# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-000899
**Filing Date:** 2026-2
**Character Count:** 88400
**Document Hash:** 7b8c4eae6616f975b6dd8c6ef730bcd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-000899.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001580642-26-000899

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26607243

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

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

## Series and Classes Contracts Data

### Texas Capital Government Money Market ETF (Series ID: S000086506)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

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

**LEI of Series:** 529900BRTJF5B817S360

**EDGAR Series Identifier:** S000086506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 41 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $75104843.58

- **Amortized Cost of Portfolio Securities:** $75094025.42

- **Cash:** $0.00

- **Total Other Assets:** $113817.50

- **Total Liabilities:** $61505.66

- **Net Assets of Series:** $75157155.42

- **Number of Shares Outstanding (Series):** 750000.0000

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $62750231.19              | $70086647.01               | 89.4100%                  | 89.4100%                   |
| 2026-01-05 | $62738033.07              | $70074696.53               | 89.4100%                  | 89.4100%                   |
| 2026-01-06 | $62733345.13              | $70070225.19               | 89.3900%                  | 92.2400%                   |
| 2026-01-07 | $62738919.02              | $70075770.61               | 89.3900%                  | 92.2400%                   |
| 2026-01-08 | $62733085.22              | $70069984.51               | 89.3900%                  | 92.2400%                   |
| 2026-01-09 | $60242057.44              | $67579016.04               | 89.0000%                  | 91.9500%                   |
| 2026-01-12 | $62228124.51              | $67564848.07               | 91.9500%                  | 91.9500%                   |
| 2026-01-13 | $60287207.63              | $67606576.55               | 89.0700%                  | 89.0700%                   |
| 2026-01-14 | $60292438.44              | $67611938.31               | 89.0700%                  | 89.0700%                   |
| 2026-01-15 | $60296861.06              | $67615514.87               | 89.0700%                  | 89.0700%                   |
| 2026-01-16 | $62821255.87              | $70140582.39               | 89.4600%                  | 89.4600%                   |
| 2026-01-20 | $62784686.75              | $70104413.70               | 89.4500%                  | 89.4500%                   |
| 2026-01-21 | $62789876.66              | $70109340.95               | 89.4500%                  | 89.4500%                   |
| 2026-01-22 | $62778248.47              | $70097821.62               | 89.4300%                  | 89.4300%                   |
| 2026-01-23 | $67806441.14              | $75126727.33               | 90.1300%                  | 90.1300%                   |
| 2026-01-26 | $67748961.60              | $75069414.90               | 90.1200%                  | 90.1200%                   |
| 2026-01-27 | $67755374.76              | $75076428.91               | 90.1200%                  | 90.1200%                   |
| 2026-01-28 | $67760230.31              | $75080029.34               | 90.1200%                  | 90.1200%                   |
| 2026-01-29 | $67766606.63              | $75087976.86               | 90.1100%                  | 90.1100%                   |
| 2026-01-30 | $67782692.24              | $75104843.58               | 90.1100%                  | 90.1100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.9300%             |
| 2026-01-05 | 3.9100%             |
| 2026-01-06 | 3.9100%             |
| 2026-01-07 | 3.9000%             |
| 2026-01-08 | 3.9000%             |
| 2026-01-09 | 3.8900%             |
| 2026-01-12 | 3.8800%             |
| 2026-01-13 | 3.8800%             |
| 2026-01-14 | 3.8800%             |
| 2026-01-15 | 3.8800%             |
| 2026-01-16 | 3.8700%             |
| 2026-01-20 | 3.8600%             |
| 2026-01-21 | 3.8600%             |
| 2026-01-22 | 3.8500%             |
| 2026-01-23 | 3.8500%             |
| 2026-01-26 | 3.8500%             |
| 2026-01-27 | 3.8500%             |
| 2026-01-28 | 3.8500%             |
| 2026-01-29 | 3.8500%             |
| 2026-01-30 | 3.8500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 100.2103                    |
|  |  |
| 2026-01-05 | 100.2254                    |
|  |  |
| 2026-01-06 | 100.2350                    |
|  |  |
| 2026-01-07 | 100.2443                    |
|  |  |
| 2026-01-08 | 100.2539                    |
|  |  |
| 2026-01-09 | 100.2445                    |
|  |  |
| 2026-01-12 | 100.2571                    |
|  |  |
| 2026-01-13 | 100.2656                    |
|  |  |
| 2026-01-14 | 100.2744                    |
|  |  |
| 2026-01-15 | 100.2808                    |
|  |  |
| 2026-01-16 | 100.2426                    |
|  |  |
| 2026-01-20 | 100.2608                    |
|  |  |
| 2026-01-21 | 100.2687                    |
|  |  |
| 2026-01-22 | 100.2765                    |
|  |  |
| 2026-01-23 | 100.2082                    |
|  |  |
| 2026-01-26 | 100.2249                    |
|  |  |
| 2026-01-27 | 100.2352                    |
|  |  |
| 2026-01-28 | 100.2410                    |
|  |  |
| 2026-01-29 | 100.2525                    |
|  |  |
| 2026-01-30 | 100.2095                    |
|  |  |

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

### Class: Texas Capital Government Money Market ETF

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $75157155.42

- **Number of Shares Outstanding:** 750000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 100.2103        |
|  |  |
| 2026-01-05 | 100.2254        |
|  |  |
| 2026-01-06 | 100.2350        |
|  |  |
| 2026-01-07 | 100.2443        |
|  |  |
| 2026-01-08 | 100.2539        |
|  |  |
| 2026-01-09 | 100.2445        |
|  |  |
| 2026-01-12 | 100.2571        |
|  |  |
| 2026-01-13 | 100.2656        |
|  |  |
| 2026-01-14 | 100.2744        |
|  |  |
| 2026-01-15 | 100.2808        |
|  |  |
| 2026-01-16 | 100.2426        |
|  |  |
| 2026-01-20 | 100.2608        |
|  |  |
| 2026-01-21 | 100.2687        |
|  |  |
| 2026-01-22 | 100.2765        |
|  |  |
| 2026-01-23 | 100.2082        |
|  |  |
| 2026-01-26 | 100.2249        |
|  |  |
| 2026-01-27 | 100.2352        |
|  |  |
| 2026-01-28 | 100.2410        |
|  |  |
| 2026-01-29 | 100.2525        |
|  |  |
| 2026-01-30 | 100.2095        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $2506346.35             |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $2507020.95               | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $5013825.00               | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $7520845.95

**Total Gross Redemptions (Month):** $2506346.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7200%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.7000%           |
| 2026-01-07 | 3.6900%           |
| 2026-01-08 | 3.6800%           |
| 2026-01-09 | 3.6800%           |
| 2026-01-12 | 3.6700%           |
| 2026-01-13 | 3.6700%           |
| 2026-01-14 | 3.6700%           |
| 2026-01-15 | 3.6600%           |
| 2026-01-16 | 3.6600%           |
| 2026-01-20 | 3.6500%           |
| 2026-01-21 | 3.6400%           |
| 2026-01-22 | 3.6400%           |
| 2026-01-23 | 3.6400%           |
| 2026-01-26 | 3.6400%           |
| 2026-01-27 | 3.6400%           |
| 2026-01-28 | 3.6400%           |
| 2026-01-29 | 3.6400%           |
| 2026-01-30 | 3.6400%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AMDD1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMDD19
- **C.18 - Value (incl. sponsor support):** $1985361.60
- **C.18.a - Value (excl. sponsor support):** $1985361.60
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X37, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B5X378
- **C.18 - Value (incl. sponsor support):** $2916477.29
- **C.18.a - Value (excl. sponsor support):** $2916477.29
- **C.19 - Percentage of Net Assets:** 3.8800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: 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: 3133ENJ35, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: US3133ENJ353
- **C.18 - Value (incl. sponsor support):** $249936.98
- **C.18.a - Value (excl. sponsor support):** $249936.98
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks Funding Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133ENRC6, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: US3133ENRC65
- **C.18 - Value (incl. sponsor support):** $235541.04
- **C.18.a - Value (excl. sponsor support):** $235541.04
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 1.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3135G0K36, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: US3135G0K368
- **C.18 - Value (incl. sponsor support):** $1934834.43
- **C.18.a - Value (excl. sponsor support):** $1934834.43
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 2.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: State Street

- **C.1 - Title:** State Street Institutional US Government Money Market Fund
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: 549300BZ5TGIFZUZDZ37, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $266436.70
- **C.18.a - Value (excl. sponsor support):** $266436.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797PV33
- **C.18 - Value (incl. sponsor support):** $1244344.01
- **C.18.a - Value (excl. sponsor support):** $1244344.01
- **C.19 - Percentage of Net Assets:** 1.6600%
- **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 8: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RF64
- **C.18 - Value (incl. sponsor support):** $1230783.85
- **C.18.a - Value (excl. sponsor support):** $1230783.85
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RL33
- **C.18 - Value (incl. sponsor support):** $1039689.12
- **C.18.a - Value (excl. sponsor support):** $1039689.12
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 2.1500%
- **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 10: 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: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RT68
- **C.18 - Value (incl. sponsor support):** $2077926.93
- **C.18.a - Value (excl. sponsor support):** $2077926.93
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 2.9900%
- **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 11: 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: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RU32
- **C.18 - Value (incl. sponsor support):** $1995182.22
- **C.18.a - Value (excl. sponsor support):** $1995182.22
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SB42
- **C.18 - Value (incl. sponsor support):** $747126.25
- **C.18.a - Value (excl. sponsor support):** $747126.25
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: 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: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SJ77
- **C.18 - Value (incl. sponsor support):** $2123188.72
- **C.18.a - Value (excl. sponsor support):** $2123188.72
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **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 14: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SN89
- **C.18 - Value (incl. sponsor support):** $495680.01
- **C.18.a - Value (excl. sponsor support):** $495680.01
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SQ11
- **C.18 - Value (incl. sponsor support):** $2498016.40
- **C.18.a - Value (excl. sponsor support):** $2498016.40
- **C.19 - Percentage of Net Assets:** 3.3200%
- **C.17 - Yield as of Reporting Date:** 2.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 16: 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: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SR93
- **C.18 - Value (incl. sponsor support):** $3324991.11
- **C.18.a - Value (excl. sponsor support):** $3324991.11
- **C.19 - Percentage of Net Assets:** 4.4200%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **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 17: 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: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SS76
- **C.18 - Value (incl. sponsor support):** $1037700.35
- **C.18.a - Value (excl. sponsor support):** $1037700.35
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.3200%
- **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 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SX61
- **C.18 - Value (incl. sponsor support):** $987986.39
- **C.18.a - Value (excl. sponsor support):** $987986.39
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SY45
- **C.18 - Value (incl. sponsor support):** $518117.34
- **C.18.a - Value (excl. sponsor support):** $518117.34
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **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 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SZ10
- **C.18 - Value (incl. sponsor support):** $3417142.49
- **C.18.a - Value (excl. sponsor support):** $3417142.49
- **C.19 - Percentage of Net Assets:** 4.5500%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TA59
- **C.18 - Value (incl. sponsor support):** $4477280.22
- **C.18.a - Value (excl. sponsor support):** $4477280.22
- **C.19 - Percentage of Net Assets:** 5.9600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TB33
- **C.18 - Value (incl. sponsor support):** $2485601.55
- **C.18.a - Value (excl. sponsor support):** $2485601.55
- **C.19 - Percentage of Net Assets:** 3.3100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TG20
- **C.18 - Value (incl. sponsor support):** $3974514.68
- **C.18.a - Value (excl. sponsor support):** $3974514.68
- **C.19 - Percentage of Net Assets:** 5.2900%
- **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 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TK32
- **C.18 - Value (incl. sponsor support):** $2875702.21
- **C.18.a - Value (excl. sponsor support):** $2875702.21
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TL15
- **C.18 - Value (incl. sponsor support):** $1486358.13
- **C.18.a - Value (excl. sponsor support):** $1486358.13
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TS67
- **C.18 - Value (incl. sponsor support):** $3364222.79
- **C.18.a - Value (excl. sponsor support):** $3364222.79
- **C.19 - Percentage of Net Assets:** 4.4800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TT41
- **C.18 - Value (incl. sponsor support):** $1186566.18
- **C.18.a - Value (excl. sponsor support):** $1186566.18
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CJU62
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 29: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CKM28
- **C.18 - Value (incl. sponsor support):** $1350328.68
- **C.18.a - Value (excl. sponsor support):** $1350328.68
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 30: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CLA70
- **C.18 - Value (incl. sponsor support):** $1500878.43
- **C.18.a - Value (excl. sponsor support):** $1500878.43
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CLT61
- **C.18 - Value (incl. sponsor support):** $1801927.48
- **C.18.a - Value (excl. sponsor support):** $1801927.48
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: 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: MII020226, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19275000.00
- **C.18.a - Value (excl. sponsor support):** $19275000.00
- **C.19 - Percentage of Net Assets:** 25.6500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2030-11-01      | 3.5000%  |  | $1000.00           | $56.47             | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $168000.00         | $19477.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $1001.00           | $12.46             | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $39000.00          | $6098.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 2.5000%  |  | $30000.00          | $5265.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $1000.00           | $104.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $44000.00          | $5696.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $70763.00          | $9045.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $62000.00          | $5124.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.5000%  |  | $2001.00           | $262.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 4.0000%  |  | $82000.00          | $9814.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $36132.00          | $5518.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $50000.00          | $5154.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-12-01      | 3.0000%  |  | $1000.00           | $5.84              | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.5000%  |  | $46000.00          | $5013.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-09-01      | 3.0000%  |  | $35000.00          | $6210.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $36470.00          | $3948.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.5000%  |  | $93000.00          | $7047.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $91187.00          | $9166.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $49000.00          | $5264.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.5000%  |  | $1000.00           | $87.10             | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $97999.00          | $10814.25          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $63000.00          | $7494.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $87000.00          | $6022.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 5.0000%  |  | $11000.00          | $6580.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 2.5000%  |  | $8829.00           | $5375.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 5.0000%  |  | $13000.00          | $12658.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  |  | $7000.00           | $5421.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 2.5000%  |  | $8000.00           | $5169.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-11-01      | 5.5000%  |  | $4000.00           | $2083.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 5.5000%  |  | $7000.00           | $5108.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 5.5000%  |  | $13000.00          | $7697.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-04-01      | 6.0000%  |  | $9990.00           | $5809.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $10000.00          | $5198.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $38000.00          | $23340.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  |  | $10000.00          | $7905.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6769.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $33000.00          | $24448.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $10000.00          | $6665.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $8000.00           | $6077.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $7000.00           | $5245.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $15000.00          | $11411.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 6.0000%  |  | $9000.00           | $5544.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $10000.00          | $7463.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $7000.00           | $5879.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 3.5000%  |  | $7000.00           | $5951.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $12000.00          | $10206.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  |  | $8000.00           | $6767.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $24000.00          | $21591.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $8191.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $10000.00          | $8439.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1000.00           | $88.86             | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $38000.00          | $5492.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $30000.00          | $5940.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $12000.00          | $5702.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 2.5000%  |  | $11000.00          | $5148.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.5000%  |  | $18000.00          | $10322.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $8000.00           | $5159.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.0000%  |  | $10000.00          | $6159.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $9039.00           | $5766.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $26000.00          | $19020.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.0000%  |  | $6368.00           | $4140.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $15000.00          | $10354.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $9000.00           | $6364.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.5000%  |  | $14000.00          | $10700.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  |  | $7000.00           | $5406.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $8000.00           | $5778.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $10000.00          | $7251.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9500.00           | $7362.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 3.5000%  |  | $8000.00           | $6075.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.0000%  |  | $8000.00           | $6275.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 2.5000%  |  | $7000.00           | $5110.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.0000%  |  | $8000.00           | $6386.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $8000.00           | $6329.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  |  | $17000.00          | $12907.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $8000.00           | $6051.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.0000%  |  | $7000.00           | $5450.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.0000%  |  | $27000.00          | $21644.21          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7530.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $22000.00          | $17280.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $9000.00           | $7011.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 6.0000%  |  | $9000.00           | $6322.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $7000.00           | $5784.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.0000%  |  | $7000.00           | $6319.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $7000.00           | $5925.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  |  | $6998.00           | $6394.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $7000.00           | $6368.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.5000%  |  | $9000.00           | $8007.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $6500.00           | $5883.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 6.0000%  |  | $8000.00           | $6194.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 5.5000%  |  | $10398.00          | $9032.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 6.0000%  |  | $10000.00          | $7872.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $8000.00           | $6975.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $5920.00           | $5333.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 2.0000%  |  | $39000.00          | $28074.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $8000.00           | $6240.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.0000%  |  | $1000.00           | $135.59            | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 3.5000%  |  | $62626.00          | $9241.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 4.0000%  |  | $1001.00           | $175.62            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $33000.00          | $6293.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $54000.00          | $6264.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $39500.00          | $9077.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $1000.00           | $191.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.5000%  |  | $37000.00          | $5978.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.0000%  |  | $95000.00          | $13981.76          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $14000.00          | $5799.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $8000.00           | $5883.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $10000.00          | $8031.31           | Agency Mortgage-Backed Securities   |
| FCSB          | 2035-09-17      | 1.6800%  |  | $1709000.00        | $1338692.17        | Agency Debentures and Agency Strips |
| FCSB          | 2028-12-26      | 3.5000%  |  | $1000.00           | $994.56            | Agency Debentures and Agency Strips |
| FCSB          | 2028-01-03      | 3.8000%  |  | $1000.00           | $999.90            | Agency Debentures and Agency Strips |
| FCSB          | 2028-05-09      | 3.8800%  |  | $1537000.00        | $1537737.76        | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 2.5000%  |  | $20000.00          | $5545.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 4.0000%  |  | $24000.00          | $5855.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $30000.00          | $20939.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $10001.00          | $6766.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $7800.00           | $5587.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $18000.00          | $14272.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-05-01      | 2.5000%  |  | $36340.00          | $19807.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-04-01      | 2.5000%  |  | $47000.00          | $31473.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-25      | 2.5000%  |  | $17000.00          | $12903.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8600%  |  | $4679000.00        | $4688264.42        | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-04-24      | 2.1250%  |  | $5000.00           | $4982.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-09-24      | 1.8750%  |  | $8000.00           | $7911.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $2000.00           | $16.90             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.5000%  |  | $120960.00         | $8721.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.5000%  |  | $89000.00          | $7207.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $58000.00          | $5148.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53000.00          | $6288.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $1000.00           | $136.39            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $97000.00          | $8805.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $60000.00          | $10891.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $66000.00          | $5549.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 2.5000%  |  | $44000.00          | $5609.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $24000.00          | $5395.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.0000%  |  | $51000.00          | $10520.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1000.00           | $128.04            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $1000.00           | $169.26            | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $1002.00           | $5.38              | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-03-01      | 5.0000%  |  | $1600000.00        | $12855.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $1000.00           | $9.47              | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 4.5000%  |  | $276186.00         | $2923.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $20000.00          | $13264.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $68000.00          | $7465.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2062-09-01      | 4.5000%  |  | $5489152.00        | $3993822.12        | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 4.0000%  |  | $37000.00          | $7495.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $1496.00           | $372.05            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $25999.00          | $8640.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $32997.00          | $4995.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $58000.00          | $7823.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.9720%  |  | $127177.00         | $39671.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $26000.00          | $10841.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $13000.00          | $9238.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 4.0000%  |  | $10000.00          | $7309.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $10000.00          | $5438.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $9000.00           | $6727.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $8000.00           | $6262.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $24000.00          | $17261.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $110000.00         | $15844.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $32000.00          | $6738.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $80000.00          | $21490.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $10000.00          | $5288.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $10000.00          | $5854.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $31000.00          | $10849.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $8000.00           | $5525.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 2.5000%  |  | $8000.00           | $5488.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $8000.00           | $5174.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $33000.00          | $20337.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11000.00          | $7680.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $34000.00          | $18768.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 2.5000%  |  | $10000.00          | $6284.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $25000.00          | $18953.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $9905.00           | $7282.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $7000.00           | $5474.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $6500.00           | $5082.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $10000.00          | $8025.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $68900.00          | $54616.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $6000.00           | $4789.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8000.00           | $6407.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $18000.00          | $15236.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $6000.00           | $5431.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $8000.00           | $7737.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $6000.00           | $5144.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $8000.00           | $7291.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 4.5000%  |  | $7000.00           | $6401.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $14000.00          | $11755.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $10000.00          | $9760.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 3.5000%  |  | $47000.00          | $5996.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $42000.00          | $8323.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $34999.00          | $5172.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.0000%  |  | $14000.00          | $6745.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $24000.00          | $7273.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 5.0000%  |  | $67000.00          | $24761.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $29000.00          | $11638.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $16000.00          | $6321.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.5000%  |  | $12000.00          | $5575.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $15000.00          | $7436.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $9000.00           | $5797.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 3.0000%  |  | $19307.00          | $10004.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $11000.00          | $7081.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $21000.00          | $11074.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $17000.00          | $10885.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6121.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $29000.00          | $19538.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6920.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $8000.00           | $6000.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $8001.00           | $5108.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $15000.00          | $11246.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26250.00          | $17130.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $14394.00          | $8841.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $10000.00          | $7990.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $10000.00          | $7563.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $9898.00           | $7448.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $9000.00           | $6519.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $9000.00           | $6840.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $11000.00          | $7251.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 4.5000%  |  | $30000.00          | $18511.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 2.5000%  |  | $8000.00           | $5798.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $7000.00           | $5255.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11000.00          | $8762.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.5000%  |  | $9000.00           | $7396.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $8000.00           | $6618.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $7907.00           | $6438.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 4.5000%  |  | $8000.00           | $6375.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $30000.00          | $23171.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.0000%  |  | $9000.00           | $6867.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $19000.00          | $16297.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  |  | $7000.00           | $5130.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 5.5000%  |  | $10000.00          | $8701.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $14998.00          | $13508.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $7404.00           | $6698.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $8000.00           | $7711.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $1000.00           | $281.36            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 4.5000%  |  | $414000.00         | $5328.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-11-01      | 3.0000%  |  | $930000.00         | $4409.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $40000.00          | $4843.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-06-01      | 4.0000%  |  | $133579.00         | $6691.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $1000.00           | $96.25             | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $49000.00          | $5113.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 4.0000%  |  | $198160.00         | $24620.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $67000.00          | $4999.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $993351.00         | $50581.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  |  | $38000.00          | $6518.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $30000.00          | $5538.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $29000.00          | $5178.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 4.0000%  |  | $106000.00         | $7054.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $79999.00          | $8345.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 3.5000%  |  | $54000.00          | $5037.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $59999.00          | $36482.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 2.5000%  |  | $14000.00          | $7311.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 1.5000%  |  | $25000.00          | $10430.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $12000.00          | $6084.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $19000.00          | $12016.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 3.0000%  |  | $75000.00          | $6992.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $51000.00          | $6070.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $1000.00           | $171.48            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $30000.00          | $5735.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $42000.00          | $11752.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  |  | $27999.00          | $8517.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $32000.00          | $14554.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $14000.00          | $6222.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.0000%  |  | $19000.00          | $9325.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $8000.00           | $7082.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.0000%  |  | $7999.00           | $7035.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.0000%  |  | $17000.00          | $9656.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $5927.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $25000.00          | $15739.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11000.00          | $7533.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 2.5000%  |  | $16000.00          | $9505.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $21000.00          | $15163.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $13000.00          | $9484.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $17000.00          | $11724.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $10000.00          | $6523.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $9000.00           | $6573.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $14000.00          | $10518.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 5.0000%  |  | $8000.00           | $5337.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.0000%  |  | $10000.00          | $6102.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $10000.00          | $7615.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.5000%  |  | $18000.00          | $13812.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $10000.00          | $7675.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $10000.00          | $7555.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $8000.00           | $6340.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $9000.00           | $7059.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $7000.00           | $5606.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 6.0000%  |  | $26000.00          | $18086.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.0000%  |  | $14000.00          | $10890.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $12000.00          | $9797.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $10000.00          | $7854.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.0000%  |  | $7000.00           | $5573.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.0000%  |  | $10000.00          | $8235.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $8000.00           | $6647.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.5000%  |  | $8000.00           | $6213.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 3.5000%  |  | $10000.00          | $8031.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.0000%  |  | $22000.00          | $14816.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $6000.00           | $5107.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 5.0000%  |  | $14000.00          | $8533.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 5.5000%  |  | $26000.00          | $14684.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 5.5000%  |  | $21000.00          | $11577.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $16000.00          | $14175.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 4.0000%  |  | $7000.00           | $6127.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $9000.00           | $6452.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.5000%  |  | $10000.00          | $9206.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $10000.00          | $6078.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 3.5000%  |  | $6000.00           | $5289.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  |  | $6592.00           | $5597.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 5.0000%  |  | $10000.00          | $7217.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.0000%  |  | $15000.00          | $13514.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $10000.00          | $9152.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.0000%  |  | $8000.00           | $7302.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  |  | $19917.00          | $17196.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $17800.00          | $16671.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.5000%  |  | $6000.00           | $5648.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.0000%  |  | $11276.00          | $9841.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $6000.00           | $5359.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $13000.00          | $12108.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $11000.00          | $10676.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.0000%  |  | $10105.00          | $9969.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.0000%  |  | $1140250.00        | $1132577.14        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 3.5000%  |  | $6000.00           | $5190.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $10000.00          | $9400.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $7000.00           | $5955.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.9220%  |  | $101201.00         | $98576.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $1000.00           | $924.98            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 6.5000%  |  | $6000.00           | $4923.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.0000%  |  | $1016263.00        | $988566.81         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $67072.00          | $67293.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $38998.00          | $37390.53          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $2078.00           | $2083.17           | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-01-15      | 3.5000%  |  | $14213.00          | $91.83             | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-05-20      | 2.5000%  |  | $1000.00           | $11.10             | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 3.0000%  |  | $1000.00           | $79.60             | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-20      | 4.0000%  |  | $1000.00           | $55.48             | Agency Mortgage-Backed Securities   |
| GNMA          | 2045-04-20      | 2.5000%  |  | $145000.00         | $22807.99          | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-07-20      | 3.5000%  |  | $2000.00           | $211.58            | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-07-20      | 3.0000%  |  | $20578.00          | $5492.74           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-06-20      | 3.5000%  |  | $8000.00           | $5546.48           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-04-20      | 2.5000%  |  | $43000.00          | $21524.58          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-01-20      | 5.0000%  |  | $20015.00          | $17702.28          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-11-20      | 7.0000%  |  | $792980.00         | $380473.31         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-10-20      | 6.0000%  |  | $26000.00          | $19734.92          | Agency Mortgage-Backed Securities   |
| GNMA          | 2026-09-20      | 4.0000%  |  | $1038.00           | $3.09              | Agency Mortgage-Backed Securities   |
| GNMA          | 2029-05-15      | 6.0000%  |  | $100000.00         | $8887.65           | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-10-15      | 6.0000%  |  | $1764.00           | $9.39              | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 4.0000%  |  | $1000.00           | $34.58             | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $2381000.00        | $2036131.20        | Agency Mortgage-Backed Securities   |
| USTR          | 2029-02-15      | 5.2500%  |  | $8000.00           | $8386.47           | U.S. Treasuries (including strips)  |
| USTR          | 2040-11-15      | 4.2500%  |  | $17200.00          | $16524.14          | U.S. Treasuries (including strips)  |
| USTR          | 2043-02-15      | 3.1250%  |  | $200.00            | $161.44            | U.S. Treasuries (including strips)  |
| USTR          | 2045-05-15      | 3.0000%  |  | $58000.00          | $44493.37          | U.S. Treasuries (including strips)  |
| USTR          | 2046-05-15      | 2.5000%  |  | $2000.00           | $1384.57           | U.S. Treasuries (including strips)  |
| USTR          | 2048-05-15      | 3.1250%  |  | $3900.00           | $2955.09           | U.S. Treasuries (including strips)  |
| USTR          | 2049-02-15      | 3.0000%  |  | $800.00            | $587.86            | U.S. Treasuries (including strips)  |
| USTR          | 2049-11-15      | 2.3750%  |  | $354000.00         | $226891.70         | U.S. Treasuries (including strips)  |
| USTR          | 2042-05-15      | 3.2500%  |  | $100.00            | $83.09             | U.S. Treasuries (including strips)  |
| USTR          | 2052-08-15      | 3.0000%  |  | $9500.00           | $6786.93           | U.S. Treasuries (including strips)  |
| USTR          | 2029-11-15      | 1.7500%  |  | $100.00            | $93.24             | U.S. Treasuries (including strips)  |
| USTR          | 2028-10-31      | 1.3750%  |  | $2400.00           | $2261.42           | U.S. Treasuries (including strips)  |
| USTR          | 2026-07-15      | 4.5000%  |  | $11000.00          | $11041.82          | U.S. Treasuries (including strips)  |
| USTR          | 2028-02-15      | 4.2500%  |  | $44300.00          | $44904.21          | U.S. Treasuries (including strips)  |
| USTR          | 2032-07-31      | 4.0000%  |  | $500.00            | $500.48            | U.S. Treasuries (including strips)  |
| USTR          | 2032-10-31      | 3.7500%  |  | $65300.00          | $64302.02          | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 0.0000%  |  | $24854.27          | $10279.90          | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-02-06

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer