# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-000150
**Filing Date:** 2026-1
**Character Count:** 149394
**Document Hash:** 6db91686adf8d402dba6b396fce25167
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-000150.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001580642-26-000150

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26519008

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

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

## Series and Classes Contracts Data

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

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

# 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):** 2025-12-31

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

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

**LEI of Series:** 529900F6Z49GHHXEAL39

**EDGAR Series Identifier:** S000082305

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 28 days

- **WAL:** 29 days

- **Total Value of Portfolio Securities:** $128443840.92

- **Amortized Cost of Portfolio Securities:** $128443840.92

- **Cash:** $7300.56

- **Total Other Assets:** $282182.22

- **Total Liabilities:** $421930.74

- **Net Assets of Series:** $128311392.96

- **Number of Shares Outstanding (Series):** 128311140.0900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $86124306.99              | $90447501.55               | 91.4800%                  | 92.8000%                   |
| 2025-12-02 | $85355487.27              | $89678749.67               | 91.4000%                  | 92.7400%                   |
| 2025-12-03 | $86301377.98              | $90624708.23               | 91.4900%                  | 92.8200%                   |
| 2025-12-04 | $86293160.47              | $90616558.59               | 91.4800%                  | 92.8100%                   |
| 2025-12-05 | $86193262.69              | $90516728.69               | 91.4700%                  | 93.3300%                   |
| 2025-12-08 | $85965970.31              | $89039641.64               | 91.4400%                  | 91.9700%                   |
| 2025-12-09 | $85776350.18              | $88850091.08               | 91.4600%                  | 91.9900%                   |
| 2025-12-10 | $85468588.80              | $88542399.29               | 91.4300%                  | 91.9700%                   |
| 2025-12-11 | $85972886.24              | $89546201.23               | 91.9700%                  | 93.0400%                   |
| 2025-12-12 | $84038346.89              | $87611806.86               | 91.3100%                  | 92.3900%                   |
| 2025-12-15 | $75987074.35              | $79560969.38               | 90.4700%                  | 91.6600%                   |
| 2025-12-16 | $82890754.51              | $86941525.10               | 91.1900%                  | 92.8100%                   |
| 2025-12-17 | $83871517.66              | $86922478.23               | 92.2900%                  | 92.8100%                   |
| 2025-12-18 | $83871280.70              | $86922337.04               | 92.2900%                  | 92.8100%                   |
| 2025-12-19 | $83859599.43              | $86910751.55               | 92.2900%                  | 92.8100%                   |
| 2025-12-22 | $105662144.58             | $108236584.11              | 94.1700%                  | 94.1700%                   |
| 2025-12-23 | $107043097.11             | $109617587.55              | 93.4200%                  | 93.8600%                   |
| 2025-12-24 | $110503197.26             | $113077738.59              | 93.6200%                  | 94.0400%                   |
| 2025-12-26 | $119591017.98             | $122165661.13              | 94.0700%                  | 94.4600%                   |
| 2025-12-27 | $119596275.14             | $122170969.20              | 94.0700%                  | 94.4600%                   |
| 2025-12-30 | $118790810.64             | $120865613.98              | 93.6300%                  | 93.6300%                   |
| 2025-12-31 | $120653002.90             | $122727813.66              | 93.7200%                  | 93.7200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0000%             |
| 2025-12-02 | 4.0000%             |
| 2025-12-03 | 3.9900%             |
| 2025-12-04 | 3.9700%             |
| 2025-12-05 | 3.9600%             |
| 2025-12-08 | 3.9300%             |
| 2025-12-09 | 3.9200%             |
| 2025-12-10 | 3.9200%             |
| 2025-12-11 | 3.9000%             |
| 2025-12-12 | 3.8900%             |
| 2025-12-15 | 3.8400%             |
| 2025-12-16 | 3.8300%             |
| 2025-12-17 | 3.8200%             |
| 2025-12-18 | 3.8100%             |
| 2025-12-19 | 3.8100%             |
| 2025-12-22 | 3.8100%             |
| 2025-12-23 | 3.8000%             |
| 2025-12-24 | 3.8000%             |
| 2025-12-26 | 3.8000%             |
| 2025-12-27 | 3.8000%             |
| 2025-12-30 | 3.8000%             |
| 2025-12-31 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.9999                      |
|  |  |
| 2025-12-02 | 1.0001                      |
|  |  |
| 2025-12-03 | 1.0001                      |
|  |  |
| 2025-12-04 | 1.0001                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0000                      |
|  |  |
| 2025-12-09 | 1.0001                      |
|  |  |
| 2025-12-10 | 1.0001                      |
|  |  |
| 2025-12-11 | 1.0001                      |
|  |  |
| 2025-12-12 | 1.0003                      |
|  |  |
| 2025-12-15 | 1.0001                      |
|  |  |
| 2025-12-16 | 1.0001                      |
|  |  |
| 2025-12-17 | 1.0001                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0003                      |
|  |  |
| 2025-12-22 | 1.0000                      |
|  |  |
| 2025-12-23 | 1.0001                      |
|  |  |
| 2025-12-24 | 1.0001                      |
|  |  |
| 2025-12-26 | 1.0001                      |
|  |  |
| 2025-12-27 | 1.0001                      |
|  |  |
| 2025-12-30 | 1.0001                      |
|  |  |
| 2025-12-31 | 1.0001                      |
|  |  |

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

### Class: Texas Capital Government Money Market Fund

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $128311392.96

- **Number of Shares Outstanding:** 128311140.0900

- **Expense Reimbursement/Waiver:** 54326.81

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.9999          |
|  |  |
| 2025-12-02 | 1.0001          |
|  |  |
| 2025-12-03 | 1.0001          |
|  |  |
| 2025-12-04 | 1.0001          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0000          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-27 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1291462.29               | $0.00                   |
| 2025-12-02 | $1266.00                  | $779500.00              |
| 2025-12-03 | $962678.00                | $17500.00               |
| 2025-12-04 | $50000.00                 | $58341.52               |
| 2025-12-05 | $0.00                     | $107610.00              |
| 2025-12-08 | $25.00                    | $266640.95              |
| 2025-12-09 | $0.00                     | $208000.00              |
| 2025-12-10 | $96006.00                 | $353750.00              |
| 2025-12-11 | $0.00                     | $4704.00                |
| 2025-12-12 | $95675.00                 | $1548959.38             |
| 2025-12-15 | $25.00                    | $8075000.00             |
| 2025-12-16 | $6901635.00               | $4937.00                |
| 2025-12-17 | $3492.97                  | $30500.00               |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $20040.00               |
| 2025-12-22 | $21312219.00              | $11750.00               |
| 2025-12-23 | $2401543.00               | $18000.00               |
| 2025-12-24 | $3488002.00               | $41700.00               |
| 2025-12-26 | $9066777.85               | $0.00                   |
| 2025-12-27 | $0.00                     | $0.00                   |
| 2025-12-30 | $75560.00                 | $235120.97              |
| 2025-12-31 | $1850000.00               | $285.37                 |

**Total Gross Subscriptions (Month):** $47596392.11

**Total Gross Redemptions (Month):** $11967339.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7600%           |
| 2025-12-02 | 3.7600%           |
| 2025-12-03 | 3.7600%           |
| 2025-12-04 | 3.7500%           |
| 2025-12-05 | 3.7500%           |
| 2025-12-08 | 3.7300%           |
| 2025-12-09 | 3.7200%           |
| 2025-12-10 | 3.7200%           |
| 2025-12-11 | 3.7000%           |
| 2025-12-12 | 3.6900%           |
| 2025-12-15 | 3.6400%           |
| 2025-12-16 | 3.6300%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6100%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6100%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.6000%           |
| 2025-12-26 | 3.6000%           |
| 2025-12-27 | 3.6000%           |
| 2025-12-30 | 3.6000%           |
| 2025-12-31 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 65.4300%         | 65.4300%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AKRN8, C.3 - LEI: None, C.5 - Other ID: US3130AKRN88
- **C.18 - Value (incl. sponsor support):** $74820.04
- **C.18.a - Value (excl. sponsor support):** $74820.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.4500%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AL3F9, C.3 - LEI: None, C.5 - Other ID: US3130AL3F96
- **C.18 - Value (incl. sponsor support):** $1989832.05
- **C.18.a - Value (excl. sponsor support):** $1989832.05
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 2.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X37, C.3 - LEI: None, C.5 - Other ID: US3130B5X378
- **C.18 - Value (incl. sponsor support):** $1250619.53
- **C.18.a - Value (excl. sponsor support):** $1250619.53
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 1.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Farm Credit Banks Funding Corporation

- **C.1 - Title:** Federal Farm Credit Banks Funding Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EN6A3, C.3 - LEI: None, C.5 - Other ID: US3133EN6A33
- **C.18 - Value (incl. sponsor support):** $1999990.72
- **C.18.a - Value (excl. sponsor support):** $1999990.72
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Mortgage Corporation

- **C.1 - Title:** Federal Home Loan Mortgage Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3134GWWP7, C.3 - LEI: None, C.5 - Other ID: US3134GWWP77
- **C.18 - Value (incl. sponsor support):** $496207.31
- **C.18.a - Value (excl. sponsor support):** $496207.31
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.1500%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.3 - LEI: None, C.5 - Other ID: US3135G0K368
- **C.18 - Value (incl. sponsor support):** $1986668.93
- **C.18.a - Value (excl. sponsor support):** $1986668.93
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 2.4100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: State Street

- **C.1 - Title:** State Street Institutional US Government Money
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: None, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $679211.37
- **C.18.a - Value (excl. sponsor support):** $679211.37
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 8: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.3 - LEI: None, C.5 - Other ID: US912797PD35
- **C.18 - Value (incl. sponsor support):** $2993515.44
- **C.18.a - Value (excl. sponsor support):** $2993515.44
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: None, C.5 - Other ID: US912797PV33
- **C.18 - Value (incl. sponsor support):** $992436.68
- **C.18.a - Value (excl. sponsor support):** $992436.68
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.3 - LEI: None, C.5 - Other ID: US912797RA77
- **C.18 - Value (incl. sponsor support):** $2999678.95
- **C.18.a - Value (excl. sponsor support):** $2999678.95
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.3 - LEI: None, C.5 - Other ID: US912797RH21
- **C.18 - Value (incl. sponsor support):** $499625.16
- **C.18.a - Value (excl. sponsor support):** $499625.16
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 2.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.3 - LEI: None, C.5 - Other ID: US912797RJ86
- **C.18 - Value (incl. sponsor support):** $748872.27
- **C.18.a - Value (excl. sponsor support):** $748872.27
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.3 - LEI: None, C.5 - Other ID: US912797RK59
- **C.18 - Value (incl. sponsor support):** $1994305.11
- **C.18.a - Value (excl. sponsor support):** $1994305.11
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.3 - LEI: None, C.5 - Other ID: US912797RL33
- **C.18 - Value (incl. sponsor support):** $1992636.77
- **C.18.a - Value (excl. sponsor support):** $1992636.77
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **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 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.3 - LEI: None, C.5 - Other ID: US912797RT68
- **C.18 - Value (incl. sponsor support):** $1991188.16
- **C.18.a - Value (excl. sponsor support):** $1991188.16
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 16: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.3 - LEI: None, C.5 - Other ID: US912797RU32
- **C.18 - Value (incl. sponsor support):** $1739775.33
- **C.18.a - Value (excl. sponsor support):** $1739775.33
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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 17: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.3 - LEI: None, C.5 - Other ID: US912797SE80
- **C.18 - Value (incl. sponsor support):** $3248262.41
- **C.18.a - Value (excl. sponsor support):** $3248262.41
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 2.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.3 - LEI: None, C.5 - Other ID: US912797SG39
- **C.18 - Value (incl. sponsor support):** $998117.89
- **C.18.a - Value (excl. sponsor support):** $998117.89
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **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? 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: 912797SH1, C.3 - LEI: None, C.5 - Other ID: US912797SH12
- **C.18 - Value (incl. sponsor support):** $498629.19
- **C.18.a - Value (excl. sponsor support):** $498629.19
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.3 - LEI: None, C.5 - Other ID: US912797SJ77
- **C.18 - Value (incl. sponsor support):** $2989771.97
- **C.18.a - Value (excl. sponsor support):** $2989771.97
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: None, C.5 - Other ID: US912797SN89
- **C.18 - Value (incl. sponsor support):** $987749.28
- **C.18.a - Value (excl. sponsor support):** $987749.28
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.3 - LEI: None, C.5 - Other ID: US912797SR93
- **C.18 - Value (incl. sponsor support):** $2736774.17
- **C.18.a - Value (excl. sponsor support):** $2736774.17
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.3 - LEI: None, C.5 - Other ID: US912797SS76
- **C.18 - Value (incl. sponsor support):** $2983270.95
- **C.18.a - Value (excl. sponsor support):** $2983270.95
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.3 - LEI: None, C.5 - Other ID: US912797ST59
- **C.18 - Value (incl. sponsor support):** $1987185.94
- **C.18.a - Value (excl. sponsor support):** $1987185.94
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.3 - LEI: None, C.5 - Other ID: US912797SY45
- **C.18 - Value (incl. sponsor support):** $1985810.28
- **C.18.a - Value (excl. sponsor support):** $1985810.28
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.3 - LEI: None, C.5 - Other ID: US912797SZ10
- **C.18 - Value (incl. sponsor support):** $2976488.54
- **C.18.a - Value (excl. sponsor support):** $2976488.54
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: None, C.5 - Other ID: US912797TA59
- **C.18 - Value (incl. sponsor support):** $2974638.75
- **C.18.a - Value (excl. sponsor support):** $2974638.75
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.3 - LEI: None, C.5 - Other ID: US912797TB33
- **C.18 - Value (incl. sponsor support):** $743137.91
- **C.18.a - Value (excl. sponsor support):** $743137.91
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.3 - LEI: None, C.5 - Other ID: US912797TG20
- **C.18 - Value (incl. sponsor support):** $2971253.33
- **C.18.a - Value (excl. sponsor support):** $2971253.33
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.3 - LEI: None, C.5 - Other ID: US912797TJ68
- **C.18 - Value (incl. sponsor support):** $3462035.64
- **C.18.a - Value (excl. sponsor support):** $3462035.64
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.3 - LEI: None, C.5 - Other ID: US912797TK32
- **C.18 - Value (incl. sponsor support):** $2471188.75
- **C.18.a - Value (excl. sponsor support):** $2471188.75
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.3 - LEI: None, C.5 - Other ID: US91282CJU62
- **C.18 - Value (incl. sponsor support):** $1000082.19
- **C.18.a - Value (excl. sponsor support):** $1000082.19
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 33: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: None, C.5 - Other ID: US91282CKM28
- **C.18 - Value (incl. sponsor support):** $1000059.91
- **C.18.a - Value (excl. sponsor support):** $1000059.91
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: 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: MII010226, C.3 - LEI: None
- **C.18 - Value (incl. sponsor support):** $50700000.00
- **C.18.a - Value (excl. sponsor support):** $50700000.00
- **C.19 - Percentage of Net Assets:** 39.5100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2033-12-01      | 4.5000%  |  | $132000.00         | $8317.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $321021.00         | $6869.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 4.5000%  |  | $95000.00          | $7885.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $143000.00         | $18106.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-08-01      | 4.0000%  |  | $262000.00         | $18406.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.0000%  |  | $1000.00           | $120.85            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $59000.00          | $7601.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.0000%  |  | $47667.00          | $5938.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $1000.00           | $79.95             | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 3.5000%  |  | $111000.00         | $7980.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-09-01      | 4.5000%  |  | $63000.00          | $5221.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.0000%  |  | $122000.00         | $8019.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.0000%  |  | $105000.00         | $6737.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $250323.00         | $24571.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.0000%  |  | $88000.00          | $7980.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-09-01      | 3.5000%  |  | $80000.00          | $8666.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.5000%  |  | $55000.00          | $5684.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 3.5000%  |  | $80000.00          | $6045.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $69018.00          | $9164.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $77409.00          | $5573.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $125000.00         | $9380.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 4.0000%  |  | $21000.00          | $1605.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $55000.00          | $5976.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $29000.00          | $2815.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $18000.00          | $1566.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $9000.00           | $950.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $7000.00           | $730.03            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 4.0000%  |  | $78000.00          | $7498.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $65028.00          | $6961.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.0000%  |  | $34192.00          | $5278.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.0000%  |  | $79469.00          | $8010.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $2000.00           | $272.86            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.0000%  |  | $42000.00          | $8930.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 4.5000%  |  | $112027.00         | $9670.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-10-01      | 3.0000%  |  | $141975.00         | $7459.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-11-01      | 3.0000%  |  | $300000.00         | $16373.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $1000.00           | $80.85             | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.0000%  |  | $73000.00          | $6075.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-08-01      | 3.5000%  |  | $113000.00         | $9151.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 3.5000%  |  | $52000.00          | $8862.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.0000%  |  | $184000.00         | $17718.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $154000.00         | $8268.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $117500.00         | $5416.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $195000.00         | $5936.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $89500.00          | $5228.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $78000.00          | $9092.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.3180%  |  | $641783.00         | $15201.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.6400%  |  | $3918077.00        | $20366.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 3.0000%  |  | $63000.00          | $8771.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $314000.00         | $6711.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $116000.00         | $6994.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $300000.00         | $8438.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 4.5000%  |  | $68000.00          | $7407.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $82000.00          | $10057.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 2.5000%  |  | $58000.00          | $7321.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $45000.00          | $5882.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $97000.00          | $14939.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.5000%  |  | $49000.00          | $8849.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $42000.00          | $7564.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $42500.00          | $8073.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $21000.00          | $5087.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $137000.00         | $9539.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $59603.00          | $7549.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $114000.00         | $9402.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $19000.00          | $5193.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 2.5000%  |  | $19000.00          | $7105.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $23500.00          | $7051.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-03-01      | 2.5000%  |  | $20000.00          | $12154.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 2.5000%  |  | $34000.00          | $18615.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.0000%  |  | $20000.00          | $11815.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 2.0000%  |  | $9000.00           | $6173.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 5.0000%  |  | $21000.00          | $19225.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 2.0000%  |  | $17000.00          | $5631.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-12-01      | 2.5000%  |  | $30000.00          | $9581.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 2.0000%  |  | $20737.00          | $11657.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-10-01      | 1.5000%  |  | $30000.00          | $16816.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.0000%  |  | $19000.00          | $10998.25          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $13999.00          | $8467.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.5000%  |  | $11000.00          | $6163.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 3.5000%  |  | $22000.00          | $13175.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 4.0000%  |  | $12000.00          | $6824.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 5.0000%  |  | $13000.00          | $7886.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.5000%  |  | $18000.00          | $15309.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 2.0000%  |  | $33250.00          | $16612.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-04-01      | 6.0000%  |  | $20010.00          | $12204.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 4.0000%  |  | $17000.00          | $9604.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 4.5000%  |  | $23000.00          | $7600.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $30000.00          | $22388.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $20000.00          | $16084.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $21000.00          | $14390.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $22000.00          | $15362.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6837.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $11000.00          | $8203.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $17000.00          | $12365.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $30000.00          | $22374.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $19000.00          | $14242.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 6.0000%  |  | $11000.00          | $7445.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $22000.00          | $16902.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  |  | $12000.00          | $9679.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $33376.00          | $24483.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $11000.00          | $7735.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $30000.00          | $23566.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $29000.00          | $24929.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $15000.00          | $12511.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $30000.00          | $21607.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 3.5000%  |  | $9000.00           | $7692.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $18000.00          | $15685.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $19000.00          | $16509.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $16000.00          | $13069.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $20000.00          | $17467.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 2.0000%  |  | $18000.00          | $13364.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $11000.00          | $9579.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  |  | $21750.00          | $19015.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $15000.00          | $13968.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  |  | $16000.00          | $14706.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 3.5000%  |  | $14000.00          | $12063.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $21000.00          | $18499.53          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.5000%  |  | $64000.00          | $8335.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $27000.00          | $4662.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $15000.00          | $2558.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 4.0000%  |  | $23000.00          | $5056.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.0000%  |  | $50000.00          | $20755.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  |  | $25901.00          | $24188.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $8000.00           | $7156.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $35000.00          | $9221.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $49000.00          | $20324.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $18000.00          | $10782.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $9000.00           | $6851.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 2.5000%  |  | $11000.00          | $6540.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 2.5000%  |  | $11668.00          | $5692.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $1000.00           | $649.01            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.5000%  |  | $2000.00           | $1221.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.5000%  |  | $18000.00          | $8560.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.5000%  |  | $12000.00          | $7364.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.0000%  |  | $21000.00          | $13250.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $22000.00          | $14078.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $26000.00          | $17328.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  |  | $8000.00           | $5298.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $20000.00          | $14880.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.0000%  |  | $21000.00          | $16174.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $10000.00          | $7606.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $32999.00          | $25510.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  |  | $30000.00          | $22206.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 4.0000%  |  | $28000.00          | $22467.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.0000%  |  | $27000.00          | $21652.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  |  | $21000.00          | $15810.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  |  | $12000.00          | $9534.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $18947400.00       | $14981276.81       | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  |  | $17000.00          | $12770.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.0000%  |  | $12000.00          | $9665.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.5000%  |  | $16000.00          | $12826.84          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $23000.00          | $18572.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $21000.00          | $17388.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.0000%  |  | $15000.00          | $12219.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $14000.00          | $10747.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $13001.00          | $9960.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $17000.00          | $13530.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $20000.00          | $16087.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.5000%  |  | $13000.00          | $11011.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.0000%  |  | $17000.00          | $15110.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.5000%  |  | $25000.00          | $20626.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $6000.00           | $5160.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.5000%  |  | $20000.00          | $17207.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $20000.00          | $16403.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $15001.00          | $12407.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 4.0000%  |  | $30000.00          | $26687.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $30000.00          | $24584.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 4.0000%  |  | $14000.00          | $12030.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  |  | $23000.00          | $19655.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.0000%  |  | $14000.00          | $10063.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.0000%  |  | $14000.00          | $12591.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 5.5000%  |  | $29000.00          | $24757.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $33000.00          | $28485.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $7000.00           | $6399.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 4.0000%  |  | $13020.00          | $11782.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $14500.00          | $13110.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $12000.00          | $11116.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $25000.00          | $22363.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 4.0000%  |  | $16000.00          | $14578.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $14000.00          | $12117.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $16000.00          | $15103.78          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 3.5000%  |  | $20000.00          | $18132.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $18000.00          | $14530.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 2.0000%  |  | $28000.00          | $20197.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-03-01      | 3.0000%  |  | $50000.00          | $8846.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $37000.00          | $4044.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $70000.00          | $6687.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $39000.00          | $5356.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $60000.00          | $6408.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $29000.00          | $7033.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $82000.00          | $19002.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $108000.00         | $9357.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $86000.00          | $7153.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $81000.00          | $8172.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $69414.00          | $12259.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $22000.00          | $5005.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $27000.00          | $6857.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $64000.00          | $7888.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $200000.00         | $22868.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $14955.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $15000.00          | $9232.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $15000.00          | $10226.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $24000.00          | $17007.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $18000.00          | $12801.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $2000.00           | $1466.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $17322.00          | $13412.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $29000.00          | $19809.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $22000.00          | $14129.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  |  | $21000.00          | $15722.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $15000.00          | $11858.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 7.0000%  |  | $1960633.00        | $1753243.51        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 7.0000%  |  | $2045223.00        | $1479772.19        | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-03-27      | 3.9600%  |  | $1398000.00        | $1398391.44        | Agency Debentures and Agency Strips |
| FCSB          | 2028-04-03      | 3.9600%  |  | $11700000.00       | $11703159.00       | Agency Debentures and Agency Strips |
| FCSB          | 2034-07-03      | 5.2900%  |  | $816000.00         | $818548.37         | Agency Debentures and Agency Strips |
| FMAC          | 2035-04-01      | 2.5000%  |  | $28000.00          | $6449.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 2.5000%  |  | $21000.00          | $11383.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 3.0000%  |  | $17000.00          | $7572.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $1000.00           | $707.51            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $7598.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  |  | $31000.00          | $24508.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  |  | $16000.00          | $11234.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $32000.00          | $23230.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $18000.00          | $14175.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $19000.00          | $15020.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $33000.00          | $27821.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-06-01      | 3.0000%  |  | $30000.00          | $21046.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-03-01      | 2.0000%  |  | $17000.00          | $7918.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 3.5000%  |  | $17000.00          | $12362.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-05-15      | 6.2500%  |  | $2000.00           | $2170.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 5.5000%  |  | $55499.00          | $5192.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $110000.00         | $6342.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $102682.00         | $5027.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $186440.00         | $7216.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $105000.00         | $7003.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.5000%  |  | $152963.00         | $5760.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $80000.00          | $8935.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $33000.00          | $1567.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $116000.00         | $6540.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $212000.00         | $11106.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $85000.00          | $9521.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 4.0000%  |  | $104000.00         | $6253.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $99000.00          | $7109.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-01-01      | 4.5000%  |  | $146000.00         | $6122.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 4.0000%  |  | $9000.00           | $1195.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.5000%  |  | $460000.00         | $13754.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  |  | $37000.00          | $5563.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $4000.00           | $371.46            | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-12-01      | 6.5000%  |  | $61000.00          | $7489.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  |  | $91000.00          | $7215.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.5000%  |  | $56485.00          | $6210.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 4.5000%  |  | $66334.00          | $8676.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 3.5000%  |  | $60000.00          | $5373.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $67000.00          | $11556.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-04-01      | 3.5000%  |  | $47000.00          | $5057.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.5000%  |  | $60188.00          | $7789.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 4.0000%  |  | $70000.00          | $6289.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $13000.00          | $11845.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 3.5000%  |  | $112920.00         | $6829.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.5000%  |  | $130000.00         | $9052.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.0000%  |  | $125000.00         | $5209.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.0000%  |  | $80000.00          | $8911.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.0000%  |  | $58000.00          | $7698.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $68000.00          | $6269.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $71000.00          | $13058.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-04-01      | 3.5000%  |  | $29000.00          | $5566.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-08-01      | 2.5000%  |  | $195000.00         | $17265.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.0000%  |  | $69000.00          | $6473.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $65000.00          | $8775.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 4.5000%  |  | $58000.00          | $5068.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $43000.00          | $10006.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $35000.00          | $5559.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $34000.00          | $7153.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $37000.00          | $8356.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.5000%  |  | $46768.00          | $7691.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  |  | $50000.00          | $12333.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $57000.00          | $8739.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  |  | $42000.00          | $5793.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $48000.00          | $5293.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-02-01      | 3.5000%  |  | $66000.00          | $9573.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $135000.00         | $8632.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 5.0000%  |  | $2414000.00        | $20145.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-06-01      | 5.0000%  |  | $1490990.00        | $13692.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $15000.00          | $12984.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $37000.00          | $6543.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $79500.00          | $8739.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2062-09-01      | 4.5000%  |  | $1024.00           | $754.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $41000.00          | $7825.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $100000.00         | $7051.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 3.5000%  |  | $62000.00          | $14459.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $21000.00          | $5441.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 3.0000%  |  | $60000.00          | $10554.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $30000.00          | $5740.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $62000.00          | $16139.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $61002.00          | $9447.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $55000.00          | $9185.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $115000.00         | $7973.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $46000.00          | $6208.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $12000.00          | $6532.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $14000.00          | $7568.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $20000.00          | $15450.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  |  | $29000.00          | $23539.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10000.00          | $7161.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $11000.00          | $7868.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $22999.00          | $15239.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $22000.00          | $14097.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6728.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $25000.00          | $17041.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $13567.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $21000.00          | $16449.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $6982.00           | $5589.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $20000.00          | $16217.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $15000.00          | $14857.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $60000.00          | $6955.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $24000.00          | $5542.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $96000.00          | $7568.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $71000.00          | $6156.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $104000.00         | $8536.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $117000.00         | $8805.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $130500.00         | $19502.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.5000%  |  | $4000.00           | $863.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $63000.00          | $7264.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $12000.00          | $1179.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.5000%  |  | $44000.00          | $5752.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $16000.00          | $5017.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-01-01      | 3.0000%  |  | $63000.00          | $17489.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $30000.00          | $8440.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $28500.00          | $14390.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  |  | $15000.00          | $5928.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $14000.00          | $7587.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $444000.00         | $269335.56         | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $12000.00          | $8237.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 4.0000%  |  | $22337.00          | $7422.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $18000.00          | $12107.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 3.0000%  |  | $13000.00          | $8681.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $8862.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $13000.00          | $7706.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $31000.00          | $20037.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $28500.00          | $17646.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $14000.00          | $9941.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $15000.00          | $10417.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $9000.00           | $6297.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $7000.00           | $5068.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $21000.00          | $15282.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $12000.00          | $8919.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.5000%  |  | $27000.00          | $16752.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $14000.00          | $10856.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $24000.00          | $17325.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $28000.00          | $22594.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $30000.00          | $24710.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $29000.00          | $23288.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $19000.00          | $13978.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $12000.00          | $9884.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $15000.00          | $12421.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  |  | $17000.00          | $13253.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $15988.00          | $12841.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $9000.00           | $7498.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $15000.00          | $12432.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $12000.00          | $9878.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $9000.00           | $8015.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $30000.00          | $26076.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $10000.00          | $8333.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $15000.00          | $13130.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $9000.00           | $7180.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $21000.00          | $20870.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $22000.00          | $17727.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 2.0000%  |  | $29000.00          | $24672.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.5000%  |  | $18032.00          | $17850.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $1000.00           | $835.38            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.0000%  |  | $20000.00          | $5137.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 3.5000%  |  | $57000.00          | $13424.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $65000.00          | $12673.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-08-01      | 4.5000%  |  | $40000.00          | $9050.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $64000.00          | $5775.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $97000.00          | $20467.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 2.5000%  |  | $76901.00          | $12935.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 5.0000%  |  | $100000.00         | $18828.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $26000.00          | $8937.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $42000.00          | $8849.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 3.0000%  |  | $82000.00          | $14124.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-12-01      | 4.0000%  |  | $32000.00          | $7948.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $26000.00          | $7471.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $1000.00           | $142.54            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 3.5000%  |  | $150000.00         | $16991.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $37000.00          | $11491.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-12-01      | 3.5000%  |  | $23000.00          | $6122.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $43000.00          | $6475.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 3.0000%  |  | $26000.00          | $6425.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $13000.00          | $5026.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $30000.00          | $9819.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 5.0000%  |  | $34000.00          | $10837.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $38000.00          | $8668.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.5000%  |  | $40000.00          | $16194.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $3000.00           | $917.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $17000.00          | $6962.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $18000.00          | $7357.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.0000%  |  | $27000.00          | $7485.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $14000.00          | $6191.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $20000.00          | $11315.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $11000.00          | $6390.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.0000%  |  | $20000.00          | $5846.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.5000%  |  | $13000.00          | $5418.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $17000.00          | $5018.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $20000.00          | $9654.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $3000.00           | $894.72            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.0000%  |  | $23000.00          | $14496.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $15000.00          | $6816.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $6000.00           | $1869.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.0000%  |  | $36000.00          | $13281.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.5000%  |  | $21000.00          | $7001.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 3.5000%  |  | $33000.00          | $12273.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.5000%  |  | $12000.00          | $6274.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $12000.00          | $7193.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.0000%  |  | $15000.00          | $8101.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $24000.00          | $13849.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $11000.00          | $5402.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $11000.00          | $5350.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $16000.00          | $8651.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $14000.00          | $8198.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 3.0000%  |  | $14000.00          | $5972.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.5000%  |  | $9000.00           | $5862.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $24000.00          | $13033.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $40001.00          | $27693.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $12000.00          | $7795.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $13700.00          | $8643.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6415.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $1000.00           | $724.88            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $20000.00          | $14648.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 4.5000%  |  | $27000.00          | $15814.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.0000%  |  | $13000.00          | $7574.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $9300.00           | $6699.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $20000.00          | $13330.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $30000.00          | $21199.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $14500.00          | $10980.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $34000.00          | $23433.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $20000.00          | $14388.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $15000.00          | $10566.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.0000%  |  | $12000.00          | $9325.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $30000.00          | $22616.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $20000.00          | $12606.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $14000.00          | $10021.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $12101.00          | $9542.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10900.00          | $7851.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $9000.00           | $6722.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $16000.00          | $10717.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $19000.00          | $13601.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $18000.00          | $11835.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $33999.00          | $23887.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.5000%  |  | $12000.00          | $8232.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $3000.00           | $2248.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 6.0000%  |  | $20000.00          | $14158.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.0000%  |  | $1000.00           | $763.13            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $23000.00          | $17942.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $13000.00          | $11286.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 6.5000%  |  | $18000.00          | $13975.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $17358.00          | $14462.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $18000.00          | $13193.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $14000.00          | $10769.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $15000.00          | $12958.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 4.5000%  |  | $11000.00          | $9269.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.0000%  |  | $21000.00          | $17945.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $21750.00          | $18964.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $29000.00          | $22540.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $22000.00          | $20169.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $688000.00         | $686414.40         | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $75000.00          | $7849.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-08-01      | 3.0000%  |  | $50000.00          | $7467.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $6000.00           | $139.20            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.5000%  |  | $127000.00         | $7190.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $190000.00         | $7662.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $232000.00         | $5480.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-05-01      | 4.5000%  |  | $291000.00         | $11258.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-12-01      | 4.0000%  |  | $122892.00         | $4910.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.0000%  |  | $21058.00          | $5073.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $50000.00          | $6751.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $280000.00         | $5368.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $1003.00           | $39.95             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 4.5000%  |  | $275000.00         | $8134.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $1000.00           | $43.75             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $174000.00         | $7337.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $128000.00         | $7013.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 4.0000%  |  | $110000.00         | $5016.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $39000.00          | $5973.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 4.0000%  |  | $62000.00          | $10094.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-06-01      | 3.0000%  |  | $7000.00           | $1038.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53475.00          | $5289.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 4.0000%  |  | $60000.00          | $6359.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $49000.00          | $5670.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 3.5000%  |  | $62000.00          | $6962.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $61000.00          | $6500.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $1000.00           | $121.84            | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.0000%  |  | $85000.00          | $10374.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.5000%  |  | $144000.00         | $9159.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $14000.00          | $2135.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 3.0000%  |  | $85000.00          | $15032.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.5000%  |  | $26000.00          | $3493.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $85000.00          | $8230.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $103000.00         | $9685.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.0000%  |  | $1000.00           | $154.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $62000.00          | $7920.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.5000%  |  | $1000.00           | $119.54            | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-05-01      | 3.5000%  |  | $165000.00         | $14079.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $64200.00          | $5805.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.0000%  |  | $45000.00          | $7261.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $21000.00          | $1749.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $58000.00          | $6277.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $87000.00          | $7159.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $71000.00          | $7495.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-08-01      | 3.5000%  |  | $93000.00          | $6668.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.0000%  |  | $20000.00          | $10385.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.5000%  |  | $13000.00          | $6583.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $36000.00          | $21963.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 2.0000%  |  | $10000.00          | $5880.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $13000.00          | $7808.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.5000%  |  | $11000.00          | $6726.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $8000.00           | $5073.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $115000.00         | $8525.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $2000.00           | $133.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $71000.00          | $5912.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $123999.00         | $10620.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $85000.00          | $7843.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $43000.00          | $5908.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $113775.00         | $13478.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $34000.00          | $5214.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 2.5000%  |  | $29000.00          | $5251.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $2000.00           | $273.37            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 4.5000%  |  | $9000.00           | $1172.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 4.0000%  |  | $4000.00           | $539.71            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $2000.00           | $294.62            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $130000.00         | $18040.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $2000.00           | $392.29            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.0000%  |  | $16000.00          | $6629.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.5000%  |  | $21000.00          | $7259.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $26000.00          | $6667.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $47000.00          | $21180.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 2.5000%  |  | $20000.00          | $8946.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $19668.00          | $8811.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 2.0000%  |  | $11000.00          | $6613.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.5000%  |  | $26000.00          | $21027.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $13000.00          | $11302.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $21200.00          | $17661.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $26000.00          | $17038.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.0000%  |  | $25000.00          | $16638.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $14349.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $2000.00           | $1509.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 3.5000%  |  | $25000.00          | $17239.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  |  | $25000.00          | $18046.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.5000%  |  | $33000.00          | $19445.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $31000.00          | $23590.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $24000.00          | $18176.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $11000.00          | $8455.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 4.0000%  |  | $16000.00          | $8909.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.0000%  |  | $20000.00          | $14688.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $11000.00          | $7614.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 5.0000%  |  | $21000.00          | $15538.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $9000.00           | $7069.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $12000.00          | $9436.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $29000.00          | $22454.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7798.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $31000.00          | $24853.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 3.5000%  |  | $13000.00          | $8345.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 4.5000%  |  | $45000.00          | $27181.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $21000.00          | $17169.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7453.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $22000.00          | $17768.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $21000.00          | $16519.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $13000.00          | $10624.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $27000.00          | $22457.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  |  | $17000.00          | $13143.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 6.0000%  |  | $19000.00          | $12804.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 4.5000%  |  | $12000.00          | $7621.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $11000.00          | $8675.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $13000.00          | $10807.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.5000%  |  | $25000.00          | $19713.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 3.5000%  |  | $20000.00          | $16388.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.0000%  |  | $56000.00          | $38853.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $13000.00          | $10749.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $15000.00          | $12896.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $14000.00          | $12122.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 5.0000%  |  | $15000.00          | $10071.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $27000.00          | $23126.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 5.0000%  |  | $14000.00          | $8825.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.0000%  |  | $14000.00          | $12922.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.5000%  |  | $10000.00          | $8333.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.0000%  |  | $12000.00          | $10492.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $1000.00           | $856.67            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 4.0000%  |  | $7000.00           | $6186.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.0000%  |  | $15000.00          | $13806.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $9676.00           | $6090.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $22000.00          | $17205.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $14000.00          | $12950.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  |  | $21000.00          | $18448.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 5.0000%  |  | $11000.00          | $8727.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 5.5000%  |  | $16000.00          | $11785.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $15000.00          | $13346.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.0000%  |  | $42000.00          | $38108.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $21000.00          | $18779.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 4.0000%  |  | $23000.00          | $20969.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.0000%  |  | $22000.00          | $20864.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $22000.00          | $20080.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.0000%  |  | $27000.00          | $24309.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 3.5000%  |  | $17000.00          | $15404.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $20000.00          | $19170.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  |  | $11000.00          | $10545.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $19000.00          | $17914.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $18000.00          | $16417.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  |  | $22994.00          | $22264.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.5000%  |  | $10000.00          | $583.72            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $37000.00          | $904.20            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $341008.00         | $8416.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $270000.00         | $8906.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 4.5000%  |  | $226000.00         | $8098.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.5000%  |  | $186000.00         | $6344.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $21000.00          | $19530.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $15000.00          | $12510.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $25000.00          | $23478.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $28000.00          | $24434.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 4.0000%  |  | $14000.00          | $12910.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $11000.00          | $9388.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $670246.00         | $649659.72         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  |  | $11000.00          | $10686.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.5000%  |  | $25527.00          | $24079.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.0000%  |  | $23000.00          | $21502.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $13002.00          | $12683.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.5000%  |  | $28000.00          | $28261.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 6.0000%  |  | $1045862.00        | $1074243.31        | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $11496000.00       | $9851566.18        | Agency Mortgage-Backed Securities   |
| USTR          | 2026-03-10      | 0.0000%  |  | $79400.00          | $78889.78          | U.S. Treasuries (including strips)  |
| USTR          | 2038-02-15      | 4.3750%  |  | $6900.00           | $6982.32           | U.S. Treasuries (including strips)  |

### Security 35: 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: MIT012326, C.3 - LEI: None
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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

**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          | 2042-01-01      | 6.6120%  |  | $22482.00          | $612.86            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-12-01      | 3.0000%  |  | $1432.00           | $209.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-05-01      | 3.5000%  |  | $5231.00           | $967.66            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $6500.00           | $823.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 4.0000%  |  | $1000.00           | $103.84            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.0000%  |  | $22015.00          | $2558.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $41000.00          | $5337.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $12236.00          | $1574.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-10-01      | 3.0000%  |  | $1000.00           | $52.54             | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $107000.00         | $8651.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.3180%  |  | $12770.00          | $302.47            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $1000.00           | $126.66            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-04-01      | 6.0000%  |  | $9990.00           | $6093.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $1000.00           | $768.28            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $1776.00           | $1538.05           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-04-03      | 3.9600%  |  | $183000.00         | $183049.41         | Agency Debentures and Agency Strips |
| FCSB          | 2034-07-03      | 5.2900%  |  | $8000.00           | $8024.98           | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 5.5000%  |  | $36000.00          | $6209.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $104582.00         | $19225.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $566987.00         | $6658.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 5.5000%  |  | $95992.00          | $9027.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $61999.00          | $14979.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 5.5000%  |  | $10000.00          | $8700.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 4.5000%  |  | $12776.00          | $3572.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-04      | 4.5000%  |  | $25847.00          | $8148.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 2.5000%  |  | $23000.00          | $12185.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.0000%  |  | $8871.00           | $7857.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 5.5000%  |  | $1004.00           | $1006.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 5.0000%  |  | $524384.00         | $524053.17         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $24230.00          | $23059.63          | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-02-20      | 2.5000%  |  | $1002.00           | $130.95            | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-07-20      | 3.0000%  |  | $20578.00          | $5520.25           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-07-20      | 3.0000%  |  | $16593.00          | $8778.24           | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-02-20      | 5.0000%  |  | $28000.00          | $21194.69          | Agency Mortgage-Backed Securities   |
| GNMA          | 2034-04-20      | 6.5000%  |  | $126277.00         | $1045.77           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 4.0000%  |  | $341682.00         | $11867.63          | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $115000.00         | $98549.94          | Agency Mortgage-Backed Securities   |
| USTR          | 2043-08-15      | 4.3750%  |  | $2500.00           | $2400.32           | U.S. Treasuries (including strips)  |

### Security 36: 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: MIT010626, C.3 - LEI: None
- **C.18 - Value (incl. sponsor support):** $3300000.00
- **C.18.a - Value (excl. sponsor support):** $3300000.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2033-05-01      | 3.0000%  |  | $36738.00          | $4439.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $10933.00          | $1122.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $39000.00          | $6154.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $75000.00          | $5265.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $57399.00          | $6082.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $40000.00          | $6244.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.0000%  |  | $52000.00          | $5667.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-12-01      | 3.0000%  |  | $46682.00          | $5335.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $64000.00          | $7753.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $58000.00          | $5560.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $71000.00          | $7764.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-09-01      | 5.5000%  |  | $41000.00          | $10151.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $64000.00          | $6063.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.0000%  |  | $50000.00          | $20719.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 4.0000%  |  | $10000.00          | $5735.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $21000.00          | $13005.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.5000%  |  | $24000.00          | $17587.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 4.5000%  |  | $63000.00          | $6622.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.5000%  |  | $9000.00           | $5289.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.5000%  |  | $7975.00           | $6125.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $2687400.00        | $2124865.86        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.5000%  |  | $7000.00           | $5214.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $50000.00          | $5818.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $69113.00          | $5114.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.5000%  |  | $60000.00          | $6592.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $36500.00          | $6321.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $34999.00          | $5363.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $20000.00          | $6168.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 4.5000%  |  | $32000.00          | $6162.84           | Agency Mortgage-Backed Securities   |
| FCSB          | 2034-12-01      | 4.8000%  |  | $1000.00           | $996.48            | Agency Debentures and Agency Strips |
| FCSB          | 2034-07-03      | 5.2900%  |  | $5000.00           | $5015.61           | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 2.5000%  |  | $20000.00          | $5629.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $15000.00          | $9491.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 3.0000%  |  | $35000.00          | $6835.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $1000.00           | $8.88              | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $60000.00          | $5810.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53000.00          | $6335.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-03-01      | 3.5000%  |  | $58000.00          | $6030.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $58000.00          | $6136.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.5000%  |  | $32000.00          | $5400.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $152000.00         | $22659.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.5000%  |  | $58000.00          | $5423.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1000.00           | $6.46              | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $45000.00          | $6696.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 4.0000%  |  | $1000.00           | $125.43            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $8100.00           | $6059.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $8000.00           | $7927.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $31999.00          | $20463.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $96150.00          | $73930.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $10000.00          | $9062.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-03-01      | 2.5000%  |  | $30877.00          | $5937.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.0000%  |  | $60000.00          | $6008.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 3.0000%  |  | $71000.00          | $9650.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $30000.00          | $5567.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 4.0000%  |  | $44000.00          | $5727.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $39000.00          | $6060.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 5.5000%  |  | $6000.00           | $5275.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $11000.00          | $10794.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $1100.00           | $1023.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $1024.00           | $1030.25           | Agency Mortgage-Backed Securities   |
| USTR          | 2039-02-15      | 3.5000%  |  | $677700.00         | $619623.14         | U.S. Treasuries (including strips)  |
| USTR          | 2026-11-15      | 0.0000%  |  | $139998.89         | $135687.48         | U.S. Treasuries (including strips)  |

### Security 37: 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: MIT010726, C.3 - LEI: None
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **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

**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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB          | 2034-12-01      | 4.8000%  |  | $1018000.00        | $1014414.60        | Agency Debentures and Agency Strips |
| FNMA          | 2050-02-01      | 3.0000%  |  | $13138.00          | $2212.72           | Agency Mortgage-Backed Securities   |

### Security 38: 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: MIT010526, C.3 - LEI: None
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2041-04-01      | 4.0000%  |  | $1003.00           | $83.47             | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.0000%  |  | $95000.00          | $6721.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 3.5000%  |  | $41670.00          | $11192.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $18889.00          | $13856.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.0000%  |  | $18000.00          | $9634.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 2.5000%  |  | $8000.00           | $5712.65           | Agency Mortgage-Backed Securities   |
| FCSB          | 2035-09-17      | 1.6800%  |  | $114000.00         | $89371.55          | Agency Debentures and Agency Strips |
| FCSB          | 2034-12-01      | 4.8000%  |  | $1000.00           | $996.48            | Agency Debentures and Agency Strips |
| FCSB          | 2028-04-03      | 3.9600%  |  | $2032000.00        | $2032548.64        | Agency Debentures and Agency Strips |
| FCSB          | 2034-07-03      | 5.2900%  |  | $280000.00         | $280874.44         | Agency Debentures and Agency Strips |
| FNMA          | 2027-12-01      | 5.8000%  |  | $800829.00         | $7109.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 4.0000%  |  | $39000.00          | $6043.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $86.63             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $27000.00          | $6146.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $7000.00           | $6498.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 5.0000%  |  | $37000.00          | $8096.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $15000.00          | $8368.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 3.0000%  |  | $15307.00          | $8037.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $26899.00          | $21211.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $14000.00          | $9554.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $1000.00           | $930.17            | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $561000.00         | $480752.32         | Agency Mortgage-Backed Securities   |
| USTR          | 2042-05-15      | 3.2500%  |  | $20000.00          | $16765.84          | U.S. Treasuries (including strips)  |

### Security 39: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MIT010226, C.3 - LEI: None
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 7.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2032-10-01      | 4.0000%  |  | $1000.00           | $61.54             | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $71367.00          | $7380.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $395000.00         | $9210.37           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-04-03      | 3.9600%  |  | $9003000.00        | $9005430.81        | Agency Debentures and Agency Strips |
| FNMA          | 2030-08-05      | 0.8750%  |  | $2000.00           | $1763.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $268500.00         | $8801.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  |  | $85999.00          | $8397.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 4.0000%  |  | $89000.00          | $7406.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 3.0000%  |  | $130000.00         | $17052.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $97130.00          | $8246.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $323997.00         | $12903.84          | Agency Mortgage-Backed Securities   |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-01-08

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer