# EDGAR Filing Document

**Accession Number:** 0000203002
**File Stem:** 0001193125-25-268520
**Filing Date:** 2025-11
**Character Count:** 134207
**Document Hash:** a50d98411d9432ca84779e92c0207564
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-268520.hdr.sgml**: 20251106

**ACCESSION NUMBER**: 0001193125-25-268520

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251106

**DATE AS OF CHANGE**: 20251106

**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:** 251456924

**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):** 2025-10-31

**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:** 14 days

- **WAL:** 14 days

- **Total Value of Portfolio Securities:** $104308582.82

- **Amortized Cost of Portfolio Securities:** $104302635.40

- **Cash:** $51.41

- **Total Other Assets:** $254699.88

- **Total Liabilities:** $410230.15

- **Net Assets of Series:** $104147156.54

- **Number of Shares Outstanding (Series):** 104147163.4990

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $87017315.52              | $87017315.52               | 81.3300%                  | 81.3300%                   |
| 2025-10-02 | $87029500.25              | $87029500.25               | 81.3300%                  | 81.3300%                   |
| 2025-10-03 | $87049120.77              | $87049120.77               | 81.3200%                  | 81.3200%                   |
| 2025-10-06 | $86087837.41              | $86087837.41               | 81.1600%                  | 81.1600%                   |
| 2025-10-07 | $84846491.31              | $85096370.96               | 80.8300%                  | 81.0700%                   |
| 2025-10-08 | $84971371.37              | $85221271.25               | 80.9600%                  | 81.1900%                   |
| 2025-10-09 | $85023176.75              | $85273097.43               | 80.9700%                  | 81.2000%                   |
| 2025-10-10 | $85994713.91              | $85994713.91               | 81.0700%                  | 81.0700%                   |
| 2025-10-13 | $85994713.91              | $85994713.91               | 81.0600%                  | 81.0600%                   |
| 2025-10-14 | $85362337.59              | $85362337.59               | 79.8900%                  | 79.8900%                   |
| 2025-10-15 | $87052138.49              | $87052138.49               | 81.4600%                  | 81.4600%                   |
| 2025-10-16 | $87577985.72              | $87577985.72               | 81.5800%                  | 81.5800%                   |
| 2025-10-17 | $86978071.78              | $86978071.78               | 81.4700%                  | 81.4700%                   |
| 2025-10-20 | $86854896.59              | $86854896.59               | 81.4600%                  | 81.4600%                   |
| 2025-10-21 | $86862381.78              | $86862381.78               | 81.4600%                  | 81.4600%                   |
| 2025-10-22 | $87480025.28              | $87480025.28               | 81.5700%                  | 81.5700%                   |
| 2025-10-23 | $88211480.72              | $88211480.72               | 81.6900%                  | 81.6900%                   |
| 2025-10-24 | $87584363.26              | $87584363.26               | 81.5600%                  | 81.5600%                   |
| 2025-10-27 | $87490133.93              | $87490133.93               | 81.5600%                  | 81.5600%                   |
| 2025-10-28 | $92554167.53              | $97554212.73               | 86.2700%                  | 90.9300%                   |
| 2025-10-29 | $90655571.75              | $95655619.30               | 86.0300%                  | 90.7700%                   |
| 2025-10-30 | $89636221.95              | $94636264.30               | 85.8600%                  | 90.6400%                   |
| 2025-10-31 | $89679051.41              | $94679064.36               | 85.7700%                  | 90.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2100%             |
| 2025-10-02 | 4.2100%             |
| 2025-10-03 | 4.2200%             |
| 2025-10-06 | 4.2200%             |
| 2025-10-07 | 4.2100%             |
| 2025-10-08 | 4.2000%             |
| 2025-10-09 | 4.1900%             |
| 2025-10-10 | 4.1700%             |
| 2025-10-13 | 4.1700%             |
| 2025-10-14 | 4.1700%             |
| 2025-10-15 | 4.1900%             |
| 2025-10-16 | 4.2100%             |
| 2025-10-17 | 4.2400%             |
| 2025-10-20 | 4.2300%             |
| 2025-10-21 | 4.2400%             |
| 2025-10-22 | 4.2400%             |
| 2025-10-23 | 4.2300%             |
| 2025-10-24 | 4.2500%             |
| 2025-10-27 | 4.2600%             |
| 2025-10-28 | 4.2700%             |
| 2025-10-29 | 4.2800%             |
| 2025-10-30 | 4.2500%             |
| 2025-10-31 | 4.2500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0001                      |
|  |  |
| 2025-10-02 | 1.0001                      |
|  |  |
| 2025-10-03 | 1.0001                      |
|  |  |
| 2025-10-06 | 1.0001                      |
|  |  |
| 2025-10-07 | 1.0001                      |
|  |  |
| 2025-10-08 | 1.0001                      |
|  |  |
| 2025-10-09 | 1.0001                      |
|  |  |
| 2025-10-10 | 1.0001                      |
|  |  |
| 2025-10-13 | 1.0001                      |
|  |  |
| 2025-10-14 | 1.0001                      |
|  |  |
| 2025-10-15 | 1.0001                      |
|  |  |
| 2025-10-16 | 1.0001                      |
|  |  |
| 2025-10-17 | 1.0001                      |
|  |  |
| 2025-10-20 | 1.0001                      |
|  |  |
| 2025-10-21 | 1.0001                      |
|  |  |
| 2025-10-22 | 1.0001                      |
|  |  |
| 2025-10-23 | 1.0001                      |
|  |  |
| 2025-10-24 | 1.0001                      |
|  |  |
| 2025-10-27 | 1.0001                      |
|  |  |
| 2025-10-28 | 1.0001                      |
|  |  |
| 2025-10-29 | 1.0001                      |
|  |  |
| 2025-10-30 | 1.0001                      |
|  |  |
| 2025-10-31 | 1.0001                      |
|  |  |

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

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $980792.30

- **Number of Shares Outstanding:** 980792.3000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-02 | $0.00                     | $0.10                   |
| 2025-10-07 | $2000.00                  | $0.00                   |
| 2025-10-08 | $121.74                   | $2413.50                |
| 2025-10-09 | $0.00                     | $243.48                 |
| 2025-10-14 | $0.00                     | $10000.00               |
| 2025-10-15 | $0.00                     | $16.50                  |
| 2025-10-29 | $0.00                     | $2400.00                |
| 2025-10-31 | $3003.54                  | $224.57                 |

**Total Gross Subscriptions (Month):** $5125.28

**Total Gross Redemptions (Month):** $15298.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5800%           |
| 2025-10-02 | 3.5800%           |
| 2025-10-03 | 3.5800%           |
| 2025-10-06 | 3.5800%           |
| 2025-10-07 | 3.5700%           |
| 2025-10-08 | 3.5500%           |
| 2025-10-09 | 3.5500%           |
| 2025-10-10 | 3.5300%           |
| 2025-10-13 | 3.5300%           |
| 2025-10-14 | 3.5300%           |
| 2025-10-15 | 3.5500%           |
| 2025-10-16 | 3.5700%           |
| 2025-10-17 | 3.5900%           |
| 2025-10-20 | 3.5900%           |
| 2025-10-21 | 3.6000%           |
| 2025-10-22 | 3.6000%           |
| 2025-10-23 | 3.5900%           |
| 2025-10-24 | 3.6100%           |
| 2025-10-27 | 3.6200%           |
| 2025-10-28 | 3.6300%           |
| 2025-10-29 | 3.6400%           |
| 2025-10-30 | 3.6100%           |
| 2025-10-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 32.5100%         | 0.0000%              |
| Broker-dealer   |  | 7.2100%          | 0.0000%              |
| Retail investor |  | 5.8300%          | 5.8300%              |
| Broker-dealer   |  | 5.1900%          | 0.0000%              |
| Retail investor |  | 13.0100%         | 13.0100%             |

### Class: Class Y

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $4123709.65

- **Number of Shares Outstanding:** 4123709.6460

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-03 | $164.45                   | $0.00                   |
| 2025-10-06 | $9547.71                  | $0.00                   |
| 2025-10-07 | $24.80                    | $3232.13                |
| 2025-10-08 | $0.00                     | $654.68                 |
| 2025-10-09 | $318767.27                | $0.00                   |
| 2025-10-13 | $165.47                   | $0.00                   |
| 2025-10-14 | $3075.99                  | $0.00                   |
| 2025-10-15 | $472034.94                | $1738.65                |
| 2025-10-16 | $5048.02                  | $4246.97                |
| 2025-10-20 | $60.28                    | $2629.55                |
| 2025-10-21 | $171.93                   | $0.00                   |
| 2025-10-24 | $0.00                     | $121479.90              |
| 2025-10-27 | $0.00                     | $68.16                  |
| 2025-10-29 | $0.00                     | $11.38                  |
| 2025-10-30 | $1861.81                  | $0.00                   |
| 2025-10-31 | $11779.19                 | $742.51                 |

**Total Gross Subscriptions (Month):** $822701.86

**Total Gross Redemptions (Month):** $134803.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5800%           |
| 2025-10-02 | 3.5800%           |
| 2025-10-03 | 3.5800%           |
| 2025-10-06 | 3.5800%           |
| 2025-10-07 | 3.5700%           |
| 2025-10-08 | 3.5500%           |
| 2025-10-09 | 3.5500%           |
| 2025-10-10 | 3.5300%           |
| 2025-10-13 | 3.5300%           |
| 2025-10-14 | 3.5300%           |
| 2025-10-15 | 3.5500%           |
| 2025-10-16 | 3.5700%           |
| 2025-10-17 | 3.5900%           |
| 2025-10-20 | 3.5900%           |
| 2025-10-21 | 3.6000%           |
| 2025-10-22 | 3.6000%           |
| 2025-10-23 | 3.5900%           |
| 2025-10-24 | 3.6100%           |
| 2025-10-27 | 3.6200%           |
| 2025-10-28 | 3.6300%           |
| 2025-10-29 | 3.6400%           |
| 2025-10-30 | 3.6100%           |
| 2025-10-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 64.7700%         | 0.0000%              |
| Retail investor |  | 18.3300%         | 0.0000%              |
| Broker-dealer   |  | 11.5300%         | 0.0000%              |
| Retail investor |  | 5.1500%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $99042654.59

- **Number of Shares Outstanding:** 99042661.5530

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $17427.31                 | $14102.22               |
| 2025-10-02 | $5901.99                  | $801.59                 |
| 2025-10-03 | $28612.62                 | $1020143.37             |
| 2025-10-06 | $383292.85                | $1505592.27             |
| 2025-10-07 | $4478.28                  | $25046.60               |
| 2025-10-08 | $58606.23                 | $15738.64               |
| 2025-10-09 | $793283.52                | $82074.55               |
| 2025-10-10 | $1567.88                  | $903417.83              |
| 2025-10-13 | $1746036.45               | $86504.10               |
| 2025-10-14 | $55332.18                 | $55425.00               |
| 2025-10-15 | $31506.96                 | $26572.16               |
| 2025-10-16 | $9678.76                  | $632680.61              |
| 2025-10-17 | $3092.53                  | $161008.91              |
| 2025-10-20 | $14959.09                 | $5750.22                |
| 2025-10-21 | $1148807.17               | $550115.63              |
| 2025-10-22 | $743762.71                | $13394.55               |
| 2025-10-23 | $2024.75                  | $643905.60              |
| 2025-10-24 | $33.00                    | $4822.21                |
| 2025-10-27 | $11636.03                 | $9553.71                |
| 2025-10-28 | $17.29                    | $1912740.23             |
| 2025-10-29 | $43231.88                 | $1027640.39             |
| 2025-10-30 | $156200.69                | $4896.35                |
| 2025-10-31 | $8411972.44               | $444396.11              |

**Total Gross Subscriptions (Month):** $13671462.61

**Total Gross Redemptions (Month):** $9146322.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5800%           |
| 2025-10-02 | 3.5800%           |
| 2025-10-03 | 3.5800%           |
| 2025-10-06 | 3.5800%           |
| 2025-10-07 | 3.5700%           |
| 2025-10-08 | 3.5500%           |
| 2025-10-09 | 3.5500%           |
| 2025-10-10 | 3.5300%           |
| 2025-10-13 | 3.5300%           |
| 2025-10-14 | 3.5300%           |
| 2025-10-15 | 3.5500%           |
| 2025-10-16 | 3.5700%           |
| 2025-10-17 | 3.5900%           |
| 2025-10-20 | 3.5900%           |
| 2025-10-21 | 3.6000%           |
| 2025-10-22 | 3.6000%           |
| 2025-10-23 | 3.5900%           |
| 2025-10-24 | 3.6100%           |
| 2025-10-27 | 3.6200%           |
| 2025-10-28 | 3.6300%           |
| 2025-10-29 | 3.6400%           |
| 2025-10-30 | 3.6100%           |
| 2025-10-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | Partnership      | 34.4500%         | 34.4500%             |
| Non-financial corporation |  | 13.6900%         | 13.6900%             |
| Retail investor           |  | 11.3200%         | 0.0000%              |
| Other                     | Partnership      | 3.5400%          | 3.5400%              |
| Non-financial corporation |  | 1.6400%          | 1.6400%              |
| 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):** $2002012.86
- **C.18.a - Value (excl. sponsor support):** $2002012.86
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $1980606.06
- **C.18.a - Value (excl. sponsor support):** $1980606.06
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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):** $2883938.81
- **C.18.a - Value (excl. sponsor support):** $2883938.81
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 4.095000%
- **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):** $5000012.95
- **C.18.a - Value (excl. sponsor support):** $5000012.95
- **C.19 - Percentage of Net Assets:** 4.8000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **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):** $999987.28
- **C.18.a - Value (excl. sponsor support):** $999987.28
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 6: 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):** $998409.59
- **C.18.a - Value (excl. sponsor support):** $998409.59
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 7: 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):** $265638.64
- **C.18.a - Value (excl. sponsor support):** $265638.64
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 8: 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):** $498976.63
- **C.18.a - Value (excl. sponsor support):** $498976.63
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 9: Nomura Securities International Inc. Joint Repurchase Agreement

- **C.1 - Title:** Nomura Securities International Inc. Joint Repurchase Agreement 4.150000%
- **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: ARP1C8SK7, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24128000.00
- **C.18.a - Value (excl. sponsor support):** $24128000.00
- **C.19 - Percentage of Net Assets:** 23.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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   | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $141022.83         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-01-01      | 5.5000%  | 0.0000% | $6531777.00        | $6106877.62        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2053-04-01      | 5.5000%  | 0.0000% | $22800.00          | $18065.51          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.0000%  | 0.0000% | $1334900.00        | $1360996.44        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $1402800.00        | $1442848.53        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-07-01      | 6.5000%  | 0.0000% | $134800.00         | $88869.39          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-12-01      | 5.5000%  | 0.0000% | $1100800.00        | $728942.26         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-07-01      | 6.0000%  | 0.0000% | $65300.00          | $66428.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $2385400.00        | $2441513.60        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-09-01      | 5.5000%  | 0.0000% | $2169600.00        | $2216850.67        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2052-05-01      | 3.0000%  | 0.0000% | $14600.00          | $10457.83          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.5000%  | 0.0000% | $1078100.00        | $1066701.14        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-07-01      | 2.5000%  | 0.0000% | $31300.00          | $18423.08          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-06-01      | 5.0000%  | 0.0000% | $177300.00         | $177311.60         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $5464900.00        | $5541546.49        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-11-01      | 5.5000%  | 0.0000% | $3129100.00        | $3197672.14        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** StoneX Financial Inc. Joint Repurchase Agreement 4.180000%
- **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: ARP1C8SL5, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65551000.00
- **C.18.a - Value (excl. sponsor support):** $65551000.00
- **C.19 - Percentage of Net Assets:** 62.9400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| RFCO Strip                 | 2030-01-15      | 0.0000%  | 0.0000% | $33402846.95       | $28407718.41       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2060-09-15      | 4.6250%  | 0.0000% | $27506.75          | $25260.93          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2028-03-15      | 3.8750%  | 0.0000% | $6273.47           | $6337.12           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2030-08-01      | 3.8750%  | 0.0000% | $1447.72           | $1464.12           | Agency Debentures and Agency Strips |
| Freddie Mac                | 2026-09-01      | 8.0000%  | 0.0000% | $553397.22         | $1.59              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-06-01      | 8.0000%  | 0.0000% | $835802.76         | $96.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-11-01      | 6.7330%  | 0.0000% | $119927.02         | $820.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-05-01      | 6.7250%  | 0.0000% | $81796.39          | $385.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.4430%  | 0.0000% | $42466.56          | $746.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 6.8490%  | 0.0000% | $25335.17          | $119.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-01-01      | 6.7480%  | 0.0000% | $73592.62          | $439.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5190%  | 0.0000% | $12743.59          | $23.49             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5450%  | 0.0000% | $46963.19          | $284.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-01-01      | 3.5000%  | 0.0000% | $3619.31           | $158.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 3.5000%  | 0.0000% | $482.57            | $30.59             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-02-01      | 3.5000%  | 0.0000% | $241.29            | $30.99             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-01-01      | 3.0000%  | 0.0000% | $6514.76           | $582.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-03-01      | 3.0000%  | 0.0000% | $3136.73           | $304.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 5.5000%  | 0.0000% | $104959.97         | $310.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.7450%  | 0.0000% | $30160.91          | $186.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-10-01      | 7.1950%  | 0.0000% | $60321.82          | $807.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-04-01      | 6.7010%  | 0.0000% | $21233.28          | $139.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-09-01      | 6.3750%  | 0.0000% | $33780.22          | $160.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.2360%  | 0.0000% | $54289.64          | $620.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-07-01      | 6.4100%  | 0.0000% | $22922.29          | $118.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-03-01      | 6.5000%  | 0.0000% | $13029.51          | $90.75             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.5130%  | 0.0000% | $48257.46          | $994.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 6.6630%  | 0.0000% | $13753.38          | $97.24             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 6.8550%  | 0.0000% | $13270.80          | $286.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.6000%  | 0.0000% | $34986.66          | $471.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 6.4770%  | 0.0000% | $338526.06         | $1910.70           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 6.7870%  | 0.0000% | $48257.46          | $373.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 5.5000%  | 0.0000% | $237651.09         | $354.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-10-01      | 8.0000%  | 0.0000% | $336595.77         | $157.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 8.0000%  | 0.0000% | $375722.91         | $73.65             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-09-01      | 8.0000%  | 0.0000% | $239782.62         | $81.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-03-01      | 8.5000%  | 0.0000% | $653.16            | $0.72              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-11-01      | 6.3750%  | 0.0000% | $120643.64         | $115.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-03-01      | 6.4990%  | 0.0000% | $843982.88         | $370.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 6.4980%  | 0.0000% | $241287.29         | $219.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-12-01      | 8.0000%  | 0.0000% | $182821.69         | $279.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-09-01      | 8.0000%  | 0.0000% | $72893.85          | $4.05              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 4.0000%  | 0.0000% | $6756.04           | $64.10             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-12-01      | 4.0000%  | 0.0000% | $2412.87           | $86.67             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-09-01      | 4.0000%  | 0.0000% | $965.15            | $52.47             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-01-01      | 4.0000%  | 0.0000% | $2171.59           | $118.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 4.0000%  | 0.0000% | $3619.31           | $158.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-03-01      | 4.0000%  | 0.0000% | $2497.08           | $71.67             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-10-01      | 4.0000%  | 0.0000% | $273.38            | $20.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 3.5000%  | 0.0000% | $3860.60           | $756.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 3.5000%  | 0.0000% | $3619.31           | $431.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-03-01      | 3.5000%  | 0.0000% | $482.57            | $99.30             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-01-01      | 6.6060%  | 0.0000% | $255764.52         | $3470.13           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-06-01      | 6.3230%  | 0.0000% | $120643.64         | $1963.42           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 6.3650%  | 0.0000% | $14477.24          | $572.17            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-11-01      | 6.2550%  | 0.0000% | $22922.29          | $2143.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-09-01      | 4.0000%  | 0.0000% | $6348.03           | $214.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-12-01      | 4.0000%  | 0.0000% | $1689.01           | $37.92             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $3619.31           | $161.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-05-01      | 4.0000%  | 0.0000% | $2654.16           | $292.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-08-01      | 4.0000%  | 0.0000% | $241.29            | $16.15             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-11-01      | 3.5000%  | 0.0000% | $1447.72           | $110.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.0000%  | 0.0000% | $1689.01           | $196.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-05-01      | 4.0000%  | 0.0000% | $4101.88           | $242.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-08-01      | 4.0000%  | 0.0000% | $7479.91           | $528.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-09-01      | 4.0000%  | 0.0000% | $6032.18           | $402.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 3.5000%  | 0.0000% | $9651.49           | $952.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 4.0000%  | 0.0000% | $4584.46           | $405.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 4.0000%  | 0.0000% | $7479.91           | $582.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 3.5000%  | 0.0000% | $7238.62           | $656.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-06-01      | 3.5000%  | 0.0000% | $482.57            | $53.19             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 3.5000%  | 0.0000% | $10375.35          | $1104.10           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 4.0000%  | 0.0000% | $723.86            | $77.55             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $9892.78           | $1048.25           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 4.0000%  | 0.0000% | $8951.52           | $739.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $482.57            | $49.12             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 3.0000%  | 0.0000% | $6032.18           | $866.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-11-01      | 3.0000%  | 0.0000% | $2412.87           | $402.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $3378.02           | $537.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 4.0000%  | 0.0000% | $241.29            | $25.33             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.5000%  | 0.0000% | $241.29            | $34.22             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.5000%  | 0.0000% | $6756.04           | $934.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-02-01      | 3.0000%  | 0.0000% | $723.86            | $101.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-02-01      | 3.5000%  | 0.0000% | $965.15            | $115.40            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-10-01      | 4.0000%  | 0.0000% | $241.29            | $29.69             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-08-01      | 4.0000%  | 0.0000% | $499.71            | $37.26             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $723.86            | $58.74             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-05-01      | 2.5000%  | 0.0000% | $1689.01           | $190.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-09-01      | 3.5000%  | 0.0000% | $2895.45           | $479.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 3.5000%  | 0.0000% | $2412.87           | $543.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-06-01      | 3.5000%  | 0.0000% | $5549.61           | $976.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.0000%  | 0.0000% | $1447.72           | $394.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-11-01      | 3.5000%  | 0.0000% | $482.57            | $138.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.0000%  | 0.0000% | $241.29            | $17.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.0000%  | 0.0000% | $723.86            | $228.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-04-01      | 4.0000%  | 0.0000% | $4343.17           | $323.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 3.0000%  | 0.0000% | $241.29            | $25.19             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $965.15            | $587.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-10-01      | 2.5000%  | 0.0000% | $482.57            | $135.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $482.57            | $100.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 2.0000%  | 0.0000% | $241.29            | $130.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-04-01      | 4.5000%  | 0.0000% | $482.57            | $298.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-03-01      | 6.0000%  | 0.0000% | $965.15            | $594.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $482.57            | $299.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-09-01      | 5.5000%  | 0.0000% | $965.15            | $647.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 6.0000%  | 0.0000% | $241.29            | $170.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 3.5000%  | 0.0000% | $965.15            | $842.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-04-01      | 5.5000%  | 0.0000% | $482.57            | $464.08            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 3.5000%  | 0.0000% | $1689.01           | $368.48            | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2026-03-16      | 0.0000%  | 0.0000% | $561958.09         | $554079.44         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-05-01      | 6.4880%  | 0.0000% | $132708.01         | $120.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 6.3260%  | 0.0000% | $119437.21         | $950.97            | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2027-05-27      | 1.0400%  | 0.0000% | $241.29            | $232.64            | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-05-09      | 4.5100%  | 0.0000% | $1003996.40        | $1015158.33        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 6.5000%  | 0.0000% | $12064.36          | $14.46             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-12-01      | 6.4580%  | 0.0000% | $96514.92          | $540.71            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5010%  | 0.0000% | $13270.80          | $96.39             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $13961365.04       | $10618204.49       | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-01-15      | 0.0000%  | 0.0000% | $7721.19           | $7656.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-05-23      | 4.4900%  | 0.0000% | $6253925.21        | $6330391.60        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-15      | 0.0000%  | 0.0000% | $3461990.00        | $2905540.89        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-01-15      | 0.0000%  | 0.0000% | $115576.61         | $114612.82         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-06-01      | 6.0000%  | 0.0000% | $84450.55          | $57.80             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 7.5000%  | 0.0000% | $696840.10         | $177.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-10-01      | 8.0000%  | 0.0000% | $220689.80         | $38.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $372556.50         | $195.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-08-01      | 7.5000%  | 0.0000% | $732388.23         | $300.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $236938.08         | $100.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-03-01      | 8.0000%  | 0.0000% | $171746.84         | $93.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-01      | 7.5000%  | 0.0000% | $462343.84         | $137.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $214921.10         | $34.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $32104.72          | $7.48              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-12-01      | 8.5000%  | 0.0000% | $90802.92          | $140.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-03-01      | 7.5000%  | 0.0000% | $311174.46         | $227.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $176449.53         | $230.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $245823.49         | $152.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $86813.96          | $183.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 4.3150%  | 0.0000% | $19526.90          | $26.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 8.0000%  | 0.0000% | $295595.02         | $1.40              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $506003.57         | $560.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $295354.70         | $150.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $142387.73         | $77.52             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 7.5000%  | 0.0000% | $382284.00         | $80.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $378392.52         | $216.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.0000%  | 0.0000% | $112702.40         | $20.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $106136.25         | $21.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $2714199.68        | $1175.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.5000%  | 0.0000% | $70262.86          | $195.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $40413.45          | $21.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $824105.15         | $442.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 4.9050%  | 0.0000% | $168901.10         | $99.97             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 5.1360%  | 0.0000% | $325737.84         | $927.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $118937.26         | $122.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $10623.64          | $15.76             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $133863.53         | $144.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 8.0000%  | 0.0000% | $201378.13         | $384.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 6.5000%  | 0.0000% | $66456.79          | $74.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $331770.02         | $312.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.5000%  | 0.0000% | $45919.14          | $48.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $690208.56         | $562.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.0000%  | 0.0000% | $29463.11          | $879.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.3270%  | 0.0000% | $32433.84          | $63.86             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 6.0000%  | 0.0000% | $1481.50           | $2.54              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 7.5000%  | 0.0000% | $239501.76         | $37.04             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $33251.80          | $139.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $190748.94         | $171.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $135467.37         | $290.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $80918.35          | $269.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-08-01      | 4.2020%  | 0.0000% | $60321.82          | $325.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.2600%  | 0.0000% | $10716.05          | $57.52             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 5.3020%  | 0.0000% | $19527.14          | $27.27             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.7190%  | 0.0000% | $32234.53          | $56.87             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 5.3020%  | 0.0000% | $14662.79          | $22.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 4.1830%  | 0.0000% | $11170.39          | $214.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $638.45            | $2.23              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 6.5010%  | 0.0000% | $603218.22         | $562.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $75648.87          | $251.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 6.5000%  | 0.0000% | $120643.64         | $166.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 6.7980%  | 0.0000% | $12064.36          | $55.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-09-01      | 4.0000%  | 0.0000% | $5308.32           | $24.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-01-01      | 2.5000%  | 0.0000% | $15683.67          | $540.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $965.15            | $72.62             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-05-01      | 3.5000%  | 0.0000% | $5308.32           | $247.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-05-01      | 4.0000%  | 0.0000% | $1930.30           | $4.68              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.3590%  | 0.0000% | $5069.69           | $433.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 6.4450%  | 0.0000% | $30160.91          | $677.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-03-01      | 2.5000%  | 0.0000% | $3619.31           | $295.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-03-01      | 3.5000%  | 0.0000% | $4825.75           | $835.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 3.0000%  | 0.0000% | $965.15            | $179.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 6.3010%  | 0.0000% | $69973.31          | $3278.81           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 6.2150%  | 0.0000% | $186997.65         | $229.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 5.2770%  | 0.0000% | $9132.24           | $290.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5080%  | 0.0000% | $8203.77           | $83.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 6.1520%  | 0.0000% | $56055.86          | $183.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.4670%  | 0.0000% | $84450.55          | $501.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.4000%  | 0.0000% | $44155.57          | $406.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.7800%  | 0.0000% | $120643.64         | $443.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.4800%  | 0.0000% | $723861.86         | $2212.66           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.3910%  | 0.0000% | $723861.86         | $2142.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.4920%  | 0.0000% | $22922.29          | $456.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 6.9150%  | 0.0000% | $30160.91          | $36.81             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 6.2020%  | 0.0000% | $30160.91          | $232.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.3000%  | 0.0000% | $34021.51          | $217.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 6.5440%  | 0.0000% | $1059579.10        | $4560.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.7500%  | 0.0000% | $723861.86         | $3594.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 6.6250%  | 0.0000% | $60321.82          | $533.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.1990%  | 0.0000% | $598151.19         | $2333.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.1150%  | 0.0000% | $18096.55          | $196.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 6.5580%  | 0.0000% | $60321.82          | $586.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5150%  | 0.0000% | $60321.82          | $144.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 6.5850%  | 0.0000% | $60321.82          | $748.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 6.3740%  | 0.0000% | $526006.29         | $3643.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 6.1530%  | 0.0000% | $120643.64         | $1856.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 5.9840%  | 0.0000% | $96514.92          | $760.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 6.5590%  | 0.0000% | $38605.97          | $300.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 6.7340%  | 0.0000% | $36193.09          | $126.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 3.5000%  | 0.0000% | $2412.87           | $339.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.0000%  | 0.0000% | $2895.45           | $568.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $965.15            | $161.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 6.3930%  | 0.0000% | $12305.65          | $2265.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 4.4500%  | 0.0000% | $242.25            | $246.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.5000%  | 0.0000% | $2895.45           | $608.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 4.5000%  | 0.0000% | $1206.44           | $280.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $7240.07           | $1055.81           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $1447.72           | $300.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 2.5000%  | 0.0000% | $1930.30           | $726.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 3.0000%  | 0.0000% | $1447.72           | $720.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.5000%  | 0.0000% | $1206.44           | $805.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $723.86            | $423.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $965.15            | $739.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 2.5000%  | 0.0000% | $1206.44           | $952.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.3040%  | 0.0000% | $18096.55          | $209.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5300%  | 0.0000% | $31126.06          | $307.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 6.6240%  | 0.0000% | $31367.35          | $310.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 6.4540%  | 0.0000% | $49463.89          | $658.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.2800%  | 0.0000% | $1930.30           | $37.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.6430%  | 0.0000% | $24128.73          | $187.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.7300%  | 0.0000% | $120643.64         | $3475.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.3320%  | 0.0000% | $154423.86         | $950.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 5.0000%  | 0.0000% | $723861.86         | $874.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 6.5000%  | 0.0000% | $241287.29         | $2039.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.4950%  | 0.0000% | $747990.59         | $2369.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.3070%  | 0.0000% | $24128.73          | $341.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.2230%  | 0.0000% | $120643.64         | $1112.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 6.4510%  | 0.0000% | $23646.15          | $95.19             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.0000%  | 0.0000% | $114917.90         | $1078.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-02-01      | 2.5000%  | 0.0000% | $27748.04          | $1071.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-07-01      | 5.0000%  | 0.0000% | $241.29            | $2.83              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 4.0000%  | 0.0000% | $9651.49           | $280.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-11-01      | 4.0000%  | 0.0000% | $4825.75           | $230.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 4.0000%  | 0.0000% | $2171.59           | $310.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 2.5000%  | 0.0000% | $965.15            | $142.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 4.0000%  | 0.0000% | $3619.31           | $600.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.0000%  | 0.0000% | $1447.72           | $120.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $1689.01           | $1094.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.0000%  | 0.0000% | $723.86            | $257.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 2.0000%  | 0.0000% | $1930.30           | $971.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $1447.72           | $748.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 6.0000%  | 0.0000% | $1689.01           | $1178.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-05-01      | 3.0000%  | 0.0000% | $241.29            | $167.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 6.0000%  | 0.0000% | $1206.44           | $890.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.0000%  | 0.0000% | $482.57            | $274.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 5.0000%  | 0.0000% | $482.57            | $294.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $965.15            | $722.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 4.5000%  | 0.0000% | $723.86            | $635.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.5740%  | 0.0000% | $482574.58         | $1115.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.7760%  | 0.0000% | $12064.36          | $159.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 5.5000%  | 0.0000% | $241.29            | $240.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-15      | 4.0000%  | 0.0000% | $66813.90          | $5750.11           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-15      | 4.0000%  | 0.0000% | $3860.60           | $1065.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-15      | 4.0000%  | 0.0000% | $6425.96           | $608.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-02-15      | 3.5000%  | 0.0000% | $27190.66          | $3923.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-06-15      | 3.5000%  | 0.0000% | $19302.98          | $2447.71           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-12-15      | 3.5000%  | 0.0000% | $248525.91         | $1576.01           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-04-20      | 3.0000%  | 0.0000% | $22215.32          | $236.37            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-06-20      | 3.0000%  | 0.0000% | $12064.36          | $1225.41           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-06-20      | 4.0000%  | 0.0000% | $6032.18           | $347.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-06-20      | 2.5000%  | 0.0000% | $29722.73          | $512.60            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-07-20      | 3.5000%  | 0.0000% | $24128.73          | $1852.55           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-07-20      | 2.5000%  | 0.0000% | $7221.73           | $127.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-20      | 3.0000%  | 0.0000% | $4003.44           | $78.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-20      | 2.5000%  | 0.0000% | $77211.93          | $2322.56           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-20      | 3.0000%  | 0.0000% | $28954.47          | $751.89            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 5.5000%  | 0.0000% | $33780.22          | $1880.62           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-20      | 2.5000%  | 0.0000% | $27748.04          | $934.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-20      | 5.5000%  | 0.0000% | $16890.11          | $622.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-08-20      | 5.0000%  | 0.0000% | $24128.73          | $1285.24           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-20      | 3.5000%  | 0.0000% | $174933.28         | $4832.27           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-11-20      | 5.5000%  | 0.0000% | $1445.31           | $62.12             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-02-20      | 3.5000%  | 0.0000% | $31367.35          | $1471.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-05-20      | 5.0000%  | 0.0000% | $10857.93          | $617.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-05-20      | 3.5000%  | 0.0000% | $4101.88           | $303.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-20      | 2.5000%  | 0.0000% | $10857.93          | $507.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-08-20      | 3.0000%  | 0.0000% | $12064.36          | $1405.50           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-09-20      | 4.0000%  | 0.0000% | $12064.36          | $801.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-20      | 7.0000%  | 0.0000% | $3619.31           | $454.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-12-20      | 7.0000%  | 0.0000% | $10375.35          | $510.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-04-20      | 5.0000%  | 0.0000% | $604.18            | $47.47             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-09-20      | 6.0000%  | 0.0000% | $12064.36          | $744.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-06-20      | 3.0000%  | 0.0000% | $18605.90          | $1078.11           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 6.5000%  | 0.0000% | $20509.42          | $1918.29           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.5000%  | 0.0000% | $29437.05          | $2854.18           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-08-20      | 4.5000%  | 0.0000% | $13270.80          | $861.26            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-20      | 6.0000%  | 0.0000% | $7721.19           | $477.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-08-20      | 4.5000%  | 0.0000% | $37882.10          | $2834.43           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-09-20      | 4.5000%  | 0.0000% | $6032.18           | $464.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-10-20      | 5.0000%  | 0.0000% | $7238.62           | $583.10            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-04-20      | 6.0000%  | 0.0000% | $13270.80          | $1329.16           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-12-20      | 6.0000%  | 0.0000% | $241.29            | $18.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-20      | 6.5000%  | 0.0000% | $32573.78          | $3407.61           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-12-20      | 4.5000%  | 0.0000% | $16648.82          | $1323.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-12-20      | 5.5000%  | 0.0000% | $2412.87           | $235.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-09-20      | 6.0000%  | 0.0000% | $6032.18           | $621.07            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 6.5000%  | 0.0000% | $14477.24          | $1377.81           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-01-20      | 3.5000%  | 0.0000% | $6032.18           | $595.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-01-20      | 5.5000%  | 0.0000% | $10438.33          | $843.60            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 6.5000%  | 0.0000% | $33599.50          | $2586.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-03-20      | 2.5000%  | 0.0000% | $13753.38          | $3525.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-20      | 3.5000%  | 0.0000% | $11823.08          | $1166.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-01-20      | 7.0000%  | 0.0000% | $1675.26           | $125.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-20      | 6.5000%  | 0.0000% | $31126.06          | $2089.97           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-05-20      | 5.5000%  | 0.0000% | $20991.99          | $1952.73           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-07-20      | 6.0000%  | 0.0000% | $23162.13          | $1843.41           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-04-20      | 5.0000%  | 0.0000% | $6756.04           | $634.68            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 5.5000%  | 0.0000% | $12064.36          | $1285.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-09-20      | 6.5000%  | 0.0000% | $10857.93          | $662.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-05-20      | 5.0000%  | 0.0000% | $8445.06           | $890.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-08-20      | 5.5000%  | 0.0000% | $6273.47           | $568.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-20      | 6.0000%  | 0.0000% | $6032.18           | $592.01            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-20      | 4.0000%  | 0.0000% | $723.86            | $71.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-20      | 5.0000%  | 0.0000% | $1930.30           | $235.50            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-10-20      | 3.0000%  | 0.0000% | $24134.52          | $3149.41           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-01-20      | 5.0000%  | 0.0000% | $2412.87           | $253.49            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-20      | 5.5000%  | 0.0000% | $12064.36          | $1291.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-06-20      | 6.5000%  | 0.0000% | $3619.31           | $397.59            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-08-20      | 4.0000%  | 0.0000% | $3860.60           | $423.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-09-20      | 3.5000%  | 0.0000% | $18590.22          | $2181.69           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-09-20      | 4.0000%  | 0.0000% | $241.29            | $25.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-09-20      | 5.5000%  | 0.0000% | $22681.01          | $2606.46           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-11-20      | 3.5000%  | 0.0000% | $9651.49           | $1213.71           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-11-20      | 5.5000%  | 0.0000% | $11340.50          | $1669.19           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-11-20      | 5.0000%  | 0.0000% | $11581.79          | $1314.25           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-12-20      | 6.5000%  | 0.0000% | $2412.87           | $310.88            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-11-20      | 6.5000%  | 0.0000% | $18096.55          | $2064.30           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-20      | 4.0000%  | 0.0000% | $482.33            | $23.42             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 3.5000%  | 0.0000% | $8686.34           | $1080.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 5.5000%  | 0.0000% | $3136.73           | $397.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-20      | 6.5000%  | 0.0000% | $482.57            | $58.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 3.5000%  | 0.0000% | $241.29            | $29.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $58632.81          | $4701.11           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-05-20      | 4.0000%  | 0.0000% | $15390.03          | $1162.17           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 6.5000%  | 0.0000% | $7962.48           | $1154.28           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 3.5000%  | 0.0000% | $13994.66          | $1682.29           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 4.5000%  | 0.0000% | $48740.03          | $3678.30           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 5.5000%  | 0.0000% | $5308.32           | $408.59            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 6.0000%  | 0.0000% | $26059.03          | $3593.54           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-06-20      | 3.5000%  | 0.0000% | $8445.06           | $852.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 4.5000%  | 0.0000% | $1563.54           | $114.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-06-20      | 5.0000%  | 0.0000% | $6032.18           | $457.59            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-10-20      | 3.0000%  | 0.0000% | $12064.36          | $1893.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-10-20      | 4.0000%  | 0.0000% | $9410.20           | $1135.48           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-12-20      | 6.5000%  | 0.0000% | $723.86            | $187.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-08-20      | 6.5000%  | 0.0000% | $10616.64          | $1549.11           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-10-20      | 6.0000%  | 0.0000% | $10134.07          | $1239.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-09-20      | 6.0000%  | 0.0000% | $4825.75           | $787.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-06-20      | 6.0000%  | 0.0000% | $19302.98          | $2849.19           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 6.0000%  | 0.0000% | $4825.75           | $404.18            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-05-20      | 6.5000%  | 0.0000% | $13029.51          | $2134.93           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 5.5000%  | 0.0000% | $11105.73          | $960.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 6.0000%  | 0.0000% | $26300.31          | $2162.32           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $48257.46          | $3265.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 6.0000%  | 0.0000% | $5549.61           | $595.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-04-20      | 3.5000%  | 0.0000% | $5521.14           | $509.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $3619.31           | $273.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-04-20      | 6.0000%  | 0.0000% | $4101.88           | $530.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 3.0000%  | 0.0000% | $2654.16           | $313.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 5.0000%  | 0.0000% | $15201.10          | $1370.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 6.0000%  | 0.0000% | $8445.06           | $1029.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 3.5000%  | 0.0000% | $79866.09          | $1842.80           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 6.0000%  | 0.0000% | $20509.42          | $2142.24           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-07-20      | 3.5000%  | 0.0000% | $3619.31           | $389.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-07-20      | 4.0000%  | 0.0000% | $21957.14          | $2089.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-20      | 2.5000%  | 0.0000% | $8445.06           | $837.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-09-20      | 3.0000%  | 0.0000% | $33871.19          | $2143.56           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 3.0000%  | 0.0000% | $482.57            | $179.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 4.5000%  | 0.0000% | $1447.72           | $362.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 2.5000%  | 0.0000% | $14477.24          | $6578.12           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 3.0000%  | 0.0000% | $965.15            | $361.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-01-20      | 2.5000%  | 0.0000% | $371.82            | $63.60             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-01-20      | 4.0000%  | 0.0000% | $482.57            | $91.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 3.5000%  | 0.0000% | $22681.01          | $2939.72           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 4.5000%  | 0.0000% | $12064.36          | $1554.28           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 2.5000%  | 0.0000% | $6032.18           | $1235.61           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 3.0000%  | 0.0000% | $482.57            | $80.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-02-20      | 4.0000%  | 0.0000% | $482.57            | $85.88             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-07-20      | 4.5000%  | 0.0000% | $36193.09          | $4967.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-03-20      | 5.0000%  | 0.0000% | $6032.18           | $820.99            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.5000%  | 0.0000% | $6514.76           | $1050.05           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-20      | 5.5000%  | 0.0000% | $3378.02           | $501.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 6.0000%  | 0.0000% | $3136.73           | $787.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-05-20      | 4.0000%  | 0.0000% | $482.57            | $88.54             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $17128.74          | $4342.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-05-20      | 2.0000%  | 0.0000% | $1194.13           | $449.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 3.0000%  | 0.0000% | $3136.73           | $856.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.5000%  | 0.0000% | $965.15            | $232.53            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-08-20      | 5.5000%  | 0.0000% | $2412.87           | $759.22            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-20      | 4.0000%  | 0.0000% | $482.57            | $109.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 3.0000%  | 0.0000% | $11581.79          | $3420.30           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 6.0000%  | 0.0000% | $723.86            | $108.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 5.0000%  | 0.0000% | $8445.06           | $1951.25           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 6.0000%  | 0.0000% | $36193.09          | $5996.12           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-10-20      | 5.0000%  | 0.0000% | $23646.15          | $6499.09           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-10-20      | 2.0000%  | 0.0000% | $482.57            | $226.30            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-10-20      | 2.5000%  | 0.0000% | $7238.62           | $2856.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 5.0000%  | 0.0000% | $4825.50           | $1283.03           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 3.0000%  | 0.0000% | $2412.87           | $808.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.0000%  | 0.0000% | $1930.30           | $1301.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 2.5000%  | 0.0000% | $7238.62           | $4755.47           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 5.0000%  | 0.0000% | $2412.87           | $1619.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.0000%  | 0.0000% | $1447.72           | $986.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.5000%  | 0.0000% | $965.15            | $680.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 3.0000%  | 0.0000% | $12546.94          | $5692.38           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 4.5000%  | 0.0000% | $9651.49           | $3620.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-01-20      | 5.0000%  | 0.0000% | $2412.87           | $811.17            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 2.5000%  | 0.0000% | $2895.45           | $1532.47           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 3.0000%  | 0.0000% | $5790.89           | $2839.87           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 4.5000%  | 0.0000% | $14428.74          | $5039.41           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 4.5000%  | 0.0000% | $1447.72           | $576.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 5.0000%  | 0.0000% | $6756.04           | $2280.24           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.5000%  | 0.0000% | $723.86            | $414.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 3.0000%  | 0.0000% | $2895.45           | $1557.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 5.0000%  | 0.0000% | $4343.17           | $1583.58           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-08-20      | 2.0000%  | 0.0000% | $3136.73           | $1788.69           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-08-20      | 2.5000%  | 0.0000% | $1689.01           | $986.99            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 1.5000%  | 0.0000% | $11994.63          | $5834.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-09-20      | 2.5000%  | 0.0000% | $1930.30           | $1149.26           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-09-20      | 3.0000%  | 0.0000% | $3946.98           | $2261.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-10-20      | 2.5000%  | 0.0000% | $1689.01           | $1031.30           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 6.0000%  | 0.0000% | $482.57            | $221.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 2.0000%  | 0.0000% | $1930.30           | $1183.40           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 2.5000%  | 0.0000% | $965.15            | $603.99            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 2.0000%  | 0.0000% | $482.57            | $304.45            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.0000%  | 0.0000% | $1447.72           | $942.29            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.5000%  | 0.0000% | $965.15            | $649.44            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 3.5000%  | 0.0000% | $2654.16           | $1843.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-05-20      | 3.5000%  | 0.0000% | $4825.75           | $3505.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-05-20      | 5.0000%  | 0.0000% | $4584.46           | $3796.82           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 7.5000%  | 0.0000% | $5549.61           | $1189.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 6.5000%  | 0.0000% | $3136.73           | $1410.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-07-20      | 4.0000%  | 0.0000% | $482.57            | $359.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-07-20      | 4.5000%  | 0.0000% | $723.86            | $545.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 4.0000%  | 0.0000% | $7479.91           | $5616.00           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 5.0000%  | 0.0000% | $723.86            | $543.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 5.5000%  | 0.0000% | $9651.49           | $6587.53           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 6.5000%  | 0.0000% | $11581.79          | $6585.40           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 6.0000%  | 0.0000% | $674.64            | $390.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.0000%  | 0.0000% | $6032.18           | $4616.15           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.5000%  | 0.0000% | $241.29            | $187.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 4.0000%  | 0.0000% | $482.57            | $372.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 4.5000%  | 0.0000% | $723.86            | $564.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 5.0000%  | 0.0000% | $2895.45           | $2251.81           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 6.5000%  | 0.0000% | $3619.31           | $1531.11           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 7.0000%  | 0.0000% | $723.86            | $272.22            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 6.0000%  | 0.0000% | $723.86            | $408.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 7.0000%  | 0.0000% | $7238.62           | $2177.36           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 2.5000%  | 0.0000% | $4825.99           | $3176.49           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-01-20      | 2.5000%  | 0.0000% | $8445.06           | $5570.56           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 4.5000%  | 0.0000% | $241.29            | $194.58            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 4.0000%  | 0.0000% | $7238.62           | $5754.87           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 5.0000%  | 0.0000% | $482.57            | $388.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 6.5000%  | 0.0000% | $1206.44           | $562.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-06-20      | 4.5000%  | 0.0000% | $2174.48           | $2057.22           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-07-20      | 6.0000%  | 0.0000% | $1206.44           | $933.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-07-20      | 6.5000%  | 0.0000% | $1447.72           | $859.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 7.0000%  | 0.0000% | $1206.44           | $589.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-08-20      | 5.0000%  | 0.0000% | $3619.31           | $3420.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-07-20      | 2.0000%  | 0.0000% | $4883.90           | $3945.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 7.0000%  | 0.0000% | $739.55            | $571.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 4.5000%  | 0.0000% | $723.86            | $622.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 4.0000%  | 0.0000% | $241.29            | $202.31            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 4.5000%  | 0.0000% | $241.29            | $209.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 5.5000%  | 0.0000% | $263.49            | $208.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 5.5000%  | 0.0000% | $6032.18           | $4825.11           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-09-20      | 6.0000%  | 0.0000% | $1206.44           | $803.50            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 5.5000%  | 0.0000% | $482.57            | $386.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 6.5000%  | 0.0000% | $9651.49           | $4967.47           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-03-20      | 6.0000%  | 0.0000% | $482.57            | $321.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 4.5000%  | 0.0000% | $6514.76           | $6101.38           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-06-20      | 5.5000%  | 0.0000% | $482.57            | $428.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-05-15      | 4.5000%  | 0.0000% | $965.15            | $336.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-06-15      | 4.0000%  | 0.0000% | $482.57            | $78.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-08-15      | 4.0000%  | 0.0000% | $10979.54          | $1119.67           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-01-15      | 4.0000%  | 0.0000% | $241.29            | $107.19            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-01-15      | 4.0000%  | 0.0000% | $241.29            | $85.41             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-06-20      | 5.0000%  | 0.0000% | $15023.27          | $3600.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-15      | 3.0000%  | 0.0000% | $7734.46           | $4257.66           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-09-15      | 5.5000%  | 0.0000% | $2326.01           | $467.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-11-20      | 4.5000%  | 0.0000% | $241287.29         | $5224.81           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-10-20      | 4.0000%  | 0.0000% | $24128.73          | $5498.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-11-15      | 3.0000%  | 0.0000% | $6119.05           | $1466.10           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-04-15      | 3.0000%  | 0.0000% | $2360.51           | $670.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2063-07-15      | 2.7400%  | 0.0000% | $7598.14           | $6479.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2064-05-15      | 2.7400%  | 0.0000% | $1434.21           | $1219.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-05-20      | 4.5000%  | 0.0000% | $1086.52           | $1023.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 5.5000%  | 0.0000% | $1689.01           | $1542.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 7.5000%  | 0.0000% | $1447.72           | $562.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 4.0000%  | 0.0000% | $4343.17           | $3989.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 5.5000%  | 0.0000% | $2412.87           | $2246.15           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-01-15      | 3.5000%  | 0.0000% | $482.57            | $78.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-10-15      | 3.0000%  | 0.0000% | $6032.18           | $3004.10           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-08-20      | 4.0000%  | 0.0000% | $6032.18           | $698.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-08-20      | 4.0000%  | 0.0000% | $6997.33           | $1959.10           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-03-15      | 3.5000%  | 0.0000% | $482.57            | $65.02             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-10-20      | 4.0000%  | 0.0000% | $15442.87          | $1721.37           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 7.0000%  | 0.0000% | $7238.62           | $752.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2060-10-15      | 5.6600%  | 0.0000% | $1398.98           | $1470.81           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2060-10-15      | 5.6600%  | 0.0000% | $482.57            | $507.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $1447.72           | $1363.49           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-01-20      | 4.5000%  | 0.0000% | $241.29            | $230.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 4.5000%  | 0.0000% | $811.69            | $790.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-15      | 6.0000%  | 0.0000% | $35469.23          | $217.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-05-20      | 7.5000%  | 0.0000% | $3.62              | $0.00              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-01-20      | 5.0000%  | 0.0000% | $18096.55          | $178.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-08-20      | 6.5000%  | 0.0000% | $18356.90          | $216.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-20      | 6.0000%  | 0.0000% | $9652.70           | $11.89             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-20      | 6.0000%  | 0.0000% | $6032.18           | $8.38              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 6.0000%  | 0.0000% | $31610.32          | $38.50             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-20      | 6.0000%  | 0.0000% | $6032.18           | $9.79              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-20      | 6.0000%  | 0.0000% | $8749.08           | $21.36             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-09-20      | 7.5000%  | 0.0000% | $34910.17          | $18.28             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-20      | 5.5000%  | 0.0000% | $9651.49           | $97.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 6.0000%  | 0.0000% | $7238.62           | $124.88            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-20      | 5.0000%  | 0.0000% | $14959.81          | $432.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-10-20      | 5.5000%  | 0.0000% | $6273.47           | $111.87            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-07-20      | 6.5000%  | 0.0000% | $12064.36          | $131.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 5.5000%  | 0.0000% | $482589.29         | $981.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-20      | 4.0000%  | 0.0000% | $12064.36          | $377.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2025-11-20      | 4.7500%  | 0.0000% | $14216.65          | $0.05              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-15      | 5.0000%  | 0.0000% | $6032.18           | $611.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2060-07-20      | 5.1490%  | 0.0000% | $53083.20          | $367.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 6.0000%  | 0.0000% | $9495.62           | $965.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 6.5000%  | 0.0000% | $48256.73          | $42.90             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-03-15      | 4.0000%  | 0.0000% | $14477.00          | $4105.39           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-15      | 5.0000%  | 0.0000% | $12064.36          | $119.26            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-15      | 4.5000%  | 0.0000% | $21957.14          | $1197.47           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 5.5000%  | 0.0000% | $6032.18           | $106.97            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-15      | 5.5000%  | 0.0000% | $18534.72          | $175.36            | Agency Mortgage-Backed Securities   |
| U.S. Treasury Notes        | 2026-02-15      | 0.0000%  | 0.0000% | $8227.90           | $8139.61           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-15      | 0.0000%  | 0.0000% | $48.26             | $46.87             | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-08-15      | 0.0000%  | 0.0000% | $12064.36          | $11319.21          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-08-15      | 0.0000%  | 0.0000% | $37399.53          | $32595.15          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2036-02-15      | 0.0000%  | 0.0000% | $31367.35          | $20702.36          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2039-08-15      | 0.0000%  | 0.0000% | $36193.09          | $19689.51          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2039-11-15      | 0.0000%  | 0.0000% | $36193.09          | $19395.19          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2042-11-15      | 0.0000%  | 0.0000% | $217158.56         | $97950.02          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-02-15      | 0.0000%  | 0.0000% | $194236.27         | $77910.69          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2046-05-15      | 0.0000%  | 0.0000% | $217158.56         | $81799.29          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2048-08-15      | 0.0000%  | 0.0000% | $217158.56         | $72876.89          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2049-05-15      | 0.0000%  | 0.0000% | $168901.10         | $54667.54          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2051-02-15      | 0.0000%  | 0.0000% | $174692.00         | $52127.74          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2053-02-15      | 0.0000%  | 0.0000% | $217158.56         | $59517.08          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2053-11-15      | 0.0000%  | 0.0000% | $96442.53          | $25819.59          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2054-08-15      | 0.0000%  | 0.0000% | $32742.68          | $8464.87           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2054-11-15      | 0.0000%  | 0.0000% | $42225.28          | $10815.08          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-02-15      | 0.0000%  | 0.0000% | $149356.83         | $37808.34          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-05-15      | 0.0000%  | 0.0000% | $28954.47          | $7278.81           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2054-02-15      | 2.1250%  | 0.0000% | $48.26             | $47.68             | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-02-15      | 0.0000%  | 0.0000% | $3860.60           | $3556.72           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-11-15      | 0.0000%  | 0.0000% | $24128.73          | $20857.89          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-02-15      | 0.0000%  | 0.0000% | $12064.36          | $10313.60          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-08-15      | 0.0000%  | 0.0000% | $8734.60           | $7317.81           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-11-15      | 0.0000%  | 0.0000% | $39088.54          | $32447.55          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-11-15      | 0.0000%  | 0.0000% | $3619.31           | $2876.53           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-11-30      | 0.0000%  | 0.0000% | $9781279.94        | $9401198.96        | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-02-15      | 0.0000%  | 0.0000% | $12064.36          | $9481.84           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2033-02-15      | 0.0000%  | 0.0000% | $36193.09          | $27232.37          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-08-15      | 0.0000%  | 0.0000% | $12064.36          | $9694.43           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2034-02-15      | 0.0000%  | 0.0000% | $36193.09          | $26034.74          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2034-11-15      | 0.0000%  | 0.0000% | $96514.92          | $66772.01          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-07-15      | 0.3750%  | 0.0000% | $241287.29         | $316666.12         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-07-15      | 0.7500%  | 0.0000% | $120643.64         | $154655.51         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-07-15      | 0.1250%  | 0.0000% | $16890.11          | $19019.53          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-01-31      | 4.0105%  | 0.0000% | $7672.94           | $7673.55           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2034-01-15      | 1.7500%  | 0.0000% | $477748.83         | $507399.59         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-10-15      | 1.6250%  | 0.0000% | $409705.81         | $428778.77         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-01-15      | 2.1250%  | 0.0000% | $4825.75           | $5120.94           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-10-15      | 1.1250%  | 0.0000% | $64906.28          | $64439.97          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-08-15      | 0.0000%  | 0.0000% | $23874.61          | $19066.15          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2033-02-15      | 0.0000%  | 0.0000% | $60321.82          | $44974.44          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2033-08-15      | 0.0000%  | 0.0000% | $96514.92          | $70271.45          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2034-02-15      | 0.0000%  | 0.0000% | $72386.19          | $51432.41          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-08-15      | 0.0000%  | 0.0000% | $55013.50          | $36239.32          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2036-02-15      | 0.0000%  | 0.0000% | $54772.21          | $35142.95          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2037-02-15      | 0.0000%  | 0.0000% | $1.97              | $1.20              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-11-15      | 0.0000%  | 0.0000% | $297748.51         | $245541.29         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-11-15      | 0.0000%  | 0.0000% | $93378.18          | $73721.89          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-11-15      | 0.0000%  | 0.0000% | $31849.92          | $24036.18          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2033-05-15      | 0.0000%  | 0.0000% | $151769.70         | $111862.16         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2034-05-15      | 0.0000%  | 0.0000% | $24852.59          | $17455.04          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2025-11-15      | 0.0000%  | 0.0000% | $2412.87           | $2409.78           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-05-15      | 0.0000%  | 0.0000% | $24.13             | $23.65             | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-15      | 0.0000%  | 0.0000% | $16407.54          | $15939.25          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-15      | 0.0000%  | 0.0000% | $325761.97         | $310873.99         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-05-15      | 0.0000%  | 0.0000% | $54530.93          | $51567.93          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-08-15      | 0.0000%  | 0.0000% | $62493.41          | $58541.14          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-11-15      | 0.0000%  | 0.0000% | $65630.14          | $60930.24          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-02-15      | 0.0000%  | 0.0000% | $178552.59         | $164299.81         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-08-15      | 0.0000%  | 0.0000% | $170590.11         | $154095.58         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-05-15      | 0.0000%  | 0.0000% | $36193.09          | $33005.06          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-11-15      | 0.0000%  | 0.0000% | $39088.54          | $34982.17          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-11-15      | 0.0000%  | 0.0000% | $34674.06          | $22538.56          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-08-15      | 0.0000%  | 0.0000% | $9168.92           | $7965.06           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-11-15      | 0.0000%  | 0.0000% | $47775.92          | $41078.60          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-02-15      | 0.0000%  | 0.0000% | $58394.88          | $49692.12          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-08-15      | 0.0000%  | 0.0000% | $23887.44          | $19909.66          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-02-15      | 0.0000%  | 0.0000% | $96514.92          | $78738.60          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2037-05-15      | 0.0000%  | 0.0000% | $164557.93         | $98971.39          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2037-08-15      | 0.0000%  | 0.0000% | $16951.59          | $10063.89          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2038-02-15      | 0.0000%  | 0.0000% | $25817.74          | $14917.59          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-09-30      | 0.0000%  | 0.0000% | $34504.00          | $31036.01          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2037-11-15      | 0.0000%  | 0.0000% | $36193.09          | $21191.67          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2039-02-15      | 0.0000%  | 0.0000% | $36193.09          | $19756.47          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-01-31      | 0.0000%  | 0.0000% | $120643.64         | $107130.35         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-04-30      | 0.0000%  | 0.0000% | $482.57            | $424.13            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-07-31      | 0.0000%  | 0.0000% | $482.57            | $420.01            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2052-08-15      | 0.0000%  | 0.0000% | $60.11             | $16.43             | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2038-11-15      | 0.0000%  | 0.0000% | $12064.36          | $6682.57           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2039-08-15      | 0.0000%  | 0.0000% | $142359.50         | $75555.88          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2039-11-15      | 0.0000%  | 0.0000% | $68043.02          | $35561.05          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-01-15      | 0.0000%  | 0.0000% | $36675.67          | $36398.55          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2040-02-15      | 0.0000%  | 0.0000% | $36193.09          | $18643.39          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-15      | 0.0000%  | 0.0000% | $26059.03          | $25390.72          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2053-08-15      | 0.0000%  | 0.0000% | $36107.71          | $9542.91           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2040-05-15      | 0.0000%  | 0.0000% | $57185.09          | $29040.13          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2040-08-15      | 0.0000%  | 0.0000% | $34262.79          | $17129.65          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2040-11-15      | 0.0000%  | 0.0000% | $10539.30          | $5195.02           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2041-02-15      | 0.0000%  | 0.0000% | $96508.12          | $46918.97          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2054-02-15      | 0.0000%  | 0.0000% | $36193.09          | $9358.41           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-05-15      | 0.0000%  | 0.0000% | $72144.90          | $27860.20          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2041-11-15      | 0.0000%  | 0.0000% | $48257.46          | $22530.49          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-02-15      | 0.0000%  | 0.0000% | $4584.46           | $1988.00           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-05-15      | 0.0000%  | 0.0000% | $27338.69          | $11694.18          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-08-15      | 0.0000%  | 0.0000% | $12064.36          | $5093.88           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-11-15      | 0.0000%  | 0.0000% | $19302.98          | $8040.02           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-02-15      | 0.0000%  | 0.0000% | $36193.09          | $14857.66          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-05-15      | 0.0000%  | 0.0000% | $52118.05          | $21161.65          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-08-15      | 0.0000%  | 0.0000% | $18337.83          | $7333.12           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-11-15      | 0.0000%  | 0.0000% | $99892.94          | $39504.86          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-02-15      | 0.0000%  | 0.0000% | $40294.98          | $15752.96          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-08-15      | 0.0000%  | 0.0000% | $40029.56          | $15246.34          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-11-15      | 0.0000%  | 0.0000% | $7238.62           | $2722.57           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2046-02-15      | 0.0000%  | 0.0000% | $17855.26          | $6632.73           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2047-11-15      | 0.0000%  | 0.0000% | $203163.90         | $69416.84          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2048-05-15      | 0.0000%  | 0.0000% | $195201.42         | $64997.39          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2048-08-15      | 0.0000%  | 0.0000% | $96514.92          | $31775.32          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2025-11-30      | 0.0000%  | 0.0000% | $142600.79         | $142182.54         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-01-31      | 0.0000%  | 0.0000% | $135844.74         | $134604.21         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2049-02-15      | 0.0000%  | 0.0000% | $0.75              | $0.24              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-03-31      | 0.0000%  | 0.0000% | $44879.44          | $44200.05          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2049-05-15      | 0.0000%  | 0.0000% | $7479.91           | $2373.84           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-05-31      | 0.0000%  | 0.0000% | $381233.91         | $373130.03         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-31      | 0.0000%  | 0.0000% | $102305.81         | $99530.46          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-09-30      | 0.0000%  | 0.0000% | $44879.44          | $43419.37          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-11-30      | 0.0000%  | 0.0000% | $381233.91         | $366682.60         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-01-31      | 0.0000%  | 0.0000% | $79866.09          | $76297.12          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-07-31      | 0.0000%  | 0.0000% | $135844.74         | $127445.87         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2050-08-15      | 0.0000%  | 0.0000% | $36193.09          | $10810.30          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2050-11-15      | 0.0000%  | 0.0000% | $24128.73          | $7121.28           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-01-31      | 0.0000%  | 0.0000% | $120643.64         | $111188.80         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2051-02-15      | 0.0000%  | 0.0000% | $31608.63          | $9207.37           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2051-05-15      | 0.0000%  | 0.0000% | $14718.52          | $4243.13           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-07-31      | 0.0000%  | 0.0000% | $120643.64         | $109171.04         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2051-08-15      | 0.0000%  | 0.0000% | $73592.62          | $20987.00          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-02-15      | 0.0000%  | 0.0000% | $47051.02          | $11824.11          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-05-15      | 0.0000%  | 0.0000% | $32332.50          | $8335.67           | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** Davis Series, Inc.

**Date:** 2025-11-05

**By:** Doug Haines

**Name of Signing Officer:** Doug Haines

**Title of Signing Officer:** Treasurer