# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-002388
**Filing Date:** 2026-4
**Character Count:** 130251
**Document Hash:** 827736e29d509611f22d1541f3a0e163
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-002388.hdr.sgml**: 20260408

**ACCESSION NUMBER**: 0001580642-26-002388

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260408

**DATE AS OF CHANGE**: 20260408

**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:** 26848270

**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):** 2026-03-31

**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:** 50 days

- **WAL:** 58 days

- **Total Value of Portfolio Securities:** $72551347.66

- **Amortized Cost of Portfolio Securities:** $72550857.37

- **Cash:** $0.00

- **Total Other Assets:** $128498.46

- **Total Liabilities:** $12852.12

- **Net Assets of Series:** $72666994.00

- **Number of Shares Outstanding (Series):** 725000.0000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $69529450.97              | $74618030.97               | 89.4800%                  | 89.4800%                   |
| 2026-03-03 | $69536224.30              | $74624959.79               | 89.4800%                  | 89.7800%                   |
| 2026-03-04 | $69531641.02              | $74620423.88               | 89.4800%                  | 89.7800%                   |
| 2026-03-05 | $69538287.97              | $74627150.79               | 89.4700%                  | 89.7800%                   |
| 2026-03-06 | $69553997.25              | $74643038.70               | 89.4800%                  | 89.7800%                   |
| 2026-03-09 | $69743198.27              | $74596283.41               | 89.7700%                  | 89.7700%                   |
| 2026-03-10 | $69375942.32              | $74228997.15               | 89.2900%                  | 89.2900%                   |
| 2026-03-11 | $66876069.50              | $71729217.46               | 88.9300%                  | 88.9300%                   |
| 2026-03-12 | $66881555.95              | $71734750.83               | 88.9300%                  | 88.9300%                   |
| 2026-03-13 | $66896859.47              | $71750310.81               | 88.9300%                  | 88.9300%                   |
| 2026-03-16 | $66849667.50              | $71703336.71               | 88.9200%                  | 88.9200%                   |
| 2026-03-17 | $66856001.56              | $71709758.90               | 88.9200%                  | 88.9200%                   |
| 2026-03-18 | $66861740.67              | $71714433.53               | 88.9200%                  | 88.9200%                   |
| 2026-03-19 | $66867704.94              | $71720484.76               | 88.9200%                  | 88.9200%                   |
| 2026-03-20 | $66880828.32              | $71733865.34               | 88.9200%                  | 88.9200%                   |
| 2026-03-23 | $66836428.85              | $73681363.32               | 88.9100%                  | 88.9100%                   |
| 2026-03-24 | $66841007.62              | $73686168.41               | 88.9000%                  | 88.9000%                   |
| 2026-03-25 | $66847996.15              | $73694325.66               | 88.9000%                  | 88.9000%                   |
| 2026-03-26 | $64347085.90              | $71193616.02               | 88.5200%                  | 88.5200%                   |
| 2026-03-27 | $64363639.94              | $71210812.52               | 88.5200%                  | 88.5200%                   |
| 2026-03-30 | $64319138.60              | $71166030.94               | 88.5100%                  | 88.5100%                   |
| 2026-03-31 | $64326631.15              | $71174604.01               | 88.5100%                  | 88.5100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.8300%             |
| 2026-03-03 | 3.8200%             |
| 2026-03-04 | 3.8200%             |
| 2026-03-05 | 3.8200%             |
| 2026-03-06 | 3.8200%             |
| 2026-03-09 | 3.8200%             |
| 2026-03-10 | 3.8200%             |
| 2026-03-11 | 3.8200%             |
| 2026-03-12 | 3.8200%             |
| 2026-03-13 | 3.8200%             |
| 2026-03-16 | 3.8200%             |
| 2026-03-17 | 3.8200%             |
| 2026-03-18 | 3.8200%             |
| 2026-03-19 | 3.8200%             |
| 2026-03-20 | 3.8100%             |
| 2026-03-23 | 3.8100%             |
| 2026-03-24 | 3.8100%             |
| 2026-03-25 | 3.8100%             |
| 2026-03-26 | 3.8100%             |
| 2026-03-27 | 3.8100%             |
| 2026-03-30 | 3.8100%             |
| 2026-03-31 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 100.2497                    |
|  |  |
| 2026-03-03 | 100.2597                    |
|  |  |
| 2026-03-04 | 100.2689                    |
|  |  |
| 2026-03-05 | 100.2787                    |
|  |  |
| 2026-03-06 | 100.2269                    |
|  |  |
| 2026-03-09 | 100.2433                    |
|  |  |
| 2026-03-10 | 100.2527                    |
|  |  |
| 2026-03-11 | 100.2616                    |
|  |  |
| 2026-03-12 | 100.2700                    |
|  |  |
| 2026-03-13 | 100.2160                    |
|  |  |
| 2026-03-16 | 100.2328                    |
|  |  |
| 2026-03-17 | 100.2426                    |
|  |  |
| 2026-03-18 | 100.2499                    |
|  |  |
| 2026-03-19 | 100.2592                    |
|  |  |
| 2026-03-20 | 100.2044                    |
|  |  |
| 2026-03-23 | 100.2229                    |
|  |  |
| 2026-03-24 | 100.2310                    |
|  |  |
| 2026-03-25 | 100.2431                    |
|  |  |
| 2026-03-26 | 100.2502                    |
|  |  |
| 2026-03-27 | 100.1987                    |
|  |  |
| 2026-03-30 | 100.2169                    |
|  |  |
| 2026-03-31 | 100.2303                    |
|  |  |

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

### Class: Texas Capital Government Money Market ETF

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $72666994.00

- **Number of Shares Outstanding:** 725000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 100.2497        |
|  |  |
| 2026-03-03 | 100.2597        |
|  |  |
| 2026-03-04 | 100.2689        |
|  |  |
| 2026-03-05 | 100.2787        |
|  |  |
| 2026-03-06 | 100.2269        |
|  |  |
| 2026-03-09 | 100.2433        |
|  |  |
| 2026-03-10 | 100.2527        |
|  |  |
| 2026-03-11 | 100.2616        |
|  |  |
| 2026-03-12 | 100.2700        |
|  |  |
| 2026-03-13 | 100.2160        |
|  |  |
| 2026-03-16 | 100.2328        |
|  |  |
| 2026-03-17 | 100.2426        |
|  |  |
| 2026-03-18 | 100.2499        |
|  |  |
| 2026-03-19 | 100.2592        |
|  |  |
| 2026-03-20 | 100.2044        |
|  |  |
| 2026-03-23 | 100.2229        |
|  |  |
| 2026-03-24 | 100.2310        |
|  |  |
| 2026-03-25 | 100.2431        |
|  |  |
| 2026-03-26 | 100.2502        |
|  |  |
| 2026-03-27 | 100.1987        |
|  |  |
| 2026-03-30 | 100.2169        |
|  |  |
| 2026-03-31 | 100.2303        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $2506318.58             |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $2506077.19             |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

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

**Total Gross Redemptions (Month):** $5012395.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6200%           |
| 2026-03-03 | 3.6100%           |
| 2026-03-04 | 3.6100%           |
| 2026-03-05 | 3.6100%           |
| 2026-03-06 | 3.6100%           |
| 2026-03-09 | 3.6000%           |
| 2026-03-10 | 3.6100%           |
| 2026-03-11 | 3.6100%           |
| 2026-03-12 | 3.6100%           |
| 2026-03-13 | 3.6100%           |
| 2026-03-16 | 3.6100%           |
| 2026-03-17 | 3.6000%           |
| 2026-03-18 | 3.6000%           |
| 2026-03-19 | 3.6000%           |
| 2026-03-20 | 3.6000%           |
| 2026-03-23 | 3.6000%           |
| 2026-03-24 | 3.5900%           |
| 2026-03-25 | 3.5900%           |
| 2026-03-26 | 3.5900%           |
| 2026-03-27 | 3.5900%           |
| 2026-03-30 | 3.5900%           |
| 2026-03-31 | 3.6000%           |

## 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):** $1992942.94
- **C.18.a - Value (excl. sponsor support):** $1992942.94
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 1.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AMSE3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMSE37
- **C.18 - Value (incl. sponsor support):** $24513.97
- **C.18.a - Value (excl. sponsor support):** $24513.97
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130APWY7, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APWY75
- **C.18 - Value (incl. sponsor support):** $103343.00
- **C.18.a - Value (excl. sponsor support):** $103343.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.1200%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130APY33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APY336
- **C.18 - Value (incl. sponsor support):** $246820.59
- **C.18.a - Value (excl. sponsor support):** $246820.59
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.0500%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1BT3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B1BT34
- **C.18 - Value (incl. sponsor support):** $1002066.09
- **C.18.a - Value (excl. sponsor support):** $1002066.09
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: 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):** $2915125.05
- **C.18.a - Value (excl. sponsor support):** $2915125.05
- **C.19 - Percentage of Net Assets:** 4.0100%
- **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 7: 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):** $1939904.87
- **C.18.a - Value (excl. sponsor support):** $1939904.87
- **C.19 - Percentage of Net Assets:** 2.6700%
- **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 8: State Street

- **C.1 - Title:** State Street Institutional US Government Money
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: 549300BZ5TGIFZUZDZ37, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $312954.48
- **C.18.a - Value (excl. sponsor support):** $312954.48
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RF64
- **C.18 - Value (incl. sponsor support):** $1196337.83
- **C.18.a - Value (excl. sponsor support):** $1196337.83
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SN89
- **C.18 - Value (incl. sponsor support):** $1445766.19
- **C.18.a - Value (excl. sponsor support):** $1445766.19
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SW88
- **C.18 - Value (incl. sponsor support):** $1302068.31
- **C.18.a - Value (excl. sponsor support):** $1302068.31
- **C.19 - Percentage of Net Assets:** 1.7900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SX61
- **C.18 - Value (incl. sponsor support):** $2354701.19
- **C.18.a - Value (excl. sponsor support):** $2354701.19
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TG20
- **C.18 - Value (incl. sponsor support):** $3864373.52
- **C.18.a - Value (excl. sponsor support):** $3864373.52
- **C.19 - Percentage of Net Assets:** 5.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 14: 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):** $2795677.46
- **C.18.a - Value (excl. sponsor support):** $2795677.46
- **C.19 - Percentage of Net Assets:** 3.8500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 15: 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):** $2843458.06
- **C.18.a - Value (excl. sponsor support):** $2843458.06
- **C.19 - Percentage of Net Assets:** 3.9100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 16: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TR8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TR84
- **C.18 - Value (incl. sponsor support):** $3369343.35
- **C.18.a - Value (excl. sponsor support):** $3369343.35
- **C.19 - Percentage of Net Assets:** 4.6400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: 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):** $3270814.29
- **C.18.a - Value (excl. sponsor support):** $3270814.29
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 18: 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):** $1153554.96
- **C.18.a - Value (excl. sponsor support):** $1153554.96
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TU14
- **C.18 - Value (incl. sponsor support):** $1921291.35
- **C.18.a - Value (excl. sponsor support):** $1921291.35
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TV96
- **C.18 - Value (incl. sponsor support):** $936207.63
- **C.18.a - Value (excl. sponsor support):** $936207.63
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TZ01
- **C.18 - Value (incl. sponsor support):** $1440030.84
- **C.18.a - Value (excl. sponsor support):** $1440030.84
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UA31
- **C.18 - Value (incl. sponsor support):** $3357632.46
- **C.18.a - Value (excl. sponsor support):** $3357632.46
- **C.19 - Percentage of Net Assets:** 4.6200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UB14
- **C.18 - Value (incl. sponsor support):** $2783297.83
- **C.18.a - Value (excl. sponsor support):** $2783297.83
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UD79
- **C.18 - Value (incl. sponsor support):** $1883170.11
- **C.18.a - Value (excl. sponsor support):** $1883170.11
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UG0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UG01
- **C.18 - Value (incl. sponsor support):** $712787.32
- **C.18.a - Value (excl. sponsor support):** $712787.32
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UN51
- **C.18 - Value (incl. sponsor support):** $926317.17
- **C.18.a - Value (excl. sponsor support):** $926317.17
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UQ82
- **C.18 - Value (incl. sponsor support):** $988915.42
- **C.18.a - Value (excl. sponsor support):** $988915.42
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UR65
- **C.18 - Value (incl. sponsor support):** $2470486.35
- **C.18.a - Value (excl. sponsor support):** $2470486.35
- **C.19 - Percentage of Net Assets:** 3.4000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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):** $1305019.33
- **C.18.a - Value (excl. sponsor support):** $1305019.33
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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):** $1450722.33
- **C.18.a - Value (excl. sponsor support):** $1450722.33
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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):** $1741703.37
- **C.18.a - Value (excl. sponsor support):** $1741703.37
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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: MII040126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 24.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-11-01      | 6.4500%  |  | $154395.00         | $22927.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 4.0000%  |  | $6532.00           | $366.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.0000%  |  | $1000.00           | $79.70             | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $47119.00          | $5295.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $167792.00         | $18904.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $122000.00         | $8574.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $51067.00          | $5082.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $39000.00          | $5920.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 2.5000%  |  | $30000.00          | $5136.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $1000.00           | $66.83             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $1000.00           | $102.06            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $53102.00          | $4355.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $44000.00          | $5556.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $123000.00         | $12550.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $111000.00         | $13830.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $62000.00          | $5000.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $1000.00           | $102.99            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $1000.00           | $99.60             | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.5000%  |  | $2001.00           | $256.37            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $36132.00          | $5384.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $67059.00          | $10156.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $50000.00          | $5015.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-12-01      | 3.0000%  |  | $177031.00         | $30382.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $34971.00          | $6280.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 3.5000%  |  | $56000.00          | $5021.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $63999.00          | $7704.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $48995.00          | $6362.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-02-01      | 3.5000%  |  | $46000.00          | $4883.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-11-01      | 2.5000%  |  | $34422.00          | $1513.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-12-01      | 5.5000%  |  | $227612.00         | $1217.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $86000.00          | $3478.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $10000.00          | $1391.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 3.5000%  |  | $19000.00          | $3437.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  |  | $10700.00          | $1251.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $17000.00          | $1397.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $65000.00          | $2233.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-02-01      | 3.5000%  |  | $9000.00           | $673.85            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 3.5000%  |  | $21000.00          | $2290.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.5000%  |  | $31000.00          | $1194.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-09-01      | 3.0000%  |  | $35000.00          | $6021.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-03-01      | 4.0000%  |  | $17000.00          | $2910.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $49000.00          | $7597.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 4.0000%  |  | $12000.00          | $1521.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.5000%  |  | $20000.00          | $3738.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.0000%  |  | $28000.00          | $4247.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $16000.00          | $3266.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 4.0000%  |  | $10000.00          | $1713.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $36000.00          | $2935.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $45000.00          | $3462.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $36470.00          | $3858.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $3001.00           | $66.01             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $2000.00           | $40.64             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $1002.00           | $56.11             | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-10-01      | 4.5000%  |  | $46000.00          | $2450.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $9000.00           | $1400.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.5000%  |  | $64000.00          | $7053.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $80000.00          | $952.24            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.5000%  |  | $93000.00          | $6853.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $34000.00          | $2781.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $91187.00          | $8885.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $16000.00          | $3185.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $17000.00          | $2064.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $23000.00          | $2588.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $49000.00          | $5119.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 4.5000%  |  | $68000.00          | $7145.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.5000%  |  | $54000.00          | $4529.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $14000.00          | $982.77            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 3.5000%  |  | $46000.00          | $3203.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $7000.00           | $483.79            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-02-01      | 3.5000%  |  | $11000.00          | $469.64            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-03-01      | 2.0000%  |  | $115000.00         | $4029.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 4.0000%  |  | $22000.00          | $1602.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 4.0000%  |  | $31000.00          | $4736.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 3.0000%  |  | $21000.00          | $3544.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-09-01      | 3.0000%  |  | $11000.00          | $793.07            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-02-01      | 3.0000%  |  | $2000.00           | $166.02            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.5000%  |  | $17000.00          | $2275.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $98999.00          | $10425.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $67000.00          | $7574.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-03-01      | 2.5000%  |  | $31000.00          | $4633.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-08-01      | 3.5000%  |  | $39000.00          | $4836.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  |  | $8000.00           | $607.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-12-01      | 2.5000%  |  | $23000.00          | $3039.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-09-01      | 3.5000%  |  | $10000.00          | $756.00            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $36000.00          | $6283.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-01-01      | 3.0000%  |  | $24000.00          | $4320.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-11-01      | 3.0000%  |  | $13000.00          | $1963.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.5000%  |  | $1000.00           | $173.27            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $8000.00           | $1611.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $32600.00          | $6654.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $47500.00          | $11057.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $54000.00          | $4713.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.0000%  |  | $70000.00          | $4470.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-03-01      | 3.5000%  |  | $1000.00           | $77.46             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.0000%  |  | $7000.00           | $1543.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $87000.00          | $5824.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $34000.00          | $2397.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.5000%  |  | $45000.00          | $3763.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $9000.00           | $894.57            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 3.0000%  |  | $6000.00           | $3384.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $5000.00           | $2761.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 5.0000%  |  | $16000.00          | $9273.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  |  | $6000.00           | $3883.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.5000%  |  | $16000.00          | $3050.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 3.0000%  |  | $3000.00           | $375.71            | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $19000.00          | $4817.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 2.5000%  |  | $17500.00          | $4563.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 3.5000%  |  | $6000.00           | $1302.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-06-01      | 3.0000%  |  | $25000.00          | $4271.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $22000.00          | $4254.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 3.5000%  |  | $29000.00          | $8041.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-07-01      | 3.0000%  |  | $15000.00          | $3948.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 5.0000%  |  | $13000.00          | $12300.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 3.5000%  |  | $6000.00           | $3907.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 5.0000%  |  | $3000.00           | $1908.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 5.0000%  |  | $1000.00           | $642.28            | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 6.0000%  |  | $10912.00          | $6831.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 5.5000%  |  | $4000.00           | $2828.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-07-01      | 3.0000%  |  | $49000.00          | $4507.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-09-01      | 3.0000%  |  | $45500.00          | $5317.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 3.0000%  |  | $8000.00           | $1216.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-02-01      | 2.5000%  |  | $4000.00           | $696.22            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-09-01      | 2.0000%  |  | $1385.00           | $463.81            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-10-01      | 2.0000%  |  | $4000.00           | $2112.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.5000%  |  | $1000.00           | $555.21            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.0000%  |  | $3000.00           | $1734.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.5000%  |  | $11000.00          | $5896.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $3000.00           | $1720.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 3.5000%  |  | $4000.00           | $2268.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 4.0000%  |  | $7000.00           | $3802.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 2.5000%  |  | $12000.00          | $7602.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 3.5000%  |  | $1000.00           | $566.24            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 4.0000%  |  | $6000.00           | $3189.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $2000.00           | $1194.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.5000%  |  | $8000.00           | $4840.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-04-01      | 4.5000%  |  | $3000.00           | $1996.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-11-01      | 5.5000%  |  | $26000.00          | $12807.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 5.5000%  |  | $5000.00           | $2693.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $11000.00          | $6089.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $3000.00           | $2123.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 6.0000%  |  | $6000.00           | $3563.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.5000%  |  | $2000.00           | $1469.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.0000%  |  | $2000.00           | $1599.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.5000%  |  | $6972.00           | $4486.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $10000.00          | $4804.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5551.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $38000.00          | $22606.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $24000.00          | $16776.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  |  | $10000.00          | $7459.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $43000.00          | $28873.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6534.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $40000.00          | $28169.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $10000.00          | $6517.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $8000.00           | $5928.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $7000.00           | $5090.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $1169.00           | $851.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $8000.00           | $5833.92           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $23000.00          | $17042.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  |  | $14001.00          | $10574.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $8000.00           | $5725.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 6.0000%  |  | $18000.00          | $10721.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $15000.00          | $11390.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $3000.00           | $2215.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $7000.00           | $5620.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $8001.00           | $6027.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 3.0000%  |  | $21000.00          | $15772.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $1000.00           | $850.97            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $12000.00          | $9968.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $24000.00          | $20557.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $7759.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $33000.00          | $27089.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1001.00           | $86.51             | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.0000%  |  | $1000.00           | $143.57            | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-11-01      | 3.0000%  |  | $32000.00          | $4934.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 2.5000%  |  | $31000.00          | $7274.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $38000.00          | $5352.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.0000%  |  | $70000.00          | $12349.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $96001.00          | $18603.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $35000.00          | $5747.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $48000.00          | $10118.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-06-01      | 3.0000%  |  | $23000.00          | $5511.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  |  | $23000.00          | $6027.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 3.0000%  |  | $30000.00          | $8423.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 2.0000%  |  | $12000.00          | $5581.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 5.5000%  |  | $8000.00           | $6926.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $8995.00           | $5802.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $13000.00          | $9514.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 2.5000%  |  | $11000.00          | $5017.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 3.0000%  |  | $50000.00          | $24930.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $21424.00          | $12877.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.0000%  |  | $12200.00          | $7751.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.0000%  |  | $10000.00          | $6032.33           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $16000.00          | $8571.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.0000%  |  | $20000.00          | $11324.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.0000%  |  | $1000.00           | $621.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $22000.00          | $13534.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $21000.00          | $13149.13          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $32000.00          | $22799.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $7000.00           | $4841.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $36000.00          | $26677.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.0000%  |  | $6368.00           | $4059.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  |  | $14000.00          | $9060.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $28000.00          | $19324.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 2.5000%  |  | $19000.00          | $12915.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $7000.00           | $5098.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.5000%  |  | $33000.00          | $24578.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  |  | $4000.00           | $2929.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $14947.00          | $11186.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $22000.00          | $15532.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.5000%  |  | $15000.00          | $11170.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.0000%  |  | $30000.00          | $23150.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $8000.00           | $5619.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 2.5000%  |  | $7000.00           | $5014.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.0000%  |  | $8000.00           | $6208.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $7000.00           | $5365.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $8000.00           | $5946.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.0000%  |  | $15000.00          | $11485.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.0000%  |  | $27000.00          | $20960.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7200.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.0000%  |  | $8000.00           | $6273.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $8000.00           | $5803.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $22000.00          | $16507.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $25000.00          | $19850.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.5000%  |  | $9000.00           | $7344.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.0000%  |  | $38000.00          | $32537.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $23000.00          | $19118.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 6.0000%  |  | $9000.00           | $5938.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $1000.00           | $799.11            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.0000%  |  | $15000.00          | $12407.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $13000.00          | $10369.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $23000.00          | $20247.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $9000.00           | $8090.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 6.0000%  |  | $8000.00           | $5738.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 6.0000%  |  | $10000.00          | $7136.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $8000.00           | $6818.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $26000.00          | $23874.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $7000.00           | $5357.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 2.0000%  |  | $39000.00          | $27474.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $8000.00           | $6068.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 3.5000%  |  | $62626.00          | $9048.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $35000.00          | $3748.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $33000.00          | $6122.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $54000.00          | $6100.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $39500.00          | $8804.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $1000.00           | $178.95            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $64000.00          | $10670.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $40000.00          | $6275.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.5000%  |  | $81000.00          | $8774.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.5000%  |  | $102000.00         | $16008.75          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $21000.00          | $5071.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $14000.00          | $5690.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $6999.00           | $5307.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 3.0000%  |  | $18000.00          | $13127.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 3.0000%  |  | $8000.00           | $5735.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $10000.00          | $7784.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $1000.00           | $792.54            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 7.0000%  |  | $1000.00           | $459.23            | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-05-09      | 3.8700%  |  | $40000.00          | $40018.00          | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 2.5000%  |  | $20000.00          | $5385.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 4.0000%  |  | $48000.00          | $11078.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $15000.00          | $9932.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 4.0000%  |  | $21000.00          | $14721.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $6000.00           | $3678.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $10001.00          | $6535.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-09-01      | 5.5000%  |  | $6000.00           | $5290.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-05-01      | 2.5000%  |  | $36340.00          | $19430.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-25      | 2.5000%  |  | $7000.00           | $5186.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-07-07      | 3.8500%  |  | $4037000.00        | $4041400.33        | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $1992.00           | $15.11             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $1000.00           | $53.10             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $1000.00           | $46.56             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $91000.00          | $4868.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $36.73             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $104000.00         | $6698.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-12-01      | 3.5000%  |  | $60000.00          | $6667.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $1000.00           | $50.44             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $1000.00           | $68.91             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.5000%  |  | $120960.00         | $8219.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $40559.00          | $3185.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.5000%  |  | $89000.00          | $7020.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $58000.00          | $4965.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.0000%  |  | $14000.00          | $1836.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53000.00          | $6020.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.5000%  |  | $1000.00           | $26.29             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $1000.00           | $88.74             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $1000.00           | $118.92            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $1000.00           | $176.31            | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 4.0000%  |  | $29000.00          | $5137.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $1001.00           | $49.23             | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $10000.00          | $8536.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $97000.00          | $8445.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 3.0000%  |  | $1000.00           | $85.49             | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $68000.00          | $5985.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $104325.00         | $18545.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $60000.00          | $10608.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $66000.00          | $5359.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $1001.00           | $120.04            | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $63000.00          | $5292.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 2.5000%  |  | $44000.00          | $5348.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $120000.00         | $26120.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  |  | $2000.00           | $249.97            | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $91053.00          | $8077.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-02-01      | 3.5000%  |  | $1000.00           | $125.17            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $48000.00          | $4827.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $58000.00          | $4844.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $1000.00           | $57.25             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.0000%  |  | $66000.00          | $12379.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $1998.00           | $10.31             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-03-01      | 5.0000%  |  | $1600000.00        | $12352.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $1000.00           | $9.08              | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $1000.00           | $11.05             | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 4.5000%  |  | $1100000.00        | $10959.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1000.00           | $5.98              | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $20000.00          | $13069.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 7.0000%  |  | $1000.00           | $153.33            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $1000.00           | $144.01            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $2477.00           | $329.98            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  |  | $35000.00          | $3369.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $93000.00          | $15030.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 3.0000%  |  | $65000.00          | $10773.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $1496.00           | $355.06            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $40000.00          | $9740.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $9997.00           | $3202.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $32997.00          | $4786.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $44000.00          | $9244.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $1000.00           | $66.97             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $24000.00          | $3116.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.9730%  |  | $125716.00         | $38649.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $26000.00          | $10377.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $13000.00          | $9062.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 4.0000%  |  | $10000.00          | $6107.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $10000.00          | $5321.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $9000.00           | $6568.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $2000.00           | $1525.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $1000.00           | $703.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 3.0000%  |  | $7000.00           | $5761.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.0000%  |  | $6000.00           | $4956.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 5.1200%  |  | $1000.00           | $1036.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $110000.00         | $15489.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $1000.00           | $79.04             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $36999.00          | $5826.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $68.21             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $73.10             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $32000.00          | $6459.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $15592.00          | $1402.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $146000.00         | $20643.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $80000.00          | $20914.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $111000.00         | $12399.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $30000.00          | $5532.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $32000.00          | $6697.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $16000.00          | $4872.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $22000.00          | $5060.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $23000.00          | $5891.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $10000.00          | $5152.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $10000.00          | $5700.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $22000.00          | $7302.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $20000.00          | $12377.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $13000.00          | $8517.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $10495.00          | $7406.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $8000.00           | $5739.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $8000.00           | $5374.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $8000.00           | $5433.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.5000%  |  | $8000.00           | $5118.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 2.5000%  |  | $8000.00           | $5356.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6791.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $29000.00          | $18258.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $33000.00          | $19730.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $11000.00          | $7486.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $34000.00          | $18261.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $9000.00           | $5935.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $7500.00           | $5021.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $18961.00          | $13365.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $25000.00          | $18278.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $9905.00           | $7035.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $7000.00           | $5299.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $6500.00           | $4901.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $10000.00          | $7790.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $38000.00          | $26940.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $11000.00          | $7959.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $13000.00          | $10131.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8031.00           | $6217.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $75000.00          | $55481.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $15988.00          | $12488.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $10000.00          | $8053.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $2995417.00        | $2479160.45        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $18000.00          | $14466.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $6000.00           | $5594.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $6000.00           | $5278.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $8000.00           | $7520.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $7000.00           | $6252.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $15980.00          | $13371.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $11000.00          | $8607.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 4.5000%  |  | $7000.00           | $6130.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $27000.00          | $22138.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $25939.00          | $24457.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1040663.00        | $1009679.09        | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $30000.00          | $24452.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $10000.00          | $9401.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $131841.00         | $110341.77         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $7000.00           | $6117.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.0000%  |  | $26000.00          | $5662.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 3.5000%  |  | $29000.00          | $6586.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 3.5000%  |  | $88353.00          | $10952.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 4.0000%  |  | $31000.00          | $6180.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $27000.00          | $2205.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $59000.00          | $6617.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $1000.00           | $219.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $25000.00          | $6598.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $12000.00          | $1637.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.5000%  |  | $48000.00          | $16557.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $55000.00          | $24312.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $108000.00         | $19205.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $77250.00          | $18631.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $42000.00          | $8062.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $29000.00          | $6192.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $34999.00          | $5049.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $25000.00          | $9266.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $31000.00          | $6122.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.5000%  |  | $23999.00          | $5402.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $62027.00          | $16973.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.0000%  |  | $14000.00          | $6552.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $40000.00          | $10608.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $26000.00          | $7572.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $23000.00          | $5314.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-07-01      | 5.0000%  |  | $67000.00          | $23737.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $16000.00          | $5090.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $29500.00          | $9106.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $13000.00          | $6712.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $29000.00          | $11360.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.0000%  |  | $37000.00          | $22753.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $15000.00          | $6468.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $45000.00          | $14147.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $16000.00          | $6191.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $72000.00          | $23107.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.5000%  |  | $12000.00          | $5346.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $13000.00          | $7462.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $15000.00          | $7190.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $9000.00           | $5670.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 3.0000%  |  | $19307.00          | $9679.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.5000%  |  | $13000.00          | $6329.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $11000.00          | $6899.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $48000.00          | $24367.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 4.0000%  |  | $22000.00          | $9915.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $122000.00         | $82118.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $17000.00          | $10483.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $34000.00          | $22626.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $29000.00          | $19131.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $17000.00          | $9840.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8989.00           | $6091.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $12000.00          | $7013.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $8000.00           | $5836.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $13000.00          | $9081.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $31000.00          | $19083.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $24000.00          | $17493.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26250.00          | $16734.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $85940.00          | $50386.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $6187.00           | $4044.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $7000.00           | $5248.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $10000.00          | $7722.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $9000.00           | $6569.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $20965.00          | $14144.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $9000.00           | $6303.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $38000.00          | $28151.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $11000.00          | $7024.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $8600.00           | $6164.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $141300.00         | $98922.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $14000.00          | $10203.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $8000.00           | $5827.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 2.5000%  |  | $8000.00           | $5662.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $7000.00           | $5128.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.0000%  |  | $7000.00           | $5204.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $50000.00          | $38828.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $8000.00           | $6311.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $2362.00           | $1866.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 4.5000%  |  | $8000.00           | $6120.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $11000.00          | $8619.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $30000.00          | $22469.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $12000.00          | $9065.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.0000%  |  | $16000.00          | $11893.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $28000.00          | $23163.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $9000.00           | $7478.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  |  | $7000.00           | $6207.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $6000.00           | $4990.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.0000%  |  | $7000.00           | $5040.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  |  | $21485.00          | $16179.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $7000.00           | $6175.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $7404.00           | $6522.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $8000.00           | $7529.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $84000.00          | $8177.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $1000.00           | $273.27            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 4.5000%  |  | $1000.00           | $32.71             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.5000%  |  | $346207.00         | $8264.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 4.5000%  |  | $414000.00         | $5068.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $1000.00           | $16.23             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $22.85             | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-11-01      | 3.0000%  |  | $930000.00         | $3115.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-12-01      | 4.0000%  |  | $1000.00           | $38.60             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.0000%  |  | $21058.00          | $4896.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $40000.00          | $4706.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $1000.00           | $37.55             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $2000.00           | $80.06             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $2000.00           | $77.98             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $1000.00           | $52.05             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $1000.00           | $26.34             | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 3.0000%  |  | $56587.00          | $5862.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $53000.00          | $7646.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $68000.00          | $5588.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.5000%  |  | $87000.00          | $7476.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $2000.00           | $186.13            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 3.5000%  |  | $1000.00           | $120.30            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $49000.00          | $4926.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 3.5000%  |  | $104000.00         | $12313.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $1000.00           | $116.56            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $67000.00          | $4770.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $993353.00         | $49386.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $37000.00          | $5475.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  |  | $38000.00          | $6359.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $30000.00          | $5396.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $99000.00          | $21027.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.0000%  |  | $25000.00          | $5059.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $29000.00          | $5036.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $1000.00           | $91.94             | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $133000.00         | $13450.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $70000.00          | $6572.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $107000.00         | $9706.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $1000.00           | $139.66            | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 3.0000%  |  | $1000.00           | $125.18            | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-12-01      | 4.0000%  |  | $67000.00          | $10490.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $44000.00          | $5532.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  |  | $73000.00          | $8310.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-02-01      | 3.0000%  |  | $1000.00           | $143.58            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $1000.00           | $122.91            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.5000%  |  | $56000.00          | $4956.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $1000.00           | $104.10            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $1000.00           | $78.58             | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 4.0000%  |  | $106000.00         | $6751.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $151000.00         | $15253.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 3.5000%  |  | $54000.00          | $4910.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.0000%  |  | $1000.00           | $592.17            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $1000.00           | $595.40            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $10000.00          | $5722.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 2.5000%  |  | $1929.00           | $983.29            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 2.0000%  |  | $10000.00          | $6095.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 1.5000%  |  | $25000.00          | $9887.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $12000.00          | $5898.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $19000.00          | $11722.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $1000.00           | $71.05             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $93000.00          | $8027.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $1000.00           | $89.25             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 3.0000%  |  | $75000.00          | $6717.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $52000.00          | $5998.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.5000%  |  | $34000.00          | $6611.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 2.5000%  |  | $29000.00          | $4952.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 2.5000%  |  | $24000.00          | $5423.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $42062.00          | $6856.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $31000.00          | $5247.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $1000.00           | $167.50            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $30000.00          | $5590.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $39000.00          | $5998.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $19000.00          | $2963.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $42000.00          | $11464.51          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $48000.00          | $10920.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $22000.00          | $6204.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  |  | $5000.00           | $1481.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $19000.00          | $8649.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $19000.00          | $10730.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $32000.00          | $14186.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $14000.00          | $6077.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 2.0000%  |  | $25000.00          | $14669.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $8000.00           | $6797.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $16999.00          | $14472.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 2.0000%  |  | $17000.00          | $9369.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $52000.00          | $33301.14          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-04-01      | 2.5000%  |  | $8000.00           | $5129.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $18998.00          | $13401.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $25000.00          | $16833.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $22000.00          | $15225.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $14000.00          | $8821.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 5.0000%  |  | $8000.00           | $5146.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.0000%  |  | $10000.00          | $5921.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $8000.00           | $5909.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $29000.00          | $21478.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $22000.00          | $16209.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.5000%  |  | $11000.00          | $8230.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $16999.00          | $12913.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7493.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $7000.00           | $5432.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $24000.00          | $19013.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $18000.00          | $13649.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $22000.00          | $17132.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $8000.00           | $5998.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $7000.00           | $5539.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.0000%  |  | $10000.00          | $7956.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $20000.00          | $15132.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $7000.00           | $5481.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.5000%  |  | $19000.00          | $14092.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 3.5000%  |  | $10000.00          | $7875.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $10000.00          | $7948.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $1000.00           | $823.93            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $10000.00          | $8395.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $39000.00          | $33012.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $16000.00          | $13632.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.5000%  |  | $17000.00          | $13031.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $7000.00           | $5497.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $9000.00           | $5846.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $7000.00           | $6220.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.5000%  |  | $10000.00          | $8956.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 3.5000%  |  | $13000.00          | $11224.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  |  | $6592.00           | $5268.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $10000.00          | $8871.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $11000.00          | $9789.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $7000.00           | $6367.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.0000%  |  | $2289.00           | $2088.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.5000%  |  | $6000.00           | $5475.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $24000.00          | $20096.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $28000.00          | $24546.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.0000%  |  | $1000.00           | $936.69            | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $9000.00           | $8197.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 5.5000%  |  | $14000.00          | $12614.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.0000%  |  | $10105.00          | $9677.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 4.5000%  |  | $6999.00           | $6629.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 5.5000%  |  | $7000.00           | $6896.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $1000.00           | $26.79             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $23.40             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $23.34             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $75774.00          | $3491.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  |  | $2001.00           | $98.18             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $1000.00           | $34.95             | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.0000%  |  | $1140250.00        | $1110878.43        | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 3.5000%  |  | $6000.00           | $5049.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $10000.00          | $9107.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $14000.00          | $11621.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $1000.00           | $930.91            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.7570%  |  | $33424.00          | $23870.77          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.9220%  |  | $101201.00         | $97298.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $28000.00          | $24878.82          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $1000.00           | $903.73            | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.0000%  |  | $1016263.00        | $967211.01         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $781760.00         | $765541.29         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $67072.00          | $65728.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $6000.00           | $5400.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.5000%  |  | $18000.00          | $17370.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.5000%  |  | $15000.00          | $14630.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $2078.00           | $2042.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 6.0000%  |  | $1000.00           | $1018.13           | Agency Mortgage-Backed Securities   |
| GNMA          | 2030-06-20      | 3.0000%  |  | $107906.00         | $5300.53           | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $2381000.00        | $2042364.66        | Agency Mortgage-Backed Securities   |

### Security 33: 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: MIT041626, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2045-10-01      | 3.5000%  |  | $1000.00           | $173.27            | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 5.0000%  |  | $3984.00           | $3390.27           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-10-01      | 3.0000%  |  | $35991.00          | $5167.21           | Agency Mortgage-Backed Securities |
| FMAC          | 2049-08-01      | 4.0000%  |  | $24988.00          | $5740.63           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-05-01      | 3.0000%  |  | $9000.00           | $6351.22           | Agency Mortgage-Backed Securities |
| FNMA          | 2054-05-01      | 6.0000%  |  | $16823.00          | $13923.58          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 3.5000%  |  | $25999.00          | $21980.17          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-03-01      | 2.5000%  |  | $22000.00          | $13799.42          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-01-01      | 2.5000%  |  | $16962.00          | $11417.22          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-08-01      | 3.5000%  |  | $14000.00          | $10871.99          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-07-01      | 2.5000%  |  | $16000.00          | $11952.21          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-06-01      | 3.0000%  |  | $20999.00          | $16545.38          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-04-01      | 2.5000%  |  | $38000.00          | $28434.41          | Agency Mortgage-Backed Securities |
| FNMA          | 2054-11-01      | 3.5000%  |  | $15000.00          | $12503.92          | Agency Mortgage-Backed Securities |
| FNMA          | 2047-02-01      | 3.5000%  |  | $46000.00          | $6185.03           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-09-01      | 4.5000%  |  | $18000.00          | $13262.28          | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 3.5000%  |  | $12000.00          | $8978.68           | Agency Mortgage-Backed Securities |
| FNMA          | 2052-10-01      | 4.5000%  |  | $7000.00           | $5113.66           | Agency Mortgage-Backed Securities |
| FNMA          | 2055-02-01      | 3.5000%  |  | $3296.00           | $2850.28           | Agency Mortgage-Backed Securities |
| FMAC          | 2055-04-01      | 5.5000%  |  | $2305.00           | $2061.80           | Agency Mortgage-Backed Securities |
| FMAC          | 2053-10-01      | 3.0000%  |  | $5995.00           | $4976.38           | Agency Mortgage-Backed Securities |
| FMAC          | 2054-02-01      | 5.0000%  |  | $911908.00         | $810256.92         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-04-08

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer