00           | $6490.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $8000.00           | $7501.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $1000.00           | $972.48            | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $84000.00          | $7997.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $1000.00           | $270.53            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 4.5000%  |  | $1000.00           | $32.31             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.5000%  |  | $346207.00         | $8124.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 4.5000%  |  | $414000.00         | $4913.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $1000.00           | $15.68             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $22.84             | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-11-01      | 3.0000%  |  | $930000.00         | $2585.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-12-01      | 4.0000%  |  | $1000.00           | $38.36             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.0000%  |  | $21058.00          | $4851.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $40000.00          | $4682.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $1000.00           | $37.44             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $2000.00           | $78.02             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $2000.00           | $75.99             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $1000.00           | $51.70             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $1000.00           | $25.55             | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $53000.00          | $7584.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $49000.00          | $4855.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $1000.00           | $113.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $67000.00          | $4725.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.0000%  |  | $1000.00           | $70.34             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $993352.00         | $49231.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $37000.00          | $5413.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  |  | $38000.00          | $6299.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $30000.00          | $5340.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $99000.00          | $20781.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.0000%  |  | $25000.00          | $5005.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $1000.00           | $91.60             | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $134001.00         | $13365.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $107000.00         | $9635.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-12-01      | 4.0000%  |  | $67000.00          | $10309.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $44000.00          | $5476.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  |  | $73000.00          | $8229.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $1000.00           | $121.28            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $1000.00           | $102.84            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $1000.00           | $77.52             | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 4.0000%  |  | $106000.00         | $6643.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $151000.00         | $14946.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 3.5000%  |  | $54000.00          | $4833.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.0000%  |  | $1000.00           | $585.58            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $1000.00           | $588.58            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $10000.00          | $5669.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 2.5000%  |  | $1929.00           | $970.41            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.0000%  |  | $11000.00          | $6627.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 1.5000%  |  | $25000.00          | $9656.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $12000.00          | $5786.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $19000.00          | $11617.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $1000.00           | $70.38             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $93000.00          | $7918.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $1000.00           | $87.98             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 3.0000%  |  | $75000.00          | $6568.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $52000.00          | $5930.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.5000%  |  | $34000.00          | $6551.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 2.5000%  |  | $29000.00          | $4862.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 2.5000%  |  | $24000.00          | $5380.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $42062.00          | $6791.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $31000.00          | $5198.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $1000.00           | $165.58            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $30000.00          | $5535.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $39000.00          | $5912.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $19000.00          | $2926.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $42000.00          | $11349.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $1132.00           | $286.59            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $48000.00          | $10834.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $22000.00          | $6135.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  |  | $5000.00           | $1467.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $19000.00          | $8569.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $19000.00          | $10589.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $32000.00          | $14059.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $14000.00          | $5984.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 2.0000%  |  | $25000.00          | $14504.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.5000%  |  | $42999.00          | $15609.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $8000.00           | $6731.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $16999.00          | $14317.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.0000%  |  | $30000.00          | $18626.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.0000%  |  | $17000.00          | $9243.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  |  | $16001.00          | $10150.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $52000.00          | $32900.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $8000.00           | $5039.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $34998.00          | $24484.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $22000.00          | $15046.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $9998.00           | $7150.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 5.0000%  |  | $8000.00           | $5087.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.0000%  |  | $10000.00          | $5830.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $55000.00          | $40260.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.0000%  |  | $9000.00           | $6485.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.5000%  |  | $49000.00          | $36263.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $29000.00          | $22050.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $16999.00          | $12783.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7414.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.5000%  |  | $7000.00           | $4975.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $24000.00          | $18858.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $18000.00          | $13504.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $22000.00          | $17016.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $8000.00           | $5936.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $7000.00           | $5492.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.0000%  |  | $10000.00          | $7840.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $20000.00          | $15057.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 3.5000%  |  | $10000.00          | $7734.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $25999.00          | $20490.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $10000.00          | $8334.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $39000.00          | $32695.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $16000.00          | $13484.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $9000.00           | $5513.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $7000.00           | $6165.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.5000%  |  | $10000.00          | $8920.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 3.5000%  |  | $13000.00          | $11129.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  |  | $6592.00           | $5074.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $10000.00          | $8793.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $11000.00          | $9731.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $71000.00          | $64103.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.0000%  |  | $2289.00           | $2052.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.5000%  |  | $6000.00           | $5446.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $28000.00          | $24367.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $9000.00           | $8113.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  |  | $14000.00          | $12210.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.0000%  |  | $10105.00          | $9527.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 4.5000%  |  | $6999.00           | $6586.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 5.5000%  |  | $7000.00           | $6867.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.5000%  |  | $6000.00           | $5989.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $1000.00           | $26.73             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $23.32             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $23.18             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $75774.00          | $3457.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  |  | $2001.00           | $96.82             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $1000.00           | $34.75             | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.0000%  |  | $1140250.00        | $1016243.97        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 3.5000%  |  | $6000.00           | $5006.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $10000.00          | $9049.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $14000.00          | $11491.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.7570%  |  | $33424.00          | $23781.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.9220%  |  | $101201.00         | $97182.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $28000.00          | $24881.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $1000.00           | $892.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.0000%  |  | $1016263.00        | $967754.62         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $67072.00          | $65643.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $6000.00           | $5211.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.0000%  |  | $6990.00           | $5694.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.5000%  |  | $7000.00           | $6741.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 5.0000%  |  | $30000.00          | $23485.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $2078.00           | $2042.98           | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-15      | 4.5000%  |  | $401333.00         | $10831.26          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 3.0000%  |  | $206062.00         | $15707.63          | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-12-20      | 4.0000%  |  | $1000.00           | $70.20             | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-04-20      | 2.5000%  |  | $1000.00           | $152.72            | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-06-20      | 3.0000%  |  | $183000.00         | $8712.28           | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-05-20      | 4.0000%  |  | $248000.00         | $21551.99          | Agency Mortgage-Backed Securities   |
| GNMA          | 2046-12-20      | 4.0000%  |  | $130000.00         | $13190.58          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-05-20      | 4.0000%  |  | $26275.00          | $17918.86          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-07-20      | 6.0000%  |  | $15000.00          | $5201.84           | Agency Mortgage-Backed Securities   |
| GNMA          | 2037-04-15      | 5.0000%  |  | $115129.00         | $13787.11          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-03-20      | 4.0000%  |  | $296808.00         | $11498.09          | Agency Mortgage-Backed Securities   |
| GNMA          | 2040-09-15      | 4.5000%  |  | $1289.00           | $150.31            | Agency Mortgage-Backed Securities   |
| GNMA          | 2033-10-15      | 4.5000%  |  | $1435692.00        | $18567.87          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 4.0000%  |  | $4775.00           | $156.67            | Agency Mortgage-Backed Securities   |
| TVDB          | 2036-07-15      | 0.0000%  |  | $8000.00           | $4898.11           | Agency Debentures and Agency Strips |
| USTR          | 2026-07-23      | 0.0000%  |  | $3000.00           | $2975.10           | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-18      | 0.0000%  |  | $200.00            | $194.22            | U.S. Treasuries (including strips)  |
| USTR          | 2026-09-17      | 0.0000%  |  | $100.00            | $98.61             | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-07      | 0.0000%  |  | $2000.00           | $1986.63           | U.S. Treasuries (including strips)  |
| USTR          | 2026-08-11      | 0.0000%  |  | $73200.00          | $72452.55          | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-15      | 6.3750%  |  | $100.00            | $103.17            | U.S. Treasuries (including strips)  |
| USTR          | 2029-02-15      | 5.2500%  |  | $5700.00           | $5912.20           | U.S. Treasuries (including strips)  |
| USTR          | 2029-08-15      | 6.1250%  |  | $17100.00          | $18238.06          | U.S. Treasuries (including strips)  |
| USTR          | 2037-05-15      | 5.0000%  |  | $4000.00           | $4206.25           | U.S. Treasuries (including strips)  |
| USTR          | 2038-02-15      | 4.3750%  |  | $200.00            | $198.38            | U.S. Treasuries (including strips)  |
| USTR          | 2029-01-15      | 2.5000%  |  | $2300.00           | $3638.53           | U.S. Treasuries (including strips)  |
| USTR          | 2040-05-15      | 4.3750%  |  | $21100.00          | $20355.55          | U.S. Treasuries (including strips)  |
| USTR          | 2041-05-15      | 4.3750%  |  | $100.00            | $95.58             | U.S. Treasuries (including strips)  |
| USTR          | 2042-11-15      | 2.7500%  |  | $32500.00          | $24540.69          | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 3.6250%  |  | $25500.00          | $21610.87          | U.S. Treasuries (including strips)  |
| USTR          | 2044-11-15      | 3.0000%  |  | $200.00            | $151.91            | U.S. Treasuries (including strips)  |
| USTR          | 2047-11-15      | 2.7500%  |  | $100.00            | $69.90             | U.S. Treasuries (including strips)  |
| USTR          | 2048-02-15      | 1.0000%  |  | $8800.00           | $8381.99           | U.S. Treasuries (including strips)  |
| USTR          | 2050-02-15      | 2.0000%  |  | $700.00            | $403.44            | U.S. Treasuries (including strips)  |
| USTR          | 2040-08-15      | 1.1250%  |  | $100.00            | $61.98             | U.S. Treasuries (including strips)  |
| USTR          | 2041-08-15      | 1.7500%  |  | $4400.00           | $2923.44           | U.S. Treasuries (including strips)  |
| USTR          | 2042-02-15      | 2.3750%  |  | $100.00            | $72.42             | U.S. Treasuries (including strips)  |
| USTR          | 2052-08-15      | 3.0000%  |  | $400.00            | $281.16            | U.S. Treasuries (including strips)  |
| USTR          | 2042-08-15      | 3.3750%  |  | $10000.00          | $8300.69           | U.S. Treasuries (including strips)  |
| USTR          | 2053-02-15      | 1.5000%  |  | $35000.00          | $29445.50          | U.S. Treasuries (including strips)  |
| USTR          | 2043-11-15      | 4.7500%  |  | $14900.00          | $14606.07          | U.S. Treasuries (including strips)  |
| USTR          | 2054-02-15      | 4.2500%  |  | $2200.00           | $1948.96           | U.S. Treasuries (including strips)  |
| USTR          | 2055-08-15      | 4.7500%  |  | $12000.00          | $11560.72          | U.S. Treasuries (including strips)  |
| USTR          | 2026-08-15      | 1.5000%  |  | $100.00            | $99.35             | U.S. Treasuries (including strips)  |
| USTR          | 2027-11-15      | 2.2500%  |  | $4200.00           | $4097.85           | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-31      | 1.8750%  |  | $200.00            | $199.08            | U.S. Treasuries (including strips)  |
| USTR          | 2029-11-15      | 1.7500%  |  | $200.00            | $185.66            | U.S. Treasuries (including strips)  |
| USTR          | 2027-01-31      | 1.5000%  |  | $1200.00           | $1180.17           | U.S. Treasuries (including strips)  |
| USTR          | 2028-04-30      | 1.2500%  |  | $5100.00           | $4842.72           | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-28      | 1.8750%  |  | $22900.00          | $22548.49          | U.S. Treasuries (including strips)  |
| USTR          | 2027-06-30      | 3.2500%  |  | $8000.00           | $7947.36           | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-31      | 3.1250%  |  | $3600.00           | $3565.57           | U.S. Treasuries (including strips)  |
| USTR          | 2029-08-31      | 3.1250%  |  | $13500.00          | $13154.13          | U.S. Treasuries (including strips)  |
| USTR          | 2028-02-29      | 4.0000%  |  | $9800.00           | $9817.96           | U.S. Treasuries (including strips)  |
| USTR          | 2030-04-30      | 3.5000%  |  | $5900.00           | $5794.97           | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-15      | 4.5000%  |  | $5900.00           | $5908.89           | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-31      | 4.0000%  |  | $100.00            | $99.98             | U.S. Treasuries (including strips)  |
| USTR          | 2026-09-15      | 4.6250%  |  | $100.00            | $100.33            | U.S. Treasuries (including strips)  |
| USTR          | 2030-09-30      | 4.6250%  |  | $3000.00           | $3073.83           | U.S. Treasuries (including strips)  |
| USTR          | 2030-10-31      | 4.8750%  |  | $100.00            | $103.49            | U.S. Treasuries (including strips)  |
| USTR          | 2026-11-15      | 4.6250%  |  | $200.00            | $200.92            | U.S. Treasuries (including strips)  |
| USTR          | 2029-07-31      | 4.0000%  |  | $2900.00           | $2905.56           | U.S. Treasuries (including strips)  |
| USTR          | 2031-07-31      | 4.1250%  |  | $6000.00           | $6018.25           | U.S. Treasuries (including strips)  |
| USTR          | 2028-02-15      | 4.2500%  |  | $8200.00           | $8249.96           | U.S. Treasuries (including strips)  |
| USTR          | 2028-03-15      | 3.8750%  |  | $2500.00           | $2499.11           | U.S. Treasuries (including strips)  |
| USTR          | 2028-05-15      | 3.7500%  |  | $1700.00           | $1695.14           | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-31      | 3.8750%  |  | $1711400.00        | $1703175.01        | U.S. Treasuries (including strips)  |
| USTR          | 2027-09-30      | 3.5000%  |  | $200.00            | $199.00            | U.S. Treasuries (including strips)  |
| USTR          | 2033-05-15      | 0.0000%  |  | $42.00             | $31.16             | U.S. Treasuries (including strips)  |
| USTR          | 2027-08-15      | 0.0000%  |  | $0.10              | $0.10              | U.S. Treasuries (including strips)  |

### Security 30: 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: MIT051526, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2035-07-01      | 5.0000%  |  | $3225.00           | $26.46             | Agency Mortgage-Backed Securities  |
| FMAC          | 2036-05-01      | 6.5000%  |  | $8916.00           | $55.38             | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-02-01      | 6.7140%  |  | $474137.00         | $502.92            | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 5.0000%  |  | $3970.00           | $3281.70           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-10-01      | 3.0000%  |  | $33999.00          | $4823.59           | Agency Mortgage-Backed Securities  |
| FMAC          | 2049-08-01      | 4.0000%  |  | $24988.00          | $5487.37           | Agency Mortgage-Backed Securities  |
| FMAC          | 2028-07-07      | 3.8600%  |  | $2000.00           | $2004.84           | Agency Mortgage-Backed Securities  |
| FNMA          | 2035-07-01      | 5.2800%  |  | $23177.00          | $24189.93          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-05-01      | 3.0000%  |  | $9000.00           | $6318.74           | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-05-01      | 6.0000%  |  | $16726.00          | $13483.94          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 3.5000%  |  | $25999.00          | $21757.83          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-05-01      | 5.0000%  |  | $1000.00           | $935.15            | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-03-01      | 2.5000%  |  | $22000.00          | $13705.02          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-01-01      | 2.5000%  |  | $16962.00          | $11344.55          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-08-01      | 3.5000%  |  | $14000.00          | $10738.32          | Agency Mortgage-Backed Securities  |
| FNMA          | 2052-07-01      | 2.5000%  |  | $16000.00          | $11871.21          | Agency Mortgage-Backed Securities  |
| FNMA          | 2054-11-01      | 3.5000%  |  | $15000.00          | $12380.13          | Agency Mortgage-Backed Securities  |
| FNMA          | 2055-07-01      | 6.0000%  |  | $1000.00           | $972.48            | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-02-01      | 3.5000%  |  | $46000.00          | $6117.59           | Agency Mortgage-Backed Securities  |
| FNMA          | 2047-03-01      | 4.0000%  |  | $27607.00          | $2464.95           | Agency Mortgage-Backed Securities  |
| FNMA          | 2053-04-01      | 5.5000%  |  | $7883.00           | $5447.28           | Agency Mortgage-Backed Securities  |
| FMAC          | 2055-04-01      | 5.5000%  |  | $2305.00           | $2027.32           | Agency Mortgage-Backed Securities  |
| FMAC          | 2053-10-01      | 3.0000%  |  | $5995.00           | $4920.87           | Agency Mortgage-Backed Securities  |
| FMAC          | 2054-02-01      | 5.0000%  |  | $911867.00         | $810302.70         | Agency Mortgage-Backed Securities  |
| GNMA          | 2052-03-20      | 2.5000%  |  | $11761.00          | $7164.48           | Agency Mortgage-Backed Securities  |
| GNMA          | 2039-08-15      | 4.0000%  |  | $1000.00           | $32.81             | Agency Mortgage-Backed Securities  |
| USTR          | 2048-02-15      | 3.0000%  |  | $1000.00           | $730.35            | U.S. Treasuries (including strips) |
| USTR          | 2040-08-15      | 1.1250%  |  | $300.00            | $185.93            | U.S. Treasuries (including strips) |
| USTR          | 2028-04-30      | 3.5000%  |  | $31300.00          | $31061.62          | U.S. Treasuries (including strips) |
| USTR          | 2031-08-31      | 3.7500%  |  | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| USTR          | 2032-04-30      | 4.0000%  |  | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| USTR          | 2030-07-31      | 3.8750%  |  | $1600.00           | $1592.31           | U.S. Treasuries (including strips) |
| USTR          | 2036-05-15      | 0.0000%  |  | $13.69             | $8.70              | U.S. Treasuries (including strips) |

### Security 31: 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: MIT501226, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2045-07-01      | 3.5000%  |  | $60606.00          | $5849.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 3.0000%  |  | $46000.00          | $6149.53           | Agency Mortgage-Backed Securities   |
| FHLB          | 2037-05-29      | 5.7500%  |  | $20000.00          | $19984.62          | Agency Debentures and Agency Strips |
| FMAC          | 2043-09-01      | 3.5000%  |  | $95000.00          | $9706.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 3.5000%  |  | $135000.00         | $8862.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $10000.00          | $6876.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $22020.00          | $16164.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 3.5000%  |  | $10000.00          | $8161.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  |  | $6999.00           | $5529.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.5000%  |  | $11000.00          | $6095.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  |  | $21584.00          | $16013.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $23000.00          | $16634.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $8000.00           | $5583.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.5000%  |  | $8000.00           | $5888.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 3.5000%  |  | $46943.00          | $34385.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $14000.00          | $10648.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $19000.00          | $15503.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $7999.00           | $5942.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 4.0000%  |  | $10000.00          | $8747.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $7000.00           | $6112.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $17000.00          | $15176.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $13999.00          | $5661.45           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-12-06      | 3.4300%  |  | $10000.00          | $9876.73           | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 3.0000%  |  | $14822.00          | $6277.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  |  | $8000.00           | $6051.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $8000.00           | $6011.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-10-01      | 4.5000%  |  | $1000.00           | $80.56             | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $100303.00         | $16813.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $8000.00           | $5056.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $15000.00          | $10387.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $8000.00           | $6455.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $1024.00           | $939.87            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $8000.00           | $6694.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $13000.00          | $10515.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $30000.00          | $5355.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.5000%  |  | $33000.00          | $10461.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $8041.00           | $5101.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $7999.00           | $5540.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 4.5000%  |  | $20000.00          | $7172.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8000.00           | $5206.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $8000.00           | $5931.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $9800.00           | $7048.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $11000.00          | $7691.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $12000.00          | $8672.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $9100.00           | $6300.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $21000.00          | $16272.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $10000.00          | $8325.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $9000.00           | $6663.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 4.0000%  |  | $42000.00          | $5534.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.5000%  |  | $46000.00          | $5385.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $9000.00           | $5289.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $32866.00          | $8320.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 2.5000%  |  | $13000.00          | $5038.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.5000%  |  | $7000.00           | $5053.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 4.0000%  |  | $13000.00          | $5430.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $10000.00          | $6326.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $19000.00          | $13444.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $7000.00           | $5128.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $11000.00          | $8371.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-08-01      | 5.5000%  |  | $11000.00          | $5500.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 3.5000%  |  | $24000.00          | $18948.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $7000.00           | $5706.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $8000.00           | $7046.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 3.5000%  |  | $14000.00          | $12100.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $8000.00           | $7056.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 3.5000%  |  | $7000.00           | $5996.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 4.0000%  |  | $7000.00           | $6204.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $23.32             | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  |  | $27000.00          | $24981.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 3.5000%  |  | $12999.00          | $11503.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-04-01      | 5.5000%  |  | $8175.00           | $8144.70           | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-04-20      | 4.5000%  |  | $16000.00          | $12380.18          | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-12-20      | 4.5000%  |  | $1000.00           | $956.74            | Agency Mortgage-Backed Securities   |
| GNMA          | 2055-01-20      | 4.5000%  |  | $14000.00          | $12874.32          | Agency Mortgage-Backed Securities   |
| USTR          | 2039-05-15      | 4.2500%  |  | $10700.00          | $10311.81          | U.S. Treasuries (including strips)  |
| USTR          | 2056-02-15      | 2.3750%  |  | $100.00            | $93.69             | U.S. Treasuries (including strips)  |
| USTR          | 2028-04-30      | 3.5000%  |  | $200.00            | $198.48            | U.S. Treasuries (including strips)  |
| USTR          | 2030-07-31      | 3.8750%  |  | $1118400.00        | $1113024.97        | U.S. Treasuries (including strips)  |
| USTR          | 2036-01-15      | 1.8750%  |  | $258100.00         | $258217.08         | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-05-07

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer