# EDGAR Filing Document

**Accession Number:** 0001972459
**File Stem:** 0001580642-26-003567
**Filing Date:** 2026-6
**Character Count:** 133748
**Document Hash:** 94ebd2ff333d0a0747d01afb96b5fa71
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001580642-26-003567.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001580642-26-003567

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067389

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0001972459

**LEI of Registrant:** 5493000G2QL8E6DLMO62

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

**LEI of Series:** 529900BRTJF5B817S360

**EDGAR Series Identifier:** S000086506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 54 days

- **WAL:** 58 days

- **Total Value of Portfolio Securities:** $75172117.01

- **Amortized Cost of Portfolio Securities:** $75164227.68

- **Cash:** $0.00

- **Total Other Assets:** $42489.23

- **Total Liabilities:** $61662.30

- **Net Assets of Series:** $75152943.94

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $69295908.07              | $72294674.67               | 95.3100%                  | 95.3100%                   |
| 2026-05-04 | $69260188.66              | $72259075.29               | 95.3000%                  | 95.3000%                   |
| 2026-05-05 | $71772337.46              | $74771323.86               | 95.4600%                  | 95.4600%                   |
| 2026-05-06 | $71780089.65              | $74779188.98               | 95.4600%                  | 95.4600%                   |
| 2026-05-07 | $71786243.93              | $74785469.32               | 95.4600%                  | 95.4600%                   |
| 2026-05-08 | $71801468.94              | $74801018.94               | 95.4600%                  | 95.4600%                   |
| 2026-05-11 | $71763005.95              | $74762662.76               | 95.4500%                  | 95.4500%                   |
| 2026-05-12 | $71757292.04              | $74757057.88               | 95.4500%                  | 95.4500%                   |
| 2026-05-13 | $71764065.31              | $74763954.83               | 95.4500%                  | 98.1100%                   |
| 2026-05-14 | $71771259.85              | $74771265.11               | 95.4500%                  | 98.1100%                   |
| 2026-05-15 | $71788876.30              | $74789229.62               | 95.4500%                  | 98.1100%                   |
| 2026-05-18 | $71750562.55              | $74751030.44               | 95.4500%                  | 98.1100%                   |
| 2026-05-19 | $73759061.56              | $74759651.67               | 98.1100%                  | 98.1100%                   |
| 2026-05-20 | $73779634.24              | $74780193.72               | 98.1200%                  | 98.1200%                   |
| 2026-05-21 | $73783372.84              | $74783873.32               | 98.1200%                  | 98.1200%                   |
| 2026-05-22 | $73802246.56              | $74802615.01               | 98.1200%                  | 98.1200%                   |
| 2026-05-26 | $73765621.37              | $74765960.51               | 98.1200%                  | 98.1200%                   |
| 2026-05-27 | $73773088.08              | $74773397.63               | 98.1200%                  | 98.1200%                   |
| 2026-05-28 | $73780252.12              | $74780530.05               | 98.1100%                  | 98.1100%                   |
| 2026-05-29 | $73795987.66              | $74796306.85               | 98.1100%                  | 98.1100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.8100%             |
| 2026-05-04 | 3.8000%             |
| 2026-05-05 | 3.8000%             |
| 2026-05-06 | 3.8000%             |
| 2026-05-07 | 3.8000%             |
| 2026-05-08 | 3.7900%             |
| 2026-05-11 | 3.7900%             |
| 2026-05-12 | 3.7900%             |
| 2026-05-13 | 3.7900%             |
| 2026-05-14 | 3.7900%             |
| 2026-05-15 | 3.7900%             |
| 2026-05-18 | 3.7800%             |
| 2026-05-19 | 3.7800%             |
| 2026-05-20 | 3.7800%             |
| 2026-05-21 | 3.7700%             |
| 2026-05-22 | 3.7700%             |
| 2026-05-26 | 3.7800%             |
| 2026-05-27 | 3.7800%             |
| 2026-05-28 | 3.7900%             |
| 2026-05-29 | 3.7900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 100.2042                    |
|  |  |
| 2026-05-04 | 100.2201                    |
|  |  |
| 2026-05-05 | 100.2301                    |
|  |  |
| 2026-05-06 | 100.2411                    |
|  |  |
| 2026-05-07 | 100.2500                    |
|  |  |
| 2026-05-08 | 100.2070                    |
|  |  |
| 2026-05-11 | 100.2217                    |
|  |  |
| 2026-05-12 | 100.2302                    |
|  |  |
| 2026-05-13 | 100.2402                    |
|  |  |
| 2026-05-14 | 100.2508                    |
|  |  |
| 2026-05-15 | 100.2048                    |
|  |  |
| 2026-05-18 | 100.2222                    |
|  |  |
| 2026-05-19 | 100.2322                    |
|  |  |
| 2026-05-20 | 100.2450                    |
|  |  |
| 2026-05-21 | 100.2502                    |
|  |  |
| 2026-05-22 | 100.2091                    |
|  |  |
| 2026-05-26 | 100.2287                    |
|  |  |
| 2026-05-27 | 100.2390                    |
|  |  |
| 2026-05-28 | 100.2489                    |
|  |  |
| 2026-05-29 | 100.2039                    |
|  |  |

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

### Class: Texas Capital Government Money Market ETF

- **Minimum Initial Investment:** $0.01

- **Net Assets of Class:** $75152943.94

- **Number of Shares Outstanding:** 750000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 100.2042        |
|  |  |
| 2026-05-04 | 100.2201        |
|  |  |
| 2026-05-05 | 100.2301        |
|  |  |
| 2026-05-06 | 100.2411        |
|  |  |
| 2026-05-07 | 100.2500        |
|  |  |
| 2026-05-08 | 100.2070        |
|  |  |
| 2026-05-11 | 100.2217        |
|  |  |
| 2026-05-12 | 100.2302        |
|  |  |
| 2026-05-13 | 100.2402        |
|  |  |
| 2026-05-14 | 100.2508        |
|  |  |
| 2026-05-15 | 100.2048        |
|  |  |
| 2026-05-18 | 100.2222        |
|  |  |
| 2026-05-19 | 100.2322        |
|  |  |
| 2026-05-20 | 100.2450        |
|  |  |
| 2026-05-21 | 100.2502        |
|  |  |
| 2026-05-22 | 100.2091        |
|  |  |
| 2026-05-26 | 100.2287        |
|  |  |
| 2026-05-27 | 100.2390        |
|  |  |
| 2026-05-28 | 100.2489        |
|  |  |
| 2026-05-29 | 100.2039        |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2506191.30               | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $2505503.28               | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5011694.58

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6000%           |
| 2026-05-04 | 3.5900%           |
| 2026-05-05 | 3.5900%           |
| 2026-05-06 | 3.5900%           |
| 2026-05-07 | 3.5900%           |
| 2026-05-08 | 3.5800%           |
| 2026-05-11 | 3.5800%           |
| 2026-05-12 | 3.5800%           |
| 2026-05-13 | 3.5800%           |
| 2026-05-14 | 3.5800%           |
| 2026-05-15 | 3.5800%           |
| 2026-05-18 | 3.5700%           |
| 2026-05-19 | 3.5700%           |
| 2026-05-20 | 3.5600%           |
| 2026-05-21 | 3.5600%           |
| 2026-05-22 | 3.5600%           |
| 2026-05-26 | 3.5600%           |
| 2026-05-27 | 3.5700%           |
| 2026-05-28 | 3.5800%           |
| 2026-05-29 | 3.5800%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130AMSE3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130AMSE37
- **C.18 - Value (incl. sponsor support):** $24614.08
- **C.18.a - Value (excl. sponsor support):** $24614.08
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-12-23
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130APWY7, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APWY75
- **C.18 - Value (incl. sponsor support):** $103707.88
- **C.18.a - Value (excl. sponsor support):** $103707.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.0200%
- **C.11 - Maturity Date (WAM):** 2026-12-07
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130APY33, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130APY336
- **C.18 - Value (incl. sponsor support):** $247488.20
- **C.18.a - Value (excl. sponsor support):** $247488.20
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 2.9200%
- **C.11 - Maturity Date (WAM):** 2026-12-14
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 3130B1BT3, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: US3130B1BT34
- **C.18 - Value (incl. sponsor support):** $1000319.19
- **C.18.a - Value (excl. sponsor support):** $1000319.19
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: State Street

- **C.1 - Title:** State Street Institutional US Government Money
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 85749T517, C.3 - LEI: 549300BZ5TGIFZUZDZ37, C.5 - Other ID: US85749T5175
- **C.18 - Value (incl. sponsor support):** $860879.06
- **C.18.a - Value (excl. sponsor support):** $860879.06
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: 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):** $2399091.26
- **C.18.a - Value (excl. sponsor support):** $2399091.26
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **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 7: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SK41
- **C.18 - Value (incl. sponsor support):** $2609718.89
- **C.18.a - Value (excl. sponsor support):** $2609718.89
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797SX61
- **C.18 - Value (incl. sponsor support):** $2369180.14
- **C.18.a - Value (excl. sponsor support):** $2369180.14
- **C.19 - Percentage of Net Assets:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 2.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TU1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TU14
- **C.18 - Value (incl. sponsor support):** $1933108.74
- **C.18.a - Value (excl. sponsor support):** $1933108.74
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 1.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TV96
- **C.18 - Value (incl. sponsor support):** $941587.04
- **C.18.a - Value (excl. sponsor support):** $941587.04
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797TZ01
- **C.18 - Value (incl. sponsor support):** $1448832.75
- **C.18.a - Value (excl. sponsor support):** $1448832.75
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 2.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UA31
- **C.18 - Value (incl. sponsor support):** $3378181.71
- **C.18.a - Value (excl. sponsor support):** $3378181.71
- **C.19 - Percentage of Net Assets:** 4.5000%
- **C.17 - Yield as of Reporting Date:** 3.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UB14
- **C.18 - Value (incl. sponsor support):** $2800176.19
- **C.18.a - Value (excl. sponsor support):** $2800176.19
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UD79
- **C.18 - Value (incl. sponsor support):** $1893756.31
- **C.18.a - Value (excl. sponsor support):** $1893756.31
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UE5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UE52
- **C.18 - Value (incl. sponsor support):** $1936034.88
- **C.18.a - Value (excl. sponsor support):** $1936034.88
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-04-15
- **C.12 - Maturity Date (WAL):** 2027-04-15
- **C.13 - Final Legal Maturity Date:** 2027-04-15
- **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? 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: 912797UG0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UG01
- **C.18 - Value (incl. sponsor support):** $1211724.06
- **C.18.a - Value (excl. sponsor support):** $1211724.06
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UL95
- **C.18 - Value (incl. sponsor support):** $2755924.96
- **C.18.a - Value (excl. sponsor support):** $2755924.96
- **C.19 - Percentage of Net Assets:** 3.6700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UN51
- **C.18 - Value (incl. sponsor support):** $3422960.42
- **C.18.a - Value (excl. sponsor support):** $3422960.42
- **C.19 - Percentage of Net Assets:** 4.5500%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UP00
- **C.18 - Value (incl. sponsor support):** $2987064.18
- **C.18.a - Value (excl. sponsor support):** $2987064.18
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 912797UQ8, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UQ82
- **C.18 - Value (incl. sponsor support):** $2984938.53
- **C.18.a - Value (excl. sponsor support):** $2984938.53
- **C.19 - Percentage of Net Assets:** 3.9700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UR6, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UR65
- **C.18 - Value (incl. sponsor support):** $2485639.18
- **C.18.a - Value (excl. sponsor support):** $2485639.18
- **C.19 - Percentage of Net Assets:** 3.3100%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797US49
- **C.18 - Value (incl. sponsor support):** $2881286.88
- **C.18.a - Value (excl. sponsor support):** $2881286.88
- **C.19 - Percentage of Net Assets:** 3.8300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UV7, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797UV77
- **C.18 - Value (incl. sponsor support):** $2824191.21
- **C.18.a - Value (excl. sponsor support):** $2824191.21
- **C.19 - Percentage of Net Assets:** 3.7600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: United States Treasury

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VB0, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: US912797VB05
- **C.18 - Value (incl. sponsor support):** $1980201.84
- **C.18.a - Value (excl. sponsor support):** $1980201.84
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: 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):** $1450274.73
- **C.18.a - Value (excl. sponsor support):** $1450274.73
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 26: 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):** $1741234.70
- **C.18.a - Value (excl. sponsor support):** $1741234.70
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 27: 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: MII060126, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $23500000.00
- **C.18.a - Value (excl. sponsor support):** $23500000.00
- **C.19 - Percentage of Net Assets:** 31.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2042-11-01      | 6.4480%  |  | $150428.00         | $22188.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $120319.00         | $8246.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $51067.00          | $4968.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $39000.00          | $5800.68           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-02-01      | 2.5000%  |  | $30000.00          | $5057.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-08-01      | 4.0000%  |  | $1001.00           | $65.68             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-07-01      | 3.5000%  |  | $11141.00          | $1066.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $53102.00          | $4256.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 3.0000%  |  | $44000.00          | $5445.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-03-01      | 4.0000%  |  | $194019.00         | $19478.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 3.0000%  |  | $111000.00         | $13563.23          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 4.0000%  |  | $62000.00          | $4903.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 3.5000%  |  | $1000.00           | $97.39             | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-09-01      | 3.0000%  |  | $36132.00          | $5280.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-10-01      | 3.0000%  |  | $67059.00          | $9961.55           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 3.5000%  |  | $20000.00          | $1967.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-01-01      | 3.0000%  |  | $30000.00          | $5279.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $26998.00          | $5286.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-03-01      | 3.5000%  |  | $56000.00          | $4846.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.0000%  |  | $48995.00          | $6120.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-11-01      | 2.5000%  |  | $34422.00          | $1345.33           | Agency Mortgage-Backed Securities   |
| FHLB          | 2037-05-29      | 5.7500%  |  | $20000.00          | $19978.68          | Agency Debentures and Agency Strips |
| FHLB          | 2046-04-17      | 5.2500%  |  | $1050000.00        | $1033826.85        | Agency Debentures and Agency Strips |
| FMAC          | 2035-12-01      | 5.5000%  |  | $227607.00         | $1178.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-08-01      | 3.5000%  |  | $200000.00         | $13203.65          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-02-01      | 4.0000%  |  | $86000.00          | $3424.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 4.0000%  |  | $10000.00          | $1385.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.0000%  |  | $10700.00          | $1208.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-06-01      | 4.0000%  |  | $17000.00          | $1370.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-11-01      | 4.5000%  |  | $65000.00          | $2215.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-02-01      | 3.5000%  |  | $9000.00           | $637.22            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 3.5000%  |  | $21000.00          | $2237.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-09-01      | 4.5000%  |  | $31000.00          | $1144.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-03-01      | 4.0000%  |  | $17000.00          | $2805.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 4.0000%  |  | $12000.00          | $1467.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.5000%  |  | $20000.00          | $3650.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-05-01      | 4.0000%  |  | $28000.00          | $4153.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 4.0000%  |  | $45000.00          | $7612.26           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $36000.00          | $2829.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.0000%  |  | $45001.00          | $3325.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-05-01      | 4.5000%  |  | $36470.00          | $3830.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 5.5000%  |  | $1348894.00        | $7902.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 4.5000%  |  | $2999.00           | $64.33             | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $2000.00           | $39.92             | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $116000.00         | $6366.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-10-01      | 4.5000%  |  | $46000.00          | $2405.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2043-07-01      | 3.0000%  |  | $9000.00           | $1379.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-07-01      | 4.5000%  |  | $64000.00          | $6894.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-02-01      | 4.5000%  |  | $80000.00          | $936.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-01-01      | 4.5000%  |  | $93000.00          | $6667.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-11-01      | 3.5000%  |  | $1000.00           | $70.23             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 3.5000%  |  | $1000.00           | $90.94             | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-08-01      | 4.0000%  |  | $71560.00          | $5729.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-01-01      | 3.5000%  |  | $34000.00          | $2721.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-06-01      | 4.5000%  |  | $91187.00          | $8688.69           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-02-01      | 3.0000%  |  | $16000.00          | $3128.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-01-01      | 3.5000%  |  | $17000.00          | $2022.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-02-01      | 3.5000%  |  | $13491.00          | $1484.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-08-01      | 4.5000%  |  | $49000.00          | $4950.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-10-01      | 4.5000%  |  | $68000.00          | $6866.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.5000%  |  | $54000.00          | $4448.25           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-08-01      | 4.0000%  |  | $14000.00          | $958.32            | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 3.5000%  |  | $249000.00         | $16951.52          | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $7000.00           | $474.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-02-01      | 3.5000%  |  | $11000.00          | $426.36            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-03-01      | 2.0000%  |  | $115000.00         | $3553.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-04-01      | 4.0000%  |  | $22000.00          | $1540.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 4.0000%  |  | $31000.00          | $4472.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-10-01      | 3.0000%  |  | $21000.00          | $3365.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2030-09-01      | 3.0000%  |  | $11000.00          | $747.12            | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.5000%  |  | $17000.00          | $2166.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-09-01      | 3.5000%  |  | $67000.00          | $7284.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-03-01      | 2.5000%  |  | $31000.00          | $4420.04           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-08-01      | 3.5000%  |  | $39000.00          | $4565.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.5000%  |  | $8000.00           | $583.00            | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-12-01      | 2.5000%  |  | $23000.00          | $2914.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-09-01      | 3.5000%  |  | $10000.00          | $717.78            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-01-01      | 3.0000%  |  | $24000.00          | $4159.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-11-01      | 3.0000%  |  | $13000.00          | $1858.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-10-01      | 3.5000%  |  | $37000.00          | $6255.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $8000.00           | $1577.13           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-07-01      | 4.0000%  |  | $32600.00          | $6481.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-10-01      | 4.5000%  |  | $54000.00          | $4596.73           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-03-01      | 4.0000%  |  | $70000.00          | $4368.50           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-03-01      | 3.5000%  |  | $1000.00           | $73.58             | Agency Mortgage-Backed Securities   |
| FMAC          | 2033-07-01      | 3.0000%  |  | $7000.00           | $1475.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-12-01      | 4.5000%  |  | $87000.00          | $5654.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-04-01      | 4.0000%  |  | $34000.00          | $2344.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.5000%  |  | $45000.00          | $3672.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-06-01      | 3.0000%  |  | $9000.00           | $874.48            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-05-01      | 3.0000%  |  | $6000.00           | $3283.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $5000.00           | $2640.52           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-06-01      | 2.5000%  |  | $6000.00           | $3786.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2031-12-01      | 2.5000%  |  | $16000.00          | $2906.67           | Agency Mortgage-Backed Securities   |
| FMAC          | 2032-02-01      | 3.0000%  |  | $3000.00           | $346.73            | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-10-01      | 2.5000%  |  | $19000.00          | $4661.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 2.5000%  |  | $17500.00          | $4427.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-11-01      | 3.5000%  |  | $6000.00           | $1250.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 2.5000%  |  | $48000.00          | $12558.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-06-01      | 3.0000%  |  | $25000.00          | $4067.10           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-06-01      | 3.5000%  |  | $22000.00          | $4069.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-07-01      | 3.0000%  |  | $15000.00          | $3807.86           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-10-01      | 5.0000%  |  | $37984.00          | $34931.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-07-01      | 3.5000%  |  | $6000.00           | $3798.03           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-02-01      | 2.0000%  |  | $9000.00           | $5747.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 6.0000%  |  | $27000.00          | $12923.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-01-01      | 5.5000%  |  | $4000.00           | $2643.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 4.5000%  |  | $12000.00          | $10336.29          | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-07-01      | 3.0000%  |  | $49000.00          | $4312.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2034-09-01      | 3.0000%  |  | $45500.00          | $5094.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-01-01      | 3.0000%  |  | $8000.00           | $1169.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-02-01      | 2.5000%  |  | $4000.00           | $672.34            | Agency Mortgage-Backed Securities   |
| FMAC          | 2035-09-01      | 2.0000%  |  | $1385.00           | $451.47            | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-10-01      | 2.0000%  |  | $4000.00           | $2062.16           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-07-01      | 3.5000%  |  | $1000.00           | $538.30            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-05-01      | 3.0000%  |  | $3000.00           | $1678.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.0000%  |  | $11000.00          | $5800.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-11-01      | 4.5000%  |  | $11000.00          | $5678.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-10-01      | 4.5000%  |  | $11000.00          | $5555.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-12-01      | 3.5000%  |  | $3631.00           | $2021.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 3.5000%  |  | $4000.00           | $2195.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-08-01      | 4.0000%  |  | $1000.00           | $526.12            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 2.5000%  |  | $12000.00          | $7413.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 3.5000%  |  | $1000.00           | $546.30            | Agency Mortgage-Backed Securities   |
| FMAC          | 2037-09-01      | 4.0000%  |  | $16000.00          | $8179.71           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-04-01      | 4.5000%  |  | $10000.00          | $5305.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 3.5000%  |  | $2000.00           | $1163.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-01-01      | 4.5000%  |  | $11000.00          | $5724.66           | Agency Mortgage-Backed Securities   |
| FMAC          | 2038-05-01      | 4.5000%  |  | $8000.00           | $4669.20           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-04-01      | 4.5000%  |  | $3000.00           | $1904.88           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-08-01      | 5.5000%  |  | $5000.00           | $2483.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-04-01      | 5.5000%  |  | $12001.00          | $6340.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-06-01      | 5.5000%  |  | $24000.00          | $12589.03          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-07-01      | 5.5000%  |  | $11000.00          | $5659.87           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-09-01      | 6.0000%  |  | $10000.00          | $5393.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-10-01      | 4.5000%  |  | $3000.00           | $2042.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-11-01      | 4.5000%  |  | $2000.00           | $1409.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.0000%  |  | $2000.00           | $1549.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-04-01      | 5.5000%  |  | $8000.00           | $5155.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-04-01      | 6.0000%  |  | $15000.00          | $9351.08           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-01-01      | 4.5000%  |  | $8000.00           | $7464.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2044-12-01      | 5.5000%  |  | $23000.00          | $21564.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-07-01      | 4.5000%  |  | $17972.00          | $10909.59          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-12-01      | 4.0000%  |  | $9000.00           | $7794.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-11-01      | 2.5000%  |  | $27000.00          | $13094.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-10-01      | 3.5000%  |  | $10000.00          | $4656.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $8000.00           | $5392.18           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-05-01      | 4.5000%  |  | $38000.00          | $22035.15          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $24000.00          | $16382.92          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.5000%  |  | $10000.00          | $7397.54           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 2.5000%  |  | $8000.00           | $5049.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $391000.00         | $267752.71         | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 3.5000%  |  | $92000.00          | $60696.56          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $9000.00           | $6374.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $10000.00          | $6423.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $8000.00           | $5802.53           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.0000%  |  | $30000.00          | $21189.99          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $8000.00           | $5741.02           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.5000%  |  | $27000.00          | $19612.60          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.5000%  |  | $9000.00           | $6258.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.0000%  |  | $14001.00          | $10434.10          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $24000.00          | $16921.00          | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-02-01      | 6.0000%  |  | $18000.00          | $10178.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.0000%  |  | $12991.00          | $8583.89           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 5.0000%  |  | $15000.00          | $11207.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $7000.00           | $5455.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $8001.00           | $5952.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 3.0000%  |  | $18000.00          | $13312.12          | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-07-01      | 6.0000%  |  | $14000.00          | $10162.68          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-04-01      | 5.5000%  |  | $12000.00          | $9701.91           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.0000%  |  | $13000.00          | $10156.28          | Agency Mortgage-Backed Securities   |
| FMAC          | 2039-01-01      | 6.0000%  |  | $24000.00          | $20171.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $18000.00          | $14677.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 3.5000%  |  | $15000.00          | $12339.16          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $1000.00           | $804.09            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.5000%  |  | $27000.00          | $23087.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 5.0000%  |  | $6000.00           | $4946.29           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1001.00           | $84.59             | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-10-01      | 3.0000%  |  | $46490.00          | $6533.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2049-11-01      | 3.0000%  |  | $32000.00          | $4851.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 2.5000%  |  | $31000.00          | $7160.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-01-01      | 3.5000%  |  | $38000.00          | $5220.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-02-01      | 3.0000%  |  | $70000.00          | $12079.50          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $150501.00         | $28459.51          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 4.0000%  |  | $78000.00          | $12493.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-05-01      | 3.5000%  |  | $48000.00          | $9880.44           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-06-01      | 3.0000%  |  | $23000.00          | $5406.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-07-01      | 3.0000%  |  | $23000.00          | $5919.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 3.0000%  |  | $30000.00          | $8276.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-08-01      | 4.0000%  |  | $43000.00          | $8483.21           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 5.5000%  |  | $8000.00           | $6738.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $28000.00          | $6964.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.0000%  |  | $8995.00           | $5669.96           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.5000%  |  | $13000.00          | $9295.42           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-02-01      | 2.5000%  |  | $26000.00          | $11656.14          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-07-01      | 3.0000%  |  | $45000.00          | $21932.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-03-01      | 2.5000%  |  | $11668.00          | $5431.79           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 2.5000%  |  | $20000.00          | $10993.27          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-01-01      | 3.0000%  |  | $38000.00          | $22318.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 2.5000%  |  | $13000.00          | $8121.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $16000.00          | $8396.11           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-11-01      | 3.0000%  |  | $42000.00          | $23331.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 2.5000%  |  | $12000.00          | $7247.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.0000%  |  | $14000.00          | $8021.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-12-01      | 3.5000%  |  | $14000.00          | $8088.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $14000.00          | $9758.34           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 4.0000%  |  | $9000.00           | $6363.84           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 2.5000%  |  | $7000.00           | $4745.14           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.0000%  |  | $23999.00          | $16746.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 3.5000%  |  | $11999.00          | $8489.32           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $56000.00          | $40638.47          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-03-01      | 3.5000%  |  | $10000.00          | $6291.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.0000%  |  | $30000.00          | $20290.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $17000.00          | $11538.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 2.5000%  |  | $8000.00           | $5348.46           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 3.5000%  |  | $18000.00          | $13138.70          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 4.0000%  |  | $7000.00           | $5176.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 2.5000%  |  | $19000.00          | $12969.18          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $19000.00          | $13629.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $27000.00          | $19789.31          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.0000%  |  | $8000.00           | $5553.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 3.5000%  |  | $12000.00          | $8693.76           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 5.5000%  |  | $8000.00           | $5255.49           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.5000%  |  | $23000.00          | $16822.73          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 4.0000%  |  | $14000.00          | $10686.39          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 2.5000%  |  | $8000.00           | $5577.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 3.5000%  |  | $13000.00          | $9441.57           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-11-01      | 5.5000%  |  | $9000.00           | $6324.61           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-10-01      | 2.5000%  |  | $7000.00           | $4978.75           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 3.0000%  |  | $9000.00           | $6341.59           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 4.0000%  |  | $8000.00           | $6100.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-12-01      | 5.0000%  |  | $21000.00          | $15810.69          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 3.0000%  |  | $16000.00          | $11696.96          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 5.5000%  |  | $10000.00          | $6916.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.0000%  |  | $8000.00           | $6140.19           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 5.5000%  |  | $15999.00          | $11126.11          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $22000.00          | $15787.38          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-06-01      | 5.5000%  |  | $10000.00          | $7013.36           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $7999.00           | $5828.81           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-12-01      | 5.0000%  |  | $44908.00          | $37766.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 4.5000%  |  | $23000.00          | $18764.81          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-09-01      | 6.0000%  |  | $9000.00           | $5543.01           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 4.0000%  |  | $1000.00           | $787.18            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-11-01      | 4.0000%  |  | $11000.00          | $9075.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 5.0000%  |  | $12000.00          | $10086.95          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-01-01      | 4.0000%  |  | $15000.00          | $12226.17          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-03-01      | 4.0000%  |  | $16000.00          | $13941.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-06-01      | 5.5000%  |  | $8000.00           | $5714.60           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.0000%  |  | $11000.00          | $9353.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 5.5000%  |  | $9000.00           | $6806.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-10-01      | 6.0000%  |  | $14000.00          | $8798.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-11-01      | 5.0000%  |  | $19000.00          | $16311.44          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.5000%  |  | $30000.00          | $23549.87          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 6.0000%  |  | $8000.00           | $5369.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 3.5000%  |  | $8000.00           | $6742.47           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 4.5000%  |  | $26000.00          | $23455.42          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $7000.00           | $4883.30           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 2.5000%  |  | $9000.00           | $6281.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $1873694.00        | $1301331.66        | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-03-01      | 3.5000%  |  | $8000.00           | $5944.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2041-06-01      | 4.5000%  |  | $500000.00         | $12209.63          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-05-01      | 4.0000%  |  | $35000.00          | $3707.17           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-03-01      | 3.5000%  |  | $25000.00          | $6204.45           | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-01-01      | 4.5000%  |  | $81000.00          | $8542.12           | Agency Mortgage-Backed Securities   |
| FMAC          | 2046-04-01      | 4.5000%  |  | $21000.00          | $5007.24           | Agency Mortgage-Backed Securities   |
| FMAC          | 2048-09-01      | 4.5000%  |  | $24107.00          | $5315.83           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-03-01      | 3.0000%  |  | $14000.00          | $5639.05           | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-04-01      | 3.0000%  |  | $17000.00          | $8683.97           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 2.5000%  |  | $9000.00           | $5799.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $6999.00           | $5215.94           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $24000.00          | $17024.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 3.0000%  |  | $18000.00          | $12933.62          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.5000%  |  | $10000.00          | $7638.93           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.5000%  |  | $21000.00          | $17131.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.0000%  |  | $1000.00           | $756.43            | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 5.5000%  |  | $1000.00           | $740.13            | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-09-11      | 3.8550%  |  | $3000.00           | $3002.88           | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 2.5000%  |  | $20000.00          | $5237.98           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-09-01      | 4.0000%  |  | $48000.00          | $10969.93          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-06-01      | 3.0000%  |  | $18000.00          | $12000.79          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-05-01      | 3.0000%  |  | $72000.00          | $41660.22          | Agency Mortgage-Backed Securities   |
| FMAC          | 2051-09-01      | 3.0000%  |  | $33000.00          | $21559.04          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-04-01      | 4.0000%  |  | $21000.00          | $14442.07          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $9000.00           | $5771.48           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-02-01      | 3.0000%  |  | $10000.00          | $5951.77           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-05-01      | 3.5000%  |  | $10001.00          | $6347.65           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-06-01      | 3.5000%  |  | $14000.00          | $9186.40           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-07-01      | 4.0000%  |  | $10000.00          | $7197.70           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.0000%  |  | $23999.00          | $17986.98          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 3.5000%  |  | $9000.00           | $6080.85           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-08-01      | 4.5000%  |  | $22700.00          | $15120.85          | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.0000%  |  | $7000.00           | $5233.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2052-09-01      | 4.5000%  |  | $18927.00          | $14065.64          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-01-01      | 5.5000%  |  | $8000.00           | $5945.38           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-04-01      | 4.5000%  |  | $23000.00          | $18425.08          | Agency Mortgage-Backed Securities   |
| FMAC          | 2045-12-01      | 5.0000%  |  | $21000.00          | $19949.54          | Agency Mortgage-Backed Securities   |
| FMAC          | 2042-05-01      | 3.0000%  |  | $12000.00          | $7882.63           | Agency Mortgage-Backed Securities   |
| FMAC          | 2047-12-01      | 5.0000%  |  | $10000.00          | $5913.23           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-25      | 6.5000%  |  | $24295.00          | $20685.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8500%  |  | $4899000.00        | $4911884.37        | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 5.8000%  |  | $1992.00           | $13.39             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-11-01      | 4.0000%  |  | $1000.00           | $51.88             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $160000.00         | $9292.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $1000.00           | $46.31             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-06-01      | 4.5000%  |  | $91000.00          | $4838.38           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $35.62             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-05-01      | 4.5000%  |  | $104000.00         | $6576.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-10-01      | 4.5000%  |  | $112500.00         | $9008.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-12-01      | 3.5000%  |  | $60000.00          | $6570.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 5.0000%  |  | $1000.00           | $48.85             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.0000%  |  | $1000.00           | $68.14             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-02-01      | 4.5000%  |  | $120960.00         | $8159.50           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $40559.00          | $3127.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.5000%  |  | $89000.00          | $6948.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-04-01      | 4.5000%  |  | $58000.00          | $4907.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-09-01      | 4.0000%  |  | $57000.00          | $7355.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-08-01      | 4.0000%  |  | $53000.00          | $5877.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 4.0000%  |  | $1000.00           | $87.39             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-09-01      | 4.5000%  |  | $1000.00           | $117.04            | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 4.0000%  |  | $29000.00          | $4973.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-10-01      | 4.5000%  |  | $49000.00          | $8109.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-06-01      | 4.0000%  |  | $1001.00           | $48.80             | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.5000%  |  | $10000.00          | $8000.29           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.0000%  |  | $97000.00          | $8369.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 4.0000%  |  | $68000.00          | $5834.08           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-08-01      | 3.5000%  |  | $66000.00          | $5480.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-01-01      | 4.0000%  |  | $66000.00          | $5292.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.5000%  |  | $63000.00          | $5207.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 2.5000%  |  | $44000.00          | $5076.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.5000%  |  | $14000.00          | $2975.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-07-01      | 3.0000%  |  | $91053.00          | $7882.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-08-01      | 3.5000%  |  | $50000.00          | $11839.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-03-01      | 4.0000%  |  | $48000.00          | $4689.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-03-01      | 3.5000%  |  | $58000.00          | $4644.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2029-11-01      | 3.0000%  |  | $1000.00           | $52.34             | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-07-01      | 3.0000%  |  | $66000.00          | $11975.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-02-01      | 5.5000%  |  | $1995.00           | $9.85              | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-03-01      | 5.0000%  |  | $1600000.00        | $11838.55          | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 5.0000%  |  | $1000.00           | $8.68              | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-09-01      | 4.5000%  |  | $1000.00           | $10.64             | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-08-01      | 4.5000%  |  | $1100000.00        | $10652.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-04-01      | 5.5000%  |  | $947000.00         | $6602.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-09-01      | 4.5000%  |  | $1000.00           | $5.78              | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-10-01      | 3.5000%  |  | $1000.00           | $141.51            | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $2477.00           | $325.84            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-05-01      | 4.0000%  |  | $35000.00          | $3288.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $93000.00          | $14671.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-01-01      | 3.0000%  |  | $33000.00          | $10596.92          | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-08-01      | 4.5000%  |  | $1496.00           | $347.65            | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-05-01      | 5.5000%  |  | $40000.00          | $9450.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 4.0000%  |  | $27995.00          | $8702.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 5.0000%  |  | $44000.00          | $9137.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 4.0000%  |  | $1000.00           | $66.28             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $24000.00          | $3045.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.5000%  |  | $41000.00          | $10393.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.9730%  |  | $125716.00         | $38156.04          | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-05-01      | 2.0000%  |  | $10000.00          | $3901.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $25000.00          | $14549.42          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.0000%  |  | $18000.00          | $11439.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $26000.00          | $17423.80          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $13000.00          | $8896.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 4.0000%  |  | $10000.00          | $6051.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $10000.00          | $5274.05           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.0000%  |  | $1000.00           | $714.49            | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $2000.00           | $1490.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $8000.00           | $6142.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $1000.00           | $696.06            | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.0000%  |  | $6000.00           | $4912.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $22000.00          | $5994.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 3.5000%  |  | $152999.00         | $21037.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $25750.00          | $5799.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.5000%  |  | $1000.00           | $75.70             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-08-01      | 4.5000%  |  | $36999.00          | $5734.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $66.59             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.0000%  |  | $1000.00           | $70.67             | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $32000.00          | $6243.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $15592.00          | $1389.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-04-01      | 3.5000%  |  | $146000.00         | $20079.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $19000.00          | $5118.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $70000.00          | $16606.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $111000.00         | $12227.27          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.0000%  |  | $35000.00          | $7734.11           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $30000.00          | $5416.92           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 4.5000%  |  | $32000.00          | $6457.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 3.0000%  |  | $16000.00          | $4783.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $22000.00          | $5020.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $23000.00          | $5822.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $24545.00          | $12156.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 3.0000%  |  | $10001.00          | $5001.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 2.5000%  |  | $10000.00          | $5620.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $22000.00          | $7232.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 2.5000%  |  | $20000.00          | $12169.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-10-01      | 3.0000%  |  | $20000.00          | $12302.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $15000.00          | $9337.22           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.0000%  |  | $9000.00           | $6226.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $8000.00           | $5659.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $33000.00          | $21859.87          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $23000.00          | $15409.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 2.5000%  |  | $8000.00           | $5256.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $10000.00          | $6613.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $29000.00          | $17893.20          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $20000.00          | $13306.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-04-01      | 3.5000%  |  | $34000.00          | $17877.54          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 5.0000%  |  | $9000.00           | $5760.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-05-01      | 2.5000%  |  | $20000.00          | $11938.64          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 3.5000%  |  | $7500.00           | $4892.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.5000%  |  | $51000.00          | $34784.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.0000%  |  | $51000.00          | $36559.68          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $11000.00          | $7566.34           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $19000.00          | $12995.33          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $685.31            | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-08-01      | 4.0000%  |  | $41890.00          | $22854.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.5000%  |  | $10000.00          | $7628.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $24300.00          | $18183.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.5000%  |  | $11000.00          | $7760.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $25000.00          | $16459.88          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 5.5000%  |  | $13000.00          | $10038.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.5000%  |  | $8000.00           | $5801.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 6.0000%  |  | $1874178.00        | $1016649.73        | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 4.0000%  |  | $8000.00           | $6421.33           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $75000.00          | $54086.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $15988.00          | $12206.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $14000.00          | $12169.37          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.5000%  |  | $10000.00          | $7898.74           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $3008063.00        | $2382366.78        | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-06-01      | 5.5000%  |  | $18000.00          | $13773.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.5000%  |  | $6000.00           | $5522.87           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 6.0000%  |  | $6000.00           | $5094.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $8000.00           | $7481.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 4.5000%  |  | $24000.00          | $20941.08          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $14000.00          | $11384.73          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 2.5000%  |  | $11000.00          | $8484.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-02-01      | 4.5000%  |  | $7000.00           | $5978.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $27000.00          | $21808.45          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 5.0000%  |  | $25939.00          | $24102.30          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.0000%  |  | $7000.00           | $6437.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-11-01      | 6.0000%  |  | $5498.00           | $5415.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-09-01      | 5.5000%  |  | $1040663.00        | $976219.76         | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-10-01      | 4.5000%  |  | $14000.00          | $12756.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $20999.00          | $18236.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-08-01      | 3.5000%  |  | $16998.00          | $15094.43          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $131841.00         | $108618.09         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $7000.00           | $6001.54           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-04-01      | 3.0000%  |  | $26000.00          | $5558.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-05-01      | 4.0000%  |  | $33000.00          | $4917.44           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-12-01      | 3.5000%  |  | $88353.00          | $10732.19          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-06-01      | 4.0000%  |  | $31000.00          | $5904.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-02-01      | 4.0000%  |  | $27000.00          | $2159.69           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $59000.00          | $6519.13           | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $25000.00          | $6355.46           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 4.0000%  |  | $12000.00          | $1593.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 3.0000%  |  | $55000.00          | $23867.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-11-01      | 3.5000%  |  | $108000.00         | $18763.59          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $77250.00          | $18323.26          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-05-01      | 4.0000%  |  | $42000.00          | $7871.39           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.5000%  |  | $18112.00          | $5196.41           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $29000.00          | $6062.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $34999.00          | $4928.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $31000.00          | $5959.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.5000%  |  | $23999.00          | $5332.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $92031.00          | $23731.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 3.5000%  |  | $40000.00          | $10381.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-11-01      | 4.0000%  |  | $26000.00          | $7437.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 4.0000%  |  | $48001.00          | $10793.66          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 5.0000%  |  | $16000.00          | $4937.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $12000.00          | $5048.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $29500.00          | $8855.21           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 3.0000%  |  | $13000.00          | $6593.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.5000%  |  | $31733.00          | $11874.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-01-01      | 4.0000%  |  | $23000.00          | $6356.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 3.5000%  |  | $23000.00          | $6743.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $25000.00          | $9892.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 4.5000%  |  | $15000.00          | $6352.36           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-03-01      | 4.0000%  |  | $45000.00          | $13814.58          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-06-01      | 4.5000%  |  | $57000.00          | $21563.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.5000%  |  | $37000.00          | $12875.10          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-03-01      | 3.5000%  |  | $72000.00          | $22478.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 4.5000%  |  | $12000.00          | $5250.20           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-09-01      | 2.5000%  |  | $12000.00          | $5765.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.0000%  |  | $22000.00          | $12434.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2044-11-01      | 5.0000%  |  | $15000.00          | $7043.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-11-01      | 3.0000%  |  | $9000.00           | $5558.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-07-01      | 3.5000%  |  | $13000.00          | $6207.06           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $11000.00          | $6834.37           | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-05-01      | 4.0000%  |  | $22000.00          | $9642.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 2.5000%  |  | $8000.00           | $5299.07           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $8041.00           | $5045.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $12000.00          | $7408.59           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.0000%  |  | $17000.00          | $10189.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $42000.00          | $27556.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $30000.00          | $16863.39          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $30989.00          | $20629.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 4.0000%  |  | $12000.00          | $6851.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.5000%  |  | $8000.00           | $5734.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $20999.00          | $14420.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 4.0000%  |  | $24000.00          | $17160.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-02-01      | 4.0000%  |  | $16000.00          | $9517.65           | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-12-01      | 4.5000%  |  | $85940.00          | $48948.86          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 3.0000%  |  | $8000.00           | $5146.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 2.5000%  |  | $14000.00          | $9022.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-12-01      | 2.5000%  |  | $22000.00          | $15280.65          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 2.5000%  |  | $16959.00          | $11253.13          | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 4.0000%  |  | $25000.00          | $14297.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $9000.00           | $6138.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 5.0000%  |  | $12000.00          | $8821.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-02-01      | 3.5000%  |  | $74000.00          | $53331.29          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.0000%  |  | $32000.00          | $23122.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-02-01      | 2.5000%  |  | $22995.00          | $14268.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $8600.00           | $5989.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $150400.00         | $103455.93         | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-05-01      | 2.5000%  |  | $32000.00          | $23044.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $19000.00          | $13549.69          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 2.5000%  |  | $8000.00           | $5566.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.5000%  |  | $33000.00          | $23621.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 3.5000%  |  | $12000.00          | $9115.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-09-01      | 3.5000%  |  | $11000.00          | $8116.91           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.5000%  |  | $7000.00           | $5294.84           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 5.5000%  |  | $18000.00          | $13787.79          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 6.0000%  |  | $2362.00           | $1804.01           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-12-01      | 4.5000%  |  | $8000.00           | $5990.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 3.5000%  |  | $7000.00           | $5482.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.0000%  |  | $30000.00          | $21812.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $12000.00          | $8907.62           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $28000.00          | $22643.52          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 4.5000%  |  | $11000.00          | $8753.40           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 6.5000%  |  | $12000.00          | $9091.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-03-01      | 4.0000%  |  | $11000.00          | $8905.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $32000.00          | $22563.76          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $9000.00           | $7355.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 5.5000%  |  | $7000.00           | $6042.32           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-09-01      | 6.0000%  |  | $14496.00          | $10704.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-05-01      | 6.0000%  |  | $16786.00          | $13568.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 2.0000%  |  | $12000.00          | $8778.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 3.0000%  |  | $24000.00          | $18798.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.5000%  |  | $26000.00          | $21525.98          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $22994.00          | $19880.07          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-06-01      | 5.0000%  |  | $84000.00          | $77824.99          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-05-01      | 5.5000%  |  | $1021842.00        | $7183.60           | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-01-01      | 4.0000%  |  | $84000.00          | $7988.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-09-01      | 3.0000%  |  | $1000.00           | $267.94            | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 4.5000%  |  | $1000.00           | $31.74             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-01-01      | 4.5000%  |  | $346207.00         | $8065.94           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-09-01      | 6.7650%  |  | $1000.00           | $6.41              | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-11-01      | 4.5000%  |  | $414000.00         | $4792.61           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 4.5000%  |  | $1000.00           | $15.16             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-04-01      | 4.5000%  |  | $1000.00           | $22.72             | Agency Mortgage-Backed Securities   |
| FNMA          | 2026-11-01      | 3.0000%  |  | $930000.00         | $2100.52           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-12-01      | 4.0000%  |  | $1000.00           | $38.32             | Agency Mortgage-Backed Securities   |
| FNMA          | 2042-11-01      | 3.0000%  |  | $21058.00          | $4817.48           | Agency Mortgage-Backed Securities   |
| FNMA          | 2027-12-01      | 2.0000%  |  | $1750000.00        | $29344.28          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-06-01      | 4.0000%  |  | $40000.00          | $4659.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-11-01      | 5.0000%  |  | $1000.00           | $36.56             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-08-01      | 4.5000%  |  | $2000.00           | $75.84             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-10-01      | 4.0000%  |  | $2000.00           | $73.76             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-01-01      | 4.0000%  |  | $1000.00           | $51.65             | Agency Mortgage-Backed Securities   |
| FNMA          | 2031-02-01      | 4.0000%  |  | $1000.00           | $24.82             | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-11-01      | 4.5000%  |  | $200000.00         | $28844.82          | Agency Mortgage-Backed Securities   |
| FNMA          | 2043-09-01      | 4.5000%  |  | $200000.00         | $27713.11          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-07-01      | 3.0000%  |  | $146000.00         | $20690.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2035-10-01      | 4.0000%  |  | $49000.00          | $4767.17           | Agency Mortgage-Backed Securities   |
| FNMA          | 2036-02-01      | 3.5000%  |  | $1000.00           | $112.39            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 4.5000%  |  | $67000.00          | $4639.93           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-10-01      | 4.0000%  |  | $1000.00           | $69.48             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-01-01      | 4.5000%  |  | $993352.00         | $48997.83          | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-08-01      | 3.0000%  |  | $37000.00          | $5360.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2046-12-01      | 3.0000%  |  | $30000.00          | $5285.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-03-01      | 3.0000%  |  | $99000.00          | $20587.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-02-01      | 3.0000%  |  | $25000.00          | $4955.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-05-01      | 4.5000%  |  | $1000.00           | $91.10             | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-06-01      | 3.5000%  |  | $134001.00         | $13211.05          | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.0000%  |  | $57999.00          | $5325.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-07-01      | 4.5000%  |  | $107000.00         | $9475.89           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-12-01      | 4.0000%  |  | $67000.00          | $10104.09          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-03-01      | 3.5000%  |  | $44000.00          | $5426.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-01-01      | 4.0000%  |  | $73000.00          | $8183.14           | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-04-01      | 3.5000%  |  | $1000.00           | $120.47            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 3.5000%  |  | $1000.00           | $101.19            | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-07-01      | 4.0000%  |  | $1000.00           | $76.82             | Agency Mortgage-Backed Securities   |
| FNMA          | 2033-07-01      | 4.0000%  |  | $106000.00         | $6460.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-09-01      | 4.0000%  |  | $151000.00         | $14665.57          | Agency Mortgage-Backed Securities   |
| FNMA          | 2048-09-01      | 3.5000%  |  | $54000.00          | $4778.63           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-08-01      | 2.0000%  |  | $10000.00          | $5606.97           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-03-01      | 3.5000%  |  | $1000.00           | $69.53             | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-07-01      | 3.5000%  |  | $94354.00          | $7965.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-06-01      | 4.0000%  |  | $1000.00           | $86.81             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-08-01      | 3.0000%  |  | $75000.00          | $6429.58           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-09-01      | 3.5000%  |  | $62000.00          | $6594.16           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-10-01      | 3.5000%  |  | $52000.00          | $5878.67           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-11-01      | 3.0000%  |  | $367000.00         | $46309.00          | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-11-01      | 2.5000%  |  | $34000.00          | $6502.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-12-01      | 2.5000%  |  | $29000.00          | $4776.42           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 2.5000%  |  | $24000.00          | $5342.76           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.0000%  |  | $42062.00          | $6727.78           | Agency Mortgage-Backed Securities   |
| FNMA          | 2049-12-01      | 3.5000%  |  | $220000.00         | $28065.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-01-01      | 3.0000%  |  | $31000.00          | $5150.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-02-01      | 3.0000%  |  | $1000.00           | $164.02            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.0000%  |  | $30000.00          | $5485.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 3.5000%  |  | $39001.00          | $5862.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-04-01      | 4.0000%  |  | $19000.00          | $2882.49           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.0000%  |  | $42000.00          | $11240.38          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-06-01      | 3.0000%  |  | $1132.00           | $283.83            | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-07-01      | 3.5000%  |  | $48000.00          | $10795.48          | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-08-01      | 3.0000%  |  | $22000.00          | $6085.80           | Agency Mortgage-Backed Securities   |
| FNMA          | 2050-09-01      | 3.0000%  |  | $5000.00           | $1448.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-04-01      | 3.0000%  |  | $32000.00          | $13978.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-05-01      | 3.0000%  |  | $14000.00          | $5928.26           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.0000%  |  | $19000.00          | $8929.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-06-01      | 3.5000%  |  | $42999.00          | $15564.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-02-01      | 5.0000%  |  | $8001.00           | $6666.02           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-03-01      | 5.5000%  |  | $9000.00           | $6377.68           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-03-01      | 5.5000%  |  | $11000.00          | $5193.53           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-04-01      | 5.5000%  |  | $17000.00          | $8635.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-04-01      | 4.0000%  |  | $30999.00          | $25884.47          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-01-01      | 3.0000%  |  | $11000.00          | $6338.15           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-03-01      | 2.5000%  |  | $14000.00          | $8828.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-04-01      | 3.5000%  |  | $17000.00          | $10883.34          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.0000%  |  | $13000.00          | $9112.85           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-07-01      | 3.5000%  |  | $13000.00          | $9213.79           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 4.5000%  |  | $37000.00          | $25127.63          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-06-01      | 5.0000%  |  | $8000.00           | $5003.73           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-07-01      | 3.0000%  |  | $10000.00          | $5746.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-08-01      | 4.0000%  |  | $34000.00          | $24682.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 3.0000%  |  | $14000.00          | $9857.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-09-01      | 4.0000%  |  | $7000.00           | $5094.64           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.0000%  |  | $9000.00           | $6399.81           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 3.5000%  |  | $2000.00           | $1470.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-10-01      | 4.0000%  |  | $28030.00          | $20474.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 3.0000%  |  | $9000.00           | $6876.03           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-11-01      | 4.5000%  |  | $15000.00          | $11173.12          | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-11-01      | 4.5000%  |  | $14265.00          | $7626.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 3.5000%  |  | $10000.00          | $7356.83           | Agency Mortgage-Backed Securities   |
| FNMA          | 2052-12-01      | 4.0000%  |  | $22000.00          | $17049.62          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 4.5000%  |  | $19000.00          | $14711.40          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-01-01      | 5.0000%  |  | $18000.00          | $13395.41          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-02-01      | 4.5000%  |  | $23236.00          | $12751.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 5.0000%  |  | $8000.00           | $5863.30           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-02-01      | 3.5000%  |  | $20000.00          | $14839.89          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 5.5000%  |  | $7883.00           | $5343.23           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 4.5000%  |  | $7000.00           | $5430.56           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 4.0000%  |  | $10000.00          | $7776.98           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-06-01      | 5.0000%  |  | $22000.00          | $16823.32          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-04-01      | 3.5000%  |  | $11000.00          | $8333.66           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-05-01      | 3.5000%  |  | $10000.00          | $7707.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 5.0000%  |  | $35877.00          | $28086.72          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-07-01      | 4.0000%  |  | $25999.00          | $20347.91          | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-07-01      | 4.5000%  |  | $10000.00          | $5754.55           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-08-01      | 5.5000%  |  | $11000.00          | $5392.75           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-08-01      | 4.0000%  |  | $8630.00           | $6760.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2038-11-01      | 5.5000%  |  | $15000.00          | $7316.31           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-10-01      | 4.0000%  |  | $22000.00          | $17452.24          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.5000%  |  | $38999.00          | $32201.31          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 5.0000%  |  | $216000.00         | $179602.10         | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-11-01      | 4.0000%  |  | $6999.00           | $5648.51           | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.0000%  |  | $31000.00          | $25871.56          | Agency Mortgage-Backed Securities   |
| FNMA          | 2053-12-01      | 5.5000%  |  | $7000.00           | $5139.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2039-02-01      | 5.5000%  |  | $11000.00          | $4904.90           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-01-01      | 5.5000%  |  | $84000.00          | $63931.81          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-07-01      | 6.0000%  |  | $15000.00          | $8521.00           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 4.0000%  |  | $6812.00           | $5728.95           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-08-01      | 6.0000%  |  | $9000.00           | $5329.99           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.0000%  |  | $15000.00          | $13119.22          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 4.5000%  |  | $10000.00          | $8812.86           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-09-01      | 4.0000%  |  | $11954.00          | $10181.84          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2592.00           | $1951.88           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-12-01      | 5.0000%  |  | $28018.00          | $24365.96          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.0000%  |  | $8001.00           | $6945.47           | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 4.5000%  |  | $33000.00          | $28753.70          | Agency Mortgage-Backed Securities   |
| FNMA          | 2054-11-01      | 3.5000%  |  | $14000.00          | $11907.49          | Agency Mortgage-Backed Securities   |
| FNMA          | 2045-02-01      | 5.0000%  |  | $12000.00          | $9863.96           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-02-01      | 4.5000%  |  | $180087.00         | $161409.93         | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.0000%  |  | $2289.00           | $2023.04           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-03-01      | 5.5000%  |  | $9998.00           | $7847.28           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.0000%  |  | $8000.00           | $7063.27           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-05-01      | 4.5000%  |  | $6000.00           | $5422.43           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-07-01      | 4.0000%  |  | $8000.00           | $7181.82           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.0000%  |  | $9000.00           | $8068.09           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-08-01      | 4.5000%  |  | $17000.00          | $15611.35          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-10-01      | 5.0000%  |  | $10105.00          | $9400.57           | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 4.5000%  |  | $32999.00          | $30824.97          | Agency Mortgage-Backed Securities   |
| FNMA          | 2055-12-01      | 5.0000%  |  | $9000.00           | $8589.25           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-01-01      | 3.5000%  |  | $9000.00           | $8069.35           | Agency Mortgage-Backed Securities   |
| FNMA          | 2056-04-01      | 5.0000%  |  | $40000.00          | $38969.06          | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-07-01      | 4.5000%  |  | $1000.00           | $26.51             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $23.07             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-08-01      | 4.5000%  |  | $1000.00           | $22.92             | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-02-01      | 4.0000%  |  | $75774.00          | $3444.71           | Agency Mortgage-Backed Securities   |
| FNMA          | 2041-03-01      | 3.5000%  |  | $2001.00           | $95.76             | Agency Mortgage-Backed Securities   |
| FNMA          | 2040-12-01      | 4.0000%  |  | $1000.00           | $32.86             | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 5.0000%  |  | $1140250.00        | $973004.12         | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 3.5000%  |  | $6000.00           | $4971.56           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-01-01      | 5.0000%  |  | $14000.00          | $11795.36          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-05-01      | 5.5000%  |  | $10000.00          | $8649.99           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-08-01      | 3.5000%  |  | $16000.00          | $13199.58          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-04-01      | 4.5000%  |  | $10000.00          | $8986.31           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-05-01      | 6.0000%  |  | $7000.00           | $6599.41           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-10-01      | 3.0000%  |  | $8000.00           | $6815.82           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-02-01      | 4.0000%  |  | $6000.00           | $5513.58           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 5.7570%  |  | $33424.00          | $23710.20          | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-07-01      | 4.9220%  |  | $101201.00         | $96687.89          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-02-01      | 5.0000%  |  | $56188.00          | $49814.41          | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-07-01      | 5.5000%  |  | $1000.00           | $890.03            | Agency Mortgage-Backed Securities   |
| FMAC          | 2054-12-01      | 6.0000%  |  | $6000.00           | $5370.07           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-03-01      | 5.0000%  |  | $1016263.00        | $962497.49         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $1975721.00        | $1914574.81        | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $167930.00         | $162200.40         | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-03-01      | 5.5000%  |  | $965900.00         | $967599.41         | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-07-01      | 5.5000%  |  | $9000.00           | $7697.39           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-10-01      | 5.5000%  |  | $6000.00           | $5309.95           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-11-01      | 4.5000%  |  | $12077.00          | $11371.01          | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-08-01      | 4.0000%  |  | $9999.00           | $9079.62           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-09-01      | 6.0000%  |  | $14990.00          | $11838.24          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-02-01      | 4.0000%  |  | $7000.00           | $6460.51           | Agency Mortgage-Backed Securities   |
| FMAC          | 2055-12-01      | 5.0000%  |  | $7000.00           | $6668.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.5000%  |  | $15000.00          | $14248.34          | Agency Mortgage-Backed Securities   |
| FMAC          | 2040-08-01      | 5.0000%  |  | $30000.00          | $22968.55          | Agency Mortgage-Backed Securities   |
| FMAC          | 2056-01-01      | 5.0000%  |  | $2078.00           | $2036.21           | Agency Mortgage-Backed Securities   |
| GNMA          | 2044-12-20      | 4.0000%  |  | $150000.00         | $10411.01          | Agency Mortgage-Backed Securities   |
| GNMA          | 2053-07-20      | 6.0000%  |  | $15000.00          | $5185.14           | Agency Mortgage-Backed Securities   |
| USTR          | 2026-06-25      | 0.0000%  |  | $3400.00           | $3391.81           | U.S. Treasuries (including strips)  |
| USTR          | 2039-11-15      | 4.3750%  |  | $100.00            | $96.78             | U.S. Treasuries (including strips)  |

### Security 28: 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: MIT060426, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** None: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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          | 2037-09-01      | 3.5000%  |  | $3057.00           | $1835.28           | Agency Mortgage-Backed Securities   |
| FMAC          | 2050-04-01      | 3.5000%  |  | $34896.00          | $6598.78           | Agency Mortgage-Backed Securities   |
| FMAC          | 2053-05-01      | 4.0000%  |  | $11972.00          | $9125.89           | Agency Mortgage-Backed Securities   |
| FCSB          | 2028-09-11      | 3.8550%  |  | $3000.00           | $3002.88           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 4.5000%  |  | $8000.00           | $6408.72           | Agency Mortgage-Backed Securities   |
| FMAC          | 2036-09-22      | 1.7200%  |  | $1000.00           | $757.61            | Agency Mortgage-Backed Securities   |
| FMAC          | 2028-05-23      | 3.8500%  |  | $418000.00         | $419099.34         | Agency Mortgage-Backed Securities   |
| FNMA          | 2047-08-01      | 3.5000%  |  | $8897.00           | $1376.10           | Agency Mortgage-Backed Securities   |
| FNMA          | 2051-08-01      | 2.5000%  |  | $10005.00          | $5790.72           | Agency Mortgage-Backed Securities   |
| FNMA          | 2037-03-01      | 5.9950%  |  | $1000.00           | $13.46             | Agency Mortgage-Backed Securities   |
| FNMA          | 2034-07-01      | 3.5000%  |  | $92997.00          | $6208.86           | Agency Mortgage-Backed Securities   |
| GNMA          | 2054-04-20      | 5.5000%  |  | $9000.00           | $6348.34           | Agency Mortgage-Backed Securities   |
| USTR          | 2026-11-15      | 6.5000%  |  | $8900.00           | $9012.91           | U.S. Treasuries (including strips)  |
| USTR          | 2047-11-15      | 2.7500%  |  | $345900.00         | $242238.96         | U.S. Treasuries (including strips)  |
| USTR          | 2048-08-15      | 3.0000%  |  | $2700.00           | $1965.30           | U.S. Treasuries (including strips)  |
| USTR          | 2050-05-15      | 1.2500%  |  | $604100.00         | $284447.13         | U.S. Treasuries (including strips)  |
| USTR          | 2026-10-31      | 1.1250%  |  | $14800.00          | $14636.43          | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Texas Capital Funds Trust

**Date:** 2026-06-05

**By:** /s/ Joel Colpitts

**Name of Signing Officer:** Joel Colpitts

**Title of Signing Officer:** Treasurer