# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-000896
**Filing Date:** 2026-2
**Character Count:** 182328
**Document Hash:** bb2d4ac81997568bea583b24fd69ef72
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-000896.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001580642-26-000896

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23862
- **FILM NUMBER:** 26607215

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

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

**LEI of Series:** 529900F6Z49GHHXEAL39

**EDGAR Series Identifier:** S000082305

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 30 days

- **WAL:** 43 days

- **Total Value of Portfolio Securities:** $128051837.16

- **Amortized Cost of Portfolio Securities:** $128051837.16

- **Cash:** $5790.44

- **Total Other Assets:** $329173.97

- **Total Liabilities:** $508993.04

- **Net Assets of Series:** $127877808.53

- **Number of Shares Outstanding (Series):** 127877485.5400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $120604514.78             | $124669504.82              | 93.7200%                  | 93.7200%                   |
| 2026-01-05 | $120614227.30             | $124679738.28              | 93.7100%                  | 93.7100%                   |
| 2026-01-06 | $118749403.21             | $122815087.88              | 93.5600%                  | 95.1300%                   |
| 2026-01-07 | $118740105.53             | $122805963.90              | 92.8100%                  | 94.3800%                   |
| 2026-01-08 | $118787227.70             | $122853259.80              | 92.8100%                  | 94.3800%                   |
| 2026-01-09 | $118804221.08             | $122870426.91              | 92.8200%                  | 94.3800%                   |
| 2026-01-12 | $120829783.17             | $122998327.29              | 94.3800%                  | 94.3800%                   |
| 2026-01-13 | $112543528.91             | $114712249.15              | 92.0300%                  | 92.0300%                   |
| 2026-01-14 | $113583545.52             | $115752441.91              | 92.1000%                  | 92.1000%                   |
| 2026-01-15 | $114520636.99             | $116689709.56              | 92.1500%                  | 92.1500%                   |
| 2026-01-16 | $114484890.94             | $116654139.69              | 92.1500%                  | 92.1500%                   |
| 2026-01-20 | $112522150.48             | $114692104.17              | 92.0100%                  | 92.0100%                   |
| 2026-01-21 | $120742889.46             | $122913019.43              | 92.5200%                  | 92.5700%                   |
| 2026-01-22 | $117226045.74             | $119396352.02              | 92.2900%                  | 92.3500%                   |
| 2026-01-23 | $117349986.98             | $119520469.56              | 92.2900%                  | 92.3500%                   |
| 2026-01-26 | $119193867.47             | $121364879.12              | 92.4000%                  | 92.4600%                   |
| 2026-01-27 | $118867930.93             | $120964118.97              | 92.4300%                  | 92.4300%                   |
| 2026-01-28 | $117945064.16             | $120041421.92              | 92.3700%                  | 92.3700%                   |
| 2026-01-29 | $117905995.24             | $121501020.69              | 92.3700%                  | 92.3700%                   |
| 2026-01-30 | $118641971.07             | $122237191.67              | 92.4100%                  | 92.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8200%             |
| 2026-01-05 | 3.8000%             |
| 2026-01-06 | 3.7900%             |
| 2026-01-07 | 3.7700%             |
| 2026-01-08 | 3.7500%             |
| 2026-01-09 | 3.7400%             |
| 2026-01-12 | 3.7200%             |
| 2026-01-13 | 3.7200%             |
| 2026-01-14 | 3.7200%             |
| 2026-01-15 | 3.7200%             |
| 2026-01-16 | 3.7200%             |
| 2026-01-20 | 3.7200%             |
| 2026-01-21 | 3.7200%             |
| 2026-01-22 | 3.7200%             |
| 2026-01-23 | 3.7200%             |
| 2026-01-26 | 3.7200%             |
| 2026-01-27 | 3.7300%             |
| 2026-01-28 | 3.7300%             |
| 2026-01-29 | 3.7300%             |
| 2026-01-30 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0000                      |
|  |  |
| 2026-01-05 | 1.0000                      |
|  |  |
| 2026-01-06 | 1.0000                      |
|  |  |
| 2026-01-07 | 1.0000                      |
|  |  |
| 2026-01-08 | 1.0001                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 0.9999                      |
|  |  |
| 2026-01-13 | 1.0000                      |
|  |  |
| 2026-01-14 | 1.0000                      |
|  |  |
| 2026-01-15 | 1.0000                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 0.9998                      |
|  |  |
| 2026-01-21 | 1.0000                      |
|  |  |
| 2026-01-22 | 0.9999                      |
|  |  |
| 2026-01-23 | 1.0000                      |
|  |  |
| 2026-01-26 | 0.9998                      |
|  |  |
| 2026-01-27 | 0.9999                      |
|  |  |
| 2026-01-28 | 0.9999                      |
|  |  |
| 2026-01-29 | 0.9999                      |
|  |  |
| 2026-01-30 | 1.0000                      |
|  |  |

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

### Class: Texas Capital Government Money Market Fund

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $127877808.53

- **Number of Shares Outstanding:** 127877485.5400

- **Expense Reimbursement/Waiver:** 48010.83

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 0.9998          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 0.9998          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $292484.56                | $56000.00               |
| 2026-01-05 | $4525.00                  | $27949.00               |
| 2026-01-06 | $0.00                     | $1774800.00             |
| 2026-01-07 | $1111600.00               | $118880.00              |
| 2026-01-08 | $45000.00                 | $8000.00                |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $25.00                    | $9734.62                |
| 2026-01-13 | $749000.00                | $6504550.00             |
| 2026-01-14 | $1060000.00               | $30651.00               |
| 2026-01-15 | $1100000.00               | $173615.12              |
| 2026-01-16 | $0.00                     | $46631.27               |
| 2026-01-20 | $25.00                    | $2006026.88             |
| 2026-01-21 | $8237263.00               | $27179.00               |
| 2026-01-22 | $0.00                     | $3501000.00             |
| 2026-01-23 | $109982.08                | $0.00                   |
| 2026-01-26 | $2134001.38               | $323000.00              |
| 2026-01-27 | $470024.00                | $880591.30              |
| 2026-01-28 | $200000.00                | $1133976.38             |
| 2026-01-29 | $0.00                     | $50000.00               |
| 2026-01-30 | $750000.00                | $25000.00               |

**Total Gross Subscriptions (Month):** $16263930.02

**Total Gross Redemptions (Month):** $16697584.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6200%           |
| 2026-01-05 | 3.6000%           |
| 2026-01-06 | 3.5900%           |
| 2026-01-07 | 3.5700%           |
| 2026-01-08 | 3.5500%           |
| 2026-01-09 | 3.5400%           |
| 2026-01-12 | 3.5200%           |
| 2026-01-13 | 3.5200%           |
| 2026-01-14 | 3.5200%           |
| 2026-01-15 | 3.5200%           |
| 2026-01-16 | 3.5200%           |
| 2026-01-20 | 3.5200%           |
| 2026-01-21 | 3.5200%           |
| 2026-01-22 | 3.5200%           |
| 2026-01-23 | 3.5200%           |
| 2026-01-26 | 3.5200%           |
| 2026-01-27 | 3.5300%           |
| 2026-01-28 | 3.5300%           |
| 2026-01-29 | 3.5300%           |
| 2026-01-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 61.3000%         | 61.3000%             |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AL3F9, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AL3F96
- **C.18 - Value (incl. sponsor support):** $1994824.61
- **C.18.a - Value (excl. sponsor support):** $1994824.61
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 2.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AMDD1, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMDD19
- **C.18 - Value (incl. sponsor support):** $2580859.12
- **C.18.a - Value (excl. sponsor support):** $2580859.12
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 1.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AU2G8, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AU2G89
- **C.18 - Value (incl. sponsor support):** $1001026.81
- **C.18.a - Value (excl. sponsor support):** $1001026.81
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B5X37, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B5X378
- **C.18 - Value (incl. sponsor support):** $1250440.82
- **C.18.a - Value (excl. sponsor support):** $1250440.82
- **C.19 - Percentage of Net Assets:** 0.9800%
- **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 5: Federal Farm Credit Banks Funding Corporation

- **C.1 - Title:** Federal Farm Credit Banks Funding Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3133EEPZ7, C.3 - LEI: 254900C5LP6DN9OP9V83, C.5 - Other ID: US3133EEPZ79
- **C.18 - Value (incl. sponsor support):** $101872.68
- **C.18.a - Value (excl. sponsor support):** $101872.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 2.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Mortgage Corporation

- **C.1 - Title:** Federal Home Loan Mortgage Corporation
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3134GWWP7, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: US3134GWWP77
- **C.18 - Value (incl. sponsor support):** $497496.50
- **C.18.a - Value (excl. sponsor support):** $497496.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: US3135G0K368
- **C.18 - Value (incl. sponsor support):** $1989135.99
- **C.18.a - Value (excl. sponsor support):** $1989135.99
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 2.0200%
- **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 Market Fund
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: 549300BZ5TGIFZUZDZ37, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $626973.18
- **C.18.a - Value (excl. sponsor support):** $626973.18
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797PV33
- **C.18 - Value (incl. sponsor support):** $995383.42
- **C.18.a - Value (excl. sponsor support):** $995383.42
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RF64
- **C.18 - Value (incl. sponsor support):** $1476914.30
- **C.18.a - Value (excl. sponsor support):** $1476914.30
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RL33
- **C.18 - Value (incl. sponsor support):** $1998948.11
- **C.18.a - Value (excl. sponsor support):** $1998948.11
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 2.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RT68
- **C.18 - Value (incl. sponsor support):** $1997482.33
- **C.18.a - Value (excl. sponsor support):** $1997482.33
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 2.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797RU32
- **C.18 - Value (incl. sponsor support):** $1745252.83
- **C.18.a - Value (excl. sponsor support):** $1745252.83
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SB42
- **C.18 - Value (incl. sponsor support):** $1991930.00
- **C.18.a - Value (excl. sponsor support):** $1991930.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SJ77
- **C.18 - Value (incl. sponsor support):** $2999070.19
- **C.18.a - Value (excl. sponsor support):** $2999070.19
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 1.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SL24
- **C.18 - Value (incl. sponsor support):** $3973472.44
- **C.18.a - Value (excl. sponsor support):** $3973472.44
- **C.19 - Percentage of Net Assets:** 3.1100%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SN89
- **C.18 - Value (incl. sponsor support):** $990837.69
- **C.18.a - Value (excl. sponsor support):** $990837.69
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SR93
- **C.18 - Value (incl. sponsor support):** $2745216.19
- **C.18.a - Value (excl. sponsor support):** $2745216.19
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SS76
- **C.18 - Value (incl. sponsor support):** $2992564.87
- **C.18.a - Value (excl. sponsor support):** $2992564.87
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797ST59
- **C.18 - Value (incl. sponsor support):** $1993487.93
- **C.18.a - Value (excl. sponsor support):** $1993487.93
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SY45
- **C.18 - Value (incl. sponsor support):** $1992070.45
- **C.18.a - Value (excl. sponsor support):** $1992070.45
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SZ10
- **C.18 - Value (incl. sponsor support):** $2985893.13
- **C.18.a - Value (excl. sponsor support):** $2985893.13
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TA59
- **C.18 - Value (incl. sponsor support):** $2983917.26
- **C.18.a - Value (excl. sponsor support):** $2983917.26
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TB33
- **C.18 - Value (incl. sponsor support):** $745450.98
- **C.18.a - Value (excl. sponsor support):** $745450.98
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TF47
- **C.18 - Value (incl. sponsor support):** $1477944.17
- **C.18.a - Value (excl. sponsor support):** $1477944.17
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 26: 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):** $2980236.66
- **C.18.a - Value (excl. sponsor support):** $2980236.66
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TJ68
- **C.18 - Value (incl. sponsor support):** $3472389.56
- **C.18.a - Value (excl. sponsor support):** $3472389.56
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: 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):** $2478576.25
- **C.18.a - Value (excl. sponsor support):** $2478576.25
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: 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):** $3220162.84
- **C.18.a - Value (excl. sponsor support):** $3220162.84
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 30: 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):** $989299.90
- **C.18.a - Value (excl. sponsor support):** $989299.90
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: 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):** $1977146.93
- **C.18.a - Value (excl. sponsor support):** $1977146.93
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 32: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CJU62
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: United States Treasury

- **C.1 - Title:** United States Treasury Floating Rate Note
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US91282CKM28
- **C.18 - Value (incl. sponsor support):** $1000045.25
- **C.18.a - Value (excl. sponsor support):** $1000045.25
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: 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):** $4001962.54
- **C.18.a - Value (excl. sponsor support):** $4001962.54
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: 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):** $3003551.23
- **C.18.a - Value (excl. sponsor support):** $3003551.23
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Mirae Asset Securities

- **C.1 - Title:** MIRAE ASSET SECURITIES (USA) REPO
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: MII020226, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $57800000.00
- **C.18.a - Value (excl. sponsor support):** $57800000.00
- **C.19 - Percentage of Net Assets:** 45.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-01-01      | 6.6120%  |  | $3998.00           | $108.57            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 6.7650%  |  | $1334.00           | $53.60             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $321021.00         | $6752.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 5.0000%  |  | $200000.00         | $11119.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-04-01      | 4.0000%  |  | $1875.00           | $154.82            | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 4.5000%  |  | $95000.00          | $7779.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-03-01      | 3.5000%  |  | $142999.00         | $17881.84          | Agency Mortgage-Backed Securities   |
| FMAC          | 2027-09-01      | 3.0000%  |  | $1020764.00        | $8633.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-08-01      | 4.0000%  |  | $262000.00         | $17955.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.5000%  |  | $26995.00          | $1524.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-05-01      | 3.0000%  |  | $1000.00           | $117.84            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $7449.00           | $772.31            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-09-01      | 3.5000%  |  | $78019.00          | $9008.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 3.5000%  |  | $54000.00          | $6573.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $43104.00          | $5195.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $59000.00          | $7533.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $77000.00          | $8927.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 4.0000%  |  | $47667.00          | $5865.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $1000.00           | $79.66             | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 3.5000%  |  | $111000.00         | $7921.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-09-01      | 4.5000%  |  | $63000.00          | $5172.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.0000%  |  | $122000.00         | $7976.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-01-01      | 4.0000%  |  | $105000.00         | $6709.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $241598.00         | $23226.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 3.0000%  |  | $88000.00          | $7900.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $417355.00         | $5195.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-09-01      | 3.5000%  |  | $80000.00          | $8525.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-10-01      | 3.5000%  |  | $55000.00          | $5615.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.0000%  |  | $75000.00          | $5196.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $95868.00          | $6620.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 3.5000%  |  | $80000.00          | $5966.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $69018.00          | $9105.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-10-01      | 4.0000%  |  | $77409.00          | $5512.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $125000.00         | $9278.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.0000%  |  | $64000.00          | $7290.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 4.0000%  |  | $206000.00         | $15629.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 3.5000%  |  | $70399.00          | $7377.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-06-01      | 3.5000%  |  | $55000.00          | $5919.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.5000%  |  | $58000.00          | $5828.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $29000.00          | $2788.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $95007.00          | $8148.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $9000.00           | $942.75            | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $7000.00           | $723.30            | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 4.0000%  |  | $78000.00          | $7444.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $114028.00         | $12075.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-02-01      | 3.0000%  |  | $40000.00          | $5569.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.0000%  |  | $41999.00          | $6831.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-11-01      | 3.5000%  |  | $177081.00         | $23258.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.0000%  |  | $34192.00          | $5248.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.0000%  |  | $79469.00          | $7979.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-12-01      | 3.0000%  |  | $127320.00         | $22402.45          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $77000.00          | $14185.53          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $2000.00           | $270.20            | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.0000%  |  | $42000.00          | $8885.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 4.5000%  |  | $112027.00         | $9543.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-01      | 2.5000%  |  | $692000.00         | $24153.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-10-01      | 3.0000%  |  | $141975.00         | $7206.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2029-11-01      | 3.0000%  |  | $300000.00         | $15817.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $111000.00         | $8743.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-11-01      | 3.0000%  |  | $73000.00          | $5911.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-08-01      | 3.5000%  |  | $113000.00         | $8970.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-03-01      | 4.5000%  |  | $874252.00         | $9578.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.0000%  |  | $470000.00         | $18638.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-01-01      | 4.0000%  |  | $350000.00         | $13615.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-11-01      | 3.5000%  |  | $69999.00          | $8144.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 3.5000%  |  | $52000.00          | $8751.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.5000%  |  | $104000.00         | $12811.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-09-01      | 4.0000%  |  | $186000.00         | $17533.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2026-12-01      | 3.0000%  |  | $1548000.00        | $9037.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.0000%  |  | $154000.00         | $8122.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $117500.00         | $5375.33           | Agency Mortgage-Backed Securities   |
| FHLB          | 2028-04-10      | 4.0000%  |  | $15000.00          | $15127.27          | Agency Debentures and Agency Strips |
| FMAC          | 2040-09-01      | 4.5000%  |  | $195000.00         | $5868.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-01-01      | 4.5000%  |  | $89500.00          | $5199.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-04-01      | 3.0000%  |  | $57500.00          | $9105.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-11-01      | 3.5000%  |  | $45000.00          | $6959.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-07-01      | 3.5000%  |  | $78000.00          | $9050.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.3180%  |  | $640972.00         | $15131.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-04-01      | 6.6400%  |  | $3934178.00        | $20380.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $37500.00          | $13763.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 3.0000%  |  | $63000.00          | $8647.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $59000.00          | $9406.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $48249.00          | $5224.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $1017.00           | $23.44             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $314000.00         | $6596.90           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $116000.00         | $6753.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-09-01      | 4.5000%  |  | $300000.00         | $8359.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 4.5000%  |  | $68000.00          | $7383.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-02-01      | 3.0000%  |  | $158999.00         | $11623.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-02-01      | 3.5000%  |  | $82000.00          | $9846.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-02-01      | 3.0000%  |  | $150000.00         | $13152.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 2.5000%  |  | $35000.00          | $5411.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-10-01      | 2.5000%  |  | $58000.00          | $7138.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.0000%  |  | $126001.00         | $13904.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 3.0000%  |  | $1000.00           | $116.66            | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-04-01      | 3.5000%  |  | $58000.00          | $5433.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-08-01      | 3.5000%  |  | $39000.00          | $5043.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-01-01      | 3.5000%  |  | $45000.00          | $5703.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.0000%  |  | $70000.00          | $7481.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $34000.00          | $6111.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $97000.00          | $14765.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.5000%  |  | $129000.00         | $23095.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 3.5000%  |  | $42000.00          | $7479.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $36800.00          | $7695.00           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $46000.00          | $7924.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $42500.00          | $8049.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $30600.00          | $6476.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $21000.00          | $5039.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-09-01      | 5.5000%  |  | $41000.00          | $9999.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 3.5000%  |  | $131000.00         | $34823.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $137000.00         | $9483.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $59603.00          | $7550.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $64000.00          | $5949.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $114000.00         | $9359.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 3.5000%  |  | $2000.00           | $394.34            | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $40504.00          | $12089.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $19000.00          | $5016.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-04-01      | 2.5000%  |  | $19000.00          | $7005.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $23500.00          | $6888.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.0000%  |  | $50000.00          | $20379.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-03-01      | 2.5000%  |  | $20000.00          | $11979.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-04-01      | 2.5000%  |  | $34000.00          | $18223.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.0000%  |  | $20000.00          | $11645.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 2.0000%  |  | $9000.00           | $6093.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-05-01      | 6.0000%  |  | $33000.00          | $21792.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-02-01      | 5.0000%  |  | $21000.00          | $18603.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 2.0000%  |  | $17000.00          | $5543.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-12-01      | 2.5000%  |  | $30000.00          | $9409.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-12-01      | 2.0000%  |  | $20737.00          | $11487.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $13999.00          | $8336.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.5000%  |  | $11000.00          | $6065.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 4.0000%  |  | $13000.00          | $7350.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 6.0000%  |  | $49000.00          | $23351.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 5.5000%  |  | $15000.00          | $9024.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $19000.00          | $11202.30          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 4.5000%  |  | $18000.00          | $15033.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 5.5000%  |  | $23000.00          | $13618.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 6.0000%  |  | $32000.00          | $20429.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-05-01      | 2.0000%  |  | $33250.00          | $16365.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-10-01      | 2.5000%  |  | $57000.00          | $20886.88          | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-04-01      | 6.0000%  |  | $20010.00          | $11637.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 4.0000%  |  | $17000.00          | $9583.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-11-01      | 2.5000%  |  | $22500.00          | $11554.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 4.5000%  |  | $23000.00          | $7587.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.5000%  |  | $30000.00          | $21768.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $20000.00          | $16097.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $15000.00          | $10717.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $92000.00          | $62847.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $46000.00          | $31657.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $9000.00           | $6326.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6769.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $21000.00          | $15558.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $36000.00          | $26037.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $30000.00          | $22378.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $19000.00          | $14237.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $10000.00          | $7492.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $27000.00          | $20576.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $9000.00           | $6846.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  |  | $12000.00          | $9462.64           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  |  | $100000.00         | $78915.82          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $22000.00          | $16072.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $11000.00          | $7613.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $30000.00          | $23483.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $29000.00          | $24672.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $15000.00          | $12507.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $100000.00         | $81161.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $30000.00          | $21414.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 3.5000%  |  | $15000.00          | $12753.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $6000.00           | $5064.43           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $18000.00          | $15568.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $19000.00          | $16466.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $16000.00          | $12926.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $20000.00          | $17127.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 2.0000%  |  | $18000.00          | $13335.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $11000.00          | $9611.15           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 6.5000%  |  | $21750.00          | $18398.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $15000.00          | $13908.06          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-08-01      | 5.5000%  |  | $16000.00          | $14517.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $9000.00           | $8191.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 3.5000%  |  | $28000.00          | $24034.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $16000.00          | $13476.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $18000.00          | $16232.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $21000.00          | $18363.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-08-01      | 4.0000%  |  | $54000.00          | $5356.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 4.5000%  |  | $64000.00          | $8294.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-12-01      | 3.0000%  |  | $27000.00          | $4636.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $36000.00          | $5203.09           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $40000.00          | $7920.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $85498.00          | $14416.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 4.0000%  |  | $23000.00          | $5019.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 2.0000%  |  | $50000.00          | $20676.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 4.0000%  |  | $26000.00          | $5284.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  |  | $25901.00          | $24193.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $8000.00           | $7054.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $57009.00          | $19797.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $35000.00          | $9148.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $73000.00          | $29955.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $69001.00          | $13459.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-11-01      | 3.0000%  |  | $23000.00          | $8226.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $18000.00          | $10742.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 4.0000%  |  | $12000.00          | $8803.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $55000.00          | $41700.40          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 2.0000%  |  | $25000.00          | $13337.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 3.0000%  |  | $28000.00          | $14273.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 2.5000%  |  | $35000.00          | $20751.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 2.5000%  |  | $11668.00          | $5670.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.5000%  |  | $11000.00          | $6308.27           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $1000.00           | $614.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.5000%  |  | $9999.00           | $5829.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $1000.00           | $644.88            | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.5000%  |  | $12000.00          | $7278.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $21000.00          | $12679.76          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.5000%  |  | $18000.00          | $8390.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 2.0000%  |  | $11000.00          | $6847.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $10000.00          | $5171.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.0000%  |  | $11989.00          | $7539.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.0000%  |  | $13000.00          | $7509.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.0000%  |  | $9000.00           | $5408.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.5000%  |  | $16000.00          | $9642.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.0000%  |  | $50961.00          | $32511.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.0000%  |  | $10000.00          | $7446.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $36000.00          | $26295.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $27000.00          | $19983.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 2.5000%  |  | $7999.00           | $5262.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $26000.00          | $17232.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $8000.00           | $5317.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.0000%  |  | $35000.00          | $23109.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.0000%  |  | $36000.00          | $24865.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $31000.00          | $21920.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 2.5000%  |  | $50000.00          | $34796.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.0000%  |  | $31000.00          | $22201.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.0000%  |  | $28000.00          | $20791.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.5000%  |  | $15414.00          | $11904.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 5.0000%  |  | $29000.00          | $22180.02          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 2.5000%  |  | $19000.00          | $13469.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $38000.00          | $28641.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $16000.00          | $12321.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  |  | $30000.00          | $22048.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $15000.00          | $10877.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.5000%  |  | $38000.00          | $28841.25          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $49496.00          | $38358.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 4.0000%  |  | $40000.00          | $31991.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.0000%  |  | $41000.00          | $32617.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  |  | $21000.00          | $15625.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 4.5000%  |  | $12000.00          | $9495.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $17000.00          | $13449.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.5000%  |  | $9000.00           | $6833.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 3.0000%  |  | $8000.00           | $6228.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.0000%  |  | $12000.00          | $9662.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 5.0000%  |  | $26000.00          | $20842.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.0000%  |  | $22000.00          | $17807.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $25000.00          | $18917.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $8000.00           | $6283.74           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  |  | $25000.00          | $17218.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $20001.00          | $15285.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.0000%  |  | $35500.00          | $29212.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 3.5000%  |  | $17000.00          | $13243.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $26000.00          | $22068.18          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $20000.00          | $15853.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 4.5000%  |  | $13000.00          | $10959.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.0000%  |  | $17000.00          | $15019.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.5000%  |  | $25000.00          | $20207.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $6295.00           | $5395.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.5000%  |  | $20000.00          | $17142.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.5000%  |  | $20000.00          | $16182.26          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $21001.00          | $17355.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 4.0000%  |  | $30000.00          | $26802.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $30000.00          | $24112.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 4.0000%  |  | $14000.00          | $12057.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 5.0000%  |  | $23000.00          | $19425.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 6.0000%  |  | $14000.00          | $9699.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  |  | $12457.00          | $10086.61          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-09-01      | 5.5000%  |  | $29000.00          | $24201.90          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $62000.00          | $52479.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 4.5000%  |  | $8002.00           | $7311.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $35000.00          | $31843.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.5000%  |  | $6000.00           | $5199.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 4.0000%  |  | $13020.00          | $11807.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $21000.00          | $19008.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.5000%  |  | $18000.00          | $16651.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $25000.00          | $21795.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 4.0000%  |  | $16000.00          | $14614.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-02-01      | 5.5000%  |  | $7000.00           | $6080.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $15000.00          | $13515.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $14000.00          | $12087.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $16000.00          | $15113.67          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 3.5000%  |  | $20000.00          | $18087.74          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 6.0000%  |  | $8000.00           | $6079.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $18000.00          | $14336.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 2.0000%  |  | $28000.00          | $20156.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 5.0000%  |  | $12000.00          | $9942.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-08-01      | 3.5000%  |  | $38792.00          | $7488.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-08-01      | 3.5000%  |  | $41472.00          | $6720.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-10-01      | 3.5000%  |  | $64161.00          | $6576.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-11-01      | 4.0000%  |  | $64000.00          | $12118.48          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.0000%  |  | $93538.00          | $19580.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.0000%  |  | $80343.00          | $10986.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.0000%  |  | $169536.00         | $22987.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 3.5000%  |  | $205074.00         | $15857.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-03-01      | 3.0000%  |  | $50000.00          | $8716.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-05-01      | 3.5000%  |  | $400000.00         | $58128.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-06-01      | 4.0000%  |  | $100000.00         | $9974.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 4.0000%  |  | $98999.00          | $17368.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 4.0000%  |  | $100000.00         | $15136.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $37000.00          | $4051.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-10-01      | 3.0000%  |  | $70000.00          | $6397.22           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-06-01      | 3.5000%  |  | $100000.00         | $16075.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $39000.00          | $5257.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.5000%  |  | $60000.00          | $6377.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 3.5000%  |  | $29000.00          | $6967.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.5000%  |  | $142000.00         | $37058.83          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-08-01      | 3.5000%  |  | $65000.00          | $13793.37          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $500000.00         | $122552.23         | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-04-01      | 3.5000%  |  | $82000.00          | $18845.09          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-11-01      | 3.5000%  |  | $1000.00           | $191.87            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $108000.00         | $9347.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $86000.00          | $7137.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.0000%  |  | $38000.00          | $5232.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-02-01      | 4.0000%  |  | $35000.00          | $5322.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 4.0000%  |  | $81000.00          | $8048.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.5000%  |  | $69414.00          | $12145.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $22000.00          | $4975.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $61000.00          | $14643.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.0000%  |  | $100000.00         | $27386.32          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $27000.00          | $6778.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-11-01      | 3.5000%  |  | $70000.00          | $19528.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $64000.00          | $7792.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 5.0000%  |  | $200000.00         | $22860.86          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.5000%  |  | $47000.00          | $11722.33          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-08-01      | 3.0000%  |  | $5050607.00        | $2669548.08        | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 2.5000%  |  | $23000.00          | $14978.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 2.5000%  |  | $15000.00          | $9178.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $15000.00          | $10240.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $40000.00          | $28199.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 4.0000%  |  | $10000.00          | $8148.06           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $18000.00          | $12728.05          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.0000%  |  | $33000.00          | $21437.82          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $2000.00           | $1452.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $17322.00          | $13452.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.0000%  |  | $258255.00         | $188536.33         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $29000.00          | $19679.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $22000.00          | $14187.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 5.5000%  |  | $21000.00          | $15594.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $15000.00          | $11774.97          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $10000.00          | $8651.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $15000.00          | $12289.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 7.0000%  |  | $1112.00           | $1027.26           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-12-06      | 3.4300%  |  | $7000.00           | $6965.51           | Agency Debentures and Agency Strips |
| FCSB          | 2026-11-12      | 1.8000%  |  | $9000.00           | $8869.92           | Agency Debentures and Agency Strips |
| FCSB          | 2028-12-26      | 3.5000%  |  | $1000.00           | $994.56            | Agency Debentures and Agency Strips |
| FCSB          | 2028-05-09      | 3.8800%  |  | $16731000.00       | $16739030.88       | Agency Debentures and Agency Strips |
| FMAC          | 2035-04-01      | 2.5000%  |  | $28000.00          | $6364.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-01-01      | 2.5000%  |  | $21000.00          | $11346.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 3.0000%  |  | $23000.00          | $15905.94          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 3.0000%  |  | $17000.00          | $7567.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $18000.00          | $12463.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $21000.00          | $13198.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $26999.00          | $18266.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $11000.00          | $7567.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $7608.35           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.5000%  |  | $31000.00          | $24464.71          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 5.0000%  |  | $16000.00          | $11188.57          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $48800.00          | $34959.46          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $18000.00          | $14228.91          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $19000.00          | $14919.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $52000.00          | $43839.49          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 3.0000%  |  | $35000.00          | $6765.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-06-01      | 3.0000%  |  | $30000.00          | $20718.19          | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-03-01      | 2.0000%  |  | $17000.00          | $7809.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-12-01      | 3.5000%  |  | $17000.00          | $12258.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8600%  |  | $11944000.00       | $11967649.12       | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-11-15      | 6.6250%  |  | $12000.00          | $13460.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-05-29      | 0.0000%  |  | $1000.00           | $987.21            | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-10-08      | 6.0300%  |  | $12000.00          | $12478.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 5.5000%  |  | $55500.00          | $5094.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $110000.00         | $6018.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $489882.00         | $24098.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $102682.00         | $4965.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $186440.00         | $7064.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $105000.00         | $6958.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 4.5000%  |  | $152963.00         | $5680.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $80000.00          | $8852.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $33000.00          | $1535.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $147000.00         | $5551.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $116000.00         | $6483.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $212000.00         | $11006.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $85000.00          | $9346.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-03-01      | 4.0000%  |  | $104000.00         | $6229.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-12-01      | 3.5000%  |  | $80000.00          | $10706.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $99000.00          | $7066.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $60000.00          | $5701.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $154000.00         | $12534.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 4.0000%  |  | $9000.00           | $1178.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 3.5000%  |  | $200000.00         | $37956.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-10-01      | 3.0000%  |  | $350000.00         | $20142.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.0000%  |  | $55000.00          | $7445.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-10-01      | 4.0000%  |  | $38000.00          | $5575.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.5000%  |  | $460000.00         | $13236.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  |  | $37000.00          | $5499.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $4000.00           | $363.03            | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-09-01      | 5.5000%  |  | $60000.00          | $5964.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $71000.00          | $8785.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-12-01      | 6.5000%  |  | $61000.00          | $7357.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 3.5000%  |  | $91000.00          | $7110.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.5000%  |  | $56485.00          | $6145.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-09-01      | 3.5000%  |  | $80000.00          | $16922.50          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-03-01      | 4.5000%  |  | $66334.00          | $8621.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 3.5000%  |  | $60000.00          | $5260.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-10-01      | 4.0000%  |  | $97000.00          | $14057.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $129000.00         | $21817.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 3.5000%  |  | $104582.00         | $19066.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-04-01      | 3.5000%  |  | $47000.00          | $4952.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-03-01      | 3.5000%  |  | $72000.00          | $7328.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.5000%  |  | $60188.00          | $7666.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-10-01      | 4.5000%  |  | $102000.00         | $18439.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 4.0000%  |  | $70000.00          | $6218.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.0000%  |  | $300000.00         | $45179.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.5000%  |  | $125000.00         | $11914.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 3.0000%  |  | $47932.00          | $10336.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $13000.00          | $11612.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 3.5000%  |  | $112920.00         | $6760.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $99000.00          | $13502.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $100000.00         | $14728.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $37000.00          | $5341.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.5000%  |  | $130000.00         | $9007.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2028-11-01      | 3.0000%  |  | $125000.00         | $4991.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $58000.00          | $6104.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.5000%  |  | $143000.00         | $9573.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-06-01      | 4.0000%  |  | $80000.00          | $8888.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 3.0000%  |  | $58000.00          | $7606.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $68000.00          | $6271.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.5000%  |  | $35382.00          | $5927.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $104325.00         | $19008.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-04-01      | 3.5000%  |  | $29000.00          | $5471.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-11-01      | 3.5000%  |  | $41500.00          | $5738.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 2.5000%  |  | $70000.00          | $24000.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2030-08-01      | 2.5000%  |  | $195000.00         | $16737.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  |  | $61000.00          | $5331.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-10-01      | 4.0000%  |  | $69000.00          | $6484.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $57000.00          | $6605.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $65000.00          | $8512.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 4.5000%  |  | $58000.00          | $4994.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $43000.00          | $9950.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-09-01      | 2.5000%  |  | $35000.00          | $5414.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $34000.00          | $7116.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $37000.00          | $8317.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.5000%  |  | $58000.00          | $5368.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-04-01      | 3.5000%  |  | $116167.00         | $14873.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.0000%  |  | $146875.00         | $24860.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 3.5000%  |  | $46768.00          | $7615.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $91053.00          | $8250.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  |  | $50000.00          | $12282.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $57000.00          | $8638.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  |  | $113000.00         | $15318.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-10-01      | 4.0000%  |  | $68000.00          | $6697.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-10-01      | 3.0000%  |  | $100000.00         | $18279.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-01-01      | 4.0000%  |  | $48000.00          | $5217.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-02-01      | 3.5000%  |  | $66000.00          | $9450.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $135000.00         | $8336.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-11-01      | 5.0000%  |  | $2414000.00        | $19917.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $2388000.00        | $22619.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $566987.00         | $6562.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-06-01      | 5.0000%  |  | $1490990.00        | $13435.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 4.5000%  |  | $823814.00         | $8721.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1192798.00        | $7532.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 5.5000%  |  | $35000.00          | $29217.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  |  | $1010.00           | $1037.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 3.5000%  |  | $37000.00          | $6503.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-10-01      | 3.0000%  |  | $27000.00          | $6143.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-01      | 3.0000%  |  | $1000.00           | $270.89            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $60500.00          | $6837.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.0000%  |  | $79500.00          | $8728.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 3.0000%  |  | $35000.00          | $7168.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2062-09-01      | 4.5000%  |  | $33600.00          | $24446.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $41000.00          | $7821.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $100000.00         | $7024.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $36693.00          | $5417.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $50000.00          | $6796.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 3.5000%  |  | $35000.00          | $5471.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 4.0000%  |  | $58000.00          | $16268.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 3.5000%  |  | $62000.00          | $14181.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $121500.00         | $10502.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.5000%  |  | $60000.00          | $7709.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 5.5000%  |  | $95992.00          | $9007.12           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $21000.00          | $5401.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-06-01      | 3.0000%  |  | $60000.00          | $10375.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.0000%  |  | $65000.00          | $12722.67          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $30000.00          | $5753.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-01-01      | 3.5000%  |  | $29998.00          | $5074.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-09-01      | 4.0000%  |  | $99000.00          | $12109.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $62000.00          | $15821.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $20992.00          | $6976.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-02-01      | 3.0000%  |  | $61003.00          | $9236.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $55000.00          | $9138.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-06-01      | 3.5000%  |  | $52000.00          | $14342.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $115000.00         | $7993.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $46000.00          | $6204.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $45000.00          | $12959.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 2.5000%  |  | $59000.00          | $16197.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $33000.00          | $7456.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 4.0000%  |  | $70000.00          | $13198.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $44000.00          | $7166.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 2.5000%  |  | $12000.00          | $6502.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 2.0000%  |  | $13000.00          | $7789.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $14000.00          | $7437.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $20000.00          | $15452.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $41000.00          | $31236.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 6.0000%  |  | $29000.00          | $23167.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10000.00          | $7123.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $11000.00          | $7826.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $34000.00          | $22521.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $22000.00          | $14123.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6724.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6353.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $25000.00          | $17070.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $46000.00          | $33273.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $200000.00         | $137335.00         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $10000.00          | $6987.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $26000.00          | $18424.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $20000.00          | $15101.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $13610.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $33001.00          | $25832.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $6982.00           | $5613.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $20000.00          | $16217.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 3.0000%  |  | $34000.00          | $28007.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.5000%  |  | $15000.00          | $14855.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $53500.00          | $13766.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $60000.00          | $6963.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $67000.00          | $19151.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $24000.00          | $5488.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $95999.00          | $22957.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $114000.00         | $12337.15          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $96000.00          | $7576.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.5000%  |  | $19000.00          | $5246.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $62000.00          | $9383.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $71000.00          | $6078.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $104000.00         | $8469.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $117000.00         | $8828.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $130500.00         | $18978.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.5000%  |  | $53000.00          | $7718.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $21000.00          | $6082.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $59000.00          | $14824.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.5000%  |  | $4000.00           | $856.45            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $12000.00          | $1155.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.5000%  |  | $44000.00          | $5755.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $16000.00          | $4998.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $40000.00          | $8864.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-01-01      | 3.0000%  |  | $63000.00          | $17034.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 3.5000%  |  | $30000.00          | $8318.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.5000%  |  | $17000.00          | $6117.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $22000.00          | $5808.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 2.5000%  |  | $28500.00          | $14295.61          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $24000.00          | $9027.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.0000%  |  | $15000.00          | $5842.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $14000.00          | $7559.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $12000.00          | $8190.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 4.0000%  |  | $22337.00          | $7450.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $66000.00          | $39948.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $18000.00          | $12062.46          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-05-01      | 3.0000%  |  | $13000.00          | $8637.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $7000.00           | $5051.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $13999.00          | $9302.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $14000.00          | $8857.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $7000.00           | $5122.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $13000.00          | $7655.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $31000.00          | $19967.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $28500.00          | $17564.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $14000.00          | $9904.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $15000.00          | $10350.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $22000.00          | $16969.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $9000.00           | $6234.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $27000.00          | $18437.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $7000.00           | $5029.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $13000.00          | $9541.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $12000.00          | $8878.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $11000.00          | $8602.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.5000%  |  | $27000.00          | $16370.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $14000.00          | $10830.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $10000.00          | $7424.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $10000.00          | $7324.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $24000.00          | $17202.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $25000.00          | $17157.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $16000.00          | $12310.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $30000.00          | $24677.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $29000.00          | $23228.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.0000%  |  | $19000.00          | $14034.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $12000.00          | $9861.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $22000.00          | $18289.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.5000%  |  | $17000.00          | $13272.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $15988.00          | $12860.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $9000.00           | $7512.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 4.0000%  |  | $21867.00          | $16757.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.5000%  |  | $15000.00          | $12466.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $12000.00          | $9746.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.5000%  |  | $30000.00          | $25890.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $10000.00          | $8292.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $15000.00          | $12914.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.5000%  |  | $9000.00           | $6772.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $6000.00           | $5741.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $10000.00          | $9052.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $16000.00          | $15475.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $16000.00          | $14828.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $21000.00          | $20691.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $40744.00          | $34933.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 3.5000%  |  | $9000.00           | $7577.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $19000.00          | $15953.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-03-01      | 2.0000%  |  | $29000.00          | $24258.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.5000%  |  | $28011.00          | $27487.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 2.5000%  |  | $1000.00           | $833.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 5.5000%  |  | $8000.00           | $7808.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 5.0000%  |  | $12000.00          | $11790.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 3.0000%  |  | $30000.00          | $8510.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-10-01      | 3.5000%  |  | $25000.00          | $6723.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.0000%  |  | $20000.00          | $5131.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 3.5000%  |  | $81000.00          | $18994.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 2.5000%  |  | $65000.00          | $12373.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $64000.00          | $5765.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 3.5000%  |  | $97000.00          | $19999.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $59000.00          | $6775.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 2.5000%  |  | $76901.00          | $12609.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 5.0000%  |  | $100000.00         | $18009.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $26000.00          | $8909.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.5000%  |  | $42000.00          | $8621.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 3.0000%  |  | $82000.00          | $13802.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $33000.00          | $5734.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-12-01      | 4.0000%  |  | $32000.00          | $7786.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-11-04      | 4.5000%  |  | $25847.00          | $8047.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $26000.00          | $7487.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $45000.00          | $6328.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.5000%  |  | $18147.00          | $6448.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 3.5000%  |  | $150000.00         | $16604.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $37000.00          | $11393.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-12-01      | 3.5000%  |  | $23000.00          | $6024.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $196000.00         | $29275.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.5000%  |  | $67000.00          | $23413.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 3.0000%  |  | $26000.00          | $6325.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $51000.00          | $19489.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $30000.00          | $9716.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 5.0000%  |  | $34000.00          | $10681.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $54000.00          | $15055.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.0000%  |  | $38000.00          | $8677.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 2.5000%  |  | $40000.00          | $15993.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $3000.00           | $909.25            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.0000%  |  | $17000.00          | $6921.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $18000.00          | $7295.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.0000%  |  | $57000.00          | $15568.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $14000.00          | $6129.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $14000.00          | $7354.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $56000.00          | $18892.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.5000%  |  | $21000.00          | $6069.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $20000.00          | $11142.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 2.5000%  |  | $11000.00          | $6397.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 2.0000%  |  | $44000.00          | $18678.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.0000%  |  | $20000.00          | $5793.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.5000%  |  | $13000.00          | $5399.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $58000.00          | $16994.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $20000.00          | $9545.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $17000.00          | $7212.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $67000.00          | $28889.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 4.0000%  |  | $3000.00           | $885.95            | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.0000%  |  | $23000.00          | $14459.95          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $15000.00          | $6728.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $29000.00          | $9412.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $30000.00          | $9325.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.0000%  |  | $36000.00          | $13113.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $17000.00          | $5652.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 3.5000%  |  | $53000.00          | $17531.18          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-03-01      | 3.5000%  |  | $33000.00          | $12053.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.5000%  |  | $34000.00          | $14667.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.5000%  |  | $12000.00          | $6174.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 2.5000%  |  | $12000.00          | $7173.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $11000.00          | $5453.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.0000%  |  | $15000.00          | $8019.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $24000.00          | $13843.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 4.5000%  |  | $26000.00          | $9533.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $32000.00          | $20503.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $11000.00          | $5374.18           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $11000.00          | $5308.77           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $16000.00          | $8613.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $14000.00          | $8139.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 3.0000%  |  | $14001.00          | $5865.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $9000.00           | $5797.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $17000.00          | $7477.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.5000%  |  | $10800.00          | $5419.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.5000%  |  | $9000.00           | $5850.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $24000.00          | $12840.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $12000.00          | $7745.70           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $13700.00          | $8605.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 3.0000%  |  | $14000.00          | $7793.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8000.00           | $5441.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $9000.00           | $6409.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $1000.00           | $724.43            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $20000.00          | $14687.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $9000.00           | $6416.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 4.5000%  |  | $27000.00          | $15607.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 3.0000%  |  | $13000.00          | $7459.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $17541.00          | $10775.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $9300.00           | $6702.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $20000.00          | $13282.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $30000.00          | $21042.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $11000.00          | $8453.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $29000.00          | $21935.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 3.0000%  |  | $40000.00          | $21469.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $34000.00          | $23135.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $20000.00          | $14386.78          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $29000.00          | $22710.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $18100.00          | $14316.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $15000.00          | $10366.60          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.0000%  |  | $12000.00          | $9195.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $8000.00           | $6080.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $20000.00          | $12341.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $14000.00          | $9987.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $39000.00          | $30500.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $12000.00          | $8608.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $24000.00          | $16260.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $8000.00           | $6155.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $10900.00          | $7806.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $9000.00           | $6714.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 5.5000%  |  | $16000.00          | $10524.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.5000%  |  | $19000.00          | $13373.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $18000.00          | $11682.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $70000.00          | $48834.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 2.5000%  |  | $12000.00          | $8104.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $46000.00          | $34208.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 6.0000%  |  | $20000.00          | $13923.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.0000%  |  | $30000.00          | $22842.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $8000.00           | $6372.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $8000.00           | $6026.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $23000.00          | $17792.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 5.0000%  |  | $9000.00           | $6686.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $29000.00          | $19804.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $10000.00          | $8272.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $13000.00          | $11269.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $17359.00          | $14136.02          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $15000.00          | $12054.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $25000.00          | $20554.21          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $18000.00          | $13137.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-04-01      | 4.5000%  |  | $30000.00          | $19312.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $26000.00          | $20104.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $14000.00          | $10729.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $56000.00          | $48035.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 4.5000%  |  | $11000.00          | $9243.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.0000%  |  | $13000.00          | $11107.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $22999.00          | $18100.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $9000.00           | $7282.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  |  | $14000.00          | $12967.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $33750.00          | $29044.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 2.5000%  |  | $8715.00           | $6776.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $8000.00           | $6494.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $7000.00           | $6027.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 2.5000%  |  | $12000.00          | $9224.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $22000.00          | $19815.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 6.0000%  |  | $2664678.00        | $15977.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 5.5000%  |  | $1025646.00        | $7652.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $75000.00          | $7605.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-08-01      | 3.0000%  |  | $50000.00          | $7296.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.5000%  |  | $346207.00         | $8564.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 4.5000%  |  | $173000.00         | $7241.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $6000.00           | $137.81            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-09-01      | 4.5000%  |  | $127000.00         | $7095.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $190000.00         | $7635.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $232000.00         | $5448.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-12-01      | 4.0000%  |  | $122892.00         | $4893.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.0000%  |  | $21058.00          | $5031.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 2.5000%  |  | $34993.00          | $6931.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-05-01      | 4.0000%  |  | $50000.00          | $6714.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $280000.00         | $5283.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $1003.00           | $39.15             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-02-01      | 4.5000%  |  | $275000.00         | $7974.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $174000.00         | $7143.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $128000.00         | $6931.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $243000.00         | $6821.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-05-01      | 4.0000%  |  | $110000.00         | $4926.24           | Agency Mortgage-Backed Securities   |
| FNMA          | 2032-09-01      | 3.0000%  |  | $75000.00          | $5845.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 3.0000%  |  | $60000.00          | $5938.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $55000.00          | $6935.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-05-01      | 3.0000%  |  | $39000.00          | $5915.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-06-01      | 4.0000%  |  | $62000.00          | $9921.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $7000.00           | $1030.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53475.00          | $5279.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-02-01      | 4.0000%  |  | $60000.00          | $6075.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-03-01      | 4.0000%  |  | $49000.00          | $5585.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $1000.00           | $96.25             | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-05-01      | 3.5000%  |  | $41000.00          | $5142.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-07-01      | 3.5000%  |  | $44000.00          | $5660.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 3.5000%  |  | $45000.00          | $6070.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-12-01      | 3.5000%  |  | $62000.00          | $6899.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $72000.00          | $8198.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-01-01      | 3.5000%  |  | $42000.00          | $5108.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 3.5000%  |  | $61000.00          | $6366.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $181000.00         | $21782.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.0000%  |  | $85000.00          | $10248.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $182000.00         | $14045.53          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.5000%  |  | $144000.00         | $9115.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $68000.00          | $5492.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 2.5000%  |  | $45000.00          | $8111.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $14000.00          | $2124.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-01-01      | 3.0000%  |  | $85000.00          | $14826.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 4.0000%  |  | $53000.00          | $6869.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $70000.00          | $15297.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.5000%  |  | $26000.00          | $3443.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $85000.00          | $8155.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $52000.00          | $5427.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $347000.00         | $33738.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $103000.00         | $9639.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 3.0000%  |  | $155000.00         | $22255.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.0000%  |  | $52000.00          | $8959.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-12-01      | 3.5000%  |  | $377000.00         | $47835.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-11-01      | 4.0000%  |  | $47000.00          | $5443.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.0000%  |  | $1000.00           | $153.45            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-02-01      | 3.5000%  |  | $62000.00          | $7862.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.5000%  |  | $1000.00           | $119.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $53000.00          | $6690.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.0000%  |  | $51000.00          | $5047.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-05-01      | 3.5000%  |  | $165000.00         | $13651.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.5000%  |  | $64200.00          | $5773.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 3.0000%  |  | $45000.00          | $7211.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-06-01      | 4.0000%  |  | $21000.00          | $1747.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 4.0000%  |  | $77000.00          | $7991.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $120000.00         | $12919.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $87000.00          | $7079.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $71001.00          | $7406.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-08-01      | 3.5000%  |  | $93000.00          | $6471.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 3.5000%  |  | $73000.00          | $6823.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.0000%  |  | $165000.00         | $12130.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.0000%  |  | $20000.00          | $10249.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-07-01      | 2.5000%  |  | $13000.00          | $6497.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.0000%  |  | $69001.00          | $41956.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-08-01      | 2.5000%  |  | $23000.00          | $12011.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 2.0000%  |  | $10000.00          | $5894.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $29000.00          | $17358.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $9000.00           | $5122.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.5000%  |  | $17000.00          | $8619.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $8000.00           | $5059.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $115000.00         | $8455.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 4.0000%  |  | $2000.00           | $133.39            | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-04-01      | 3.5000%  |  | $83000.00          | $6209.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $175000.00         | $15564.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $71000.00          | $5867.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $187999.00         | $15972.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $85000.00          | $7811.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-10-01      | 2.5000%  |  | $60000.00          | $8313.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $78000.00          | $9283.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $43000.00          | $5891.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 4.0000%  |  | $113775.00         | $13523.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $34000.00          | $5181.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.5000%  |  | $47000.00          | $5755.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 2.5000%  |  | $29000.00          | $5140.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $30000.00          | $5006.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $72000.00          | $9668.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $2000.00           | $270.05            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 4.5000%  |  | $9000.00           | $1165.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 4.0000%  |  | $4000.00           | $538.35            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 4.0000%  |  | $2000.00           | $294.54            | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-04-01      | 3.5000%  |  | $8000.00           | $1090.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $120000.00         | $19120.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $27000.00          | $6627.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $91000.00          | $17745.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $41000.00          | $11473.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $49000.00          | $10577.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $37000.00          | $8747.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.0000%  |  | $16000.00          | $6529.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 2.5000%  |  | $21000.00          | $7160.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-10-01      | 4.5000%  |  | $26000.00          | $6672.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $47000.00          | $21114.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 2.5000%  |  | $20000.00          | $8832.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $19668.00          | $8741.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 2.0000%  |  | $11000.00          | $6592.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.0000%  |  | $14000.00          | $6871.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.5000%  |  | $22000.00          | $17435.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 5.0000%  |  | $34386.00          | $19937.01          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 5.5000%  |  | $25000.00          | $20217.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $19000.00          | $16552.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-05-01      | 4.5000%  |  | $9000.00           | $6760.19           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $21200.00          | $17302.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 4.0000%  |  | $19000.00          | $8144.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $11000.00          | $6667.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.0000%  |  | $34000.00          | $22218.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $34000.00          | $22160.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $141000.00         | $96569.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $25000.00          | $16935.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $25000.00          | $18239.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $30000.00          | $22087.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.0000%  |  | $25000.00          | $16656.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $49000.00          | $34711.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $65709.00          | $46539.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 4.0000%  |  | $15000.00          | $9785.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $8000.00           | $5843.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.0000%  |  | $19000.00          | $14275.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 4.5000%  |  | $32914.00          | $24744.75          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-06-01      | 3.0000%  |  | $35000.00          | $21057.23          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 3.5000%  |  | $25000.00          | $17131.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  |  | $3000.00           | $2159.45           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.0000%  |  | $10000.00          | $7278.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $51000.00          | $38565.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $8000.00           | $6092.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $24000.00          | $18103.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $11000.00          | $8093.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $22002.00          | $16812.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $17999.00          | $13687.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 4.0000%  |  | $16000.00          | $8753.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $137000.00         | $103514.42         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2000.00           | $1454.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $11000.00          | $7485.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 5.0000%  |  | $21000.00          | $15418.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $9000.00           | $7063.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.5000%  |  | $24000.00          | $18814.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $14000.00          | $10982.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 5.0000%  |  | $29000.00          | $22276.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7723.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $24000.00          | $19375.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $31000.00          | $24830.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.5000%  |  | $3000.00           | $2248.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 3.5000%  |  | $13000.00          | $8259.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-01-01      | 4.5000%  |  | $45000.00          | $26611.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $37000.00          | $30209.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $10000.00          | $7324.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.5000%  |  | $22000.00          | $17731.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $21000.00          | $16353.94          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $13000.00          | $10578.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 3.5000%  |  | $8000.00           | $6189.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $17000.00          | $14104.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $20999.00          | $16190.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $46000.00          | $37369.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.5000%  |  | $17000.00          | $12940.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 6.0000%  |  | $19000.00          | $12457.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 4.5000%  |  | $12000.00          | $7476.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $27060.00          | $21259.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $57001.00          | $46915.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 5.0000%  |  | $70000.00          | $57781.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $7000.00           | $5786.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $18000.00          | $14750.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-07-01      | 4.5000%  |  | $29000.00          | $18069.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-09-01      | 6.0000%  |  | $56000.00          | $37714.03          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-08-01      | 5.5000%  |  | $10000.00          | $5394.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $13000.00          | $10761.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 5.0000%  |  | $26000.00          | $22132.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-10-01      | 5.5000%  |  | $60000.00          | $33886.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $14000.00          | $12128.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 5.0000%  |  | $15000.00          | $9860.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 5.5000%  |  | $11000.00          | $6064.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $6000.00           | $5210.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $17000.00          | $14885.74          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $27000.00          | $22978.77          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-12-01      | 6.0000%  |  | $42000.00          | $19345.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 5.0000%  |  | $14000.00          | $8489.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.0000%  |  | $14000.00          | $12869.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 5.5000%  |  | $10000.00          | $8140.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.0000%  |  | $12000.00          | $10509.25          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $11000.00          | $10004.85          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 4.0000%  |  | $7000.00           | $6167.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.0000%  |  | $15000.00          | $13756.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 5.5000%  |  | $34000.00          | $20665.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-10-01      | 4.5000%  |  | $22000.00          | $16732.16          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $20000.00          | $18410.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 5.5000%  |  | $19563.00          | $16890.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.0000%  |  | $18964.00          | $17287.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 5.0000%  |  | $3000.00           | $2298.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 5.5000%  |  | $9000.00           | $6427.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $7000.00           | $6209.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 4.0000%  |  | $30000.00          | $27287.93          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-01-01      | 3.5000%  |  | $6000.00           | $5348.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $31996.00          | $29165.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $18000.00          | $16859.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.0000%  |  | $18000.00          | $16758.44          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 5.5000%  |  | $21000.00          | $18374.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 3.5000%  |  | $12999.00          | $11519.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 4.0000%  |  | $23000.00          | $21051.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.0000%  |  | $22000.00          | $20812.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-04-01      | 5.0000%  |  | $25000.00          | $23840.90          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $22000.00          | $19593.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 5.0000%  |  | $27000.00          | $23566.17          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 3.5000%  |  | $17000.00          | $15366.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $20000.00          | $19044.36          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 5.5000%  |  | $11000.00          | $10355.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 6.0000%  |  | $32000.00          | $29153.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 5.5000%  |  | $2000.00           | $1714.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 3.5000%  |  | $18000.00          | $16351.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $10000.00          | $9314.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 4.0000%  |  | $9000.00           | $8522.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 4.5000%  |  | $22994.00          | $22294.71          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-03-01      | 4.5000%  |  | $10000.00          | $578.10            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $368441.00         | $10202.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $37000.00          | $894.32            | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $341008.00         | $8298.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $270000.00         | $8821.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 4.5000%  |  | $226000.00         | $7918.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.5000%  |  | $186000.00         | $6240.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $169738.00         | $6220.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 4.0000%  |  | $21000.00          | $19611.72          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.5000%  |  | $24230.00          | $22861.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $15000.00          | $12465.43          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $25000.00          | $23099.66          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 4.0000%  |  | $14000.00          | $12942.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $11000.00          | $9358.37           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $670246.00         | $646542.98         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 5.0000%  |  | $111138.00         | $105490.44         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 4.0000%  |  | $28000.00          | $25860.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.0000%  |  | $19708.00          | $19098.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 5.5000%  |  | $25527.00          | $23755.80          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-06-01      | 3.5000%  |  | $7000.00           | $6352.80           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.0000%  |  | $23000.00          | $21575.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 5.5000%  |  | $13002.00          | $12466.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.5000%  |  | $122000.00         | $121769.38         | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 4.0000%  |  | $39000.00          | $37184.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-06-01      | 4.5000%  |  | $13000.00          | $11426.35          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-12-01      | 6.0000%  |  | $90000.00          | $88780.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $20315.00          | $20365.50          | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-07-15      | 4.5000%  |  | $402334.00         | $11143.75          | Agency Mortgage-Backed Securities   |
| GNMA          | 2035-05-20      | 3.7500%  |  | $50000.00          | $12917.43          | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-01-15      | 3.5000%  |  | $977630.00         | $6316.40           | Agency Mortgage-Backed Securities   |
| GNMA          | 2043-03-20      | 2.5000%  |  | $90187.00          | $12285.59          | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-05-20      | 2.5000%  |  | $589485.00         | $6540.99           | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-05-20      | 3.0000%  |  | $204062.00         | $16243.40          | Agency Mortgage-Backed Securities   |
| GNMA          | 2042-06-20      | 4.0000%  |  | $1000.00           | $55.48             | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-12-20      | 3.5000%  |  | $998996.00         | $18144.83          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-05-20      | 3.0000%  |  | $99000.00          | $12277.57          | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-05-20      | 4.0000%  |  | $250000.00         | $22598.79          | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-01-20      | 7.0000%  |  | $300000.00         | $9518.98           | Agency Mortgage-Backed Securities   |
| GNMA          | 2047-01-20      | 3.0000%  |  | $44333.00          | $6109.53           | Agency Mortgage-Backed Securities   |
| GNMA          | 2048-01-20      | 3.5000%  |  | $122000.00         | $14086.09          | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-06-20      | 6.0000%  |  | $53000.00          | $7118.91           | Agency Mortgage-Backed Securities   |
| GNMA          | 2049-07-20      | 3.5000%  |  | $191997.00         | $20311.20          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-02-20      | 3.5000%  |  | $68626.00          | $9221.13           | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-07-20      | 3.0000%  |  | $43422.00          | $11590.33          | Agency Mortgage-Backed Securities   |
| GNMA          | 2050-11-20      | 3.0000%  |  | $50740.00          | $16583.52          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-05-20      | 3.0000%  |  | $12000.00          | $8030.37           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-05-20      | 4.0000%  |  | $26480.00          | $18800.25          | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-06-20      | 3.0000%  |  | $22000.00          | $14667.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-03-20      | 2.5000%  |  | $10999.00          | $5237.76           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-06-20      | 6.0000%  |  | $14866.00          | $6194.83           | Agency Mortgage-Backed Securities   |
| GNMA          | 2051-05-20      | 3.0000%  |  | $9455.00           | $6457.73           | Agency Mortgage-Backed Securities   |
| GNMA          | 2052-09-20      | 4.0000%  |  | $13000.00          | $9624.79           | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-04-20      | 4.5000%  |  | $9000.00           | $7247.03           | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-08-20      | 5.5000%  |  | $25000.00          | $12936.98          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-07-20      | 5.5000%  |  | $112930.00         | $83532.02          | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-05-20      | 4.5000%  |  | $17000.00          | $15725.76          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-11-20      | 7.0000%  |  | $1176519.00        | $825155.62         | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-11-20      | 7.0000%  |  | $1063.00           | $510.03            | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-11-20      | 7.0000%  |  | $3184.00           | $3253.02           | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-01-20      | 7.0000%  |  | $1189682.00        | $241708.73         | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-01-20      | 7.0000%  |  | $623774.00         | $316770.57         | Agency Mortgage-Backed Securities   |
| GNMA          | 2027-02-20      | 3.0000%  |  | $1300000.00        | $7089.17           | Agency Mortgage-Backed Securities   |
| GNMA          | 2026-09-20      | 4.0000%  |  | $2497276.00        | $7443.70           | Agency Mortgage-Backed Securities   |
| GNMA          | 2041-12-20      | 5.7500%  |  | $8857.00           | $6168.08           | Agency Mortgage-Backed Securities   |
| GNMA          | 2038-12-15      | 6.0000%  |  | $68000.00          | $6899.20           | Agency Mortgage-Backed Securities   |
| GNMA          | 2039-08-15      | 4.0000%  |  | $699000.00         | $24174.45          | Agency Mortgage-Backed Securities   |
| REFC          | 2030-01-15      | 0.0000%  |  | $12172000.00       | $10408983.18       | Agency Mortgage-Backed Securities   |
| USTR          | 2052-08-15      | 0.0000%  |  | $49900.00          | $13183.93          | U.S. Treasuries (including strips)  |
| USTR          | 2028-06-30      | 4.0000%  |  | $9000.00           | $9089.93           | U.S. Treasuries (including strips)  |
| USTR          | 2032-10-31      | 3.7500%  |  | $1063900.00        | $1047640.42        | U.S. Treasuries (including strips)  |
| USTR          | 2043-08-15      | 0.0000%  |  | $3.42              | $1.41              | U.S. Treasuries (including strips)  |
| USTR          | 2045-02-15      | 0.0000%  |  | $49999.80          | $19022.07          | U.S. Treasuries (including strips)  |
| USTR          | 2026-01-31      | 0.0000%  |  | $17999.94          | $17999.94          | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-02-06

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer