# EDGAR Filing Document

**Accession Number:** 0000203002
**File Stem:** 0000203002-25-000011
**Filing Date:** 2025-9
**Character Count:** 153436
**Document Hash:** b73871a2af1396dad8284e897e4a2616
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000203002-25-000011.hdr.sgml**: 20250905

**ACCESSION NUMBER**: 0000203002-25-000011

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20250905

**DATE AS OF CHANGE**: 20250905

**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:** 251295763

**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):** 2025-08-29

**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:** 22 days

- **WAL:** 31 days

- **Total Value of Portfolio Securities:** $92294784.28

- **Amortized Cost of Portfolio Securities:** $92292381.47

- **Cash:** $632.96

- **Total Other Assets:** $103708.62

- **Total Liabilities:** $361447.39

- **Net Assets of Series:** $92035275.66

- **Number of Shares Outstanding (Series):** 92035282.6110

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $65391665.28              | $68391412.56               | 70.3300%                  | 73.5500%                   |
| 2025-08-04 | $66493097.84              | $69492907.73               | 71.6000%                  | 74.8300%                   |
| 2025-08-05 | $66622738.07              | $69622609.85               | 71.6400%                  | 74.8600%                   |
| 2025-08-06 | $66456544.39              | $69456481.90               | 71.5900%                  | 74.8200%                   |
| 2025-08-07 | $69470847.92              | $69470847.92               | 74.8200%                  | 74.8200%                   |
| 2025-08-08 | $69516358.01              | $69516358.01               | 74.8600%                  | 74.8600%                   |
| 2025-08-11 | $69548241.67              | $69548241.67               | 74.8800%                  | 74.8800%                   |
| 2025-08-12 | $70128572.81              | $75128624.76               | 75.0300%                  | 80.3800%                   |
| 2025-08-13 | $69066906.31              | $74066949.41               | 74.7400%                  | 80.1500%                   |
| 2025-08-14 | $69076782.54              | $74076816.84               | 74.7500%                  | 80.1600%                   |
| 2025-08-15 | $68091855.62              | $73091864.12               | 74.4500%                  | 79.9200%                   |
| 2025-08-18 | $73120467.33              | $73296347.65               | 79.9400%                  | 80.1300%                   |
| 2025-08-19 | $73190375.73              | $73366274.76               | 79.9800%                  | 80.1700%                   |
| 2025-08-20 | $70332926.32              | $70508847.00               | 76.8700%                  | 77.0600%                   |
| 2025-08-21 | $70288866.25              | $71129763.07               | 75.2300%                  | 76.1300%                   |
| 2025-08-22 | $68401718.54              | $69066697.03               | 74.8400%                  | 75.5700%                   |
| 2025-08-25 | $68408564.58              | $70572450.72               | 74.8500%                  | 77.2200%                   |
| 2025-08-26 | $70165119.94              | $72329196.91               | 75.2900%                  | 77.6100%                   |
| 2025-08-27 | $70700859.67              | $72200089.63               | 76.0100%                  | 77.6200%                   |
| 2025-08-28 | $70056608.49              | $71555987.66               | 75.8500%                  | 77.4700%                   |
| 2025-08-29 | $71567632.96              | $71567632.96               | 77.4500%                  | 77.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3200%             |
| 2025-08-04 | 4.3200%             |
| 2025-08-05 | 4.3100%             |
| 2025-08-06 | 4.3100%             |
| 2025-08-07 | 4.3100%             |
| 2025-08-08 | 4.3900%             |
| 2025-08-11 | 4.3900%             |
| 2025-08-12 | 4.4000%             |
| 2025-08-13 | 4.4000%             |
| 2025-08-14 | 4.4000%             |
| 2025-08-15 | 4.4000%             |
| 2025-08-18 | 4.4000%             |
| 2025-08-19 | 4.4000%             |
| 2025-08-20 | 4.3900%             |
| 2025-08-21 | 4.3900%             |
| 2025-08-22 | 4.3800%             |
| 2025-08-25 | 4.3700%             |
| 2025-08-26 | 4.3800%             |
| 2025-08-27 | 4.3800%             |
| 2025-08-28 | 4.3800%             |
| 2025-08-29 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0000                      |
|  |  |
| 2025-08-04 | 1.0000                      |
|  |  |
| 2025-08-05 | 1.0000                      |
|  |  |
| 2025-08-06 | 1.0000                      |
|  |  |
| 2025-08-07 | 1.0000                      |
|  |  |
| 2025-08-08 | 1.0000                      |
|  |  |
| 2025-08-11 | 1.0000                      |
|  |  |
| 2025-08-12 | 1.0000                      |
|  |  |
| 2025-08-13 | 1.0000                      |
|  |  |
| 2025-08-14 | 1.0000                      |
|  |  |
| 2025-08-15 | 1.0000                      |
|  |  |
| 2025-08-18 | 1.0000                      |
|  |  |
| 2025-08-19 | 1.0000                      |
|  |  |
| 2025-08-20 | 1.0000                      |
|  |  |
| 2025-08-21 | 1.0000                      |
|  |  |
| 2025-08-22 | 1.0000                      |
|  |  |
| 2025-08-25 | 1.0000                      |
|  |  |
| 2025-08-26 | 1.0000                      |
|  |  |
| 2025-08-27 | 1.0000                      |
|  |  |
| 2025-08-28 | 1.0000                      |
|  |  |
| 2025-08-29 | 1.0000                      |
|  |  |

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

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $996019.59

- **Number of Shares Outstanding:** 996019.5900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-04 | $0.00                     | $0.02                   |
| 2025-08-07 | $2000.00                  | $0.00                   |
| 2025-08-11 | $0.00                     | $74.73                  |
| 2025-08-19 | $1.50                     | $0.00                   |
| 2025-08-27 | $0.00                     | $15105.16               |
| 2025-08-29 | $3206.92                  | $274.57                 |

**Total Gross Subscriptions (Month):** $5208.42

**Total Gross Redemptions (Month):** $15454.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7100%           |
| 2025-08-04 | 3.7100%           |
| 2025-08-05 | 3.7100%           |
| 2025-08-06 | 3.7000%           |
| 2025-08-07 | 3.7000%           |
| 2025-08-08 | 3.7600%           |
| 2025-08-11 | 3.7600%           |
| 2025-08-12 | 3.7700%           |
| 2025-08-13 | 3.7700%           |
| 2025-08-14 | 3.7700%           |
| 2025-08-15 | 3.7700%           |
| 2025-08-18 | 3.7700%           |
| 2025-08-19 | 3.7600%           |
| 2025-08-20 | 3.7600%           |
| 2025-08-21 | 3.7600%           |
| 2025-08-22 | 3.7500%           |
| 2025-08-25 | 3.7400%           |
| 2025-08-26 | 3.7500%           |
| 2025-08-27 | 3.7500%           |
| 2025-08-28 | 3.7500%           |
| 2025-08-29 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 12.3300%         | 12.3300%             |
| Broker-dealer   |  | 33.8500%         | 0.0000%              |
| Broker-dealer   |  | 5.3100%          | 0.0000%              |
| Retail investor |  | 5.7000%          | 5.7000%              |
| Broker-dealer   |  | 7.0600%          | 0.0000%              |

### Class: Class Y

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3417175.81

- **Number of Shares Outstanding:** 3417175.8060

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-04 | $0.00                     | $12550.00               |
| 2025-08-05 | $164.45                   | $0.00                   |
| 2025-08-11 | $0.00                     | $0.65                   |
| 2025-08-12 | $2203.29                  | $0.00                   |
| 2025-08-13 | $0.00                     | $1976.21                |
| 2025-08-15 | $1702.50                  | $0.00                   |
| 2025-08-18 | $15000.00                 | $0.00                   |
| 2025-08-19 | $4.75                     | $0.00                   |
| 2025-08-20 | $164.45                   | $0.00                   |
| 2025-08-21 | $0.00                     | $1287.79                |
| 2025-08-25 | $50116.05                 | $0.00                   |
| 2025-08-26 | $0.00                     | $90302.14               |
| 2025-08-29 | $12649.31                 | $0.00                   |

**Total Gross Subscriptions (Month):** $82004.80

**Total Gross Redemptions (Month):** $106116.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7100%           |
| 2025-08-04 | 3.7100%           |
| 2025-08-05 | 3.7100%           |
| 2025-08-06 | 3.7000%           |
| 2025-08-07 | 3.7000%           |
| 2025-08-08 | 3.7600%           |
| 2025-08-11 | 3.7600%           |
| 2025-08-12 | 3.7700%           |
| 2025-08-13 | 3.7700%           |
| 2025-08-14 | 3.7700%           |
| 2025-08-15 | 3.7700%           |
| 2025-08-18 | 3.7700%           |
| 2025-08-19 | 3.7600%           |
| 2025-08-20 | 3.7600%           |
| 2025-08-21 | 3.7600%           |
| 2025-08-22 | 3.7500%           |
| 2025-08-25 | 3.7400%           |
| 2025-08-26 | 3.7500%           |
| 2025-08-27 | 3.7500%           |
| 2025-08-28 | 3.7500%           |
| 2025-08-29 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 5.9300%          | 0.0000%              |
| Retail investor |  | 15.5700%         | 0.0000%              |
| Retail investor |  | 77.9600%         | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $87622080.26

- **Number of Shares Outstanding:** 87622087.2150

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0000          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 1.0000          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0000          |
|  |  |
| 2025-08-19 | 1.0000          |
|  |  |
| 2025-08-20 | 1.0000          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0000          |
|  |  |
| 2025-08-25 | 1.0000          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 1.0000          |
|  |  |
| 2025-08-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $68801.58                 | $191809.07              |
| 2025-08-04 | $159577.25                | $31768.95               |
| 2025-08-05 | $1433.09                  | $175498.28              |
| 2025-08-06 | $8485.34                  | $119.85                 |
| 2025-08-07 | $4887.40                  | $26700.95               |
| 2025-08-08 | $7164.88                  | $5086.48                |
| 2025-08-11 | $713584.05                | $133197.32              |
| 2025-08-12 | $5378.62                  | $1061090.82             |
| 2025-08-13 | $490.00                   | $4526.57                |
| 2025-08-14 | $300.96                   | $993536.19              |
| 2025-08-15 | $12925.10                 | $8064.74                |
| 2025-08-18 | $19150.47                 | $4346.75                |
| 2025-08-19 | $9758.06                  | $33102.98               |
| 2025-08-20 | $6378.80                  | $54704.08               |
| 2025-08-21 | $564.15                   | $97357.84               |
| 2025-08-22 | $5441.44                  | $18844.81               |
| 2025-08-25 | $1769698.89               | $19560.06               |
| 2025-08-26 | $246.52                   | $100000.05              |
| 2025-08-27 | $52554.01                 | $701690.44              |
| 2025-08-28 | $3893.77                  | $3707.49                |
| 2025-08-29 | $7620543.72               | $554264.76              |

**Total Gross Subscriptions (Month):** $10471258.10

**Total Gross Redemptions (Month):** $4218978.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7100%           |
| 2025-08-04 | 3.7100%           |
| 2025-08-05 | 3.7100%           |
| 2025-08-06 | 3.7000%           |
| 2025-08-07 | 3.7000%           |
| 2025-08-08 | 3.7600%           |
| 2025-08-11 | 3.7600%           |
| 2025-08-12 | 3.7700%           |
| 2025-08-13 | 3.7700%           |
| 2025-08-14 | 3.7700%           |
| 2025-08-15 | 3.7700%           |
| 2025-08-18 | 3.7700%           |
| 2025-08-19 | 3.7600%           |
| 2025-08-20 | 3.7600%           |
| 2025-08-21 | 3.7600%           |
| 2025-08-22 | 3.7500%           |
| 2025-08-25 | 3.7400%           |
| 2025-08-26 | 3.7500%           |
| 2025-08-27 | 3.7500%           |
| 2025-08-28 | 3.7500%           |
| 2025-08-29 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor           |  | 13.1500%         | 0.0000%              |
| Non-financial corporation |  | 13.2700%         | 13.2700%             |
| Other                     | Partnership      | 26.2300%         | 26.2300%             |
| Non-financial corporation |  | 1.8400%          | 1.8400%              |
| Other                     | Partnership      | 5.7000%          | 5.7000%              |
| Other                     | Partnership      | 0.0500%          | 0.0500%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AKJW7, C.4 - ISIN: US3130AKJW79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1988715.25
- **C.18.a - Value (excl. sponsor support):** $1988715.25
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan 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):** $1969408.40
- **C.18.a - Value (excl. sponsor support):** $1969408.40
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? No, C.23 Categorized at Level 3? No

### Security 3: 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):** $2867328.72
- **C.18.a - Value (excl. sponsor support):** $2867328.72
- **C.19 - Percentage of Net Assets:** 3.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130APBW4, C.4 - ISIN: US3130APBW49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249070.26
- **C.18.a - Value (excl. sponsor support):** $249070.26
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3JT1, C.4 - ISIN: US3130B3JT18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5000696.40
- **C.18.a - Value (excl. sponsor support):** $5000696.40
- **C.19 - Percentage of Net Assets:** 5.4300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QK7, C.4 - ISIN: US3130B5QK73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4999907.65
- **C.18.a - Value (excl. sponsor support):** $4999907.65
- **C.19 - Percentage of Net Assets:** 5.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **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 Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R67, C.4 - ISIN: US3130B5R677, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000002.38
- **C.18.a - Value (excl. sponsor support):** $1000002.38
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **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 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 2.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EFSS7, C.4 - ISIN: US3133EFSS74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $995497.74
- **C.18.a - Value (excl. sponsor support):** $995497.74
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 9: Freddie Mac

- **C.1 - Title:** Freddie Mac 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWD52, C.4 - ISIN: US3134GWD525, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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

### Security 10: Fannie Mae

- **C.1 - Title:** Fannie Mae 0.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135GA3X7, C.4 - ISIN: US3135GA3X77, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $263934.71
- **C.18.a - Value (excl. sponsor support):** $263934.71
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **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 11: Fannie Mae

- **C.1 - Title:** Fannie Mae 0.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135GA4V0, C.4 - ISIN: US3135GA4V03, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $495863.98
- **C.18.a - Value (excl. sponsor support):** $495863.98
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **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 12: Fannie Mae

- **C.1 - Title:** Fannie Mae 0.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136G43L5, C.4 - ISIN: US3136G43L58, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $897358.79
- **C.18.a - Value (excl. sponsor support):** $897358.79
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 13: StoneX Financial Inc. Joint Repurchase Agreement

- **C.1 - Title:** StoneX Financial Inc. Joint Repurchase Agreement 4.330000%
- **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: ARP1AL3C5, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48864000.00
- **C.18.a - Value (excl. sponsor support):** $48864000.00
- **C.19 - Percentage of Net Assets:** 53.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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 | 2028-03-15      | 3.8750%  | 0.0000% | $18235.21          | $18657.02          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2039-09-15      | 5.2500%  | 0.0000% | $113652.00         | $121318.59         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2034-08-01      | 4.3750%  | 0.0000% | $141428.89         | $141803.51         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2030-09-15      | 0.0000%  | 0.0000% | $258049.42         | $211715.61         | Agency Debentures and Agency Strips |
| RFCO Strip                 | 2030-01-15      | 0.0000%  | 0.0000% | $43338095.45       | $36514599.00       | Agency Debentures and Agency Strips |
| RFCO Strip                 | 2026-04-15      | 0.0000%  | 0.0000% | $436372.80         | $425446.90         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2033-07-15      | 4.7000%  | 0.0000% | $77393.62          | $79811.28          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2056-04-01      | 5.3750%  | 0.0000% | $105594.58         | $106455.52         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2060-09-15      | 4.6250%  | 0.0000% | $10601.87          | $9240.69           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2042-12-15      | 3.5000%  | 0.0000% | $6997.23           | $5747.29           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2035-05-15      | 4.8750%  | 0.0000% | $82482.52          | $85149.75          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2030-08-01      | 3.8750%  | 0.0000% | $84814.93          | $85216.48          | Agency Debentures and Agency Strips |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $1682940.20        | $1261000.16        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $212.04            | $164.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-03-01      | 5.0000%  | 0.0000% | $636.11            | $467.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 5.5000%  | 0.0000% | $848.15            | $584.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-09-20      | 6.0000%  | 0.0000% | $4240.75           | $725.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 6.0000%  | 0.0000% | $14630.57          | $1211.43           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-20      | 3.5000%  | 0.0000% | $41347.28          | $5178.50           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-06-01      | 6.3230%  | 0.0000% | $106018.66         | $1731.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 5.1260%  | 0.0000% | $286250.38         | $948.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 6.3030%  | 0.0000% | $61490.82          | $3136.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.7800%  | 0.0000% | $106018.66         | $395.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.4920%  | 0.0000% | $20143.55          | $407.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.1430%  | 0.0000% | $106018.66         | $49.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 6.2490%  | 0.0000% | $26504.66          | $207.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 6.5440%  | 0.0000% | $931131.99         | $4060.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.7500%  | 0.0000% | $636111.95         | $3203.49           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.1990%  | 0.0000% | $525640.51         | $2077.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 6.5860%  | 0.0000% | $53009.33          | $666.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 6.5550%  | 0.0000% | $33925.97          | $382.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 6.7340%  | 0.0000% | $31805.60          | $112.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 6.4540%  | 0.0000% | $43467.65          | $583.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.7300%  | 0.0000% | $106018.66         | $3082.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5220%  | 0.0000% | $21203.73          | $302.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 7.2230%  | 0.0000% | $106018.66         | $985.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.8170%  | 0.0000% | $424074.64         | $988.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.7760%  | 0.0000% | $10601.87          | $143.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.0000%  | 0.0000% | $848.15            | $478.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-10-15      | 3.0000%  | 0.0000% | $445278.37         | $2611.18           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-15      | 4.5000%  | 0.0000% | $15902.80          | $98.32             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-06-01      | 4.0000%  | 0.0000% | $6573.16           | $881.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-02-01      | 2.0000%  | 0.0000% | $5725.01           | $4073.80           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-09-01      | 5.0000%  | 0.0000% | $212.04            | $152.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-04-01      | 6.0000%  | 0.0000% | $5300.93           | $2855.66           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 3.5000%  | 0.0000% | $212.04            | $166.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $2120.37           | $1531.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $1908.34           | $1053.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 5.5000%  | 0.0000% | $424.07            | $403.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-02-01      | 6.5000%  | 0.0000% | $212.04            | $137.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 4.0000%  | 0.0000% | $424.07            | $384.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.0000%  | 0.0000% | $636.11            | $385.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.5000%  | 0.0000% | $150546.50         | $5098.28           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 6.5000%  | 0.0000% | $636.11            | $515.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 2.0000%  | 0.0000% | $424.07            | $203.52            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 4.5000%  | 0.0000% | $848.15            | $719.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $1272.22           | $984.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 3.0000%  | 0.0000% | $636.11            | $527.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.5000%  | 0.0000% | $848.15            | $69.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 3.5000%  | 0.0000% | $212.04            | $175.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.0000%  | 0.0000% | $424.07            | $385.44            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 3.0000%  | 0.0000% | $9546.98           | $6708.63           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-09-01      | 6.0000%  | 0.0000% | $1908.34           | $1525.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.9820%  | 0.0000% | $636111.95         | $1973.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $3816.67           | $2500.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $212.04            | $165.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 5.0000%  | 0.0000% | $636.11            | $464.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 6.0000%  | 0.0000% | $2756.49           | $696.89            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-09-20      | 6.0000%  | 0.0000% | $337.99            | $267.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 6.1280%  | 0.0000% | $84814.93          | $677.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-03-20      | 5.5000%  | 0.0000% | $31805.60          | $416.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-09-15      | 6.7500%  | 0.0000% | $424.07            | $484.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-15      | 4.5000%  | 0.0000% | $85091.42          | $2471.61           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 3.5000%  | 0.0000% | $22687.99          | $1814.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 2.5000%  | 0.0000% | $170902.08         | $2795.69           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-15      | 5.5000%  | 0.0000% | $318055.98         | $3950.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-01-15      | 4.0000%  | 0.0000% | $27687.83          | $2350.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-20      | 7.0000%  | 0.0000% | $21203.73          | $11.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-06-20      | 4.0000%  | 0.0000% | $5300.93           | $305.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-10-20      | 3.0000%  | 0.0000% | $6361.12           | $872.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-05-20      | 6.0000%  | 0.0000% | $5300.93           | $67.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-20      | 5.0000%  | 0.0000% | $13146.31          | $416.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $2544.45           | $64.34             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $22611.66          | $575.30            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-11-15      | 5.0000%  | 0.0000% | $10601.87          | $175.08            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-15      | 5.5000%  | 0.0000% | $6361.12           | $165.23            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-15      | 5.5000%  | 0.0000% | $362929.86         | $2121.28           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-20      | 6.0000%  | 0.0000% | $54599.61          | $104.73            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-15      | 5.5000%  | 0.0000% | $100213.93         | $2456.92           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 4.0000%  | 0.0000% | $1908.34           | $203.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-11-01      | 3.5000%  | 0.0000% | $636.11            | $48.63             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 3.5000%  | 0.0000% | $1272.22           | $115.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $81634.37          | $4124.28           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-08-20      | 4.5000%  | 0.0000% | $27988.93          | $2089.39           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-15      | 5.5000%  | 0.0000% | $12722.24          | $186.17            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-20      | 6.5000%  | 0.0000% | $6149.08           | $136.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-04-20      | 5.5000%  | 0.0000% | $8481.49           | $101.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-04-20      | 6.0000%  | 0.0000% | $5300.93           | $72.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-02-20      | 5.5000%  | 0.0000% | $9329.64           | $105.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-06-15      | 4.5000%  | 0.0000% | $5300.93           | $147.97            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 5.5000%  | 0.0000% | $212.04            | $8.53              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 5.0000%  | 0.0000% | $92872.35          | $3232.46           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-15      | 5.5000%  | 0.0000% | $181625.44         | $2721.22           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-06-01      | 3.0000%  | 0.0000% | $1696.30           | $256.34            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-11-20      | 5.5000%  | 0.0000% | $23552.47          | $283.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-20      | 4.5000%  | 0.0000% | $9329.64           | $358.71            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-15      | 4.5000%  | 0.0000% | $10601.87          | $120.34            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 7.5000%  | 0.0000% | $2597457.15        | $2286.51           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-07-15      | 5.5000%  | 0.0000% | $146975.79         | $2427.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 4.0000%  | 0.0000% | $2332.41           | $2122.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $212.04            | $199.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-07-15      | 0.0000%  | 0.0000% | $25020.40          | $19562.15          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 3.0000%  | 0.0000% | $6573.16           | $4584.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 6.0000%  | 0.0000% | $424.07            | $344.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 5.5000%  | 0.0000% | $2120.37           | $2032.97           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-05-09      | 4.6000%  | 0.0000% | $5059422.45        | $5076170.55        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 4.0000%  | 0.0000% | $2332.41           | $676.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 5.5000%  | 0.0000% | $1272.22           | $954.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-04-01      | 4.0000%  | 0.0000% | $3816.67           | $3319.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 4.5000%  | 0.0000% | $424.07            | $368.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-02-01      | 3.5000%  | 0.0000% | $212.04            | $186.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $4452.78           | $3732.23           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2025-09-15      | 0.0000%  | 0.0000% | $331414.33         | $330771.72         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $636.11            | $454.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.5000%  | 0.0000% | $424.07            | $374.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $636.11            | $468.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 4.5000%  | 0.0000% | $2332.41           | $2113.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-06-01      | 6.0000%  | 0.0000% | $424.07            | $356.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $424.07            | $283.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-07-20      | 6.0000%  | 0.0000% | $302.15            | $312.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 6.8480%  | 0.0000% | $22263.92          | $106.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-01-01      | 6.7480%  | 0.0000% | $64671.38          | $390.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 7.4570%  | 0.0000% | $11198.33          | $21.47             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 7.0200%  | 0.0000% | $41270.10          | $355.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.5000%  | 0.0000% | $120253.57         | $826.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 3.0000%  | 0.0000% | $7209.27           | $1389.22           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.7450%  | 0.0000% | $26504.66          | $166.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-09-01      | 7.2880%  | 0.0000% | $29685.22          | $142.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-11-01      | 4.0000%  | 0.0000% | $12086.13          | $1171.90           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-04-01      | 4.0000%  | 0.0000% | $3180.56           | $227.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-06-01      | 3.5000%  | 0.0000% | $8057.42           | $876.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.2360%  | 0.0000% | $47708.40          | $552.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 6.8550%  | 0.0000% | $11662.05          | $254.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 7.4770%  | 0.0000% | $297488.36         | $1694.68           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 6.7870%  | 0.0000% | $42407.46          | $331.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-08-01      | 6.0000%  | 0.0000% | $71700.00          | $543.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 7.3730%  | 0.0000% | $212037.32         | $238.49            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-02-24      | 0.6800%  | 0.0000% | $373185.68         | $367320.86         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-05-19      | 1.0200%  | 0.0000% | $235361.42         | $231144.30         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-05-01      | 4.0000%  | 0.0000% | $3392.60           | $401.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-06-01      | 3.5000%  | 0.0000% | $37443.25          | $3987.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 4.5000%  | 0.0000% | $3860.99           | $581.71            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-01-01      | 6.6060%  | 0.0000% | $224759.56         | $3073.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-11-01      | 6.2550%  | 0.0000% | $20143.55          | $1886.39           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-01-01      | 4.5000%  | 0.0000% | $18235.21          | $1011.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.0000%  | 0.0000% | $212.04            | $27.74             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $1060.19           | $809.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 5.5000%  | 0.0000% | $1696.30           | $1207.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 4.5000%  | 0.0000% | $424.07            | $387.14            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 5.0000%  | 0.0000% | $424.07            | $374.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 6.0000%  | 0.0000% | $212.04            | $199.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 5.0000%  | 0.0000% | $212.04            | $194.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 3.5000%  | 0.0000% | $636.11            | $575.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $1608863.05        | $1154072.70        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 3.0000%  | 0.0000% | $212.04            | $164.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 3.5000%  | 0.0000% | $424.07            | $357.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-01-01      | 2.0000%  | 0.0000% | $1272.22           | $951.30            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $212.04            | $182.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-10-01      | 5.5000%  | 0.0000% | $3180.56           | $3031.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 6.0000%  | 0.0000% | $3392.60           | $2588.45           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.5000%  | 0.0000% | $2120.37           | $1846.09           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-03-01      | 4.0000%  | 0.0000% | $212.04            | $188.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 6.0000%  | 0.0000% | $424.07            | $374.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 6.0000%  | 0.0000% | $424.07            | $400.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-05-01      | 6.4880%  | 0.0000% | $116620.53         | $108.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 6.6810%  | 0.0000% | $104958.47         | $849.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.5000%  | 0.0000% | $2544.45           | $1882.87           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2026-06-15      | 0.9500%  | 0.0000% | $174718.75         | $170948.28         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2032-01-27      | 2.2300%  | 0.0000% | $388664.40         | $347672.44         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2030-02-25      | 4.5300%  | 0.0000% | $753580.63         | $752965.21         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.0000%  | 0.0000% | $4028.71           | $3198.97           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-07-01      | 5.5000%  | 0.0000% | $5300.93           | $4002.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 6.5000%  | 0.0000% | $10601.87          | $12.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-12-01      | 6.4660%  | 0.0000% | $84814.93          | $605.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5010%  | 0.0000% | $11662.05          | $85.89             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2025-09-15      | 0.0000%  | 0.0000% | $807226.07         | $805671.35         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-10-27      | 1.0700%  | 0.0000% | $212037.32         | $196013.89         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-08-25      | 4.0500%  | 0.0000% | $140792.78         | $140856.42         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-04-01      | 6.0000%  | 0.0000% | $466482.10         | $391.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 8.0000%  | 0.0000% | $260002.92         | $1.68              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 4.8800%  | 0.0000% | $148426.12         | $91.17             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-07-01      | 6.5000%  | 0.0000% | $185066.17         | $197.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 6.5010%  | 0.0000% | $530093.30         | $505.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 6.7980%  | 0.0000% | $10601.87          | $49.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-12-01      | 4.5000%  | 0.0000% | $42407.46          | $2835.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.4170%  | 0.0000% | $4455.12           | $390.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-08-01      | 3.0000%  | 0.0000% | $10601.87          | $776.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-08-01      | 3.0000%  | 0.0000% | $10601.87          | $1026.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 6.6460%  | 0.0000% | $26504.66          | $598.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 2.5000%  | 0.0000% | $4240.75           | $399.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-11-01      | 3.5000%  | 0.0000% | $10601.87          | $1704.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 5.0000%  | 0.0000% | $46648.21          | $587.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.3710%  | 0.0000% | $636111.95         | $1926.85           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-08-01      | 5.5000%  | 0.0000% | $92236.23          | $874.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 6.3740%  | 0.0000% | $462241.35         | $3238.51           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 4.5000%  | 0.0000% | $83754.74          | $3542.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 3.0000%  | 0.0000% | $212.04            | $173.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.0000%  | 0.0000% | $2332.41           | $957.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $636.11            | $442.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $1484.26           | $1022.64           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $2544.45           | $2003.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.5000%  | 0.0000% | $1696.30           | $1378.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 5.0000%  | 0.0000% | $368.73            | $367.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 2.5000%  | 0.0000% | $6361.12           | $3182.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $1272.22           | $837.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 3.5000%  | 0.0000% | $10601.87          | $4388.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $1484.26           | $1076.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $1272.22           | $992.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.5000%  | 0.0000% | $5300.93           | $3968.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $12086.13          | $10035.12          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-10-01      | 4.0000%  | 0.0000% | $10601.87          | $798.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 6.5000%  | 0.0000% | $212037.32         | $1806.79           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.4950%  | 0.0000% | $657315.69         | $2107.18           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-01-01      | 3.5000%  | 0.0000% | $2756.49           | $355.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.0000%  | 0.0000% | $7845.38           | $863.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 2.0000%  | 0.0000% | $4240.75           | $2322.09           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-01-01      | 5.0000%  | 0.0000% | $8481.49           | $6933.31           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 5.0000%  | 0.0000% | $5300.93           | $4374.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 5.0000%  | 0.0000% | $4664.82           | $3942.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 4.0000%  | 0.0000% | $1484.26           | $1232.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 3.5000%  | 0.0000% | $212.04            | $174.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 5.5000%  | 0.0000% | $2332.41           | $1457.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 6.0000%  | 0.0000% | $3604.63           | $2054.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $1060.19           | $904.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 3.5000%  | 0.0000% | $212.04            | $184.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.0000%  | 0.0000% | $636.11            | $600.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 4.5000%  | 0.0000% | $424.07            | $379.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.0000%  | 0.0000% | $424.07            | $376.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-11-01      | 4.5000%  | 0.0000% | $424.07            | $394.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 5.5000%  | 0.0000% | $212.04            | $195.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-06-01      | 3.5000%  | 0.0000% | $212.04            | $190.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 6.0000%  | 0.0000% | $3180.56           | $3206.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.5000%  | 0.0000% | $636.11            | $639.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 7.5000%  | 0.0000% | $73131.67          | $5004.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-01-01      | 5.0000%  | 0.0000% | $2120.37           | $2015.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $212.04            | $201.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-12-01      | 5.5000%  | 0.0000% | $651.17            | $616.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.5000%  | 0.0000% | $212.04            | $218.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-15      | 4.0000%  | 0.0000% | $3392.60           | $930.78            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-20      | 5.5000%  | 0.0000% | $14842.61          | $590.68            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 3.5000%  | 0.0000% | $70184.35          | $1615.98           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 2.0000%  | 0.0000% | $5300.93           | $2318.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 6.0000%  | 0.0000% | $31805.60          | $5310.47           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 3.0000%  | 0.0000% | $424.07            | $142.58            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.0000%  | 0.0000% | $636.11            | $406.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 5.0000%  | 0.0000% | $2120.37           | $1438.71           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 1.5000%  | 0.0000% | $10540.59          | $5202.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-09-20      | 2.0000%  | 0.0000% | $424.07            | $248.19            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $562.11            | $360.06            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-01-20      | 2.5000%  | 0.0000% | $7421.31           | $4898.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 6.0000%  | 0.0000% | $3808.19           | $1672.72           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-08-20      | 5.0000%  | 0.0000% | $3180.56           | $3026.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-07-20      | 2.0000%  | 0.0000% | $4291.85           | $3423.22           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 5.5000%  | 0.0000% | $10601.87          | $8538.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 6.0000%  | 0.0000% | $5300.93           | $3510.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 6.5000%  | 0.0000% | $5300.93           | $2924.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-15      | 3.0000%  | 0.0000% | $6796.86           | $3710.10           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-11-15      | 3.0000%  | 0.0000% | $5377.27           | $1278.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 6.0000%  | 0.0000% | $5300.93           | $4629.69           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 5.5000%  | 0.0000% | $2120.37           | $2038.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-05-15      | 3.0000%  | 0.0000% | $19083.36          | $3203.14           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-05-15      | 3.0000%  | 0.0000% | $14842.61          | $1485.28           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-06-15      | 3.0000%  | 0.0000% | $9541.68           | $1331.74           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-10-15      | 3.0000%  | 0.0000% | $23430.76          | $2260.50           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-08-20      | 6.0000%  | 0.0000% | $487.26            | $502.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-08-20      | 6.0000%  | 0.0000% | $1998.66           | $2044.34           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-02-20      | 6.0000%  | 0.0000% | $4240.75           | $4279.66           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 6.5000%  | 0.0000% | $4240.75           | $4344.80           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 4.5000%  | 0.0000% | $636.11            | $612.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.5000%  | 0.0000% | $2390.93           | $2406.89           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 6.0000%  | 0.0000% | $7421.31           | $69.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-01-15      | 5.5000%  | 0.0000% | $89700.90          | $497.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-12-15      | 5.0000%  | 0.0000% | $5300.93           | $44.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-20      | 7.5000%  | 0.0000% | $19083.36          | $10.16             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-20      | 6.0000%  | 0.0000% | $18929.42          | $167.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-15      | 7.0000%  | 0.0000% | $1163320.48        | $4032.22           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 5.5000%  | 0.0000% | $22961.73          | $2379.80           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-15      | 5.5000%  | 0.0000% | $88899.40          | $2799.83           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-11-15      | 5.5000%  | 0.0000% | $52981.98          | $2227.57           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-15      | 5.0000%  | 0.0000% | $60218.60          | $3976.37           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-04-15      | 5.0000%  | 0.0000% | $51737.11          | $3069.98           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 6.5000%  | 0.0000% | $7559.34           | $47.46             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2025-09-15      | 4.0000%  | 0.0000% | $371065.31         | $74.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-15      | 6.5000%  | 0.0000% | $282896.80         | $2207.49           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 6.0000%  | 0.0000% | $8344.52           | $880.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-03-15      | 6.5000%  | 0.0000% | $35906.40          | $443.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-15      | 7.0000%  | 0.0000% | $5300.93           | $21.72             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.0000%  | 0.0000% | $121624.82         | $2137.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-12-15      | 5.5000%  | 0.0000% | $258101.37         | $2599.18           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-12-15      | 5.5000%  | 0.0000% | $42407.46          | $2205.75           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-06-15      | 5.5000%  | 0.0000% | $1157.72           | $79.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-01-20      | 4.0000%  | 0.0000% | $60430.64          | $2488.10           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-15      | 5.0000%  | 0.0000% | $38166.72          | $4130.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-06-20      | 6.0000%  | 0.0000% | $8481.49           | $3891.40           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-12-15      | 4.0000%  | 0.0000% | $34832.85          | $3645.19           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-15      | 6.5000%  | 0.0000% | $20053.22          | $189.66            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-15      | 5.5000%  | 0.0000% | $780769.96         | $5212.27           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-05-15      | 5.5000%  | 0.0000% | $271765.90         | $2981.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-02-15      | 5.5000%  | 0.0000% | $313677.83         | $3432.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-09-15      | 5.5000%  | 0.0000% | $359756.72         | $3806.37           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-15      | 5.5000%  | 0.0000% | $306103.65         | $4406.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-08-15      | 6.5000%  | 0.0000% | $148799.31         | $3307.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-01-15      | 6.0000%  | 0.0000% | $6149.08           | $140.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-03-15      | 5.5000%  | 0.0000% | $507175.45         | $4078.74           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-09-15      | 5.5000%  | 0.0000% | $108762.21         | $2385.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-15      | 4.5000%  | 0.0000% | $5300.93           | $77.86             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-15      | 5.0000%  | 0.0000% | $5300.93           | $39.97             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-15      | 5.5000%  | 0.0000% | $1023377.76        | $2888.00           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-06-15      | 5.5000%  | 0.0000% | $170538.01         | $2293.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-15      | 5.5000%  | 0.0000% | $1316144.90        | $2536.12           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-15      | 5.5000%  | 0.0000% | $13146.31          | $130.72            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-03-15      | 5.0000%  | 0.0000% | $10601.87          | $208.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-12-15      | 5.0000%  | 0.0000% | $31805.60          | $3647.46           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.0000%  | 0.0000% | $51949.14          | $9353.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.5000%  | 0.0000% | $848.15            | $117.06            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 5.5000%  | 0.0000% | $848149.27         | $4733.58           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-20      | 7.5000%  | 0.0000% | $212037.32         | $183.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-15      | 5.5000%  | 0.0000% | $200510.55         | $2184.34           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-11-01      | 3.5000%  | 0.0000% | $212.04            | $28.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $4028.71           | $1030.00           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-01-20      | 3.0000%  | 0.0000% | $72051.34          | $10149.50          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-10-15      | 3.0000%  | 0.0000% | $11450.02          | $1536.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-20      | 6.5000%  | 0.0000% | $27564.85          | $350.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-15      | 4.0000%  | 0.0000% | $15902.80          | $4039.97           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-15      | 5.0000%  | 0.0000% | $5300.93           | $91.11             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-04-01      | 3.5000%  | 0.0000% | $1060.19           | $110.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-20      | 5.0000%  | 0.0000% | $100702.04         | $3386.48           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 5.5000%  | 0.0000% | $14574.39          | $1369.20           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-08-01      | 4.0000%  | 0.0000% | $2544.45           | $179.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-05-01      | 4.0000%  | 0.0000% | $424.07            | $25.19             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 3.5000%  | 0.0000% | $1127.61           | $118.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 3.0000%  | 0.0000% | $2120.37           | $303.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-07-01      | 3.5000%  | 0.0000% | $13570.39          | $742.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 4.0000%  | 0.0000% | $9753.72           | $94.80             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-05-01      | 4.0000%  | 0.0000% | $5512.97           | $601.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 4.5000%  | 0.0000% | $1060.19           | $52.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-02-01      | 3.5000%  | 0.0000% | $2120.37           | $218.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 3.5000%  | 0.0000% | $424.07            | $46.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-02-01      | 3.5000%  | 0.0000% | $904.13            | $58.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-11-01      | 3.5000%  | 0.0000% | $848.15            | $32.62             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 4.0000%  | 0.0000% | $424.07            | $54.13             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-03-01      | 3.5000%  | 0.0000% | $212.04            | $18.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $636.11            | $98.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.5000%  | 0.0000% | $424.07            | $42.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.0000%  | 0.0000% | $28837.08          | $2887.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-10-20      | 3.0000%  | 0.0000% | $21208.82          | $2776.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-08-01      | 5.5000%  | 0.0000% | $31244.97          | $551.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.0000%  | 0.0000% | $2120.37           | $277.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $212.04            | $22.45             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 4.0000%  | 0.0000% | $1908.34           | $237.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-09-01      | 3.0000%  | 0.0000% | $5725.01           | $894.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $2120.37           | $336.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-11-01      | 3.0000%  | 0.0000% | $2523.03           | $233.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 3.5000%  | 0.0000% | $848.15            | $100.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-09-01      | 3.5000%  | 0.0000% | $3604.63           | $602.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 4.0000%  | 0.0000% | $6149.08           | $1026.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $7209.27           | $1243.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 5.0000%  | 0.0000% | $4028.71           | $40.05             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-01      | 3.0000%  | 0.0000% | $212.04            | $37.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.0000%  | 0.0000% | $2120.37           | $472.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 4.0000%  | 0.0000% | $44739.87          | $4764.02           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.5000%  | 0.0000% | $2544.45           | $212.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-06-01      | 2.5000%  | 0.0000% | $58819.79          | $2940.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 3.5000%  | 0.0000% | $4240.75           | $489.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-01-01      | 3.0000%  | 0.0000% | $212.04            | $40.12             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-04-01      | 3.0000%  | 0.0000% | $318055.98         | $4092.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 3.5000%  | 0.0000% | $212.04            | $4.88              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 3.5000%  | 0.0000% | $4028.71           | $490.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-05-01      | 3.5000%  | 0.0000% | $6361.12           | $675.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-03-01      | 3.5000%  | 0.0000% | $1060.19           | $120.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-10-01      | 4.5000%  | 0.0000% | $1484.26           | $198.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 3.5000%  | 0.0000% | $1484.26           | $159.17            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-03-01      | 3.5000%  | 0.0000% | $4876.86           | $625.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-09-01      | 4.0000%  | 0.0000% | $848.15            | $57.05             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $1484.26           | $66.83             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 3.5000%  | 0.0000% | $1060.19           | $137.68            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-20      | 4.0000%  | 0.0000% | $13358.35          | $2358.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-08-01      | 3.5000%  | 0.0000% | $212.04            | $26.80             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-12-01      | 2.5000%  | 0.0000% | $24384.29          | $3794.96           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-06-01      | 3.0000%  | 0.0000% | $7421.31           | $915.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-04-01      | 3.5000%  | 0.0000% | $2385.42           | $407.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $1696.30           | $220.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $4664.82           | $420.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-04-01      | 2.5000%  | 0.0000% | $116620.53         | $5060.03           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 6.0000%  | 0.0000% | $13358.35          | $22.83             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 3.5000%  | 0.0000% | $636.11            | $59.48             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-08-01      | 4.5000%  | 0.0000% | $108139.03         | $3550.12           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-06-01      | 3.5000%  | 0.0000% | $56189.89          | $9897.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-08-01      | 3.5000%  | 0.0000% | $10601.87          | $1122.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 3.5000%  | 0.0000% | $212.04            | $27.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 6.5000%  | 0.0000% | $21203.73          | $22.96             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 3.5000%  | 0.0000% | $7209.27           | $711.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 6.0000%  | 0.0000% | $212037.32         | $730.45            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $7845.38           | $630.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 3.5000%  | 0.0000% | $7633.34           | $541.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-06-01      | 3.0000%  | 0.0000% | $5300.93           | $292.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-11-01      | 4.0000%  | 0.0000% | $4028.71           | $822.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.0000%  | 0.0000% | $29897.26          | $8378.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-08-01      | 6.0000%  | 0.0000% | $212037.32         | $694.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-01-01      | 6.0000%  | 0.0000% | $636111.95         | $2910.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.0000%  | 0.0000% | $1060.19           | $160.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 2.5000%  | 0.0000% | $1484.26           | $228.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 3.0000%  | 0.0000% | $212.04            | $33.60             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-05-01      | 3.5000%  | 0.0000% | $8481.49           | $509.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.0000%  | 0.0000% | $9541.68           | $841.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $4028.71           | $327.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-03-01      | 3.5000%  | 0.0000% | $3816.67           | $1023.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 3.5000%  | 0.0000% | $848.15            | $78.43             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 3.5000%  | 0.0000% | $1272.22           | $121.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.5000%  | 0.0000% | $848.15            | $80.49             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-02-01      | 3.5000%  | 0.0000% | $212.04            | $28.30             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-09-01      | 4.0000%  | 0.0000% | $424.07            | $51.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-08-01      | 4.0000%  | 0.0000% | $636.11            | $47.55             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-05-01      | 3.5000%  | 0.0000% | $14630.57          | $843.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 5.5000%  | 0.0000% | $47708.40          | $773.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 3.5000%  | 0.0000% | $424.07            | $32.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-04-01      | 3.0000%  | 0.0000% | $16962.99          | $1113.24           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-12-15      | 5.5000%  | 0.0000% | $382441.32         | $3612.94           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-08-01      | 3.5000%  | 0.0000% | $5300.93           | $454.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-01-01      | 3.5000%  | 0.0000% | $636.11            | $50.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 5.5000%  | 0.0000% | $36046.34          | $173.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-11-20      | 5.5000%  | 0.0000% | $20567.62          | $809.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.7430%  | 0.0000% | $28326.91          | $56.39             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-05-01      | 3.0000%  | 0.0000% | $212.04            | $19.63             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-11-01      | 3.0000%  | 0.0000% | $1908.34           | $357.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $16538.91          | $1649.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-12-01      | 3.0000%  | 0.0000% | $2332.41           | $394.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 3.5000%  | 0.0000% | $212.04            | $31.10             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-01-01      | 3.5000%  | 0.0000% | $4240.75           | $538.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-02-01      | 3.0000%  | 0.0000% | $45588.02          | $4488.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 3.0000%  | 0.0000% | $848.15            | $144.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-09-01      | 3.0000%  | 0.0000% | $212.04            | $28.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.6450%  | 0.0000% | $21203.73          | $166.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 3.5000%  | 0.0000% | $869.35            | $105.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.5000%  | 0.0000% | $1484.26           | $105.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-05-01      | 3.0000%  | 0.0000% | $64883.42          | $8959.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-02-01      | 3.5000%  | 0.0000% | $16962.99          | $2592.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 3.0000%  | 0.0000% | $7633.34           | $2572.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.5000%  | 0.0000% | $12500.45          | $1762.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-09-01      | 2.5000%  | 0.0000% | $9329.64           | $980.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-04-01      | 3.5000%  | 0.0000% | $6361.12           | $484.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 4.5000%  | 0.0000% | $2120.37           | $348.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 3.5000%  | 0.0000% | $11450.02          | $2811.75           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.5000%  | 0.0000% | $6361.12           | $20.09             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-07-15      | 5.5000%  | 0.0000% | $6361.12           | $22.39             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-01      | 3.5000%  | 0.0000% | $1060.19           | $187.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-05-01      | 3.0000%  | 0.0000% | $4876.86           | $639.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 3.5000%  | 0.0000% | $4664.82           | $286.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $636.11            | $57.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.0000%  | 0.0000% | $4452.78           | $818.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-04-01      | 3.0000%  | 0.0000% | $212.04            | $28.56             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 3.0000%  | 0.0000% | $12298.16          | $2809.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 3.5000%  | 0.0000% | $19295.40          | $2489.29           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-20      | 3.5000%  | 0.0000% | $13146.31          | $2515.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $212.04            | $38.62             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 2.5000%  | 0.0000% | $1272.22           | $487.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-11-01      | 3.5000%  | 0.0000% | $2968.52           | $226.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 3.5000%  | 0.0000% | $424.07            | $50.79             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 3.0000%  | 0.0000% | $212.04            | $32.27             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 3.0000%  | 0.0000% | $212.04            | $61.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $424.07            | $52.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.5000%  | 0.0000% | $7845.38           | $2663.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.0000%  | 0.0000% | $636.11            | $181.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-08-01      | 2.5000%  | 0.0000% | $636.11            | $212.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $212.04            | $37.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 2.0000%  | 0.0000% | $4240.75           | $2466.54           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-01-15      | 4.0000%  | 0.0000% | $46648.21          | $3084.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 3.0000%  | 0.0000% | $848.15            | $126.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.5080%  | 0.0000% | $29897.26          | $194.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.0000%  | 0.0000% | $212.04            | $63.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.5000%  | 0.0000% | $1696.30           | $381.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 4.0000%  | 0.0000% | $4028.71           | $1090.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $636.11            | $196.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $636.11            | $139.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 4.0000%  | 0.0000% | $636.11            | $68.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 4.5000%  | 0.0000% | $8481.49           | $3175.81           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 2.5000%  | 0.0000% | $10177.79          | $4990.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 2.0000%  | 0.0000% | $6361.12           | $3295.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $4876.86           | $1145.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $3604.63           | $1537.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 3.0000%  | 0.0000% | $636.11            | $314.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.5000%  | 0.0000% | $636.11            | $228.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 4.0000%  | 0.0000% | $8905.57           | $1521.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-07-01      | 2.0000%  | 0.0000% | $848.15            | $500.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $424.07            | $73.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 2.5000%  | 0.0000% | $33925.97          | $6631.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 3.5000%  | 0.0000% | $636.11            | $253.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-06-20      | 6.0000%  | 0.0000% | $16962.99          | $2527.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 2.0000%  | 0.0000% | $3180.56           | $1228.88           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-02-01      | 3.5000%  | 0.0000% | $212.04            | $12.52             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $424.07            | $107.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-09-20      | 2.5000%  | 0.0000% | $636.11            | $378.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-12-01      | 3.0000%  | 0.0000% | $212.04            | $37.00             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 3.0000%  | 0.0000% | $1060.19           | $600.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 4.0000%  | 0.0000% | $2332.41           | $688.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 2.5000%  | 0.0000% | $1484.26           | $739.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-11-20      | 4.5000%  | 0.0000% | $212037.32         | $4541.64           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-12-01      | 2.0000%  | 0.0000% | $636.11            | $372.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-01-01      | 3.5000%  | 0.0000% | $212.04            | $31.21             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-07-01      | 3.0000%  | 0.0000% | $1272.22           | $667.14            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 2.5000%  | 0.0000% | $424.07            | $245.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-11-01      | 3.0000%  | 0.0000% | $848.15            | $504.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-09-01      | 3.5000%  | 0.0000% | $424.07            | $91.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $1272.22           | $293.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $2120.37           | $442.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.5000%  | 0.0000% | $424.07            | $118.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 2.5000%  | 0.0000% | $9329.64           | $5383.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 3.5000%  | 0.0000% | $3180.56           | $1685.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.0000%  | 0.0000% | $424.07            | $41.60             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 2.5000%  | 0.0000% | $4664.82           | $1047.28           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.5000%  | 0.0000% | $1696.30           | $736.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-02-15      | 3.0000%  | 0.0000% | $5300.93           | $2258.59           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.0000%  | 0.0000% | $1696.30           | $305.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 3.0000%  | 0.0000% | $5300.93           | $3205.85           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.5000%  | 0.0000% | $212.04            | $139.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.3320%  | 0.0000% | $135703.88         | $845.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 6.4500%  | 0.0000% | $20779.66          | $88.39             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $212.04            | $152.33            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 3.0000%  | 0.0000% | $21203.73          | $2629.94           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 3.5000%  | 0.0000% | $2120.37           | $411.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-06-01      | 4.5000%  | 0.0000% | $1484.26           | $199.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 3.5000%  | 0.0000% | $212.04            | $25.08             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $4664.82           | $209.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $848.15            | $86.11             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 4.0000%  | 0.0000% | $636.11            | $71.59             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 3.5000%  | 0.0000% | $14630.57          | $2709.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-01-01      | 4.5000%  | 0.0000% | $1484.26           | $177.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-01-01      | 3.5000%  | 0.0000% | $5300.93           | $1154.09           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 3.5000%  | 0.0000% | $4028.71           | $886.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-11-01      | 2.5000%  | 0.0000% | $10601.87          | $5601.90           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 2.5000%  | 0.0000% | $1908.34           | $775.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $4452.78           | $2852.56           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.5000%  | 0.0000% | $4240.75           | $2707.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 3.5000%  | 0.0000% | $424.07            | $259.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $2544.45           | $1883.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $1060.19           | $797.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.0000%  | 0.0000% | $1272.22           | $887.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 4.0000%  | 0.0000% | $13146.31          | $3957.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 3.5000%  | 0.0000% | $424.07            | $92.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 2.0000%  | 0.0000% | $848.15            | $540.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $636.11            | $138.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 2.5000%  | 0.0000% | $2544.45           | $1301.55           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $212.04            | $46.14             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $636.11            | $389.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 3.5000%  | 0.0000% | $6361.12           | $3811.89           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-05-01      | 4.5000%  | 0.0000% | $4452.78           | $2850.19           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 4.0000%  | 0.0000% | $424.07            | $73.93             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.5000%  | 0.0000% | $424.07            | $260.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $212.04            | $155.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 4.0000%  | 0.0000% | $636.11            | $104.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 3.5000%  | 0.0000% | $2756.49           | $226.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $1908.34           | $1247.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 3.5000%  | 0.0000% | $1696.30           | $302.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.0000%  | 0.0000% | $212.04            | $133.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-08-01      | 2.5000%  | 0.0000% | $4452.78           | $2476.13           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-08-20      | 2.5000%  | 0.0000% | $1484.26           | $867.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 4.5000%  | 0.0000% | $424.07            | $326.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.5000%  | 0.0000% | $848.15            | $535.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.5000%  | 0.0000% | $636.11            | $8.78              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $424.07            | $185.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 3.0000%  | 0.0000% | $212.04            | $31.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.5000%  | 0.0000% | $3392.60           | $2344.99           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-09-20      | 3.0000%  | 0.0000% | $1696.30           | $972.52            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-20      | 7.0000%  | 0.0000% | $5300.93           | $4.70              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-07-15      | 3.0000%  | 0.0000% | $13782.43          | $2161.73           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-05-01      | 6.7250%  | 0.0000% | $71880.65          | $342.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.4430%  | 0.0000% | $37318.57          | $662.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-04-01      | 6.7010%  | 0.0000% | $18659.28          | $123.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-07-01      | 6.4400%  | 0.0000% | $20143.55          | $139.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-03-01      | 6.5000%  | 0.0000% | $11450.02          | $80.67             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-09-01      | 4.0000%  | 0.0000% | $848.15            | $516.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $4452.78           | $394.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 6.4930%  | 0.0000% | $10813.90          | $2052.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 3.5000%  | 0.0000% | $3180.56           | $1182.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $636.11            | $280.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $6997.23           | $4262.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-07-01      | 3.5000%  | 0.0000% | $477.51            | $39.79             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 3.0000%  | 0.0000% | $100717.73         | $10568.28          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-06-20      | 3.0000%  | 0.0000% | $8481.49           | $526.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 2.5000%  | 0.0000% | $848.15            | $448.55            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.5000%  | 0.0000% | $8269.46           | $4735.56           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-07-20      | 4.5000%  | 0.0000% | $636.11            | $481.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 4.0000%  | 0.0000% | $6361.12           | $4788.55           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2060-07-20      | 5.2080%  | 0.0000% | $46648.21          | $382.55            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-20      | 4.0000%  | 0.0000% | $21203.73          | $3140.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.5000%  | 0.0000% | $1696.30           | $1341.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.5000%  | 0.0000% | $3180.56           | $2422.43           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $6785.19           | $3146.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 3.0000%  | 0.0000% | $424.07            | $232.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.0000%  | 0.0000% | $848.15            | $622.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.0000%  | 0.0000% | $4452.78           | $3301.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.5000%  | 0.0000% | $212.04            | $162.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 5.5000%  | 0.0000% | $5300.93           | $3900.30           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.0000%  | 0.0000% | $636.11            | $73.27             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-11-01      | 3.0000%  | 0.0000% | $1272.22           | $211.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 2.5000%  | 0.0000% | $3180.56           | $1026.19           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-09-01      | 3.5000%  | 0.0000% | $636.11            | $404.71            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-10-01      | 3.5000%  | 0.0000% | $1060.19           | $678.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.0000%  | 0.0000% | $212.04            | $149.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.0000%  | 0.0000% | $424.07            | $303.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 1.5000%  | 0.0000% | $7421.31           | $4150.24           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 2.0000%  | 0.0000% | $6361.12           | $2897.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-08-01      | 4.1880%  | 0.0000% | $53009.33          | $300.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.2590%  | 0.0000% | $9417.00           | $51.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 5.4580%  | 0.0000% | $17159.97          | $25.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 5.4580%  | 0.0000% | $12885.30          | $21.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 4.1820%  | 0.0000% | $9816.27           | $192.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 5.4330%  | 0.0000% | $8025.19           | $259.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 6.1520%  | 0.0000% | $49260.51          | $163.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.4670%  | 0.0000% | $74213.06          | $448.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 6.6250%  | 0.0000% | $53009.33          | $475.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 6.8580%  | 0.0000% | $53009.33          | $525.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 3.5000%  | 0.0000% | $1272.22           | $276.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $636.11            | $139.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $212.04            | $155.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-03-01      | 3.5000%  | 0.0000% | $212.04            | $82.79             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 2.5000%  | 0.0000% | $4240.75           | $2952.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $212.04            | $31.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 3.5000%  | 0.0000% | $212.04            | $126.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 2.5000%  | 0.0000% | $212.04            | $137.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 4.5000%  | 0.0000% | $636.11            | $252.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 5.0000%  | 0.0000% | $4664.82           | $3775.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-12-01      | 6.5000%  | 0.0000% | $31805.60          | $240.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 5.0000%  | 0.0000% | $9965.75           | $2204.82           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 2.0000%  | 0.0000% | $10177.79          | $5315.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 5.0000%  | 0.0000% | $2756.49           | $2083.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $424.07            | $62.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 3.5000%  | 0.0000% | $212.04            | $44.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 4.0000%  | 0.0000% | $5512.97           | $1838.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.0000%  | 0.0000% | $1484.26           | $747.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $1696.30           | $1175.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 4.0000%  | 0.0000% | $4452.78           | $2890.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-11-01      | 3.5000%  | 0.0000% | $46436.17          | $1586.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 3.5000%  | 0.0000% | $2968.52           | $467.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 1.5000%  | 0.0000% | $6361.12           | $3385.43           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.0000%  | 0.0000% | $1484.26           | $1122.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 2.5000%  | 0.0000% | $12722.24          | $5779.48           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 4.0000%  | 0.0000% | $212.04            | $163.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-03-01      | 3.5000%  | 0.0000% | $5937.04           | $761.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.5000%  | 0.0000% | $3180.56           | $265.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-07-01      | 3.5000%  | 0.0000% | $9541.68           | $981.11            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 4.0000%  | 0.0000% | $424.07            | $70.70             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 6.5000%  | 0.0000% | $2120.37           | $1261.69           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-11-01      | 6.7820%  | 0.0000% | $114061.87         | $794.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 7.6640%  | 0.0000% | $12086.13          | $87.89             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.8040%  | 0.0000% | $30745.41          | $441.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-03-01      | 6.4990%  | 0.0000% | $741671.13         | $331.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 2.5000%  | 0.0000% | $848.15            | $574.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 4.2830%  | 0.0000% | $17159.76          | $26.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.4830%  | 0.0000% | $28502.06          | $57.75             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5080%  | 0.0000% | $7209.27           | $74.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.4020%  | 0.0000% | $38802.83          | $362.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 6.9150%  | 0.0000% | $26504.66          | $32.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.1150%  | 0.0000% | $15902.80          | $175.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5150%  | 0.0000% | $53009.33          | $130.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 6.1530%  | 0.0000% | $106018.66         | $1740.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.3040%  | 0.0000% | $15902.80          | $186.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5540%  | 0.0000% | $27352.81          | $275.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 6.6230%  | 0.0000% | $27564.85          | $277.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.2800%  | 0.0000% | $1696.30           | $33.32             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 5.0000%  | 0.0000% | $424.07            | $343.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $2120.37           | $227.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 4.0000%  | 0.0000% | $6149.08           | $541.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 4.0000%  | 0.0000% | $8269.46           | $644.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.5000%  | 0.0000% | $1484.26           | $155.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-08-01      | 4.5000%  | 0.0000% | $424.07            | $32.08             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 3.0000%  | 0.0000% | $636.11            | $65.86             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-09-01      | 3.0000%  | 0.0000% | $212.04            | $27.93             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-11-01      | 2.0000%  | 0.0000% | $636.11            | $404.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 2.0000%  | 0.0000% | $212.04            | $141.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $212.04            | $166.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 3.0000%  | 0.0000% | $636.11            | $466.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 5.0000%  | 0.0000% | $424.07            | $347.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $212.04            | $161.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $424.07            | $324.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 5.5000%  | 0.0000% | $2544.45           | $2012.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-01-01      | 4.5000%  | 0.0000% | $636.11            | $528.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-12-20      | 4.5000%  | 0.0000% | $75833.03          | $4085.21           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-10-01      | 7.1950%  | 0.0000% | $53009.33          | $717.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 6.6680%  | 0.0000% | $12722.24          | $510.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 3.0000%  | 0.0000% | $1515.01           | $200.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $2332.41           | $1623.90           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $424.07            | $268.17            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $4240.75           | $2716.40           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.0000%  | 0.0000% | $636.11            | $540.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 4.5000%  | 0.0000% | $3180.56           | $52.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-03-20      | 2.5000%  | 0.0000% | $424.07            | $206.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.5130%  | 0.0000% | $42407.46          | $883.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-10-01      | 4.0000%  | 0.0000% | $5725.01           | $884.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2025-09-15      | 4.0000%  | 0.0000% | $11662.05          | $2.55              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 6.0000%  | 0.0000% | $6361.12           | $194.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-02-01      | 5.5000%  | 0.0000% | $6149.08           | $4866.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 4.5000%  | 0.0000% | $3816.67           | $3191.24           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $212.04            | $156.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $636.11            | $448.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.5000%  | 0.0000% | $212.04            | $143.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.0000%  | 0.0000% | $212.04            | $155.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 3.0000%  | 0.0000% | $212.04            | $134.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-04-01      | 4.5000%  | 0.0000% | $2544.02           | $1638.50           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-07-01      | 5.0000%  | 0.0000% | $212.04            | $135.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-04-01      | 5.0000%  | 0.0000% | $5300.93           | $4220.34           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-07-01      | 6.5000%  | 0.0000% | $212.04            | $150.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $24384.29          | $4901.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $212.04            | $158.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $848.15            | $258.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $212.04            | $154.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 5.5000%  | 0.0000% | $424.07            | $351.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 5.5000%  | 0.0000% | $424.07            | $281.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 5.0000%  | 0.0000% | $636.11            | $431.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-20      | 5.5000%  | 0.0000% | $7421.31           | $815.07            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 6.0000%  | 0.0000% | $7421.31           | $925.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.5000%  | 0.0000% | $1060.19           | $829.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 6.0000%  | 0.0000% | $848.15            | $500.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 5.5000%  | 0.0000% | $848.15            | $632.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $21203.73          | $1052.32           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 6.0000%  | 0.0000% | $30745.41          | $16.47             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-06-15      | 6.0000%  | 0.0000% | $7421.31           | $129.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-01-01      | 3.0000%  | 0.0000% | $5300.93           | $777.51            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 3.0000%  | 0.0000% | $636.11            | $90.96             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $2544.45           | $402.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-12-01      | 5.0000%  | 0.0000% | $2544.45           | $1681.41           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-05-01      | 4.5000%  | 0.0000% | $636.11            | $427.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-11-01      | 5.5000%  | 0.0000% | $2544.45           | $1588.24           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $1060.19           | $778.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.5000%  | 0.0000% | $4240.75           | $3378.51           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $1060.19           | $817.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 5.0000%  | 0.0000% | $1060.19           | $867.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 6.0000%  | 0.0000% | $848.15            | $651.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $212.04            | $157.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.5000%  | 0.0000% | $3180.56           | $2668.18           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.5000%  | 0.0000% | $7633.34           | $1532.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 5.0000%  | 0.0000% | $2332.41           | $1846.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-10-01      | 6.0000%  | 0.0000% | $10389.83          | $31.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.0000%  | 0.0000% | $848.15            | $561.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 5.0000%  | 0.0000% | $2756.49           | $2196.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.0000%  | 0.0000% | $1484.26           | $892.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 5.5000%  | 0.0000% | $2544.87           | $1522.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 5.5000%  | 0.0000% | $2756.70           | $1795.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 6.5000%  | 0.0000% | $636.11            | $415.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-15      | 5.0000%  | 0.0000% | $848.15            | $654.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-03-01      | 3.5000%  | 0.0000% | $848.15            | $227.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 2.0000%  | 0.0000% | $1272.22           | $668.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 3.5000%  | 0.0000% | $6361.12           | $4889.94           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.5000%  | 0.0000% | $636.11            | $501.19            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.0000%  | 0.0000% | $212.04            | $150.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $424.07            | $122.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.5000%  | 0.0000% | $212.04            | $158.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.0000%  | 0.0000% | $2540.42           | $1959.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 3.5000%  | 0.0000% | $2756.49           | $2131.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $1060.19           | $826.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-11-01      | 6.6780%  | 0.0000% | $106018.66         | $106.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.5000%  | 0.0000% | $424.07            | $317.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 3.0000%  | 0.0000% | $1272.22           | $963.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.5000%  | 0.0000% | $2098.96           | $1238.19           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.5000%  | 0.0000% | $1060.19           | $874.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $424.07            | $298.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 4.5000%  | 0.0000% | $212.04            | $65.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 2.5000%  | 0.0000% | $424.07            | $295.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $636.11            | $529.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-25      | 2.5000%  | 0.0000% | $2120.37           | $1536.31           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 5.5000%  | 0.0000% | $424.07            | $278.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.5000%  | 0.0000% | $2120.37           | $1647.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 6.0000%  | 0.0000% | $1060.19           | $781.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 4.5000%  | 0.0000% | $848.15            | $719.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 5.0000%  | 0.0000% | $424.07            | $362.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.0000%  | 0.0000% | $848.15            | $715.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 5.0000%  | 0.0000% | $2756.49           | $1913.46           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.0000%  | 0.0000% | $848.15            | $572.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 5.0000%  | 0.0000% | $5300.93           | $4333.05           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 3.5000%  | 0.0000% | $5300.93           | $4142.12           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 4.0000%  | 0.0000% | $212.04            | $176.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 5.5000%  | 0.0000% | $212.04            | $176.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-15      | 6.0000%  | 0.0000% | $74213.06          | $282.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $4452.78           | $3111.77           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 2.0000%  | 0.0000% | $2120.37           | $1393.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.5000%  | 0.0000% | $2120.37           | $1669.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 6.0000%  | 0.0000% | $5937.04           | $4769.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 3.5000%  | 0.0000% | $212.04            | $177.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 2.5000%  | 0.0000% | $1272.22           | $981.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 5.5000%  | 0.0000% | $5300.93           | $4332.94           | Agency Mortgage-Backed Securities   |
| U.S. Treasury Notes        | 2041-02-15      | 0.0000%  | 0.0000% | $33478.95          | $15525.79          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-08-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-11-15      | 0.0000%  | 0.0000% | $106018.66         | $41571.61          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2037-02-15      | 0.0000%  | 0.0000% | $145397.17         | $85978.44          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2038-08-15      | 0.0000%  | 0.0000% | $163692.81         | $88869.97          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-05-15      | 0.0000%  | 0.0000% | $9329.02           | $3375.98           | U.S. Treasuries (including strips)  |

### Security 14: Nomura Securities International Inc. Joint Repurchase Agreement

- **C.1 - Title:** Nomura Securities International Inc. Joint Repurchase Agreement 4.330000%
- **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: ARP1AL3D3, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21203000.00
- **C.18.a - Value (excl. sponsor support):** $21203000.00
- **C.19 - Percentage of Net Assets:** 23.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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   | 2043-11-01      | 4.0000%  | 0.0000% | $5500000.00        | $496866.86         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2037-07-01      | 6.3950%  | 0.0000% | $6915700.00        | $516233.43         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2039-10-01      | 6.6490%  | 0.0000% | $5397500.00        | $425396.16         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2048-09-01      | 5.8860%  | 0.0000% | $51873000.00       | $18273320.98       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2049-05-01      | 5.5000%  | 0.0000% | $12613300.00       | $1068947.78        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2041-08-01      | 4.0000%  | 0.0000% | $805000.00         | $66372.30          | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2049-03-20      | 5.5000%  | 0.0000% | $2000000.00        | $164224.60         | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2047-08-20      | 4.5000%  | 0.0000% | $7053700.00        | $630068.46         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Davis Series, Inc.

**Date:** 2025-09-04

**By:** Doug Haines

**Name of Signing Officer:** Doug Haines

**Title of Signing Officer:** Treasurer