# EDGAR Filing Document

**Accession Number:** 0000203002
**File Stem:** 0000203002-26-000008
**Filing Date:** 2026-3
**Character Count:** 220751
**Document Hash:** d361c5a6d631c7abf43e6ec3b94ea317
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000203002-26-000008.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0000203002-26-000008

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DAVIS SERIES INC
- **CENTRAL INDEX KEY:** 0000203002

**ORGANIZATION NAME:**
- **EIN:** 362926440
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02679
- **FILM NUMBER:** 26724772

**BUSINESS ADDRESS:**
- **STREET 1:** 2949 E. ELVIRA ROAD
- **STREET 2:** SUITE 101
- **CITY:** TUCSON
- **STATE:** AZ
- **ZIP:** 85756
- **BUSINESS PHONE:** (520)806-7600

**MAIL ADDRESS:**
- **STREET 1:** 2949 E. ELVIRA ROAD
- **STREET 2:** SUITE 101
- **CITY:** TUCSON
- **STATE:** AZ
- **ZIP:** 85756

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RETIREMENT PLANNING FUNDS OF AMERICA INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Davis Government Money Market Fund (Series ID: S000003444)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000009536 | Class C      |  |
| C000009537 | Class Y      |  |
| C000009538 | Class A      | RPGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000203002

### General Information

**Report for (YYYY-MM-DD):** 2026-02-27

**Registrant Full Name:** Davis Series, Inc.

**CIK Number of Registrant:** 0000203002

**LEI of Registrant:** 254900V5R8G1UV68J551

**Name of Series:** Davis Government Money Market Fund

**LEI of Series:** 254900T6AWAAU4WGF982

**EDGAR Series Identifier:** S000003444

**Total number of share classes in the series:** 3

**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            | Davis Selected Advisers, L.P.                                    | 801-31648         |
| Independent Public Accountant | KPMG LLP<br>City: Columbus<br>State: OH                          |  |
| Administrator                 | Davis Selected Advisers, L.P.                                    |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-57209

- **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?:** No

- **WAM:** 13 days

- **WAL:** 23 days

- **Total Value of Portfolio Securities:** $122394643.65

- **Amortized Cost of Portfolio Securities:** $122393690.40

- **Cash:** $939.53

- **Total Other Assets:** $379733.94

- **Total Liabilities:** $448281.89

- **Net Assets of Series:** $122326081.98

- **Number of Shares Outstanding (Series):** 122326088.9510

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $137614635.65             | $137614635.65              | 87.7100%                  | 87.7100%                   |
| 2026-02-03 | $138700334.10             | $138700334.10              | 88.5100%                  | 88.5100%                   |
| 2026-02-04 | $138364872.18             | $138364872.18              | 88.5500%                  | 88.5500%                   |
| 2026-02-05 | $137566502.19             | $137566502.19              | 88.4900%                  | 88.4900%                   |
| 2026-02-06 | $137034701.82             | $137034701.82              | 88.4300%                  | 88.4300%                   |
| 2026-02-09 | $137012080.05             | $137012080.05              | 88.4500%                  | 88.4500%                   |
| 2026-02-10 | $137010926.26             | $137010926.26              | 88.4400%                  | 88.4400%                   |
| 2026-02-11 | $135048631.63             | $135048631.63              | 88.2900%                  | 88.2900%                   |
| 2026-02-12 | $134890103.72             | $134890103.72              | 88.2700%                  | 88.2700%                   |
| 2026-02-13 | $134974172.62             | $134974172.62              | 88.2900%                  | 88.2900%                   |
| 2026-02-17 | $134458437.00             | $134458437.00              | 88.2700%                  | 88.2700%                   |
| 2026-02-18 | $134481395.44             | $134481395.44              | 88.2700%                  | 88.2700%                   |
| 2026-02-19 | $134509001.73             | $134509001.73              | 88.2700%                  | 88.2700%                   |
| 2026-02-20 | $134516416.66             | $134516416.66              | 88.2500%                  | 88.2500%                   |
| 2026-02-23 | $134616882.38             | $134616882.38              | 88.2800%                  | 88.2800%                   |
| 2026-02-24 | $135511217.27             | $137510329.71              | 88.3400%                  | 89.6500%                   |
| 2026-02-25 | $106994704.06             | $108993980.14              | 85.6800%                  | 87.2800%                   |
| 2026-02-26 | $103994649.05             | $105994087.55              | 85.3300%                  | 86.9700%                   |
| 2026-02-27 | $104550939.53             | $106550776.79              | 85.1600%                  | 86.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7100%             |
| 2026-02-03 | 3.7100%             |
| 2026-02-04 | 3.7100%             |
| 2026-02-05 | 3.7100%             |
| 2026-02-06 | 3.7000%             |
| 2026-02-09 | 3.7100%             |
| 2026-02-10 | 3.7000%             |
| 2026-02-11 | 3.7100%             |
| 2026-02-12 | 3.7100%             |
| 2026-02-13 | 3.7200%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7300%             |
| 2026-02-19 | 3.7300%             |
| 2026-02-20 | 3.7300%             |
| 2026-02-23 | 3.7300%             |
| 2026-02-24 | 3.7300%             |
| 2026-02-25 | 3.7200%             |
| 2026-02-26 | 3.7200%             |
| 2026-02-27 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0000                      |
|  |  |
| 2026-02-03 | 1.0000                      |
|  |  |
| 2026-02-04 | 1.0000                      |
|  |  |
| 2026-02-05 | 1.0000                      |
|  |  |
| 2026-02-06 | 1.0000                      |
|  |  |
| 2026-02-09 | 1.0000                      |
|  |  |
| 2026-02-10 | 1.0000                      |
|  |  |
| 2026-02-11 | 1.0000                      |
|  |  |
| 2026-02-12 | 1.0000                      |
|  |  |
| 2026-02-13 | 1.0000                      |
|  |  |
| 2026-02-17 | 1.0000                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0000                      |
|  |  |
| 2026-02-20 | 1.0000                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $953636.15

- **Number of Shares Outstanding:** 953636.1500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $100.00                 |
| 2026-02-03 | $0.00                     | $338171.84              |
| 2026-02-09 | $2000.00                  | $0.00                   |
| 2026-02-20 | $0.00                     | $2000.00                |
| 2026-02-27 | $2419.81                  | $265.46                 |

**Total Gross Subscriptions (Month):** $4419.81

**Total Gross Redemptions (Month):** $340537.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1300%           |
| 2026-02-03 | 3.1300%           |
| 2026-02-04 | 3.1400%           |
| 2026-02-05 | 3.1500%           |
| 2026-02-06 | 3.1600%           |
| 2026-02-09 | 3.1800%           |
| 2026-02-10 | 3.1800%           |
| 2026-02-11 | 3.1800%           |
| 2026-02-12 | 3.1900%           |
| 2026-02-13 | 3.2000%           |
| 2026-02-17 | 3.2000%           |
| 2026-02-18 | 3.2100%           |
| 2026-02-19 | 3.2100%           |
| 2026-02-20 | 3.2100%           |
| 2026-02-23 | 3.2100%           |
| 2026-02-24 | 3.2100%           |
| 2026-02-25 | 3.1800%           |
| 2026-02-26 | 3.1800%           |
| 2026-02-27 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 32.7200%         | 0.0000%              |
| Retail investor |  | 14.3700%         | 14.3700%             |
| Broker-dealer   |  | 7.5000%          | 0.0000%              |
| Retail investor |  | 6.0600%          | 6.0600%              |
| Broker-dealer   |  | 5.3900%          | 0.0000%              |

### Class: Class Y

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3643405.55

- **Number of Shares Outstanding:** 3643405.5510

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-04 | $0.00                     | $2263.55                |
| 2026-02-05 | $164.45                   | $0.00                   |
| 2026-02-10 | $1789.11                  | $0.00                   |
| 2026-02-11 | $362.01                   | $9683.78                |
| 2026-02-13 | $4403.88                  | $0.00                   |
| 2026-02-19 | $0.00                     | $3500.51                |
| 2026-02-20 | $164.45                   | $0.00                   |
| 2026-02-23 | $0.00                     | $58191.21               |
| 2026-02-27 | $15042.32                 | $0.00                   |

**Total Gross Subscriptions (Month):** $21926.22

**Total Gross Redemptions (Month):** $73639.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1300%           |
| 2026-02-03 | 3.1300%           |
| 2026-02-04 | 3.1400%           |
| 2026-02-05 | 3.1500%           |
| 2026-02-06 | 3.1600%           |
| 2026-02-09 | 3.1800%           |
| 2026-02-10 | 3.1800%           |
| 2026-02-11 | 3.1800%           |
| 2026-02-12 | 3.1900%           |
| 2026-02-13 | 3.2000%           |
| 2026-02-17 | 3.2000%           |
| 2026-02-18 | 3.2100%           |
| 2026-02-19 | 3.2100%           |
| 2026-02-20 | 3.2100%           |
| 2026-02-23 | 3.2100%           |
| 2026-02-24 | 3.2100%           |
| 2026-02-25 | 3.1800%           |
| 2026-02-26 | 3.1800%           |
| 2026-02-27 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 72.8300%         | 0.0000%              |
| Retail investor |  | 21.1800%         | 0.0000%              |
| Retail investor |  | 5.5300%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $117729040.28

- **Number of Shares Outstanding:** 117729047.2500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $141624.29                | $345658.25              |
| 2026-02-03 | $952.41                   | $133264.64              |
| 2026-02-04 | $15.00                    | $810126.45              |
| 2026-02-05 | $1106.88                  | $547027.62              |
| 2026-02-06 | $5230.82                  | $58366.13               |
| 2026-02-09 | $10670.72                 | $25798.52               |
| 2026-02-10 | $35612.78                 | $2008317.29             |
| 2026-02-11 | $84845.23                 | $235281.57              |
| 2026-02-12 | $2451.01                  | $1837.01                |
| 2026-02-13 | $0.00                     | $570205.47              |
| 2026-02-17 | $46990.10                 | $30576.13               |
| 2026-02-18 | $4705.47                  | $0.00                   |
| 2026-02-19 | $6220.96                  | $5889.02                |
| 2026-02-20 | $56666.42                 | $799.02                 |
| 2026-02-23 | $994360.56                | $52545.03               |
| 2026-02-24 | $5200.42                  | $28535521.14            |
| 2026-02-25 | $7006.99                  | $3018986.94             |
| 2026-02-26 | $1013741.91               | $121880.74              |
| 2026-02-27 | $9551884.13               | $1243209.07             |

**Total Gross Subscriptions (Month):** $11969286.10

**Total Gross Redemptions (Month):** $37745290.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.1300%           |
| 2026-02-03 | 3.1300%           |
| 2026-02-04 | 3.1400%           |
| 2026-02-05 | 3.1500%           |
| 2026-02-06 | 3.1600%           |
| 2026-02-09 | 3.1800%           |
| 2026-02-10 | 3.1800%           |
| 2026-02-11 | 3.1800%           |
| 2026-02-12 | 3.1900%           |
| 2026-02-13 | 3.2000%           |
| 2026-02-17 | 3.2000%           |
| 2026-02-18 | 3.2100%           |
| 2026-02-19 | 3.2100%           |
| 2026-02-20 | 3.2100%           |
| 2026-02-23 | 3.2100%           |
| 2026-02-24 | 3.2100%           |
| 2026-02-25 | 3.1800%           |
| 2026-02-26 | 3.1800%           |
| 2026-02-27 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | Partnership      | 54.1200%         | 54.1200%             |
| Other                     | Partnership      | 8.3800%          | 8.3800%              |
| Retail investor           |  | 6.7400%          | 0.0000%              |
| Non-financial corporation |  | 1.4100%          | 1.4100%              |
| Non-financial corporation |  | 0.2100%          | 0.2100%              |
| Other                     | Partnership      | 0.1200%          | 0.1200%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALJ39, C.4 - ISIN: US3130ALJ393, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999837.26
- **C.18.a - Value (excl. sponsor support):** $1999837.26
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 1.4800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ANB82, C.4 - ISIN: US3130ANB826, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2912009.70
- **C.18.a - Value (excl. sponsor support):** $2912009.70
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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 Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1987703.34
- **C.18.a - Value (excl. sponsor support):** $1987703.34
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2977781.25
- **C.18.a - Value (excl. sponsor support):** $2977781.25
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1982027.50
- **C.18.a - Value (excl. sponsor support):** $1982027.50
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 1.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENCQ1, C.4 - ISIN: US3133ENCQ17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $984237.90
- **C.18.a - Value (excl. sponsor support):** $984237.90
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001046.70
- **C.18.a - Value (excl. sponsor support):** $5001046.70
- **C.19 - Percentage of Net Assets:** 4.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Nomura Securities International Inc. Joint Repurchase Agreement

- **C.1 - Title:** Nomura Securities International Inc. Joint Repurchase Agreement 3.650000%
- **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: ARP1FK3L2, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25345000.00
- **C.18.a - Value (excl. sponsor support):** $25345000.00
- **C.19 - Percentage of Net Assets:** 20.7200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-10-01      | 5.0000%  | 0.0000% | $7156700.00        | $5440945.03        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-09-01      | 6.0000%  | 0.0000% | $15700.00          | $16156.50          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $4304900.00        | $4413848.59        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-10-01      | 5.5000%  | 0.0000% | $4722200.00        | $4811642.97        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-11-01      | 5.5000%  | 0.0000% | $9013900.00        | $9278622.35        | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2051-02-20      | 2.5000%  | 0.0000% | $2507100.00        | $1839942.47        | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2052-05-20      | 4.5000%  | 0.0000% | $75000.00          | $54276.99          | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2052-06-20      | 4.0000%  | 0.0000% | $28800.00          | $20480.57          | Agency Mortgage-Backed Securities |

### Security 9: Brean Capital LLC Joint Repurchase Agreement

- **C.1 - Title:** Brean Capital LLC Joint Repurchase Agreement 3.690000%
- **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: ARP1FK3M0, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9505000.00
- **C.18.a - Value (excl. sponsor support):** $9505000.00
- **C.19 - Percentage of Net Assets:** 7.7700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2035-09-25      | 5.7500%  | 0.0000% | $162852.33         | $159827.92         | Agency Debentures and Agency Strips |
| Small Business Administration | 2046-10-25      | 3.9000%  | 0.0000% | $126733.33         | $59410.99          | Agency Debentures and Agency Strips |
| Fannie Mae                    | 2029-01-01      | 5.0000%  | 0.0000% | $779283.27         | $805824.18         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2030-12-01      | 4.3300%  | 0.0000% | $1499889.00        | $1520109.34        | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2034-11-01      | 4.6100%  | 0.0000% | $549769.20         | $564713.27         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2071-11-20      | 5.3720%  | 0.0000% | $268578.48         | $290938.19         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2071-10-20      | 5.3290%  | 0.0000% | $249545.66         | $261724.71         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2053-07-01      | 3.8360%  | 0.0000% | $2057372.46        | $1649167.29        | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2042-06-01      | 3.5000%  | 0.0000% | $887132.95         | $111872.22         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2055-11-01      | 5.3150%  | 0.0000% | $2595882.54        | $2623244.56        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2055-11-20      | 7.0000%  | 0.0000% | $176677.04         | $184867.52         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2055-12-20      | 5.0000%  | 0.0000% | $609324.74         | $617330.63         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2055-12-20      | 5.5000%  | 0.0000% | $822409.61         | $846069.31         | Agency Mortgage-Backed Securities   |

### Security 10: StoneX Financial Inc. Joint Repurchase Agreement

- **C.1 - Title:** StoneX Financial Inc. Joint Repurchase Agreement 3.690000%
- **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: ARP1FK3N8, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $69700000.00
- **C.18.a - Value (excl. sponsor support):** $69700000.00
- **C.19 - Percentage of Net Assets:** 56.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Tennessee Valley Authority | 2034-08-01      | 4.3750%  | 0.0000% | $31428.36          | $32440.66          | Agency Debentures and Agency Strips |
| RFCO Strip                 | 2030-01-15      | 0.0000%  | 0.0000% | $26799269.82       | $23205862.93       | Agency Debentures and Agency Strips |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $340262.73         | $265578.80         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 2.5000%  | 0.0000% | $4182.00           | $2290.27           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 6.0000%  | 0.0000% | $1267.27           | $715.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 6.0000%  | 0.0000% | $3928.55           | $2193.34           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 5.0000%  | 0.0000% | $74769.09          | $62493.00          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 6.0000%  | 0.0000% | $126.73            | $69.60             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 3.0000%  | 0.0000% | $1774.18           | $265.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-20      | 4.0000%  | 0.0000% | $3168.18           | $129.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-10-20      | 4.0000%  | 0.0000% | $95788.08          | $4501.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 5.0000%  | 0.0000% | $3801.82           | $35.20             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-11-20      | 4.0000%  | 0.0000% | $263674.09         | $12745.60          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-02-01      | 6.0000%  | 0.0000% | $2781.41           | $17.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 5.7830%  | 0.0000% | $50690.91          | $388.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-20      | 4.0000%  | 0.0000% | $128984.54         | $5695.71           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-09-20      | 5.5000%  | 0.0000% | $7603.64           | $376.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 3.5000%  | 0.0000% | $1140.55           | $83.11             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-10-20      | 5.5000%  | 0.0000% | $13179.64          | $146.92            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $45396.88          | $1015.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $1017.24           | $37.04             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-12-01      | 4.0000%  | 0.0000% | $380.18            | $32.15             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-01-20      | 3.0000%  | 0.0000% | $5702.73           | $658.28            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-20      | 5.5000%  | 0.0000% | $5069.09           | $331.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-20      | 5.5000%  | 0.0000% | $4182.00           | $18.95             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-20      | 5.5000%  | 0.0000% | $4055.27           | $13.98             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-08-20      | 5.5000%  | 0.0000% | $11405.45          | $127.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-02-20      | 5.5000%  | 0.0000% | $3168.18           | $38.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-08-20      | 6.5000%  | 0.0000% | $19642.73          | $173.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 5.5000%  | 0.0000% | $3168.18           | $24.39             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-07-15      | 4.0000%  | 0.0000% | $20910.00          | $52.12             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-10-15      | 4.5000%  | 0.0000% | $9558.53           | $159.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-09-15      | 4.5000%  | 0.0000% | $10771.82          | $121.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-15      | 4.5000%  | 0.0000% | $4435.45           | $11.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-15      | 4.5000%  | 0.0000% | $9504.55           | $88.78             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 5.5000%  | 0.0000% | $124817.49         | $183.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-10-01      | 8.0000%  | 0.0000% | $176784.55         | $66.69             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-12-01      | 8.0000%  | 0.0000% | $96020.37          | $135.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-10-01      | 8.0000%  | 0.0000% | $115909.20         | $10.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $124443.01         | $48.59             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $16861.82          | $3.62              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-12-01      | 8.5000%  | 0.0000% | $47690.89          | $68.43             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $92673.63          | $113.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $45595.84          | $92.35             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $265759.76         | $274.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $155124.19         | $71.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.0000%  | 0.0000% | $59192.79          | $9.54              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.5000%  | 0.0000% | $36902.98          | $98.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $21225.68          | $10.32             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $432830.92         | $212.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $62467.42          | $41.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $5579.68           | $7.65              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $70306.90          | $69.80             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $174250.00         | $135.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.5000%  | 0.0000% | $24117.34          | $22.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.0000%  | 0.0000% | $15474.41          | $433.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 7.5000%  | 0.0000% | $125789.49         | $18.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $17464.29          | $70.30             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $42499.38          | $133.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $335.32            | $1.13              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $39731.79          | $126.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 6.5000%  | 0.0000% | $63363.64          | $82.24             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 6.2150%  | 0.0000% | $98213.64          | $56.52             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 5.0000%  | 0.0000% | $380181.82         | $386.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $887.09            | $571.08            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 2.0000%  | 0.0000% | $253.45            | $157.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-09-01      | 5.0000%  | 0.0000% | $126.73            | $83.58             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $1013.82           | $533.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 3.5000%  | 0.0000% | $126.73            | $97.57             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-04-01      | 3.5000%  | 0.0000% | $126.73            | $98.12             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 4.0000%  | 0.0000% | $633.64            | $496.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-08-01      | 7.5000%  | 0.0000% | $384659.98         | $132.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 5.0000%  | 0.0000% | $17741.82          | $164.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $5449.27           | $2353.04           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 3.5000%  | 0.0000% | $506.91            | $432.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 5.5000%  | 0.0000% | $19642.60          | $15432.63          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 3.0000%  | 0.0000% | $633.64            | $68.90             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-06-01      | 5.5000%  | 0.0000% | $633.64            | $373.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-02-01      | 6.5000%  | 0.0000% | $633.64            | $302.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 4.0000%  | 0.0000% | $760.36            | $695.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-10-01      | 5.0000%  | 0.0000% | $253.45            | $228.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.0000%  | 0.0000% | $2027.64           | $1163.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.0000%  | 0.0000% | $3168.18           | $2159.51           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $633.64            | $448.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.5000%  | 0.0000% | $126.73            | $14.24             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $506.91            | $399.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 6.5000%  | 0.0000% | $380.18            | $229.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 4.5000%  | 0.0000% | $887.09            | $717.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-02-01      | 2.5000%  | 0.0000% | $126.73            | $65.21             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 4.5000%  | 0.0000% | $1013.82           | $795.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $4688.91           | $3662.11           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 5.5000%  | 0.0000% | $887.09            | $708.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $169.69            | $154.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-01-01      | 4.5000%  | 0.0000% | $126.73            | $11.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.5000%  | 0.0000% | $126.73            | $5.19              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-03-01      | 3.5000%  | 0.0000% | $126.73            | $4.37              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 2.5000%  | 0.0000% | $3294.91           | $2235.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $126.73            | $72.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-11-01      | 3.5000%  | 0.0000% | $2407.82           | $209.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 6.0000%  | 0.0000% | $1520.73           | $874.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $1394.00           | $926.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-01-01      | 5.5000%  | 0.0000% | $887.09            | $724.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 6.0000%  | 0.0000% | $2027.64           | $1097.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 6.0000%  | 0.0000% | $3675.09           | $2094.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 4.0000%  | 0.0000% | $2788.00           | $2568.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.0000%  | 0.0000% | $1520.73           | $1404.93           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-08-20      | 6.0000%  | 0.0000% | $18375.45          | $11350.32          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-06-15      | 3.5000%  | 0.0000% | $17741.82          | $4199.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 6.0000%  | 0.0000% | $20182.08          | $15209.59          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $1647.45           | $876.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $2281.09           | $1758.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-03-01      | 6.0000%  | 0.0000% | $2788.00           | $1497.16           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-02-01      | 4.0000%  | 0.0000% | $253.45            | $230.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.0000%  | 0.0000% | $1774.18           | $1272.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.3190%  | 0.0000% | $380181.82         | $1125.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 3.0000%  | 0.0000% | $887.09            | $572.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $3079.47           | $1983.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.5000%  | 0.0000% | $4308.73           | $2892.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 4.5000%  | 0.0000% | $1647.45           | $1181.65           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 3.0000%  | 0.0000% | $126.73            | $101.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $126.73            | $99.54             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 4.5000%  | 0.0000% | $11152.00          | $1521.04           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 5.5000%  | 0.0000% | $2027.64           | $1148.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-02-01      | 5.0000%  | 0.0000% | $380.18            | $242.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 6.0000%  | 0.0000% | $7350.18           | $3818.58           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-09-15      | 6.0000%  | 0.0000% | $31681.82          | $317.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-10-01      | 5.5000%  | 0.0000% | $1140.55           | $978.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-06-01      | 6.3160%  | 0.0000% | $63363.64          | $943.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $1013.82           | $674.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 5.0710%  | 0.0000% | $171081.82         | $453.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 6.3010%  | 0.0000% | $36750.91          | $1701.36           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.1550%  | 0.0000% | $63363.64          | $225.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.9430%  | 0.0000% | $12039.09          | $231.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 5.9820%  | 0.0000% | $15840.91          | $118.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 6.5440%  | 0.0000% | $556504.95         | $2328.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.2500%  | 0.0000% | $380181.82         | $1839.26           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.1990%  | 0.0000% | $314156.91         | $1195.79           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 6.5850%  | 0.0000% | $31681.82          | $383.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 6.1290%  | 0.0000% | $20276.36          | $154.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 6.7340%  | 0.0000% | $19009.09          | $65.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 6.2060%  | 0.0000% | $25979.09          | $342.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.7300%  | 0.0000% | $63363.64          | $1799.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.3070%  | 0.0000% | $12672.73          | $177.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.2230%  | 0.0000% | $63363.64          | $577.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.3120%  | 0.0000% | $253454.55         | $578.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.1450%  | 0.0000% | $6336.36           | $78.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 6.0000%  | 0.0000% | $1267.27           | $734.60            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 6.0000%  | 0.0000% | $10138.18          | $5920.01           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-12-20      | 5.0000%  | 0.0000% | $380.18            | $354.31            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 4.5000%  | 0.0000% | $1900.91           | $1491.89           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 4.0000%  | 0.0000% | $1642.13           | $1506.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $5323.18           | $4932.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $5469.55           | $5129.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-07-15      | 0.0000%  | 0.0000% | $3928.55           | $3214.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.5000%  | 0.0000% | $3041.45           | $2469.35           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-04-01      | 4.0000%  | 0.0000% | $253.45            | $223.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 3.0000%  | 0.0000% | $1394.00           | $1003.37           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 4.0000%  | 0.0000% | $506.91            | $419.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 4.0000%  | 0.0000% | $126.73            | $116.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 3.5000%  | 0.0000% | $3928.55           | $3543.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-02-01      | 3.5000%  | 0.0000% | $760.36            | $680.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 4.0000%  | 0.0000% | $633.64            | $588.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 2.5000%  | 0.0000% | $633.64            | $371.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.0000%  | 0.0000% | $253.45            | $161.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 4.5000%  | 0.0000% | $253.45            | $221.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $506.91            | $341.73            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 5.5000%  | 0.0000% | $253.45            | $204.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 6.8350%  | 0.0000% | $13306.36          | $39.26             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-01-01      | 6.2130%  | 0.0000% | $38651.82          | $226.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5220%  | 0.0000% | $6693.10           | $10.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.4410%  | 0.0000% | $24665.69          | $142.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.7450%  | 0.0000% | $15840.91          | $95.49             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-09-01      | 6.3750%  | 0.0000% | $17741.82          | $82.66             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 5.9150%  | 0.0000% | $28513.64          | $322.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 6.8030%  | 0.0000% | $6970.00           | $142.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 6.4770%  | 0.0000% | $177798.36         | $985.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 6.6170%  | 0.0000% | $25345.45          | $192.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 6.4980%  | 0.0000% | $126727.27         | $111.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-01-01      | 5.9000%  | 0.0000% | $134330.91         | $1797.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-11-01      | 6.0050%  | 0.0000% | $12039.09          | $1126.81           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $2661.27           | $1695.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 5.5000%  | 0.0000% | $2534.55           | $1464.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 6.0000%  | 0.0000% | $2154.36           | $1523.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $126.73            | $90.98             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 3.0000%  | 0.0000% | $887.09            | $690.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $633.64            | $539.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-03-01      | 4.0000%  | 0.0000% | $3801.82           | $3466.69           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 6.0000%  | 0.0000% | $506.91            | $356.57            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-05-01      | 6.2420%  | 0.0000% | $69700.00          | $60.16             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 6.2340%  | 0.0000% | $62730.00          | $481.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.0000%  | 0.0000% | $1394.00           | $1111.08           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 6.5000%  | 0.0000% | $6336.36           | $7.24              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-12-01      | 5.8750%  | 0.0000% | $50690.91          | $273.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5010%  | 0.0000% | $6970.00           | $48.78             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 8.0000%  | 0.0000% | $151770.23         | $0.33              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 4.7630%  | 0.0000% | $88709.09          | $50.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 5.8760%  | 0.0000% | $316818.18         | $283.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 6.7980%  | 0.0000% | $6336.36           | $28.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.1850%  | 0.0000% | $2662.67           | $201.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 6.4450%  | 0.0000% | $15840.91          | $353.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.2000%  | 0.0000% | $380181.82         | $1076.65           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 6.3990%  | 0.0000% | $276265.45         | $1448.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $354.84            | $277.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.5000%  | 0.0000% | $760.36            | $617.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $633.64            | $410.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 6.5000%  | 0.0000% | $126727.27         | $1058.13           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.4950%  | 0.0000% | $392854.55         | $1216.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 5.0000%  | 0.0000% | $1140.55           | $905.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 3.5000%  | 0.0000% | $126.73            | $103.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 5.5000%  | 0.0000% | $2154.36           | $1110.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 6.0000%  | 0.0000% | $1140.55           | $503.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $1013.82           | $685.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.0000%  | 0.0000% | $1647.45           | $1255.85           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 5.5000%  | 0.0000% | $380.18            | $254.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-06-01      | 3.5000%  | 0.0000% | $126.73            | $116.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.5000%  | 0.0000% | $3168.18           | $2633.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.5000%  | 0.0000% | $633.64            | $525.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 3.0000%  | 0.0000% | $1189.46           | $391.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 6.0000%  | 0.0000% | $2534.55           | $1370.79           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 5.5000%  | 0.0000% | $4308.73           | $3519.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 4.5000%  | 0.0000% | $506.91            | $494.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-15      | 4.5000%  | 0.0000% | $6970.00           | $100.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-11-01      | 6.0000%  | 0.0000% | $506.91            | $220.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 6.0000%  | 0.0000% | $1520.73           | $906.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-02-01      | 6.0000%  | 0.0000% | $3294.91           | $2241.81           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.0000%  | 0.0000% | $887.09            | $639.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-12-01      | 4.5000%  | 0.0000% | $1394.00           | $1294.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 3.0000%  | 0.0000% | $1140.55           | $784.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $2281.09           | $1869.85           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $760.36            | $582.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $1013.82           | $914.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 4.0000%  | 0.0000% | $1267.27           | $1119.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 5.0000%  | 0.0000% | $506.91            | $329.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 4.0000%  | 0.0000% | $2661.27           | $1622.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 6.0000%  | 0.0000% | $259.41            | $173.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 4.0000%  | 0.0000% | $253.45            | $218.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 5.5000%  | 0.0000% | $4182.00           | $2323.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 6.0000%  | 0.0000% | $1267.27           | $653.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 4.0000%  | 0.0000% | $126.73            | $113.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 6.0000%  | 0.0000% | $2407.82           | $1438.36           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-11-01      | 4.0000%  | 0.0000% | $1267.27           | $1157.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 4.0000%  | 0.0000% | $633.64            | $592.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 5.0000%  | 0.0000% | $126.73            | $106.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 6.0000%  | 0.0000% | $95932.55          | $6710.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.5000%  | 0.0000% | $740493.43         | $520680.90         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 7.0000%  | 0.0000% | $5069.09           | $2051.90           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-04-20      | 4.0000%  | 0.0000% | $6697.66           | $1455.13           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-01-20      | 4.5000%  | 0.0000% | $126.73            | $120.88            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-03-20      | 4.0000%  | 0.0000% | $126.73            | $119.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.0000%  | 0.0000% | $265068.72         | $256551.68         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 7.0000%  | 0.0000% | $19009.09          | $140.22            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-20      | 5.5000%  | 0.0000% | $12672.73          | $473.33            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-07-20      | 6.0000%  | 0.0000% | $3548.36           | $56.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-05-15      | 6.5000%  | 0.0000% | $1235.84           | $58.46             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.5000%  | 0.0000% | $1140.55           | $845.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 5.5000%  | 0.0000% | $1013.82           | $807.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-05-01      | 6.0000%  | 0.0000% | $380.18            | $308.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $12422.95          | $33.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $80091.64          | $6121.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 4.0000%  | 0.0000% | $41506.10          | $3371.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 5.0000%  | 0.0000% | $31682.83          | $31854.61          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5000%  | 0.0000% | $67799.09          | $1471.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $63363.64          | $3174.54           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-10-01      | 6.5000%  | 0.0000% | $63873.71          | $77.48             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $633.64            | $432.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 2.5000%  | 0.0000% | $1267.27           | $1062.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 6.0000%  | 0.0000% | $5069.09           | $2522.86           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.5000%  | 0.0000% | $633.64            | $452.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.5000%  | 0.0000% | $126.73            | $115.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-04-01      | 5.5000%  | 0.0000% | $1774.18           | $1404.35           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 4.5000%  | 0.0000% | $253.45            | $237.67            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.5000%  | 0.0000% | $506.91            | $399.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $3168.18           | $2158.76           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 5.0000%  | 0.0000% | $3168.18           | $2478.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $1394.00           | $1057.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 5.0000%  | 0.0000% | $3041.45           | $3036.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.5000%  | 0.0000% | $6336.36           | $91.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 6.5000%  | 0.0000% | $44354.55          | $33.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $760.36            | $675.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.0000%  | 0.0000% | $633.64            | $561.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 6.0000%  | 0.0000% | $506.91            | $2.65              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-06-01      | 5.5000%  | 0.0000% | $1140.55           | $859.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.0000%  | 0.0000% | $1267.27           | $209.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.0000%  | 0.0000% | $253.45            | $161.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.0000%  | 0.0000% | $3641.89           | $2206.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $8490.73           | $1843.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $380.18            | $237.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.0000%  | 0.0000% | $633.64            | $486.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $506.91            | $391.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.5000%  | 0.0000% | $760.36            | $611.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 4.5000%  | 0.0000% | $1013.82           | $978.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 5.5000%  | 0.0000% | $633.64            | $566.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 5.5000%  | 0.0000% | $633.64            | $572.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 3.0000%  | 0.0000% | $633.64            | $446.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-04-01      | 5.5000%  | 0.0000% | $1777.73           | $1745.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 6.0000%  | 0.0000% | $380.18            | $326.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $3675.09           | $2993.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $9504.55           | $1375.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $3041.45           | $1208.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $2534.55           | $1747.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 2.0000%  | 0.0000% | $3041.45           | $2112.18           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.5000%  | 0.0000% | $3168.18           | $2278.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 4.0000%  | 0.0000% | $3168.18           | $2263.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $253.45            | $191.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-01-01      | 6.0000%  | 0.0000% | $253.45            | $174.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 5.0000%  | 0.0000% | $126.73            | $104.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 6.5000%  | 0.0000% | $3675.09           | $2792.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $1394.00           | $1055.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 6.0000%  | 0.0000% | $1900.91           | $1618.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $760.36            | $628.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $1900.91           | $1478.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 3.0000%  | 0.0000% | $32315.45          | $586.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 3.0000%  | 0.0000% | $697.00            | $429.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 6.0000%  | 0.0000% | $1647.45           | $781.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 5.0000%  | 0.0000% | $4055.27           | $3569.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.0000%  | 0.0000% | $3548.36           | $2521.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.5000%  | 0.0000% | $380.18            | $238.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $633.64            | $593.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 5.5000%  | 0.0000% | $380.18            | $338.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 5.0000%  | 0.0000% | $253.45            | $252.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 3.5000%  | 0.0000% | $126727.27         | $2332.65           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-04-01      | 4.5000%  | 0.0000% | $901.79            | $850.71            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 4.0000%  | 0.0000% | $126.73            | $118.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 5.5000%  | 0.0000% | $633.64            | $544.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 5.5000%  | 0.0000% | $633.64            | $592.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 6.5000%  | 0.0000% | $126.73            | $102.51            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 4.5000%  | 0.0000% | $691.42            | $677.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 6.0000%  | 0.0000% | $1647.45           | $1262.66           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-08-01      | 5.0000%  | 0.0000% | $1017.87           | $862.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-01-20      | 4.0000%  | 0.0000% | $15207.27          | $9528.32           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.0000%  | 0.0000% | $4435.45           | $3897.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.5000%  | 0.0000% | $887.09            | $692.03            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 4.5000%  | 0.0000% | $887.09            | $836.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 7.0000%  | 0.0000% | $3168.18           | $152.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 6.0000%  | 0.0000% | $32568.91          | $21884.42          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-10-27      | 2.0500%  | 0.0000% | $32315.45          | $32203.69          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-09-01      | 6.0000%  | 0.0000% | $633.64            | $324.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $380.18            | $269.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.5000%  | 0.0000% | $5322.55           | $3893.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.0000%  | 0.0000% | $6589.82           | $4956.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $2534.55           | $1985.28           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.5000%  | 0.0000% | $506.91            | $428.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $38651.82          | $34309.50          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-01-01      | 7.0000%  | 0.0000% | $3168.18           | $1146.56           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 4.5000%  | 0.0000% | $887.09            | $812.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 6.5000%  | 0.0000% | $380.18            | $251.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 2.0000%  | 0.0000% | $633.64            | $461.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 2.5000%  | 0.0000% | $2661.27           | $1498.61           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2027-04-12      | 3.3300%  | 0.0000% | $4182.00           | $4220.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 2.5000%  | 0.0000% | $145849.40         | $2697.64           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-01-01      | 6.0000%  | 0.0000% | $833.23            | $3.61              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $1267.27           | $352.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $380.18            | $273.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $8237.27           | $5998.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 6.0000%  | 0.0000% | $506.91            | $350.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.5000%  | 0.0000% | $9504.55           | $609.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $6442.56           | $1763.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.0000%  | 0.0000% | $6336.36           | $3783.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-02-01      | 5.0000%  | 0.0000% | $1267.27           | $853.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 4.0000%  | 0.0000% | $1140.55           | $904.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.5000%  | 0.0000% | $1394.00           | $1056.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 5.5000%  | 0.0000% | $3801.82           | $3010.65           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $506.91            | $400.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.0000%  | 0.0000% | $2281.09           | $1670.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-06-01      | 5.0000%  | 0.0000% | $887.09            | $858.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 2.5000%  | 0.0000% | $92510.91          | $2866.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $10819.72          | $7475.79           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 3.0000%  | 0.0000% | $253.45            | $198.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.5000%  | 0.0000% | $380.18            | $330.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 5.0000%  | 0.0000% | $380.18            | $333.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 5.5000%  | 0.0000% | $1647.45           | $1320.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 5.5000%  | 0.0000% | $253.45            | $219.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 5.0000%  | 0.0000% | $380.18            | $358.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-05-01      | 5.5000%  | 0.0000% | $1647.45           | $1321.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 6.5000%  | 0.0000% | $126.73            | $102.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 6.0000%  | 0.0000% | $253.45            | $185.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.0000%  | 0.0000% | $253.45            | $246.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.5000%  | 0.0000% | $380.18            | $372.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.0000%  | 0.0000% | $380.18            | $367.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 5.0000%  | 0.0000% | $380.18            | $371.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.5000%  | 0.0000% | $1140.55           | $990.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 3.0000%  | 0.0000% | $253.45            | $218.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 6.5000%  | 0.0000% | $360.67            | $363.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-06-01      | 5.5000%  | 0.0000% | $29780.91          | $27916.75          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.0000%  | 0.0000% | $29306.70          | $29583.16          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.5000%  | 0.0000% | $2788.00           | $398.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 4.0000%  | 0.0000% | $278800.00         | $21932.89          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.0000%  | 0.0000% | $63151.24          | $5587.47           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.0000%  | 0.0000% | $1267.27           | $613.61            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-10-20      | 2.0000%  | 0.0000% | $380.18            | $224.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 5.5000%  | 0.0000% | $14446.91          | $8563.40           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 3.5000%  | 0.0000% | $67543.74          | $47245.69          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 4.0000%  | 0.0000% | $51958.18          | $40722.56          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 3.0000%  | 0.0000% | $12672.73          | $8417.36           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.0000%  | 0.0000% | $117349.45         | $83005.15          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 4.5000%  | 0.0000% | $25127.61          | $22838.03          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 5.5000%  | 0.0000% | $5449.27           | $4164.69           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 8.0000%  | 0.0000% | $25345.45          | $4186.72           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 6.5000%  | 0.0000% | $19642.73          | $8599.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 6.0000%  | 0.0000% | $11405.45          | $7692.98           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-11-15      | 4.5000%  | 0.0000% | $508218.56         | $53884.42          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-10-20      | 3.5000%  | 0.0000% | $38018.18          | $6792.01           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-10-20      | 3.5000%  | 0.0000% | $63363.64          | $12028.78          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 5.0000%  | 0.0000% | $130998.62         | $73580.31          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $94390.91          | $8509.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $64862.06          | $9654.92           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 4.0000%  | 0.0000% | $117319.42         | $30980.47          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 4.0000%  | 0.0000% | $12672.73          | $3221.77           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.5000%  | 0.0000% | $11405.45          | $5456.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-20      | 5.5000%  | 0.0000% | $12672.73          | $3501.49           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.0000%  | 0.0000% | $85239.81          | $61703.40          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.0000%  | 0.0000% | $198138.34         | $85020.11          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 4.0000%  | 0.0000% | $99538.44          | $85370.02          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.0000%  | 0.0000% | $33582.73          | $16536.87          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 2.0000%  | 0.0000% | $57000.53          | $41937.97          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 2.5000%  | 0.0000% | $7603.64           | $5897.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $25345.45          | $8955.99           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-05-20      | 3.0000%  | 0.0000% | $604160.61         | $75248.94          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-08-15      | 3.5000%  | 0.0000% | $223927.09         | $50187.01          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-10-20      | 4.0000%  | 0.0000% | $145007.94         | $19555.26          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 6.5000%  | 0.0000% | $391344.46         | $388758.15         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 5.5000%  | 0.0000% | $144764.24         | $110045.98         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 6.5000%  | 0.0000% | $185004.84         | $194763.36         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-12-20      | 4.0000%  | 0.0000% | $21223.27          | $20824.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-12-20      | 6.0000%  | 0.0000% | $9631.27           | $9847.48           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.5000%  | 0.0000% | $9260325.91        | $9424718.05        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-02-20      | 4.5000%  | 0.0000% | $6917.92           | $6658.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.5000%  | 0.0000% | $5807.28           | $5281.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 5.0000%  | 0.0000% | $58108.64          | $57987.26          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 3.5000%  | 0.0000% | $4988.87           | $1076.19           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 3.5000%  | 0.0000% | $18025.18          | $4238.69           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-05-15      | 4.5000%  | 0.0000% | $126.73            | $10.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-08-20      | 3.0000%  | 0.0000% | $135650.39         | $15301.42          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 6.0000%  | 0.0000% | $1492267.62        | $21642.15          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-10-20      | 6.5000%  | 0.0000% | $4435.45           | $55.99             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $259157.27         | $3602.92           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-15      | 4.0000%  | 0.0000% | $46889.09          | $5199.24           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-08-15      | 4.0000%  | 0.0000% | $416392.36         | $6360.62           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-11-15      | 3.5000%  | 0.0000% | $126.73            | $15.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-12-20      | 4.5000%  | 0.0000% | $190428.76         | $10949.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-04-20      | 4.0000%  | 0.0000% | $22656.05          | $5661.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-15      | 4.0000%  | 0.0000% | $194272.91         | $52565.24          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 2.5000%  | 0.0000% | $66504.19          | $31162.58          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 5.0000%  | 0.0000% | $12672.73          | $9540.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 4.5000%  | 0.0000% | $172349.09         | $123320.10         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $8052.50           | $5289.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 4.0000%  | 0.0000% | $12672.73          | $9415.51           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.0000%  | 0.0000% | $21543.64          | $15650.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 5.5000%  | 0.0000% | $278800.00         | $204991.89         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 6.0000%  | 0.0000% | $11405.45          | $9263.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-02-15      | 3.5000%  | 0.0000% | $126.73            | $14.78             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-15      | 6.0000%  | 0.0000% | $178593.07         | $7326.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-15      | 6.0000%  | 0.0000% | $595618.18         | $11463.84          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-08-15      | 4.5000%  | 0.0000% | $31681.82          | $3455.86           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $130216.96         | $5668.50           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 4.5000%  | 0.0000% | $146696.96         | $15261.90          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 4.5000%  | 0.0000% | $633636.36         | $43580.21          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-07-01      | 7.5000%  | 0.0000% | $227602.18         | $21.59             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-11-01      | 7.5000%  | 0.0000% | $38018.18          | $25.35             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-01-01      | 7.5000%  | 0.0000% | $254157.88         | $32.39             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-12-01      | 7.5000%  | 0.0000% | $11092.18          | $4.88              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-04-01      | 7.5000%  | 0.0000% | $15723.81          | $8.59              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-09-01      | 7.5000%  | 0.0000% | $132139.92         | $181.67            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 5.0000%  | 0.0000% | $54492.73          | $2814.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-04-01      | 7.5000%  | 0.0000% | $69229.97          | $17.90             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-08-01      | 7.5000%  | 0.0000% | $21019.24          | $89.15             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-10-01      | 7.5000%  | 0.0000% | $66184.97          | $59.57             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2027-05-24      | 1.2500%  | 0.0000% | $95045.45          | $92678.55          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-08-01      | 3.5000%  | 0.0000% | $887.09            | $200.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 5.5000%  | 0.0000% | $2281.09           | $1631.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-09-01      | 2.5000%  | 0.0000% | $126727.27         | $96994.89          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 4.5000%  | 0.0000% | $1520.73           | $1419.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 2.5000%  | 0.0000% | $126.73            | $91.13             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 3.5000%  | 0.0000% | $126.73            | $102.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-12-01      | 4.0000%  | 0.0000% | $633.64            | $581.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 3.5000%  | 0.0000% | $126.73            | $111.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 3.5000%  | 0.0000% | $126.73            | $110.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-05-01      | 3.5000%  | 0.0000% | $1013.82           | $929.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.5000%  | 0.0000% | $2407.82           | $1428.15           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-10-01      | 5.5000%  | 0.0000% | $284324.04         | $265242.02         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-02-24      | 3.3750%  | 0.0000% | $984544.18         | $983118.81         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 3.0000%  | 0.0000% | $126.73            | $78.32             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-04-01      | 4.5000%  | 0.0000% | $760.36            | $644.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 5.5000%  | 0.0000% | $1647.45           | $1516.40           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-03-01      | 4.5000%  | 0.0000% | $153254.46         | $154477.89         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-03-01      | 4.0000%  | 0.0000% | $542837.16         | $539070.90         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-08-01      | 7.5000%  | 0.0000% | $144915.42         | $2.81              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 7.5000%  | 0.0000% | $148420.83         | $36.74             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 7.5000%  | 0.0000% | $70002.88          | $0.94              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-06-01      | 7.5000%  | 0.0000% | $68651.08          | $38.39             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-04-01      | 7.5000%  | 0.0000% | $98978.82          | $172.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 7.5000%  | 0.0000% | $62439.79          | $79.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-07-01      | 7.5000%  | 0.0000% | $60829.09          | $121.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-07-01      | 7.5000%  | 0.0000% | $140822.39         | $1690.16           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-08-01      | 4.5000%  | 0.0000% | $253.45            | $2.44              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-02-01      | 4.0000%  | 0.0000% | $5017.26           | $1024.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 3.5000%  | 0.0000% | $1161384.74        | $400226.78         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $126.73            | $88.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $380.18            | $272.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 5.5000%  | 0.0000% | $406904.80         | $282507.46         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $242.81            | $128.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 3.0000%  | 0.0000% | $126.73            | $81.02             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $126.73            | $93.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 3.0000%  | 0.0000% | $1394.00           | $1034.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-01-01      | 5.5000%  | 0.0000% | $38388.99          | $39541.05          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-03-01      | 5.5000%  | 0.0000% | $227470.13         | $234710.33         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-03-01      | 5.5000%  | 0.0000% | $217600.61         | $224747.53         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-11-01      | 6.0000%  | 0.0000% | $446833.39         | $357706.56         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $126.73            | $104.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-03-01      | 5.5000%  | 0.0000% | $393440.66         | $401404.77         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 5.0000%  | 0.0000% | $3642561.41        | $3738758.22        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 3.0000%  | 0.0000% | $571076.56         | $541133.11         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.5000%  | 0.0000% | $5067730.75        | $4822116.98        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 4.5000%  | 0.0000% | $253.45            | $45.60             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $253.45            | $191.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $732030.08         | $520896.98         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.5000%  | 0.0000% | $633.64            | $452.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 6.0000%  | 0.0000% | $887.09            | $721.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-09-01      | 3.5000%  | 0.0000% | $3294.91           | $347.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 3.5000%  | 0.0000% | $126.73            | $12.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.5000%  | 0.0000% | $126.73            | $11.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 4.5000%  | 0.0000% | $2914.73           | $2627.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-03-01      | 6.0000%  | 0.0000% | $506.91            | $337.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 6.0000%  | 0.0000% | $8364.00           | $5693.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-03-01      | 3.5000%  | 0.0000% | $253.45            | $198.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.5000%  | 0.0000% | $506.91            | $388.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 5.0000%  | 0.0000% | $3294.91           | $1983.46           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 4.0000%  | 0.0000% | $2027.64           | $1869.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 4.5000%  | 0.0000% | $1647.45           | $1511.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-11-01      | 3.5000%  | 0.0000% | $506.91            | $450.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-08-01      | 4.0000%  | 0.0000% | $2534.55           | $2393.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 4.5000%  | 0.0000% | $506.91            | $469.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 4.0000%  | 0.0000% | $3041.45           | $2924.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-10-01      | 3.5000%  | 0.0000% | $126.73            | $116.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-10-01      | 5.0000%  | 0.0000% | $1394.00           | $1379.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-12-01      | 5.0000%  | 0.0000% | $506.91            | $504.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 4.5000%  | 0.0000% | $4396425.97        | $4400998.25        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 5.5000%  | 0.0000% | $126.73            | $129.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 5.5000%  | 0.0000% | $8181.39           | $8208.39           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 3.5000%  | 0.0000% | $1247856.59        | $1171589.21        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.0000%  | 0.0000% | $2545351.74        | $2577220.23        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-02-01      | 5.0000%  | 0.0000% | $101981.36         | $104158.88         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 3.5000%  | 0.0000% | $227154.58         | $219933.06         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-10-01      | 4.5000%  | 0.0000% | $148860.95         | $144921.35         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 4.0000%  | 0.0000% | $126.73            | $120.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.5000%  | 0.0000% | $253.45            | $254.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-11-01      | 4.0000%  | 0.0000% | $253.45            | $245.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.0000%  | 0.0000% | $555839.50         | $565696.80         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-01-15      | 2.5000%  | 0.0000% | $32949.09          | $634.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-10-20      | 3.0000%  | 0.0000% | $381618.15         | $114298.42         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-04-20      | 3.0000%  | 0.0000% | $234322.28         | $85466.71          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2065-12-15      | 5.8500%  | 0.0000% | $437956.15         | $464738.48         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-02-20      | 5.5000%  | 0.0000% | $335523.89         | $344652.23         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-02-20      | 4.5000%  | 0.0000% | $469726.55         | $461090.16         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 6.5000%  | 0.0000% | $155888.74         | $163793.46         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-02-20      | 6.5000%  | 0.0000% | $217674.62         | $226726.50         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-12-20      | 4.5000%  | 0.0000% | $126.73            | $125.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.5000%  | 0.0000% | $81111.66          | $82023.13          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-20      | 3.5000%  | 0.0000% | $1289.83           | $1196.46           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-11-20      | 5.5000%  | 0.0000% | $126.73            | $128.03            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-20      | 4.0000%  | 0.0000% | $541528.07         | $536826.46         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 4.5000%  | 0.0000% | $2027.64           | $2008.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-11-20      | 3.2500%  | 0.0000% | $126727.27         | $55752.10          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 5.5000%  | 0.0000% | $173827.87         | $3930.07           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $3168.18           | $8.81              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-06-15      | 6.0000%  | 0.0000% | $3416.44           | $93.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 5.2500%  | 0.0000% | $190090.91         | $3095.07           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-20      | 3.0000%  | 0.0000% | $193005.64         | $2199.62           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-01-15      | 2.5000%  | 0.0000% | $166012.73         | $2718.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-02-15      | 2.5000%  | 0.0000% | $17741.82          | $1910.33           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-10-20      | 2.5000%  | 0.0000% | $649963.91         | $391762.55         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-07-20      | 3.0000%  | 0.0000% | $1267.27           | $953.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 5.5000%  | 0.0000% | $529875.75         | $460972.38         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-15      | 6.0000%  | 0.0000% | $5128.02           | $68.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-08-15      | 6.0000%  | 0.0000% | $22177.27          | $113.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-20      | 3.0000%  | 0.0000% | $4435.45           | $1054.03           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-02-15      | 6.0000%  | 0.0000% | $3171.35           | $46.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-01-15      | 6.0000%  | 0.0000% | $6484.38           | $44.47             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-15      | 6.5000%  | 0.0000% | $5094.44           | $194.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-15      | 4.5000%  | 0.0000% | $53412.38          | $3184.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-02-20      | 3.5000%  | 0.0000% | $582311.82         | $53652.04          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-20      | 6.0000%  | 0.0000% | $7096.73           | $18.53             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-15      | 4.0000%  | 0.0000% | $5116.36           | $369.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $195671.60         | $92.75             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-01      | 7.5000%  | 0.0000% | $242829.10         | $58.51             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $71149.25          | $145.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 6.0000%  | 0.0000% | $10391.64          | $54.75             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 5.5000%  | 0.0000% | $760.36            | $24.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-08-01      | 4.5000%  | 0.0000% | $253.45            | $24.14             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-20      | 5.5000%  | 0.0000% | $3177.43           | $39.78             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-20      | 5.5000%  | 0.0000% | $3168.18           | $13.35             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-20      | 5.5000%  | 0.0000% | $31681.82          | $178.19            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-01-20      | 4.0000%  | 0.0000% | $329151.03         | $16366.55          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-03-20      | 5.5000%  | 0.0000% | $814303.33         | $12302.27          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-05-20      | 4.5000%  | 0.0000% | $95045.45          | $3233.97           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-15      | 4.0000%  | 0.0000% | $1539229.45        | $70456.69          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-08-20      | 3.0000%  | 0.0000% | $7603.64           | $861.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 4.5000%  | 0.0000% | $2973.40           | $221.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $126.73            | $29.13             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-01-01      | 4.0000%  | 0.0000% | $506.91            | $66.07             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 4.0000%  | 0.0000% | $126.73            | $13.54             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-02-20      | 5.5000%  | 0.0000% | $6463.09           | $102.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-20      | 6.5000%  | 0.0000% | $6336.36           | $7.65              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-07-20      | 7.0000%  | 0.0000% | $8910.45           | $3.23              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-20      | 4.0000%  | 0.0000% | $94833.44          | $4758.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.0000%  | 0.0000% | $1526.43           | $149.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-03-15      | 3.0000%  | 0.0000% | $77711.82          | $6907.51           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-20      | 6.0000%  | 0.0000% | $5322.55           | $15.67             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 3.0000%  | 0.0000% | $633.64            | $89.24             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-11-01      | 4.0000%  | 0.0000% | $4055.27           | $227.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-01-01      | 4.5000%  | 0.0000% | $126.73            | $7.41              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-05-01      | 4.0000%  | 0.0000% | $887.09            | $98.50             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-09-24      | 1.8750%  | 0.0000% | $75022.55          | $74920.42          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 4.5000%  | 0.0000% | $633.64            | $29.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-10-01      | 3.0000%  | 0.0000% | $380.18            | $27.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-11-01      | 3.5000%  | 0.0000% | $1774.18           | $54.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 4.0000%  | 0.0000% | $253.45            | $32.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 6.0000%  | 0.0000% | $506.91            | $3.63              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-05-01      | 3.5000%  | 0.0000% | $1013.82           | $48.35             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-10-01      | 3.5000%  | 0.0000% | $644.03            | $13.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-12-01      | 3.5000%  | 0.0000% | $506.91            | $44.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-09-01      | 4.0000%  | 0.0000% | $380.18            | $41.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 4.0000%  | 0.0000% | $126.73            | $13.56             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $506.91            | $77.87             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.5000%  | 0.0000% | $253.45            | $33.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 4.0000%  | 0.0000% | $1140.55           | $107.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.5000%  | 0.0000% | $253.45            | $24.33             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-10-01      | 4.0000%  | 0.0000% | $506.91            | $42.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-01-01      | 3.0000%  | 0.0000% | $1140.55           | $92.74             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-01      | 3.0000%  | 0.0000% | $253.45            | $42.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-12-01      | 3.0000%  | 0.0000% | $3294.91           | $642.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.0000%  | 0.0000% | $2154.36           | $236.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 5.0000%  | 0.0000% | $167913.64         | $1545.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.0000%  | 0.0000% | $1647.45           | $9.45              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 3.5000%  | 0.0000% | $760.36            | $79.97             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-01      | 3.0000%  | 0.0000% | $1140.55           | $197.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.0000%  | 0.0000% | $1013.82           | $224.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-09-01      | 3.5000%  | 0.0000% | $126.73            | $15.59             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-08-20      | 4.0000%  | 0.0000% | $3548.36           | $381.65            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 4.0000%  | 0.0000% | $240247.03         | $5862.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $129109.75         | $71.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $1425533.55        | $567.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-02-01      | 5.5000%  | 0.0000% | $126.73            | $16.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 4.5000%  | 0.0000% | $126.73            | $10.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-05-01      | 4.5000%  | 0.0000% | $253.45            | $23.61             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-01-01      | 3.5000%  | 0.0000% | $633.64            | $46.37             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-01-01      | 3.0000%  | 0.0000% | $253.45            | $47.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 3.5000%  | 0.0000% | $126.73            | $2.33              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 4.5000%  | 0.0000% | $253.45            | $27.56             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-03-01      | 3.5000%  | 0.0000% | $126.73            | $14.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-11-01      | 4.0000%  | 0.0000% | $126.73            | $14.78             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-11-01      | 4.5000%  | 0.0000% | $253.45            | $32.86             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-11-01      | 2.5000%  | 0.0000% | $152072.73         | $19656.92          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 4.0000%  | 0.0000% | $6336.36           | $396.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 6.0000%  | 0.0000% | $16474.55          | $98.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-05-01      | 3.0000%  | 0.0000% | $11912.36          | $298.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-05-20      | 4.0000%  | 0.0000% | $32792.84          | $2988.65           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-04-01      | 4.0000%  | 0.0000% | $6463.09           | $29.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 3.5000%  | 0.0000% | $126.73            | $23.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.0000%  | 0.0000% | $60356.40          | $533.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.5000%  | 0.0000% | $506.91            | $41.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-06-01      | 4.5000%  | 0.0000% | $4182.00           | $227.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $1013.82           | $61.73             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-11-01      | 4.0000%  | 0.0000% | $506.91            | $27.88             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $3675.09           | $83.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-05-01      | 3.0000%  | 0.0000% | $6082.91           | $778.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $126.73            | $11.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 3.5000%  | 0.0000% | $1140.55           | $145.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.5000%  | 0.0000% | $3675.09           | $114.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-03-01      | 4.5000%  | 0.0000% | $126.73            | $16.50             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $2661.27           | $339.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $1394.00           | $123.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-10-01      | 4.0000%  | 0.0000% | $253.45            | $24.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.5000%  | 0.0000% | $126.73            | $17.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $760.36            | $116.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-06-01      | 3.0000%  | 0.0000% | $2281.09           | $230.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $4562.18           | $746.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 3.0000%  | 0.0000% | $2154.36           | $493.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 4.5000%  | 0.0000% | $2316.70           | $134.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-07-01      | 4.5000%  | 0.0000% | $253.45            | $7.58              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-09-01      | 4.5000%  | 0.0000% | $126.73            | $4.67              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-11-01      | 4.5000%  | 0.0000% | $126.73            | $4.20              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 4.5000%  | 0.0000% | $506.91            | $64.68             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.0000%  | 0.0000% | $1140.55           | $13.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.0000%  | 0.0000% | $633.64            | $2.17              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 3.5000%  | 0.0000% | $380.18            | $31.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 4.0000%  | 0.0000% | $253.45            | $30.10             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 4.0000%  | 0.0000% | $506.91            | $63.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $126.73            | $17.45             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.0000%  | 0.0000% | $1647.45           | $256.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.0000%  | 0.0000% | $130529.09         | $962.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 6.5000%  | 0.0000% | $34903.99          | $36.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.5000%  | 0.0000% | $126.73            | $6.31              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 4.0000%  | 0.0000% | $887.09            | $85.04             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 4.0000%  | 0.0000% | $887.09            | $111.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 3.5000%  | 0.0000% | $6970.00           | $859.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $26486.00          | $2088.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-12-01      | 3.5000%  | 0.0000% | $988.47            | $33.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-11-01      | 4.0000%  | 0.0000% | $253.45            | $9.56              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.5000%  | 0.0000% | $253.45            | $48.78             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 4.0000%  | 0.0000% | $1140.55           | $147.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 3.5000%  | 0.0000% | $126.73            | $12.22             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 6.0000%  | 0.0000% | $50690.91          | $609.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 3.0000%  | 0.0000% | $126.73            | $11.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 4.0000%  | 0.0000% | $126.73            | $14.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.5000%  | 0.0000% | $253.45            | $11.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 6.5000%  | 0.0000% | $6970.00           | $37.97             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-07-01      | 4.0000%  | 0.0000% | $506.91            | $41.54             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-20      | 6.0000%  | 0.0000% | $49043.45          | $150.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 3.5000%  | 0.0000% | $1267.27           | $103.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-11-01      | 5.5000%  | 0.0000% | $2091.00           | $11.33             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-04-01      | 3.5000%  | 0.0000% | $760.36            | $42.44             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-12-01      | 3.0000%  | 0.0000% | $1140.55           | $57.88             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-03-01      | 3.0000%  | 0.0000% | $887.09            | $99.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $760.36            | $15.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.0000%  | 0.0000% | $31699.69          | $2640.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.5000%  | 0.0000% | $1774.18           | $163.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $633.64            | $50.41             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 3.0000%  | 0.0000% | $2534.55           | $267.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 6.0000%  | 0.0000% | $778.11            | $1.15              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-05-01      | 4.5000%  | 0.0000% | $831.96            | $27.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-01-01      | 6.5000%  | 0.0000% | $1267.27           | $6.13              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.0000%  | 0.0000% | $9758.00           | $980.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.0000%  | 0.0000% | $1368.02           | $6.39              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.0000%  | 0.0000% | $22810.91          | $4269.90           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-20      | 4.0000%  | 0.0000% | $17108.18          | $505.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.0000%  | 0.0000% | $2914.73           | $307.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-12-20      | 5.0000%  | 0.0000% | $208336.98         | $12548.43          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 5.5000%  | 0.0000% | $55126.36          | $160.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-01-01      | 7.5000%  | 0.0000% | $305528.30         | $107.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-11-01      | 7.5000%  | 0.0000% | $9032279.29        | $4301.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.5000%  | 0.0000% | $2027.64           | $164.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 4.5000%  | 0.0000% | $2281.09           | $163.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $93597.85          | $6131.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-06-01      | 3.0000%  | 0.0000% | $506.91            | $74.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $15967.64          | $2611.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $1330.64           | $103.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-06-01      | 4.5000%  | 0.0000% | $126.73            | $9.45              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-06-01      | 3.5000%  | 0.0000% | $2534.55           | $213.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-02-01      | 3.5000%  | 0.0000% | $887.09            | $30.75             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 3.0000%  | 0.0000% | $380.18            | $45.59             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-07-15      | 4.5000%  | 0.0000% | $4308.73           | $73.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.6270%  | 0.0000% | $16930.00          | $22.05             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 5.0000%  | 0.0000% | $887090.91         | $51197.94          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $5322.55           | $519.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-12-01      | 3.0000%  | 0.0000% | $3041.45           | $514.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 3.0000%  | 0.0000% | $633.64            | $99.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 5.8920%  | 0.0000% | $12672.73          | $96.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 3.0000%  | 0.0000% | $13179.64          | $1946.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 4.5000%  | 0.0000% | $253.45            | $32.48             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 3.0000%  | 0.0000% | $2534.55           | $464.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-20      | 6.0000%  | 0.0000% | $12672.73          | $38.85             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.5000%  | 0.0000% | $1394.00           | $96.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 4.0000%  | 0.0000% | $2027.64           | $333.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 4.0000%  | 0.0000% | $10266.05          | $2308.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 5.0000%  | 0.0000% | $506.78            | $94.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 4.5000%  | 0.0000% | $9758.00           | $1454.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $9124.36           | $516.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-04-01      | 3.5000%  | 0.0000% | $380.18            | $28.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 3.0000%  | 0.0000% | $1140.55           | $105.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 3.0000%  | 0.0000% | $253.45            | $44.01             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.5000%  | 0.0000% | $1900.91           | $147.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-12-20      | 4.5000%  | 0.0000% | $448614.55         | $50550.75          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 3.0000%  | 0.0000% | $736182.05         | $115907.07         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-09-01      | 3.5000%  | 0.0000% | $126.73            | $9.86              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 5.5000%  | 0.0000% | $645.04            | $54.75             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-10-01      | 4.0000%  | 0.0000% | $5195.82           | $367.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $13433.09          | $2268.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $1520.73           | $141.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 4.0000%  | 0.0000% | $1013.82           | $139.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-11-01      | 3.5000%  | 0.0000% | $253.45            | $31.31             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $887.09            | $142.11            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-07-01      | 3.0000%  | 0.0000% | $3168.18           | $301.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $2914.73           | $565.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 3.5000%  | 0.0000% | $506.91            | $64.60             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $126.73            | $13.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 2.5000%  | 0.0000% | $1013.82           | $357.22            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-03-15      | 4.0000%  | 0.0000% | $6336.36           | $1760.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $1394.00           | $254.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.0000%  | 0.0000% | $506.91            | $172.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.0000%  | 0.0000% | $523991.04         | $40860.10          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-10-01      | 4.0000%  | 0.0000% | $633.64            | $44.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.0000%  | 0.0000% | $126.73            | $9.01              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-01-01      | 4.0000%  | 0.0000% | $887.09            | $57.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 2.5000%  | 0.0000% | $380.18            | $161.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $3168.18           | $1170.19           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 3.0000%  | 0.0000% | $253.45            | $73.94             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.0000%  | 0.0000% | $506.91            | $273.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.5000%  | 0.0000% | $380.18            | $172.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $2788.00           | $738.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-02-01      | 4.5000%  | 0.0000% | $15080.55          | $2804.46           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 2.0000%  | 0.0000% | $6336.36           | $2831.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.5000%  | 0.0000% | $380.18            | $36.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.5000%  | 0.0000% | $887.09            | $283.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 4.5000%  | 0.0000% | $253.45            | $19.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 5.0000%  | 0.0000% | $11658.91          | $2527.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 2.0000%  | 0.0000% | $2534.55           | $1278.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.5000%  | 0.0000% | $1394.00           | $656.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.5000%  | 0.0000% | $1013.82           | $325.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $12926.18          | $2271.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 2.0000%  | 0.0000% | $126.73            | $73.16             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $6708.69           | $1428.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 2.5000%  | 0.0000% | $253.45            | $92.21             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 3.0000%  | 0.0000% | $633.64            | $94.41             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 2.5000%  | 0.0000% | $2534.55           | $619.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.5000%  | 0.0000% | $253.45            | $119.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 3.0000%  | 0.0000% | $3801.82           | $1720.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.1100%  | 0.0000% | $17868.55          | $109.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.0000%  | 0.0000% | $126.73            | $38.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.5000%  | 0.0000% | $5956.18           | $1286.33           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $1774.18           | $675.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $2914.73           | $473.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 5.0000%  | 0.0000% | $2281.09           | $408.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $2534.55           | $766.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 3.5000%  | 0.0000% | $633.64            | $59.48             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 4.0000%  | 0.0000% | $887.09            | $93.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.0000%  | 0.0000% | $1140.55           | $302.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 2.5000%  | 0.0000% | $633.64            | $256.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 4.5000%  | 0.0000% | $19009.09          | $6874.23           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-10-01      | 2.5000%  | 0.0000% | $1647.45           | $479.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-10-01      | 2.0000%  | 0.0000% | $760.36            | $356.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-01-01      | 4.0000%  | 0.0000% | $1520.73           | $400.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 5.0000%  | 0.0000% | $2027.64           | $637.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-09-20      | 5.5000%  | 0.0000% | $633.64            | $84.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 3.0000%  | 0.0000% | $2281.09           | $1102.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 4.0000%  | 0.0000% | $4435.45           | $427.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.5000%  | 0.0000% | $12656.63          | $3341.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-02-01      | 2.5000%  | 0.0000% | $3548.36           | $1677.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 4.0000%  | 0.0000% | $12165.82          | $2908.25           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-03-01      | 2.0000%  | 0.0000% | $235.33            | $107.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-03-25      | 4.0000%  | 0.0000% | $887.09            | $0.07              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $5702.73           | $1338.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 5.0000%  | 0.0000% | $3421.64           | $1037.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 4.0000%  | 0.0000% | $2152.34           | $956.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $3477.40           | $1415.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 4.0000%  | 0.0000% | $1394.00           | $155.29            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 4.5000%  | 0.0000% | $129261.82         | $8329.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.0000%  | 0.0000% | $5322.55           | $13.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $887.09            | $129.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 2.0000%  | 0.0000% | $3801.82           | $1542.42           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $919149.36         | $68133.06          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 3.0000%  | 0.0000% | $1267.27           | $463.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 3.0000%  | 0.0000% | $126.73            | $63.20             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 2.5000%  | 0.0000% | $1013.82           | $411.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-11-01      | 3.0000%  | 0.0000% | $819925.45         | $2586.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 2.0000%  | 0.0000% | $5759.50           | $2052.00           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-10-01      | 3.0000%  | 0.0000% | $1394.00           | $44.56             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $6123.08           | $1794.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 2.5000%  | 0.0000% | $2534.55           | $1151.62           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.5000%  | 0.0000% | $38018.18          | $21769.37          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 4.0000%  | 0.0000% | $126.73            | $28.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.0000%  | 0.0000% | $1140.55           | $338.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-08-01      | 3.5000%  | 0.0000% | $633.64            | $84.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 4.5000%  | 0.0000% | $760.36            | $54.80             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 4.0000%  | 0.0000% | $55253.09          | $2988.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 4.0000%  | 0.0000% | $2154.36           | $348.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 3.0000%  | 0.0000% | $506.91            | $228.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $20276.36          | $5063.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-09-20      | 2.5000%  | 0.0000% | $1267.27           | $744.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 4.5000%  | 0.0000% | $950.45            | $26.78             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 4.0000%  | 0.0000% | $3041.45           | $442.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-05-01      | 4.0000%  | 0.0000% | $1394.00           | $113.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-05-01      | 4.0000%  | 0.0000% | $380.18            | $31.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-07-01      | 3.0000%  | 0.0000% | $1140.55           | $308.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 4.5000%  | 0.0000% | $126.73            | $13.44             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 4.0000%  | 0.0000% | $506.91            | $51.95             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 4.5000%  | 0.0000% | $126.73            | $15.95             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 3.0000%  | 0.0000% | $2281.09           | $365.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 4.0000%  | 0.0000% | $633.64            | $130.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 3.0000%  | 0.0000% | $1900.91           | $1059.36           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 4.0000%  | 0.0000% | $126.73            | $18.94             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-07-01      | 2.0000%  | 0.0000% | $126.73            | $74.30             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.0000%  | 0.0000% | $126.73            | $21.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $1140.55           | $218.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 3.5000%  | 0.0000% | $1267.27           | $138.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 5.0000%  | 0.0000% | $4012.06           | $695.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-03-01      | 4.5000%  | 0.0000% | $126.73            | $12.36             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $7983.82           | $2064.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 4.0000%  | 0.0000% | $2455.09           | $872.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $1140.55           | $163.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 3.5000%  | 0.0000% | $760.36            | $197.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 4.0000%  | 0.0000% | $126.73            | $37.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-12-01      | 4.0000%  | 0.0000% | $253.45            | $87.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-04-20      | 3.5000%  | 0.0000% | $31048.18          | $163.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-20      | 3.5000%  | 0.0000% | $20276.36          | $2028.43           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-07-15      | 6.0000%  | 0.0000% | $10138.18          | $133.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-12-01      | 2.5000%  | 0.0000% | $1267.27           | $69.59             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-07-01      | 3.0000%  | 0.0000% | $2914.73           | $1508.54           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-08-01      | 2.5000%  | 0.0000% | $506.91            | $303.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 2.5000%  | 0.0000% | $253.45            | $124.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 2.5000%  | 0.0000% | $1013.82           | $587.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-11-01      | 3.0000%  | 0.0000% | $1267.27           | $742.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $4010.66           | $957.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 2.5000%  | 0.0000% | $760.36            | $345.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 3.5000%  | 0.0000% | $253.45            | $53.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.0000%  | 0.0000% | $380.18            | $203.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 4.0000%  | 0.0000% | $4942.36           | $771.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $380.18            | $77.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.5000%  | 0.0000% | $887.09            | $250.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.5000%  | 0.0000% | $633.64            | $175.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 2.5000%  | 0.0000% | $887.09            | $523.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.5000%  | 0.0000% | $760.36            | $255.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 3.5000%  | 0.0000% | $2534.55           | $846.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 2.0000%  | 0.0000% | $1267.27           | $674.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.0000%  | 0.0000% | $1647.45           | $161.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 2.5000%  | 0.0000% | $4182.00           | $940.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-10-01      | 2.0000%  | 0.0000% | $6336.36           | $2379.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.5000%  | 0.0000% | $887.09            | $387.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 2.0000%  | 0.0000% | $1013.82           | $532.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-12-01      | 2.0000%  | 0.0000% | $253.45            | $158.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 2.0000%  | 0.0000% | $2128.26           | $871.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $760.36            | $496.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $633.64            | $183.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 4.0000%  | 0.0000% | $7223.45           | $3114.61           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.0000%  | 0.0000% | $4435.45           | $1468.35           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-07-01      | 3.0000%  | 0.0000% | $1267.27           | $549.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $2661.27           | $225.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 5.9270%  | 0.0000% | $81105.45          | $485.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 6.4530%  | 0.0000% | $12419.27          | $48.54             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.5000%  | 0.0000% | $1520.73           | $962.34            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-06-15      | 6.0000%  | 0.0000% | $817244.29         | $2826.06           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $126.73            | $80.76             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.5000%  | 0.0000% | $51947.16          | $36081.29          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 3.5000%  | 0.0000% | $8237.27           | $5679.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-06-01      | 8.0000%  | 0.0000% | $438974.66         | $36.45             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-12-01      | 7.5000%  | 0.0000% | $253385.48         | $75.55             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 8.0000%  | 0.0000% | $197334.64         | $35.31             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-09-01      | 8.0000%  | 0.0000% | $125937.00         | $39.90             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.5000%  | 0.0000% | $78570.91          | $776.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-03-01      | 8.5000%  | 0.0000% | $343.05            | $0.35              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 4.0000%  | 0.0000% | $633.64            | $106.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $1394.00           | $119.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.0000%  | 0.0000% | $1267.27           | $112.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-10-01      | 4.0000%  | 0.0000% | $887.09            | $74.16             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-11-01      | 4.0000%  | 0.0000% | $19267.11          | $1857.71           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $2027.64           | $204.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 4.0000%  | 0.0000% | $506.91            | $56.15             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $380.18            | $30.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $2534.55           | $183.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $126.73            | $12.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.0000%  | 0.0000% | $633.64            | $41.70             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 2.0000%  | 0.0000% | $1900.91           | $769.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-12-01      | 4.0000%  | 0.0000% | $506.91            | $73.87             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-08-01      | 3.5000%  | 0.0000% | $126.73            | $52.36             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.5000%  | 0.0000% | $633.64            | $408.57            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $3041.45           | $1896.71           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $253.45            | $162.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 3.5000%  | 0.0000% | $253.45            | $154.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $1900.91           | $1427.07           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 4.0000%  | 0.0000% | $506.91            | $47.30             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 4.0000%  | 0.0000% | $633.64            | $116.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-09-01      | 4.0000%  | 0.0000% | $1013.82           | $128.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.0000%  | 0.0000% | $887.09            | $140.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.5000%  | 0.0000% | $6970.00           | $1912.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 2.5000%  | 0.0000% | $380.18            | $169.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 3.5000%  | 0.0000% | $506.91            | $0.67              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 2.0000%  | 0.0000% | $253.45            | $162.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-03-01      | 3.5000%  | 0.0000% | $253.45            | $18.05             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.5000%  | 0.0000% | $1900.91           | $1374.50           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 2.5000%  | 0.0000% | $10713.52          | $3572.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 4.5000%  | 0.0000% | $87441.82          | $63281.05          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 2.5000%  | 0.0000% | $380.18            | $191.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-20      | 6.5000%  | 0.0000% | $9251.09           | $18.80             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-04-01      | 4.0000%  | 0.0000% | $2914.73           | $214.11            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $2914.73           | $1678.88           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 3.5000%  | 0.0000% | $253.45            | $148.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 2.0000%  | 0.0000% | $48520.83          | $30251.12          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.0000%  | 0.0000% | $1394.00           | $878.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.5000%  | 0.0000% | $2661.27           | $1644.99           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.0000%  | 0.0000% | $1774.18           | $1146.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.5000%  | 0.0000% | $3041.45           | $2123.39           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-12-01      | 3.0000%  | 0.0000% | $253.45            | $50.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-10-01      | 3.0000%  | 0.0000% | $380.18            | $34.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 4.0000%  | 0.0000% | $9377.82           | $1462.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-07-01      | 4.5000%  | 0.0000% | $14914.79          | $3208.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $633.64            | $416.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 3.0000%  | 0.0000% | $3801.82           | $2050.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 4.0000%  | 0.0000% | $633.64            | $192.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $1013.82           | $644.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 2.0000%  | 0.0000% | $1520.73           | $935.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $1647.45           | $1206.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 4.0000%  | 0.0000% | $506.91            | $333.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.5000%  | 0.0000% | $126.73            | $85.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 2.5000%  | 0.0000% | $1140.55           | $377.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $8110.55           | $2477.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $506.91            | $220.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $633.64            | $411.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-05-01      | 6.7250%  | 0.0000% | $42960.55          | $197.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.0860%  | 0.0000% | $22304.00          | $385.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-04-01      | 6.7000%  | 0.0000% | $11152.00          | $71.00             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-07-01      | 6.4100%  | 0.0000% | $12039.09          | $61.22             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-03-01      | 6.5000%  | 0.0000% | $6843.27           | $40.79             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.0000%  | 0.0000% | $1900.91           | $1380.23           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 3.5000%  | 0.0000% | $126.73            | $97.83             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-04-01      | 2.5000%  | 0.0000% | $1013.82           | $683.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $198736.75         | $95.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 3.0000%  | 0.0000% | $126.73            | $14.48             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 4.0000%  | 0.0000% | $9884.73           | $1314.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $5449.27           | $1115.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 3.0000%  | 0.0000% | $1520.73           | $254.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $380.18            | $33.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 6.2180%  | 0.0000% | $6463.09           | $1101.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.0000%  | 0.0000% | $253.45            | $67.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $2027.64           | $635.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $2423.03           | $1146.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $633.64            | $346.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.5000%  | 0.0000% | $1466.87           | $961.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-11-01      | 3.0000%  | 0.0000% | $1394.00           | $120.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 3.5000%  | 0.0000% | $253.45            | $26.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 3.0000%  | 0.0000% | $380.18            | $143.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $126.73            | $63.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 2.5000%  | 0.0000% | $633.64            | $331.01            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.5000%  | 0.0000% | $1140.55           | $644.99            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-20      | 6.5000%  | 0.0000% | $17108.18          | $6.32              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 4.0000%  | 0.0000% | $380.18            | $213.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.5000%  | 0.0000% | $3928.55           | $2994.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $388.29            | $259.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $1140.55           | $521.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $2154.36           | $1146.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 4.0000%  | 0.0000% | $506.91            | $308.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.0000%  | 0.0000% | $1203.91           | $897.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 4.0000%  | 0.0000% | $1140.55           | $137.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 4.0000%  | 0.0000% | $3294.91           | $339.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-02-01      | 4.0000%  | 0.0000% | $760.36            | $53.40             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-03-01      | 2.0000%  | 0.0000% | $633.64            | $297.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 3.0000%  | 0.0000% | $506.91            | $300.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.0000%  | 0.0000% | $126.73            | $90.57             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 4.0000%  | 0.0000% | $126.73            | $103.15            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $1013.82           | $709.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-05      | 0.8750%  | 0.0000% | $506.91            | $452.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-08-01      | 4.1250%  | 0.0000% | $31681.82          | $153.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.2490%  | 0.0000% | $5628.21           | $28.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 5.1220%  | 0.0000% | $10255.91          | $11.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 5.1220%  | 0.0000% | $7701.09           | $10.01             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 4.1710%  | 0.0000% | $5866.84           | $107.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.0000%  | 0.0000% | $2534.55           | $447.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 5.0970%  | 0.0000% | $4796.37           | $146.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 6.1520%  | 0.0000% | $29441.28          | $93.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.9900%  | 0.0000% | $44354.55          | $256.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 6.6250%  | 0.0000% | $31681.82          | $272.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 6.2940%  | 0.0000% | $31681.82          | $298.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.0000%  | 0.0000% | $380.18            | $25.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $1520.73           | $512.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $380.18            | $81.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 2.5000%  | 0.0000% | $760.36            | $451.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $5195.82           | $3809.55           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-03-01      | 4.0000%  | 0.0000% | $1013.82           | $152.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $253.45            | $142.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 3.0000%  | 0.0000% | $126.73            | $72.43             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $506.91            | $36.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.0000%  | 0.0000% | $760.36            | $92.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $1267.27           | $188.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 4.0000%  | 0.0000% | $1267.27           | $550.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 3.5000%  | 0.0000% | $1267.27           | $695.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 3.5000%  | 0.0000% | $506.91            | $291.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 4.5000%  | 0.0000% | $760.36            | $404.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.0000%  | 0.0000% | $887.09            | $726.33            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.0000%  | 0.0000% | $1647.45           | $1107.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 4.5000%  | 0.0000% | $253.45            | $96.68             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-15      | 6.5000%  | 0.0000% | $443545.45         | $3486.21           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.5000%  | 0.0000% | $253.45            | $22.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-06-01      | 6.0000%  | 0.0000% | $44354.55          | $25.97             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 7.5000%  | 0.0000% | $365989.63         | $83.83             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-10-01      | 7.5000%  | 0.0000% | $114453.61         | $49.22             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-03-01      | 8.0000%  | 0.0000% | $90203.71          | $45.36             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-03-01      | 7.5000%  | 0.0000% | $163432.94         | $96.09             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.5000%  | 0.0000% | $219238.18         | $2077.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-04-01      | 6.5000%  | 0.0000% | $5069.09           | $10.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 7.5000%  | 0.0000% | $200780.61         | $39.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 8.0000%  | 0.0000% | $105766.46         | $174.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $100183.87         | $81.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.0000%  | 0.0000% | $1520.73           | $296.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.5000%  | 0.0000% | $3801.82           | $783.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $126.73            | $13.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 2.0000%  | 0.0000% | $6970.00           | $2391.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $19262.55          | $1364.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.0000%  | 0.0000% | $5449.27           | $1296.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 2.5000%  | 0.0000% | $253.45            | $154.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $760.36            | $586.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $887.09            | $205.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 4.0000%  | 0.0000% | $6589.82           | $2150.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $11405.45          | $6.10              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $9124.36           | $905.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 3.5000%  | 0.0000% | $126.73            | $10.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $126.73            | $90.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.0000%  | 0.0000% | $2534.55           | $1968.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.0000%  | 0.0000% | $506.91            | $368.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 5.0000%  | 0.0000% | $1267.27           | $810.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-11-01      | 6.2660%  | 0.0000% | $62987.26          | $417.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 6.6620%  | 0.0000% | $7223.45           | $47.09             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.2360%  | 0.0000% | $18375.45          | $242.30            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-03-01      | 6.4990%  | 0.0000% | $443270.96         | $186.14            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $332.91            | $251.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 4.1790%  | 0.0000% | $10255.78          | $10.10             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.1470%  | 0.0000% | $17034.68          | $31.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5080%  | 0.0000% | $4308.73           | $43.45             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.9660%  | 0.0000% | $23191.09          | $206.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 6.1650%  | 0.0000% | $15840.91          | $19.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.8960%  | 0.0000% | $9504.55           | $95.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.2480%  | 0.0000% | $31681.82          | $73.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 6.1600%  | 0.0000% | $63363.64          | $915.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.0320%  | 0.0000% | $9504.55           | $106.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.3050%  | 0.0000% | $16347.82          | $156.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 6.4060%  | 0.0000% | $16474.55          | $158.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 5.7800%  | 0.0000% | $1013.82           | $19.22             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-09-01      | 6.5000%  | 0.0000% | $51958.18          | $35.24             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-06-01      | 6.5000%  | 0.0000% | $57027.27          | $30.32             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-08-01      | 6.5000%  | 0.0000% | $12672.73          | $5.82              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 4.0000%  | 0.0000% | $380.18            | $40.28             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-10-01      | 4.0000%  | 0.0000% | $1774.18           | $213.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 6.5000%  | 0.0000% | $11405.45          | $9.92              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 3.0000%  | 0.0000% | $380.18            | $39.22             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-09-01      | 3.0000%  | 0.0000% | $2154.36           | $259.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-02-01      | 4.5000%  | 0.0000% | $253.45            | $189.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.0000%  | 0.0000% | $126.73            | $85.11             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 3.0000%  | 0.0000% | $253.45            | $185.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 5.0000%  | 0.0000% | $12672.73          | $10090.37          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $126.73            | $85.30             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 4.0000%  | 0.0000% | $253.45            | $112.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $253.45            | $192.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $93778.18          | $58.04             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-03-01      | 3.5000%  | 0.0000% | $1013.82           | $120.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $253.45            | $190.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-10-01      | 6.6950%  | 0.0000% | $31681.82          | $416.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 6.3590%  | 0.0000% | $7603.64           | $240.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 2.0000%  | 0.0000% | $3801.82           | $2144.77           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.0000%  | 0.0000% | $760.36            | $625.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $126.73            | $17.28             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $253.45            | $62.68             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.0000%  | 0.0000% | $633.64            | $72.24             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 3.0000%  | 0.0000% | $633.64            | $337.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.5000%  | 0.0000% | $126.73            | $69.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.0000%  | 0.0000% | $126.73            | $94.83             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $10392.40          | $1475.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $760.36            | $502.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $633.64            | $499.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 4.5000%  | 0.0000% | $887.09            | $9.24              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.0000%  | 0.0000% | $506.91            | $104.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-04-01      | 3.0000%  | 0.0000% | $1647.45           | $759.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 3.5000%  | 0.0000% | $273763.73         | $198433.64         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-10-15      | 6.5000%  | 0.0000% | $13940.00          | $390.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 5.9650%  | 0.0000% | $25345.45          | $512.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.5000%  | 0.0000% | $3675.09           | $2866.48           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $126.73            | $91.83             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.5000%  | 0.0000% | $119462.25         | $86168.82          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 4.5000%  | 0.0000% | $506.91            | $418.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $253.45            | $178.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.5000%  | 0.0000% | $253.45            | $168.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 3.5000%  | 0.0000% | $633.64            | $484.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 3.5000%  | 0.0000% | $1394.00           | $1105.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 5.0000%  | 0.0000% | $380.18            | $297.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-04-01      | 5.0000%  | 0.0000% | $348.12            | $266.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 4.5000%  | 0.0000% | $126.73            | $100.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-02-01      | 5.0000%  | 0.0000% | $1140.55           | $913.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-07-01      | 4.5000%  | 0.0000% | $1013.82           | $864.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 4.0000%  | 0.0000% | $126.73            | $82.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.5000%  | 0.0000% | $253.45            | $180.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.0000%  | 0.0000% | $633.64            | $461.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $253.45            | $188.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 4.0000%  | 0.0000% | $380.18            | $295.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $3421.89           | $1086.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $1647.45           | $279.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-04-01      | 2.5000%  | 0.0000% | $253.45            | $140.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 6.0000%  | 0.0000% | $62476.55          | $6569.20           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-08-20      | 6.0000%  | 0.0000% | $34683.86          | $4977.34           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 6.0000%  | 0.0000% | $25345.45          | $4003.57           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.5000%  | 0.0000% | $11025.27          | $8398.35           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 6.0000%  | 0.0000% | $9251.22           | $4609.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-15      | 6.0000%  | 0.0000% | $3168.18           | $58.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.5000%  | 0.0000% | $8628.86           | $2627.74           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-11-20      | 3.0000%  | 0.0000% | $13179.64          | $2160.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.5000%  | 0.0000% | $506.91            | $121.14            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 4.0000%  | 0.0000% | $2027.64           | $193.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $2914.73           | $457.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 5.0000%  | 0.0000% | $5069.09           | $383.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 5.5000%  | 0.0000% | $3548.36           | $1971.61           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-11-01      | 5.5000%  | 0.0000% | $6082.91           | $3132.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $126.73            | $91.76             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $4517.07           | $3323.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-07-01      | 5.5000%  | 0.0000% | $1520.73           | $1281.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $5493.50           | $3674.70           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.0000%  | 0.0000% | $506.91            | $374.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 3.0000%  | 0.0000% | $253.45            | $194.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 5.5000%  | 0.0000% | $1013.82           | $804.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $126.73            | $95.27             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.5000%  | 0.0000% | $253.45            | $157.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $2027.64           | $1537.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 5.5000%  | 0.0000% | $1520.73           | $1197.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-15      | 0.0000%  | 0.0000% | $5992299.09        | $5137395.76        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $112879.40         | $16.23             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $74783.92          | $37.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $55744.16          | $10.02             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $362506.66         | $264.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-10-01      | 4.5000%  | 0.0000% | $253.45            | $18.79             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 2.0000%  | 0.0000% | $506.91            | $277.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $3421.64           | $2612.82           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $126.73            | $101.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $380.18            | $279.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.5000%  | 0.0000% | $126.73            | $95.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.0000%  | 0.0000% | $126.73            | $86.40             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 6.0000%  | 0.0000% | $633.64            | $3.95              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 2.0000%  | 0.0000% | $6716.55           | $2517.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.0000%  | 0.0000% | $126.73            | $69.42             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 3.5000%  | 0.0000% | $126.73            | $76.85             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.0000%  | 0.0000% | $506.91            | $264.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 4.0000%  | 0.0000% | $2281.09           | $1913.35           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 5.5000%  | 0.0000% | $380.18            | $203.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.5000%  | 0.0000% | $760.36            | $32.02             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 5.5000%  | 0.0000% | $2534.55           | $212.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 6.0000%  | 0.0000% | $12672.73          | $12.74             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $5449.27           | $3974.69           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.5000%  | 0.0000% | $506.91            | $389.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.0000%  | 0.0000% | $1013.82           | $841.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.0000%  | 0.0000% | $126.73            | $91.74             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.5000%  | 0.0000% | $380.18            | $287.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 3.5000%  | 0.0000% | $4055.27           | $3143.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $633.64            | $416.97            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 6.5000%  | 0.0000% | $240957.08         | $253559.23         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-11-01      | 5.8750%  | 0.0000% | $63363.64          | $37.24             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-02-01      | 6.0000%  | 0.0000% | $760.36            | $350.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 3.0000%  | 0.0000% | $1394.00           | $833.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 6.0000%  | 0.0000% | $126.73            | $87.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 4.0000%  | 0.0000% | $2788.00           | $2316.24           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-07-01      | 3.5000%  | 0.0000% | $126.73            | $85.74             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.5000%  | 0.0000% | $3421.64           | $1662.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-04-01      | 5.5000%  | 0.0000% | $3168.18           | $1867.17           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 6.0000%  | 0.0000% | $380.18            | $255.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-01-01      | 4.5000%  | 0.0000% | $190090.91         | $6.82              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-09-01      | 3.0000%  | 0.0000% | $17108.18          | $260.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.5000%  | 0.0000% | $3294.91           | $2467.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.0000%  | 0.0000% | $253.45            | $223.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 2.0000%  | 0.0000% | $3801.82           | $1902.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 3.5000%  | 0.0000% | $1013.82           | $672.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 2.5000%  | 0.0000% | $253.45            | $176.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $126.73            | $101.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $506.91            | $425.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 3.0000%  | 0.0000% | $1013.82           | $734.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 6.0000%  | 0.0000% | $506.91            | $278.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 5.5000%  | 0.0000% | $2027.64           | $1148.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 4.5000%  | 0.0000% | $2788.00           | $1719.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.0000%  | 0.0000% | $1900.91           | $1615.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.0000%  | 0.0000% | $126.73            | $106.65            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.0000%  | 0.0000% | $380.18            | $252.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $1140.55           | $871.37            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 4.5000%  | 0.0000% | $126.73            | $107.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 5.5000%  | 0.0000% | $254.09            | $186.18            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-20      | 6.0000%  | 0.0000% | $19642.73          | $20.11             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-08-01      | 4.0000%  | 0.0000% | $262.45            | $19.20             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-09-01      | 2.0000%  | 0.0000% | $126.73            | $67.13             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 6.0000%  | 0.0000% | $3675.09           | $2534.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.5000%  | 0.0000% | $253.45            | $195.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 2.5000%  | 0.0000% | $2407.82           | $1864.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 5.5000%  | 0.0000% | $2914.73           | $1542.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 4.5000%  | 0.0000% | $126.73            | $5.59              | Agency Mortgage-Backed Securities   |
| U.S. Treasury Notes        | 2041-11-15      | 0.0000%  | 0.0000% | $7603.64           | $3664.74           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-08-15      | 0.0000%  | 0.0000% | $5069.09           | $4337.06           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-02-15      | 0.0000%  | 0.0000% | $1520.73           | $1224.18           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-11-15      | 0.0000%  | 0.0000% | $31308.48          | $29506.24          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2033-05-15      | 0.0000%  | 0.0000% | $253.45            | $192.78            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-05-15      | 2.8750%  | 0.0000% | $1230635.87        | $1186488.86        | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-05-31      | 0.0000%  | 0.0000% | $137.72            | $123.05            | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Davis Series, Inc.

**Date:** 2026-03-03

**By:** Doug Haines

**Name of Signing Officer:** Doug Haines

**Title of Signing Officer:** Treasurer