# EDGAR Filing Document

**Accession Number:** 0000203002
**File Stem:** 0001193125-26-038955
**Filing Date:** 2026-2
**Character Count:** 205343
**Document Hash:** 0bd031c7f24d6091f44657261c9982a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-038955.hdr.sgml**: 20260205

**ACCESSION NUMBER**: 0001193125-26-038955

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260205

**DATE AS OF CHANGE**: 20260205

**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:** 26601784

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-30

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

**CIK Number of Registrant:** 0000203002

**LEI of Registrant:** 254900V5R8G1UV68J551

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

**LEI of Series:** 254900T6AWAAU4WGF982

**EDGAR Series Identifier:** S000003444

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

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

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

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

### Service Providers
| Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Davis Selected Advisers, L.P.                                    | 801-31648         |
| Independent Public Accountant | KPMG LLP<br>City: Columbus<br>State: OH                          |  |
| Administrator                 | Davis Selected Advisers, L.P.                                    |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 13 days

- **WAL:** 23 days

- **Total Value of Portfolio Securities:** $147720444.00

- **Amortized Cost of Portfolio Securities:** $147719567.45

- **Cash:** $614.22

- **Total Other Assets:** $142549.40

- **Total Liabilities:** $447934.43

- **Net Assets of Series:** $147414796.64

- **Number of Shares Outstanding (Series):** 147414803.6110

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $86449297.87              | $86449297.87               | 86.9900%                  | 86.9900%                   |
| 2026-01-05 | $95112691.29              | $95112691.29               | 87.7800%                  | 87.7800%                   |
| 2026-01-06 | $94580975.61              | $94580975.61               | 87.9600%                  | 87.9600%                   |
| 2026-01-07 | $92558028.12              | $92558028.12               | 86.1400%                  | 86.1400%                   |
| 2026-01-08 | $92483422.67              | $92483422.67               | 86.1300%                  | 86.1300%                   |
| 2026-01-09 | $136991648.07             | $136991648.07              | 90.1500%                  | 90.1500%                   |
| 2026-01-12 | $134280595.20             | $134280595.20              | 90.0100%                  | 90.0100%                   |
| 2026-01-13 | $134104844.80             | $134104844.80              | 90.0000%                  | 90.0000%                   |
| 2026-01-14 | $130624387.66             | $130624387.66              | 87.9200%                  | 87.9200%                   |
| 2026-01-15 | $130708834.03             | $130708834.03              | 87.9700%                  | 87.9700%                   |
| 2026-01-16 | $130182097.12             | $130182097.12              | 87.9000%                  | 87.9000%                   |
| 2026-01-20 | $130210507.36             | $130210507.36              | 87.9300%                  | 87.9300%                   |
| 2026-01-21 | $130147290.34             | $130147290.34              | 87.8500%                  | 87.8500%                   |
| 2026-01-22 | $130256537.71             | $130256537.71              | 87.9300%                  | 87.9300%                   |
| 2026-01-23 | $130260267.16             | $130260267.16              | 87.9100%                  | 87.9100%                   |
| 2026-01-26 | $129835118.84             | $129835118.84              | 87.8900%                  | 87.8900%                   |
| 2026-01-27 | $129844635.29             | $129844635.29              | 87.8800%                  | 87.8800%                   |
| 2026-01-28 | $129882121.26             | $129882121.26              | 87.8600%                  | 87.8600%                   |
| 2026-01-29 | $129664248.76             | $129664248.76              | 87.8800%                  | 87.8800%                   |
| 2026-01-30 | $129908614.22             | $129908614.22              | 87.8600%                  | 87.8600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.7700%             |
| 2026-01-05 | 3.7600%             |
| 2026-01-06 | 3.7600%             |
| 2026-01-07 | 3.7300%             |
| 2026-01-08 | 3.7300%             |
| 2026-01-09 | 3.7100%             |
| 2026-01-12 | 3.7100%             |
| 2026-01-13 | 3.7100%             |
| 2026-01-14 | 3.7100%             |
| 2026-01-15 | 3.7100%             |
| 2026-01-16 | 3.7000%             |
| 2026-01-20 | 3.7000%             |
| 2026-01-21 | 3.7000%             |
| 2026-01-22 | 3.7000%             |
| 2026-01-23 | 3.7100%             |
| 2026-01-26 | 3.7100%             |
| 2026-01-27 | 3.7200%             |
| 2026-01-28 | 3.7200%             |
| 2026-01-29 | 3.7200%             |
| 2026-01-30 | 3.7300%             |

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

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

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1288652.79

- **Number of Shares Outstanding:** 1288652.7900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-05 | $0.00                     | $0.04                   |
| 2026-01-07 | $2000.00                  | $0.00                   |
| 2026-01-15 | $0.00                     | $180.94                 |
| 2026-01-21 | $0.00                     | $1100.00                |
| 2026-01-22 | $0.00                     | $2000.00                |
| 2026-01-26 | $1000.00                  | $0.00                   |
| 2026-01-30 | $3451.16                  | $195.96                 |

**Total Gross Subscriptions (Month):** $6451.16

**Total Gross Redemptions (Month):** $3476.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2100%           |
| 2026-01-05 | 3.2100%           |
| 2026-01-06 | 3.2100%           |
| 2026-01-07 | 3.1800%           |
| 2026-01-08 | 3.1700%           |
| 2026-01-09 | 3.2000%           |
| 2026-01-12 | 3.1900%           |
| 2026-01-13 | 3.1900%           |
| 2026-01-14 | 3.1900%           |
| 2026-01-15 | 3.1900%           |
| 2026-01-16 | 3.1100%           |
| 2026-01-20 | 3.1100%           |
| 2026-01-21 | 3.1100%           |
| 2026-01-22 | 3.1100%           |
| 2026-01-23 | 3.1200%           |
| 2026-01-26 | 3.1200%           |
| 2026-01-27 | 3.1300%           |
| 2026-01-28 | 3.1300%           |
| 2026-01-29 | 3.1300%           |
| 2026-01-30 | 3.1400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 5.5400%          | 0.0000%              |
| Broker-dealer   |  | 50.3500%         | 0.0000%              |
| Retail investor |  | 10.4500%         | 10.4500%             |

### Class: Class Y

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3695908.88

- **Number of Shares Outstanding:** 3695908.8810

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-05 | $0.00                     | $11151.07               |
| 2026-01-06 | $164.45                   | $83927.65               |
| 2026-01-08 | $8191.32                  | $0.00                   |
| 2026-01-13 | $3323.61                  | $0.00                   |
| 2026-01-14 | $0.00                     | $1756.89                |
| 2026-01-15 | $4344.74                  | $3160.46                |
| 2026-01-20 | $14914.93                 | $2596.22                |
| 2026-01-21 | $164.45                   | $0.00                   |
| 2026-01-22 | $0.00                     | $1017.72                |
| 2026-01-26 | $0.00                     | $73.33                  |
| 2026-01-30 | $14251.82                 | $0.00                   |

**Total Gross Subscriptions (Month):** $45355.32

**Total Gross Redemptions (Month):** $103683.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2100%           |
| 2026-01-05 | 3.2100%           |
| 2026-01-06 | 3.2100%           |
| 2026-01-07 | 3.1800%           |
| 2026-01-08 | 3.1700%           |
| 2026-01-09 | 3.2000%           |
| 2026-01-12 | 3.1900%           |
| 2026-01-13 | 3.1900%           |
| 2026-01-14 | 3.1900%           |
| 2026-01-15 | 3.1900%           |
| 2026-01-16 | 3.1100%           |
| 2026-01-20 | 3.1100%           |
| 2026-01-21 | 3.1100%           |
| 2026-01-22 | 3.1100%           |
| 2026-01-23 | 3.1200%           |
| 2026-01-26 | 3.1200%           |
| 2026-01-27 | 3.1300%           |
| 2026-01-28 | 3.1300%           |
| 2026-01-29 | 3.1300%           |
| 2026-01-30 | 3.1400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 73.1700%         | 0.0000%              |
| Retail investor |  | 20.8200%         | 0.0000%              |
| Retail investor |  | 5.8600%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $142430234.97

- **Number of Shares Outstanding:** 142430241.9400

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $11409215.97              | $2447781.35             |
| 2026-01-05 | $48761.60                 | $875467.38              |
| 2026-01-06 | $99.39                    | $3869.39                |
| 2026-01-07 | $10074.44                 | $95917.76               |
| 2026-01-08 | $45030510.94              | $501925.49              |
| 2026-01-09 | $5983.51                  | $2788434.41             |
| 2026-01-12 | $857139.04                | $1049427.50             |
| 2026-01-13 | $1038241.96               | $1484799.45             |
| 2026-01-14 | $14106.59                 | $11684.55               |
| 2026-01-15 | $42580.10                 | $592684.77              |
| 2026-01-16 | $15104.61                 | $40161.79               |
| 2026-01-20 | $121250.72                | $98460.74               |
| 2026-01-21 | $29960.70                 | $47938.90               |
| 2026-01-22 | $2077.03                  | $8574.58                |
| 2026-01-23 | $10324.27                 | $472312.94              |
| 2026-01-26 | $40194.23                 | $20764.54               |
| 2026-01-27 | $76000.00                 | $100.00                 |
| 2026-01-28 | $15739.34                 | $321150.98              |
| 2026-01-29 | $2302883.23               | $2002965.51             |
| 2026-01-30 | $10180490.54              | $797006.23              |

**Total Gross Subscriptions (Month):** $71250738.21

**Total Gross Redemptions (Month):** $13661428.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.2100%           |
| 2026-01-05 | 3.2100%           |
| 2026-01-06 | 3.2100%           |
| 2026-01-07 | 3.1800%           |
| 2026-01-08 | 3.1700%           |
| 2026-01-09 | 3.2000%           |
| 2026-01-12 | 3.1900%           |
| 2026-01-13 | 3.1900%           |
| 2026-01-14 | 3.1900%           |
| 2026-01-15 | 3.1900%           |
| 2026-01-16 | 3.1100%           |
| 2026-01-20 | 3.1100%           |
| 2026-01-21 | 3.1100%           |
| 2026-01-22 | 3.1100%           |
| 2026-01-23 | 3.1200%           |
| 2026-01-26 | 3.1200%           |
| 2026-01-27 | 3.1300%           |
| 2026-01-28 | 3.1300%           |
| 2026-01-29 | 3.1300%           |
| 2026-01-30 | 3.1400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | Partnership      | 59.7600%         | 59.7600%             |
| Other                     | Partnership      | 6.8300%          | 6.8300%              |
| Retail investor           |  | 6.0200%          | 0.0000%              |
| Non-financial corporation |  | 2.8300%          | 2.8300%              |
| Non-financial corporation |  | 1.1700%          | 1.1700%              |
| Other                     | Partnership      | 0.0300%          | 0.0300%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALJ39, C.4 - ISIN: US3130ALJ393, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1995386.66
- **C.18.a - Value (excl. sponsor support):** $1995386.66
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ANB82, C.4 - ISIN: US3130ANB826, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2906135.60
- **C.18.a - Value (excl. sponsor support):** $2906135.60
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1982075.00
- **C.18.a - Value (excl. sponsor support):** $1982075.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WT9, C.4 - ISIN: US313385WT94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2969314.59
- **C.18.a - Value (excl. sponsor support):** $2969314.59
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1976365.28
- **C.18.a - Value (excl. sponsor support):** $1976365.28
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 1.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENCQ1, C.4 - ISIN: US3133ENCQ17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $981695.97
- **C.18.a - Value (excl. sponsor support):** $981695.97
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5001470.90
- **C.18.a - Value (excl. sponsor support):** $5001470.90
- **C.19 - Percentage of Net Assets:** 3.3900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Brean Capital LLC Joint Repurchase Agreement

- **C.1 - Title:** Brean Capital LLC Joint Repurchase Agreement 3.700000%
- **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: ARP1EQTO6, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12138000.00
- **C.18.a - Value (excl. sponsor support):** $12138000.00
- **C.19 - Percentage of Net Assets:** 8.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2041-01-25      | 7.6250%  | 0.0000% | $109242.00         | $10474.23          | Agency Debentures and Agency Strips |
| Fannie Mae                    | 2051-01-01      | 5.6200%  | 0.0000% | $2102911.74        | $2160921.63        | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2029-01-01      | 5.0000%  | 0.0000% | $995154.16         | $1026570.96        | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2030-12-01      | 4.3300%  | 0.0000% | $2724576.40        | $2742155.52        | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2031-12-01      | 4.2350%  | 0.0000% | $471720.23         | $471140.26         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2034-11-01      | 4.6100%  | 0.0000% | $702061.92         | $712189.59         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2032-08-01      | 4.6500%  | 0.0000% | $1002089.00        | $1024562.69        | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2032-09-01      | 4.6000%  | 0.0000% | $3166885.12        | $3229828.72        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2071-11-20      | 5.3220%  | 0.0000% | $485520.00         | $529367.99         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2071-10-20      | 5.3100%  | 0.0000% | $451113.63         | $473548.55         | Agency Mortgage-Backed Securities   |

### Security 9: StoneX Financial Inc. Joint Repurchase Agreement

- **C.1 - Title:** StoneX Financial Inc. Joint Repurchase Agreement 3.700000%
- **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: ARP1EQTP3, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $101586000.00
- **C.18.a - Value (excl. sponsor support):** $101586000.00
- **C.19 - Percentage of Net Assets:** 68.9100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Tennessee Valley Authority | 2034-08-01      | 4.3750%  | 0.0000% | $21524.96          | $22153.26          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2035-05-15      | 4.8750%  | 0.0000% | $34957.83          | $36285.61          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2039-09-15      | 5.2500%  | 0.0000% | $81244.59          | $86950.76          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2035-06-15      | 4.6500%  | 0.0000% | $98237.98          | $99782.92          | Agency Debentures and Agency Strips |
| Ginnie Mae                 | 2040-10-20      | 4.0000%  | 0.0000% | $122329.75         | $5726.53           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-11-20      | 4.0000%  | 0.0000% | $336734.87         | $16199.13          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 3.0000%  | 0.0000% | $2265.79           | $334.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-20      | 4.0000%  | 0.0000% | $4046.05           | $164.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 5.8590%  | 0.0000% | $64736.72          | $500.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-20      | 4.0000%  | 0.0000% | $164724.54         | $7226.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-07-01      | 3.0000%  | 0.0000% | $809.21            | $122.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-15      | 5.5000%  | 0.0000% | $886669.61         | $4139.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 4.0000%  | 0.0000% | $161.84            | $13.12             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 5.0000%  | 0.0000% | $12461.82          | $189.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-20      | 5.5000%  | 0.0000% | $5340.78           | $25.14             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-20      | 5.5000%  | 0.0000% | $5178.94           | $18.02             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-20      | 5.0000%  | 0.0000% | $4693.41           | $44.53             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-03-20      | 5.0000%  | 0.0000% | $4046.05           | $31.42             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-02-20      | 5.5000%  | 0.0000% | $4046.05           | $49.97             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 5.5000%  | 0.0000% | $4046.05           | $31.35             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-15      | 5.0000%  | 0.0000% | $32273.04          | $627.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 5.5000%  | 0.0000% | $159402.85         | $233.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-10-01      | 8.0000%  | 0.0000% | $225769.32         | $90.33             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-12-01      | 8.0000%  | 0.0000% | $122626.41         | $177.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-01-01      | 5.5000%  | 0.0000% | $1456.58           | $1275.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-10-01      | 8.0000%  | 0.0000% | $148026.18         | $15.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $158924.61         | $63.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $21534.02          | $4.72              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-12-01      | 8.5000%  | 0.0000% | $60905.44          | $89.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $118352.33         | $147.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $58229.87          | $119.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $339398.46         | $357.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $198107.16         | $94.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.0000%  | 0.0000% | $75594.37          | $12.56             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.5000%  | 0.0000% | $47128.33          | $127.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $27107.05          | $13.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $552762.93         | $277.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $79776.36          | $53.51             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $7125.73           | $9.97              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $89788.06          | $91.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $222532.49         | $180.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.5000%  | 0.0000% | $30799.95          | $30.09             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.0000%  | 0.0000% | $19762.18          | $563.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 7.5000%  | 0.0000% | $160644.18         | $23.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $22303.42          | $90.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $54275.43          | $173.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $428.23            | $1.45              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $50740.97          | $163.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 6.5000%  | 0.0000% | $80920.90          | $105.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 6.2150%  | 0.0000% | $125427.40         | $73.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 5.0000%  | 0.0000% | $485525.43         | $516.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $1132.89           | $721.65            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 2.0000%  | 0.0000% | $323.68            | $200.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.5000%  | 0.0000% | $1456.58           | $1083.08           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 4.0000%  | 0.0000% | $4046.05           | $3564.26           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 5.5000%  | 0.0000% | $1294.73           | $1050.77           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 4.0000%  | 0.0000% | $647.37            | $593.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $15865.19          | $43.74             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $102284.02         | $7737.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 4.0000%  | 0.0000% | $53006.92          | $4311.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 5.0000%  | 0.0000% | $40460.45          | $40686.05          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5000%  | 0.0000% | $86585.37          | $1890.35           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $80920.90          | $4012.22           | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2040-10-09      | 5.5000%  | 0.0000% | $199874.63         | $202598.59         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-10-01      | 6.5000%  | 0.0000% | $81572.32          | $117.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $809.21            | $554.71            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 2.5000%  | 0.0000% | $1618.42           | $1367.15           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 6.0000%  | 0.0000% | $6473.67           | $3364.66           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-12-01      | 5.0000%  | 0.0000% | $1456.58           | $1090.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-02-01      | 4.0000%  | 0.0000% | $1456.58           | $1309.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.5000%  | 0.0000% | $3560.52           | $2711.89           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.5000%  | 0.0000% | $809.21            | $571.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.5000%  | 0.0000% | $161.84            | $147.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-04-01      | 5.5000%  | 0.0000% | $2265.79           | $1829.09           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.5000%  | 0.0000% | $4046.05           | $3521.36           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 4.5000%  | 0.0000% | $323.68            | $302.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.5000%  | 0.0000% | $647.37            | $510.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $4046.05           | $2723.18           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 5.0000%  | 0.0000% | $4046.05           | $3159.89           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $1780.26           | $1342.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 5.0000%  | 0.0000% | $3884.20           | $3893.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.5000%  | 0.0000% | $8092.09           | $118.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 6.5000%  | 0.0000% | $56644.63          | $48.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $971.05            | $871.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.0000%  | 0.0000% | $809.21            | $721.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 6.0000%  | 0.0000% | $647.37            | $3.40              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-06-01      | 5.5000%  | 0.0000% | $1456.58           | $1117.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.5000%  | 0.0000% | $1618.42           | $1475.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.0000%  | 0.0000% | $1618.42           | $282.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.0000%  | 0.0000% | $323.68            | $203.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.0000%  | 0.0000% | $4651.01           | $2782.36           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $10843.40          | $2322.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $485.53            | $305.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.0000%  | 0.0000% | $809.21            | $618.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $647.37            | $499.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.5000%  | 0.0000% | $971.05            | $792.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 4.5000%  | 0.0000% | $1294.73           | $1243.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 5.5000%  | 0.0000% | $809.21            | $723.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 5.5000%  | 0.0000% | $809.21            | $739.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-04-01      | 5.5000%  | 0.0000% | $347.47            | $321.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 3.0000%  | 0.0000% | $809.21            | $601.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-04-01      | 5.5000%  | 0.0000% | $2270.32           | $2237.51           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 6.0000%  | 0.0000% | $485.53            | $434.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.0000%  | 0.0000% | $1294.73           | $1277.18           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $1618.42           | $1305.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 2.5000%  | 0.0000% | $4046.05           | $1111.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $12138.14          | $1747.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $3884.20           | $1540.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $3236.84           | $2253.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 2.0000%  | 0.0000% | $3884.20           | $2672.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.5000%  | 0.0000% | $4046.05           | $2920.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 4.0000%  | 0.0000% | $4046.05           | $2895.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-01-01      | 6.0000%  | 0.0000% | $323.68            | $226.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 5.0000%  | 0.0000% | $161.84            | $133.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 6.5000%  | 0.0000% | $4693.41           | $3578.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 4.0000%  | 0.0000% | $485.53            | $346.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $1780.26           | $1335.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 4.5000%  | 0.0000% | $1618.42           | $1172.64           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 6.0000%  | 0.0000% | $1294.73           | $1119.35           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $971.05            | $793.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $1942.10           | $1496.46           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 3.0000%  | 0.0000% | $41269.66          | $841.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 3.0000%  | 0.0000% | $890.13            | $553.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 6.0000%  | 0.0000% | $2103.94           | $1029.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 5.0000%  | 0.0000% | $2427.63           | $2159.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.5000%  | 0.0000% | $485.53            | $317.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $809.21            | $774.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 5.5000%  | 0.0000% | $485.53            | $442.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 5.0000%  | 0.0000% | $323.68            | $322.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 3.5000%  | 0.0000% | $161841.81         | $2954.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-04-01      | 4.5000%  | 0.0000% | $1151.67           | $1086.56           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 4.0000%  | 0.0000% | $485.53            | $450.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 5.5000%  | 0.0000% | $809.21            | $710.51            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 5.5000%  | 0.0000% | $809.21            | $767.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 6.5000%  | 0.0000% | $161.84            | $133.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 4.5000%  | 0.0000% | $883.01            | $864.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 6.0000%  | 0.0000% | $2103.94           | $1680.27           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-08-01      | 5.0000%  | 0.0000% | $1299.91           | $1136.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-01-20      | 4.0000%  | 0.0000% | $19421.02          | $12120.02          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.0000%  | 0.0000% | $5664.46           | $5010.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.5000%  | 0.0000% | $485.53            | $386.37            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 4.5000%  | 0.0000% | $647.37            | $607.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 7.0000%  | 0.0000% | $4046.05           | $194.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 6.0000%  | 0.0000% | $41593.35          | $29413.72          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2035-02-21      | 2.5000%  | 0.0000% | $2047298.89        | $1777146.88        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-03-23      | 1.0000%  | 0.0000% | $161841.81         | $157784.68         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-07-29      | 0.8500%  | 0.0000% | $930590.41         | $918476.55         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-12-30      | 1.0000%  | 0.0000% | $151322.09         | $147934.34         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-10-27      | 2.0500%  | 0.0000% | $105197.18         | $104538.52         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2026-06-02      | 1.1100%  | 0.0000% | $1180636.00        | $1172832.39        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2029-10-25      | 2.0000%  | 0.0000% | $585867.35         | $549849.27         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2027-07-21      | 4.0000%  | 0.0000% | $113289.27         | $114125.45         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2055-11-03      | 5.1100%  | 0.0000% | $631183.06         | $631300.56         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2046-01-30      | 5.0000%  | 0.0000% | $523558.25         | $522234.70         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-11-01      | 5.0000%  | 0.0000% | $647.37            | $483.67            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 5.5000%  | 0.0000% | $971.05            | $765.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-09-01      | 2.5000%  | 0.0000% | $30749.94          | $3817.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-04-01      | 4.5000%  | 0.0000% | $647.37            | $449.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-09-01      | 6.0000%  | 0.0000% | $809.21            | $426.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-01-01      | 5.0000%  | 0.0000% | $1132.89           | $736.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-08-01      | 5.5000%  | 0.0000% | $485.53            | $284.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-11-01      | 4.5000%  | 0.0000% | $647.37            | $499.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 4.5000%  | 0.0000% | $1618.42           | $1432.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-12-01      | 2.0000%  | 0.0000% | $37223.62          | $26704.37          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-11-01      | 2.5000%  | 0.0000% | $22657.85          | $13555.09          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $485.53            | $342.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.5000%  | 0.0000% | $6797.36           | $4922.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.0000%  | 0.0000% | $8415.77           | $6350.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $3236.84           | $2556.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.5000%  | 0.0000% | $485.53            | $411.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $49361.75          | $43953.63          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $2751.31           | $1948.47           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 3.0000%  | 0.0000% | $161.84            | $120.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-01-01      | 7.0000%  | 0.0000% | $4046.05           | $1545.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 4.5000%  | 0.0000% | $1132.89           | $1038.99           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 6.5000%  | 0.0000% | $485.53            | $339.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 2.0000%  | 0.0000% | $323.68            | $233.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 3.5000%  | 0.0000% | $412483.15         | $206060.99         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 2.5000%  | 0.0000% | $3398.68           | $1892.50           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2030-05-13      | 1.3000%  | 0.0000% | $374663.79         | $339318.59         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2033-09-01      | 1.8700%  | 0.0000% | $648176.45         | $553877.61         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2033-06-28      | 2.1400%  | 0.0000% | $2672331.96        | $2323160.32        | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2027-04-12      | 3.3300%  | 0.0000% | $579393.68         | $583371.22         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-07-13      | 3.7400%  | 0.0000% | $137241.85         | $137232.40         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2037-01-13      | 5.0000%  | 0.0000% | $154235.24         | $154217.22         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2030-01-14      | 3.8700%  | 0.0000% | $4180212.10        | $4179681.22        | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2045-11-03      | 5.3750%  | 0.0000% | $1618418.10        | $1625472.11        | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2045-11-03      | 5.4400%  | 0.0000% | $897574.68         | $904555.71         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-01-21      | 3.5000%  | 0.0000% | $11489311.91       | $11481292.37       | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-01-27      | 3.6500%  | 0.0000% | $1345067.28        | $1344393.63        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-05-01      | 3.0000%  | 0.0000% | $80920.90          | $41881.25          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.0000%  | 0.0000% | $7282.88           | $4075.34           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $624547.54         | $478871.83         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-01-09      | 3.7500%  | 0.0000% | $201654.89         | $201725.27         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-07-23      | 3.9500%  | 0.0000% | $458174.16         | $458252.54         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-30      | 4.0000%  | 0.0000% | $1305254.20        | $1302573.20        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 2.5000%  | 0.0000% | $186262.44         | $3708.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-01-01      | 6.0000%  | 0.0000% | $1064.11           | $4.66              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $1618.42           | $450.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.5000%  | 0.0000% | $631183.06         | $206154.53         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.0000%  | 0.0000% | $3560.52           | $1611.66           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $485.53            | $346.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $10519.72          | $7570.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-12-01      | 3.0000%  | 0.0000% | $45315.71          | $12173.57          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.5000%  | 0.0000% | $3236.84           | $3083.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-01-01      | 5.0000%  | 0.0000% | $172636.66         | $174919.74         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-01-01      | 5.5000%  | 0.0000% | $76452.13          | $77941.31          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 6.0000%  | 0.0000% | $647.37            | $484.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $4012829.48        | $3442067.52        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-01-01      | 5.0000%  | 0.0000% | $204441.33         | $205810.63         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.5000%  | 0.0000% | $12138.14          | $814.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $8227.71           | $2234.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.0000%  | 0.0000% | $8092.09           | $4887.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.5000%  | 0.0000% | $1294.73           | $855.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-02-01      | 5.0000%  | 0.0000% | $1618.42           | $1098.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 4.0000%  | 0.0000% | $1456.58           | $1147.85           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.5000%  | 0.0000% | $1780.26           | $1336.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 5.5000%  | 0.0000% | $4855.25           | $3967.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $647.37            | $507.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.0000%  | 0.0000% | $2913.15           | $2109.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-01-01      | 4.5000%  | 0.0000% | $231595.63         | $205587.12         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-06-01      | 5.0000%  | 0.0000% | $1132.89           | $1096.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 2.5000%  | 0.0000% | $118144.52         | $3943.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-09-01      | 4.5000%  | 0.0000% | $971.05            | $109.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $13817.73          | $9461.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.5000%  | 0.0000% | $809.21            | $471.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 3.0000%  | 0.0000% | $323.68            | $250.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.5000%  | 0.0000% | $485.53            | $422.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 5.0000%  | 0.0000% | $485.53            | $426.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 5.5000%  | 0.0000% | $1294.73           | $1052.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 5.5000%  | 0.0000% | $323.68            | $285.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-02-01      | 5.0000%  | 0.0000% | $3884.20           | $2829.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 5.0000%  | 0.0000% | $485.53            | $461.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-05-01      | 5.5000%  | 0.0000% | $2103.94           | $1728.16           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 6.5000%  | 0.0000% | $161.84            | $138.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 6.0000%  | 0.0000% | $323.68            | $264.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-10-01      | 5.5000%  | 0.0000% | $1294.73           | $1241.16           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.0000%  | 0.0000% | $323.68            | $317.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.5000%  | 0.0000% | $485.53            | $480.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.0000%  | 0.0000% | $485.53            | $474.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 5.0000%  | 0.0000% | $485.53            | $480.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-01-01      | 5.0000%  | 0.0000% | $68944.61          | $69769.52          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $2265.79           | $213.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-09-01      | 5.5000%  | 0.0000% | $1751.29           | $1757.48           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.5000%  | 0.0000% | $1456.58           | $1252.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 3.0000%  | 0.0000% | $323.68            | $276.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 6.5000%  | 0.0000% | $460.60            | $472.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 6.0000%  | 0.0000% | $28832.77          | $29777.29          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-06-01      | 5.5000%  | 0.0000% | $38032.83          | $35625.35          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 6.0000%  | 0.0000% | $762910.15         | $650271.02         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-07-01      | 4.5000%  | 0.0000% | $2410.47           | $2323.76           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 5.5000%  | 0.0000% | $323.68            | $324.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 4.5000%  | 0.0000% | $647.37            | $637.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.0000%  | 0.0000% | $37427.21          | $37706.71          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.5000%  | 0.0000% | $3560.52           | $510.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 4.0000%  | 0.0000% | $356051.98         | $27891.18          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.0000%  | 0.0000% | $80649.66          | $7180.79           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 2.0000%  | 0.0000% | $3357748.53        | $1638409.47        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.0000%  | 0.0000% | $1618.42           | $777.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 2.0000%  | 0.0000% | $20553.91          | $13210.39          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-10-20      | 2.0000%  | 0.0000% | $485.53            | $284.06            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-01-20      | 3.0000%  | 0.0000% | $1618.42           | $1009.43           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 3.5000%  | 0.0000% | $50818.33          | $37143.38          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 5.5000%  | 0.0000% | $18449.97          | $11071.92          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 3.5000%  | 0.0000% | $86259.26          | $59652.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 2.5000%  | 0.0000% | $6725.50           | $4156.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 4.0000%  | 0.0000% | $66355.14          | $51760.92          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 3.0000%  | 0.0000% | $16184.18          | $10728.01          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.0000%  | 0.0000% | $149865.52         | $106281.07         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 4.5000%  | 0.0000% | $32090.16          | $29042.22          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 5.5000%  | 0.0000% | $6959.20           | $5396.12           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 6.5000%  | 0.0000% | $13756.55          | $5672.07           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 8.0000%  | 0.0000% | $32368.36          | $5469.18           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 6.5000%  | 0.0000% | $25085.48          | $11327.02          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 6.0000%  | 0.0000% | $14565.76          | $10151.91          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-11-15      | 4.5000%  | 0.0000% | $649039.55         | $68495.91          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-10-20      | 3.5000%  | 0.0000% | $48552.54          | $8565.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-10-20      | 3.5000%  | 0.0000% | $80920.90          | $15155.79          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 5.0000%  | 0.0000% | $167296.69         | $93820.27          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 5.5000%  | 0.0000% | $1195002.54        | $1195321.15        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $120545.44         | $10769.52          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $82834.52          | $12224.53          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-15      | 5.0000%  | 0.0000% | $959990.10         | $126162.05         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 4.0000%  | 0.0000% | $149827.16         | $40087.18          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 4.0000%  | 0.0000% | $16184.18          | $4076.61           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.5000%  | 0.0000% | $14565.76          | $6893.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-20      | 5.5000%  | 0.0000% | $16184.18          | $4502.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.0000%  | 0.0000% | $108858.69         | $78141.93          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.0000%  | 0.0000% | $253039.99         | $107604.11         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 4.0000%  | 0.0000% | $127119.30         | $108053.20         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.0000%  | 0.0000% | $42888.08          | $20902.14          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 2.0000%  | 0.0000% | $72794.67          | $52993.35          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 2.5000%  | 0.0000% | $9710.51           | $7453.81           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $32368.36          | $11335.58          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-05-20      | 3.0000%  | 0.0000% | $771565.94         | $95391.45          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-08-15      | 3.5000%  | 0.0000% | $285974.48         | $63293.81          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-10-20      | 4.0000%  | 0.0000% | $185187.81         | $24776.53          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 6.5000%  | 0.0000% | $563708.62         | $574360.26         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 5.5000%  | 0.0000% | $184876.59         | $140618.52         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-12-20      | 5.0000%  | 0.0000% | $170434.64         | $171901.30         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-12-20      | 5.0000%  | 0.0000% | $214974.64         | $216341.90         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 6.5000%  | 0.0000% | $236267.36         | $248022.56         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-12-20      | 5.5000%  | 0.0000% | $1476139.73        | $1513859.30        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.5000%  | 0.0000% | $429484.63         | $442076.93         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-12-20      | 4.0000%  | 0.0000% | $148485.33         | $146197.88         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-12-20      | 6.0000%  | 0.0000% | $12299.98          | $12657.58          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.5000%  | 0.0000% | $3318717.79        | $3382704.52        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-02-20      | 4.5000%  | 0.0000% | $8834.78           | $8461.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.5000%  | 0.0000% | $7416.40           | $7243.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 5.0000%  | 0.0000% | $34852.47          | $34779.34          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.0000%  | 0.0000% | $7922566.21        | $7977396.53        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.0000%  | 0.0000% | $925747.29         | $932154.18         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.5000%  | 0.0000% | $351330.08         | $360068.56         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.0000%  | 0.0000% | $258387.08         | $260175.32         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.0000%  | 0.0000% | $390.04            | $392.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.0000%  | 0.0000% | $675024.22         | $681561.01         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 3.5000%  | 0.0000% | $6371.23           | $1355.35           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 3.5000%  | 0.0000% | $23019.73          | $5351.03           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-05-15      | 4.5000%  | 0.0000% | $161.84            | $12.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-08-20      | 3.0000%  | 0.0000% | $173237.42         | $19366.48          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 6.0000%  | 0.0000% | $1905756.25        | $28170.31          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 5.5000%  | 0.0000% | $4855.25           | $22.56             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 5.5000%  | 0.0000% | $4046.05           | $12.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-10-20      | 6.5000%  | 0.0000% | $5664.46           | $71.76             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $330966.50         | $4601.35           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-08-15      | 5.0000%  | 0.0000% | $323683.62         | $25631.33          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-15      | 4.0000%  | 0.0000% | $59881.47          | $6619.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-08-15      | 4.0000%  | 0.0000% | $531769.46         | $8076.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-11-15      | 3.5000%  | 0.0000% | $161.84            | $19.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-15      | 5.5000%  | 0.0000% | $6473.67           | $53.00             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-12-20      | 4.5000%  | 0.0000% | $243194.18         | $13938.03          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-04-20      | 4.0000%  | 0.0000% | $28933.76          | $7256.17           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-15      | 4.0000%  | 0.0000% | $248103.49         | $66772.01          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-09-15      | 5.5000%  | 0.0000% | $2787943.82        | $708540.29         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-05-20      | 4.0000%  | 0.0000% | $1015195.15        | $406025.37         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 2.5000%  | 0.0000% | $84931.67          | $39607.79          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 5.0000%  | 0.0000% | $16184.18          | $12198.41          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 4.5000%  | 0.0000% | $220104.86         | $158948.86         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $10283.75          | $6681.77           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 4.0000%  | 0.0000% | $16184.18          | $12129.11          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.0000%  | 0.0000% | $27513.11          | $19929.53          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 5.5000%  | 0.0000% | $356051.98         | $267088.91         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 6.0000%  | 0.0000% | $14565.76          | $12000.40          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 5.0000%  | 0.0000% | $9482837.78        | $9548466.39        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 3.5000%  | 0.0000% | $1898231.42        | $1735834.77        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-02-15      | 5.5000%  | 0.0000% | $1076248.03        | $10243.95          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-07-15      | 5.5000%  | 0.0000% | $647367.24         | $22886.85          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-02-15      | 3.5000%  | 0.0000% | $161.84            | $18.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-15      | 6.0000%  | 0.0000% | $228078.97         | $9428.75           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-15      | 6.0000%  | 0.0000% | $760656.51         | $14745.82          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-08-15      | 4.5000%  | 0.0000% | $40460.45          | $4400.13           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-15      | 5.0000%  | 0.0000% | $339867.80         | $26402.81          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-15      | 5.5000%  | 0.0000% | $311907.85         | $7234.86           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-11-15      | 5.5000%  | 0.0000% | $509801.70         | $5642.42           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-11-15      | 5.0000%  | 0.0000% | $129473.45         | $5227.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $166298.45         | $7227.24           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 4.5000%  | 0.0000% | $185438.02         | $19254.98          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 4.5000%  | 0.0000% | $809209.05         | $55578.10          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-15      | 4.0000%  | 0.0000% | $40988.70          | $10258.31          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-09-15      | 4.0000%  | 0.0000% | $17367.57          | $8597.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $1264587.39        | $20781.82          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-15      | 5.5000%  | 0.0000% | $939.65            | $75.74             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 5.5000%  | 0.0000% | $2427.63           | $1863.92           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-11-01      | 6.0000%  | 0.0000% | $647.37            | $291.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-02-01      | 5.0000%  | 0.0000% | $809.21            | $480.15            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 6.0000%  | 0.0000% | $1942.10           | $1173.41           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-02-01      | 6.0000%  | 0.0000% | $4207.89           | $2887.44           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.0000%  | 0.0000% | $971.05            | $731.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 6.0000%  | 0.0000% | $1294.73           | $972.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.0000%  | 0.0000% | $1132.89           | $915.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $809.21            | $613.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $1294.73           | $1171.55           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 4.0000%  | 0.0000% | $1618.42           | $1413.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 5.0000%  | 0.0000% | $647.37            | $423.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 6.0000%  | 0.0000% | $331.29            | $227.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 4.0000%  | 0.0000% | $485.53            | $414.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 5.5000%  | 0.0000% | $6473.67           | $3700.18           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 6.0000%  | 0.0000% | $647.37            | $342.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 6.0000%  | 0.0000% | $3074.99           | $1886.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 4.5000%  | 0.0000% | $1294.73           | $1204.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 4.0000%  | 0.0000% | $647.37            | $599.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $971.05            | $868.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 5.0000%  | 0.0000% | $161.84            | $141.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 5.5000%  | 0.0000% | $323.68            | $306.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-08-01      | 4.5000%  | 0.0000% | $2103.94           | $2022.63           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 5.5000%  | 0.0000% | $2913.15           | $2805.27           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 6.0000%  | 0.0000% | $122514.25         | $8909.30           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 5.0000%  | 0.0000% | $40460.45          | $13489.21          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 4.0000%  | 0.0000% | $15213.13          | $11848.56          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-01-20      | 4.5000%  | 0.0000% | $161.84            | $153.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.0000%  | 0.0000% | $826003.21         | $810763.30         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 7.0000%  | 0.0000% | $24276.27          | $220.72            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-05-15      | 5.0000%  | 0.0000% | $7282.88           | $16.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-10-15      | 5.0000%  | 0.0000% | $1925917.54        | $26872.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-06-15      | 5.5000%  | 0.0000% | $10217.24          | $91.33             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-01-01      | 5.5000%  | 0.0000% | $971.05            | $477.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-04-01      | 5.0000%  | 0.0000% | $323.68            | $198.52            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $1294.73           | $713.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 2.5000%  | 0.0000% | $2427.63           | $1776.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-08-01      | 7.5000%  | 0.0000% | $491244.43         | $175.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 5.0000%  | 0.0000% | $22657.85          | $213.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $4693.41           | $2151.82           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 5.5000%  | 0.0000% | $24276.11          | $19607.89          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 3.0000%  | 0.0000% | $809.21            | $89.52             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-10-01      | 4.5000%  | 0.0000% | $2103.94           | $1099.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-08-01      | 5.0000%  | 0.0000% | $1294.73           | $840.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.5000%  | 0.0000% | $2427.63           | $1661.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-10-01      | 2.5000%  | 0.0000% | $4369.73           | $1750.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.0000%  | 0.0000% | $2589.47           | $1495.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.0000%  | 0.0000% | $4046.05           | $2728.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $809.21            | $567.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 4.0000%  | 0.0000% | $3560.52           | $2324.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.5000%  | 0.0000% | $647.37            | $72.86             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $2265.79           | $1783.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 6.5000%  | 0.0000% | $485.53            | $306.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 5.5000%  | 0.0000% | $485.53            | $296.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 4.5000%  | 0.0000% | $1294.73           | $1013.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $5988.15           | $4634.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 5.5000%  | 0.0000% | $1132.89           | $919.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $216.71            | $197.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.5000%  | 0.0000% | $2103.94           | $85.99             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 2.5000%  | 0.0000% | $4207.89           | $2870.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $161.84            | $95.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $3718.80           | $126.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 6.0000%  | 0.0000% | $1942.10           | $1162.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $1456.58           | $961.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 6.0000%  | 0.0000% | $1456.58           | $801.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 5.5000%  | 0.0000% | $647.37            | $407.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 6.0000%  | 0.0000% | $2751.31           | $1606.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 4.0000%  | 0.0000% | $3560.52           | $3249.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.0000%  | 0.0000% | $485.53            | $444.10            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-08-20      | 6.0000%  | 0.0000% | $20715.75          | $13383.53          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 3.0000%  | 0.0000% | $490220.14         | $347818.88         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-06-15      | 3.5000%  | 0.0000% | $22657.85          | $5331.89           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 6.0000%  | 0.0000% | $25774.28          | $19704.50          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $2103.94           | $1130.08           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $2913.15           | $2260.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 2.5000%  | 0.0000% | $647.37            | $495.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-03-01      | 6.0000%  | 0.0000% | $3560.52           | $1983.49           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-10-01      | 4.5000%  | 0.0000% | $7442.46           | $5612.41           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.0000%  | 0.0000% | $2265.79           | $1606.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.3190%  | 0.0000% | $485525.43         | $1451.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 3.0000%  | 0.0000% | $1132.89           | $722.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $3932.76           | $2519.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.5000%  | 0.0000% | $5502.62           | $3724.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 4.5000%  | 0.0000% | $1456.58           | $1045.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 4.5000%  | 0.0000% | $3560.52           | $491.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 5.5000%  | 0.0000% | $161.84            | $93.88             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 6.0000%  | 0.0000% | $8092.09           | $4384.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-03-15      | 3.5000%  | 0.0000% | $763976.04         | $279461.92         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-07-20      | 5.5000%  | 0.0000% | $663551.42         | $607179.54         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-10-01      | 5.5000%  | 0.0000% | $1456.58           | $1272.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-06-01      | 6.3160%  | 0.0000% | $80920.90          | $1209.03           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $1294.73           | $866.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 5.1050%  | 0.0000% | $218486.44         | $589.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 6.3010%  | 0.0000% | $46934.12          | $2192.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.1550%  | 0.0000% | $80920.90          | $291.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.9430%  | 0.0000% | $15374.97          | $297.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 5.9820%  | 0.0000% | $20230.23          | $152.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 6.5440%  | 0.0000% | $710705.49         | $2999.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.2500%  | 0.0000% | $485525.43         | $2368.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.1990%  | 0.0000% | $401205.85         | $1540.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 6.5850%  | 0.0000% | $40460.45          | $494.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 6.1290%  | 0.0000% | $25894.69          | $198.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 6.7340%  | 0.0000% | $24276.27          | $84.19             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 6.2060%  | 0.0000% | $33177.57          | $439.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.7300%  | 0.0000% | $80920.90          | $2311.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.3070%  | 0.0000% | $16184.18          | $227.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.2230%  | 0.0000% | $80920.90          | $741.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.3340%  | 0.0000% | $323683.62         | $743.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.6740%  | 0.0000% | $8092.09           | $101.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.0000%  | 0.0000% | $9710.51           | $5369.83           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 6.0000%  | 0.0000% | $12947.34          | $7773.93           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-02-20      | 6.0000%  | 0.0000% | $10472.62          | $7132.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 2.0000%  | 0.0000% | $1618.42           | $837.71            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.0000%  | 0.0000% | $1618.42           | $1033.21           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-05-20      | 4.5000%  | 0.0000% | $1115348.21        | $920078.31         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 4.5000%  | 0.0000% | $2265.79           | $1776.07           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 4.0000%  | 0.0000% | $5591.63           | $5090.58           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $6312.64           | $5841.51           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $6661.41           | $6231.85           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-07-15      | 0.0000%  | 0.0000% | $117982.68         | $95035.64          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-05-23      | 3.8600%  | 0.0000% | $2497380.97        | $2521144.24        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 5.0000%  | 0.0000% | $4046.05           | $3162.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-05-20      | 3.0000%  | 0.0000% | $21459.74          | $14695.74          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 2.5000%  | 0.0000% | $3074.99           | $1136.13           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-05-09      | 3.8800%  | 0.0000% | $1500920.94        | $1515452.78        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 4.0000%  | 0.0000% | $161.84            | $133.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 4.5000%  | 0.0000% | $1942.10           | $1482.42           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 5.0000%  | 0.0000% | $2913.15           | $1965.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 2.5000%  | 0.0000% | $809.21            | $470.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 4.5000%  | 0.0000% | $323.68            | $283.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 5.0000%  | 0.0000% | $485.53            | $312.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 5.5000%  | 0.0000% | $323.68            | $265.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 6.8490%  | 0.0000% | $16993.39          | $78.81             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-01-01      | 6.2130%  | 0.0000% | $49361.75          | $291.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5210%  | 0.0000% | $8547.68           | $14.28             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.4400%  | 0.0000% | $31500.24          | $184.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.7450%  | 0.0000% | $20230.23          | $122.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-09-01      | 6.3750%  | 0.0000% | $22657.85          | $106.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-06-01      | 3.5000%  | 0.0000% | $7444.72           | $756.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 5.9150%  | 0.0000% | $36414.41          | $414.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 6.8570%  | 0.0000% | $8901.30           | $184.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 6.4770%  | 0.0000% | $227064.06         | $1267.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 6.6500%  | 0.0000% | $32368.36          | $247.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 6.4980%  | 0.0000% | $161841.81         | $142.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-01-01      | 6.3900%  | 0.0000% | $171552.32         | $2307.67           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-11-01      | 6.0050%  | 0.0000% | $15374.97          | $1440.42           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 5.5000%  | 0.0000% | $8739.46           | $5175.06           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 4.5000%  | 0.0000% | $323.68            | $271.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 6.0000%  | 0.0000% | $2751.31           | $2027.41           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 3.0000%  | 0.0000% | $1132.89           | $871.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 6.0000%  | 0.0000% | $647.37            | $470.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-05-01      | 6.4880%  | 0.0000% | $89013.00          | $77.92             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 6.2340%  | 0.0000% | $80111.70          | $622.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 6.5000%  | 0.0000% | $8092.09           | $9.39              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-12-01      | 5.8750%  | 0.0000% | $64736.72          | $353.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5010%  | 0.0000% | $8901.30           | $62.88             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 8.0000%  | 0.0000% | $194306.14         | $0.53              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 4.8050%  | 0.0000% | $113289.27         | $65.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 5.8760%  | 0.0000% | $404604.52         | $367.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 6.7980%  | 0.0000% | $8092.09           | $36.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.2290%  | 0.0000% | $3400.46           | $265.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 6.4450%  | 0.0000% | $20230.23          | $452.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.2000%  | 0.0000% | $485525.43         | $1393.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 6.3810%  | 0.0000% | $352815.15         | $1863.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $453.16            | $355.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 6.5000%  | 0.0000% | $161841.81         | $1359.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.4950%  | 0.0000% | $501709.61         | $1564.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 5.0000%  | 0.0000% | $1456.58           | $1164.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 5.5000%  | 0.0000% | $485.53            | $256.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $1294.73           | $908.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 4.5000%  | 0.0000% | $485.53            | $400.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 5.5000%  | 0.0000% | $161.84            | $113.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 6.0000%  | 0.0000% | $485.53            | $444.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.5000%  | 0.0000% | $4046.05           | $3519.25           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.5000%  | 0.0000% | $809.21            | $710.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 3.0000%  | 0.0000% | $1030.28           | $337.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $1456.58           | $914.03            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 5.5000%  | 0.0000% | $490704.37         | $410308.88         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 4.5000%  | 0.0000% | $485.53            | $470.52            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-09-15      | 5.0000%  | 0.0000% | $16287.60          | $318.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-20      | 6.0000%  | 0.0000% | $9063.14           | $24.10             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $249889.74         | $121.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-01      | 7.5000%  | 0.0000% | $310113.99         | $77.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $90863.82          | $187.72            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 6.0000%  | 0.0000% | $13271.03          | $70.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-01-20      | 4.0000%  | 0.0000% | $420354.65         | $20813.44          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-03-20      | 5.5000%  | 0.0000% | $1039936.56        | $15971.41          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-05-20      | 4.5000%  | 0.0000% | $121381.36         | $4132.57           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-15      | 4.0000%  | 0.0000% | $1965730.62        | $89602.60          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-08-20      | 3.0000%  | 0.0000% | $9710.51           | $1096.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 4.5000%  | 0.0000% | $3797.29           | $284.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-05-15      | 5.0000%  | 0.0000% | $17397.35          | $214.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-01-01      | 4.0000%  | 0.0000% | $647.37            | $84.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-20      | 6.5000%  | 0.0000% | $8092.09           | $9.93              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-15      | 5.0000%  | 0.0000% | $13118.74          | $827.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-20      | 4.0000%  | 0.0000% | $121110.60         | $6034.46           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.0000%  | 0.0000% | $1787.54           | $174.19            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-03-15      | 3.0000%  | 0.0000% | $99244.80          | $8759.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-20      | 6.0000%  | 0.0000% | $6797.36           | $20.27             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 3.5000%  | 0.0000% | $1618.42           | $165.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.0000%  | 0.0000% | $161.84            | $33.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 4.5000%  | 0.0000% | $1618.42           | $200.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-03-01      | 3.5000%  | 0.0000% | $3722.36           | $680.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 6.0000%  | 0.0000% | $647.37            | $4.65              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $647.37            | $98.50             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $485.53            | $50.32             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-10-01      | 4.0000%  | 0.0000% | $971.05            | $80.53             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $1780.26           | $277.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.5000%  | 0.0000% | $3074.99           | $317.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 3.5000%  | 0.0000% | $161.84            | $18.83             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.5000%  | 0.0000% | $306473.85         | $2350.51           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-12-01      | 3.0000%  | 0.0000% | $4207.89           | $812.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.0000%  | 0.0000% | $6635.51           | $723.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 5.0000%  | 0.0000% | $214440.40         | $1994.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.0000%  | 0.0000% | $2103.94           | $12.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 3.5000%  | 0.0000% | $485.53            | $51.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.0000%  | 0.0000% | $647.37            | $141.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-08-20      | 4.0000%  | 0.0000% | $647.37            | $69.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 4.0000%  | 0.0000% | $306816.47         | $7762.09           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.5000%  | 0.0000% | $1294.73           | $105.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $164884.44         | $94.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $1820531.00        | $737.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 3.5000%  | 0.0000% | $4607.64           | $872.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 4.0000%  | 0.0000% | $8092.09           | $501.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-05-01      | 3.0000%  | 0.0000% | $15213.13          | $399.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.0000%  | 0.0000% | $77080.40          | $687.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 3.5000%  | 0.0000% | $971.05            | $101.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 3.5000%  | 0.0000% | $3722.36           | $387.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-06-01      | 4.5000%  | 0.0000% | $4693.41           | $263.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-10-01      | 4.0000%  | 0.0000% | $647.37            | $95.29             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 4.5000%  | 0.0000% | $5664.46           | $237.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-05-01      | 3.0000%  | 0.0000% | $6473.67           | $818.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $1294.73           | $118.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $1456.58           | $30.22             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-05-01      | 3.5000%  | 0.0000% | $2265.79           | $233.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.5000%  | 0.0000% | $1942.10           | $207.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $2265.79           | $286.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-03-01      | 4.0000%  | 0.0000% | $1132.89           | $119.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 4.5000%  | 0.0000% | $1294.73           | $190.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-06-01      | 3.0000%  | 0.0000% | $1294.73           | $133.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $5664.46           | $917.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-06-01      | 5.5000%  | 0.0000% | $27117.40          | $110.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-11-01      | 4.5000%  | 0.0000% | $1456.58           | $118.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.0000%  | 0.0000% | $1456.58           | $17.43             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 5.5000%  | 0.0000% | $129473.45         | $758.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.0000%  | 0.0000% | $809.21            | $2.78              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.0000%  | 0.0000% | $485.53            | $74.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.0000%  | 0.0000% | $166697.06         | $1245.31           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 6.5000%  | 0.0000% | $44575.44          | $47.09             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 3.5000%  | 0.0000% | $8901.30           | $1086.58           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $33824.94          | $2655.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 6.0000%  | 0.0000% | $64736.72          | $782.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.5000%  | 0.0000% | $323.68            | $15.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 6.5000%  | 0.0000% | $8901.30           | $49.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 3.5000%  | 0.0000% | $485.53            | $45.43             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.5000%  | 0.0000% | $2265.79           | $209.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $9144.06           | $729.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 6.0000%  | 0.0000% | $993.71            | $1.53              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-01-01      | 6.5000%  | 0.0000% | $1618.42           | $7.89              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.0000%  | 0.0000% | $11328.93          | $1132.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.0000%  | 0.0000% | $1747.08           | $8.26              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-05-01      | 3.5000%  | 0.0000% | $1942.10           | $223.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-20      | 4.0000%  | 0.0000% | $21848.64          | $668.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.0000%  | 0.0000% | $3074.99           | $324.73            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-12-20      | 5.0000%  | 0.0000% | $266064.54         | $15905.81          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 5.5000%  | 0.0000% | $70401.19          | $204.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-11-01      | 7.5000%  | 0.0000% | $8092090.48        | $3938.64           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 4.5000%  | 0.0000% | $2913.15           | $208.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 4.5000%  | 0.0000% | $6149.99           | $344.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $119532.64         | $7865.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $19744.70          | $3214.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-02-01      | 3.5000%  | 0.0000% | $3398.68           | $488.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 4.5000%  | 0.0000% | $8739.46           | $445.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.6550%  | 0.0000% | $21621.09          | $30.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $971.05            | $166.68            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 5.0000%  | 0.0000% | $1132892.67        | $65610.14          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $20715.75          | $2000.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-12-01      | 3.0000%  | 0.0000% | $2913.15           | $487.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 3.0000%  | 0.0000% | $809.21            | $128.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.6420%  | 0.0000% | $16184.18          | $123.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.5000%  | 0.0000% | $161.84            | $18.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 3.0000%  | 0.0000% | $15051.29          | $2240.47           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 3.0000%  | 0.0000% | $3236.84           | $587.26            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-20      | 6.0000%  | 0.0000% | $16184.18          | $50.29             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.5000%  | 0.0000% | $2427.63           | $168.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-11-01      | 2.5000%  | 0.0000% | $1456.58           | $393.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 3.5000%  | 0.0000% | $10519.72          | $937.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 4.0000%  | 0.0000% | $2589.47           | $422.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 4.0000%  | 0.0000% | $13110.64          | $2959.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 5.0000%  | 0.0000% | $647.21            | $122.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 4.5000%  | 0.0000% | $12461.82          | $1857.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $10681.56          | $602.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $971.05            | $101.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 3.0000%  | 0.0000% | $1456.58           | $136.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-12-01      | 2.5000%  | 0.0000% | $161.84            | $28.75             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 3.0000%  | 0.0000% | $323.68            | $55.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.5000%  | 0.0000% | $2427.63           | $193.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 3.0000%  | 0.0000% | $940168.85         | $147323.72         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 5.5000%  | 0.0000% | $823.77            | $70.41             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-10-01      | 4.0000%  | 0.0000% | $6635.51           | $467.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $5826.31           | $976.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $323.68            | $57.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $647.37            | $59.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.5000%  | 0.0000% | $10519.72          | $1369.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 4.0000%  | 0.0000% | $1294.73           | $177.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-11-01      | 3.5000%  | 0.0000% | $2589.47           | $318.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.5000%  | 0.0000% | $647.37            | $88.50             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $5017.10           | $801.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-07-01      | 3.0000%  | 0.0000% | $4046.05           | $388.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $3722.36           | $726.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-10-01      | 4.5000%  | 0.0000% | $4495.97           | $1406.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 2.5000%  | 0.0000% | $3884.20           | $465.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 2.5000%  | 0.0000% | $1294.73           | $452.52            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-05-01      | 2.5000%  | 0.0000% | $3236.84           | $730.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $647.37            | $116.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.0000%  | 0.0000% | $669182.38         | $52308.33          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 2.5000%  | 0.0000% | $1132.89           | $425.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-10-01      | 4.0000%  | 0.0000% | $809.21            | $56.52             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.0000%  | 0.0000% | $161.84            | $11.45             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-01-01      | 4.0000%  | 0.0000% | $1132.89           | $72.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 2.5000%  | 0.0000% | $485.53            | $204.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $4046.05           | $1481.98           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.0000%  | 0.0000% | $647.37            | $346.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.5000%  | 0.0000% | $1618.42           | $728.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $3560.52           | $943.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-02-01      | 4.5000%  | 0.0000% | $1294.73           | $247.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 2.0000%  | 0.0000% | $8092.09           | $3645.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $1618.42           | $161.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.5000%  | 0.0000% | $1132.89           | $153.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.5000%  | 0.0000% | $2589.47           | $831.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 5.0000%  | 0.0000% | $5826.31           | $1269.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 2.0000%  | 0.0000% | $2589.47           | $1296.90           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 3.0000%  | 0.0000% | $402175.76         | $79083.97          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.5000%  | 0.0000% | $971.05            | $453.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.5000%  | 0.0000% | $161.84            | $51.86             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $16184.18          | $2814.05           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $7596.53           | $1613.25           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 3.0000%  | 0.0000% | $809.21            | $119.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 2.5000%  | 0.0000% | $3236.84           | $784.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.5000%  | 0.0000% | $323.68            | $150.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 3.0000%  | 0.0000% | $4855.25           | $2167.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.1170%  | 0.0000% | $22819.70          | $140.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.5000%  | 0.0000% | $7606.57           | $1658.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $2265.79           | $854.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $3722.36           | $610.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-09-01      | 3.5000%  | 0.0000% | $6329.63           | $1308.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 5.0000%  | 0.0000% | $2913.15           | $526.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $3236.84           | $975.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $1780.26           | $382.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 3.5000%  | 0.0000% | $2589.47           | $597.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 4.5000%  | 0.0000% | $24276.27          | $8763.45           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-10-01      | 2.5000%  | 0.0000% | $2427.63           | $726.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-10-01      | 2.0000%  | 0.0000% | $971.05            | $450.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.5000%  | 0.0000% | $2589.47           | $333.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-01-01      | 4.0000%  | 0.0000% | $1942.10           | $508.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 5.0000%  | 0.0000% | $2589.47           | $816.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-09-20      | 5.5000%  | 0.0000% | $809.21            | $109.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 4.0000%  | 0.0000% | $4207.89           | $403.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-10-01      | 2.5000%  | 0.0000% | $2913.15           | $770.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.5000%  | 0.0000% | $16163.63          | $4237.73           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 4.0000%  | 0.0000% | $15213.13          | $3724.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-03-01      | 2.0000%  | 0.0000% | $300.54            | $138.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-03-01      | 4.0000%  | 0.0000% | $1132.89           | $0.28              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $7282.88           | $1689.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.0000%  | 0.0000% | $1618.42           | $893.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 5.0000%  | 0.0000% | $4369.73           | $1324.22           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 4.0000%  | 0.0000% | $2748.72           | $1208.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $4440.94           | $1788.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 2.0000%  | 0.0000% | $1942.10           | $1177.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 3.0000%  | 0.0000% | $1294.73           | $394.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 4.5000%  | 0.0000% | $165078.65         | $10612.17          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.0000%  | 0.0000% | $6797.36           | $18.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $1675.39           | $34.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $1132.89           | $170.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $5502.62           | $631.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 2.0000%  | 0.0000% | $4855.25           | $1984.79           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 2.0000%  | 0.0000% | $809.21            | $485.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $1173834.11        | $87191.87          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 3.0000%  | 0.0000% | $1618.42           | $589.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-11-01      | 3.0000%  | 0.0000% | $1047116.51        | $3736.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 3.5000%  | 0.0000% | $5826.31           | $1620.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 2.0000%  | 0.0000% | $7355.39           | $2656.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-10-01      | 3.0000%  | 0.0000% | $1780.26           | $61.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $6473.67           | $1877.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 2.5000%  | 0.0000% | $3236.84           | $1457.55           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.5000%  | 0.0000% | $48552.54          | $27512.50          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-05-01      | 3.5000%  | 0.0000% | $4693.41           | $1025.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 4.5000%  | 0.0000% | $5340.78           | $387.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 4.0000%  | 0.0000% | $70563.03          | $3989.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 4.0000%  | 0.0000% | $2103.94           | $339.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 3.0000%  | 0.0000% | $323.68            | $144.25            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $24923.64          | $6190.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 4.0000%  | 0.0000% | $22010.49          | $3203.98           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-07-01      | 3.0000%  | 0.0000% | $1456.58           | $397.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 3.0000%  | 0.0000% | $2589.47           | $411.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 3.0000%  | 0.0000% | $1618.42           | $893.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-07-01      | 3.0000%  | 0.0000% | $323.68            | $195.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $485.53            | $91.85             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 3.5000%  | 0.0000% | $161.84            | $17.57             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 5.0000%  | 0.0000% | $5123.75           | $885.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $10196.03          | $2659.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 4.0000%  | 0.0000% | $3135.36           | $1100.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 3.5000%  | 0.0000% | $809.21            | $212.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 2.5000%  | 0.0000% | $971.05            | $459.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 4.5000%  | 0.0000% | $13740.37          | $317.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-12-01      | 2.0000%  | 0.0000% | $971.05            | $538.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-07-01      | 3.0000%  | 0.0000% | $3722.36           | $1902.66           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 2.5000%  | 0.0000% | $161.84            | $78.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 2.5000%  | 0.0000% | $1294.73           | $744.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-11-01      | 3.0000%  | 0.0000% | $1132.89           | $656.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $5121.97           | $1210.50           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 3.5000%  | 0.0000% | $1942.10           | $485.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 2.5000%  | 0.0000% | $971.05            | $438.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.0000%  | 0.0000% | $971.05            | $512.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 2.5000%  | 0.0000% | $647.37            | $377.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.5000%  | 0.0000% | $1780.26           | $593.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 2.0000%  | 0.0000% | $1618.42           | $866.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-10-01      | 2.5000%  | 0.0000% | $2589.47           | $1582.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.0000%  | 0.0000% | $1618.42           | $157.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 2.5000%  | 0.0000% | $5340.78           | $1190.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-10-01      | 2.0000%  | 0.0000% | $8092.09           | $3062.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.5000%  | 0.0000% | $323.68            | $140.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 2.0000%  | 0.0000% | $485.53            | $252.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-12-01      | 2.0000%  | 0.0000% | $4046.05           | $2511.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 2.0000%  | 0.0000% | $2717.97           | $1135.28           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 3.0000%  | 0.0000% | $809.21            | $484.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.0000%  | 0.0000% | $5826.31           | $3746.42           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 2.0000%  | 0.0000% | $7116.02           | $4271.15           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $485.53            | $313.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $809.21            | $233.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $161.84            | $77.47             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 4.0000%  | 0.0000% | $4207.89           | $1820.35           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-01-20      | 3.5000%  | 0.0000% | $14557.83          | $9458.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 3.5000%  | 0.0000% | $4902.19           | $701.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.0000%  | 0.0000% | $5664.46           | $1857.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-07-01      | 3.0000%  | 0.0000% | $1618.42           | $694.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $1456.58           | $123.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.2890%  | 0.0000% | $103578.76         | $624.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 6.4530%  | 0.0000% | $15860.50          | $62.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.5000%  | 0.0000% | $1942.10           | $1226.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $161.84            | $102.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 3.5000%  | 0.0000% | $10519.72          | $7180.64           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-06-01      | 8.0000%  | 0.0000% | $560609.02         | $51.23             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 8.0000%  | 0.0000% | $252013.59         | $46.02             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-09-01      | 8.0000%  | 0.0000% | $160832.56         | $51.96             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.5000%  | 0.0000% | $100341.92         | $997.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-03-01      | 8.5000%  | 0.0000% | $438.11            | $0.45              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 3.5000%  | 0.0000% | $6635.51           | $771.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 4.0000%  | 0.0000% | $809.21            | $134.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.0000%  | 0.0000% | $1618.42           | $141.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 3.5000%  | 0.0000% | $10357.88          | $1078.27           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-10-01      | 4.0000%  | 0.0000% | $1132.89           | $93.85             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-11-01      | 4.0000%  | 0.0000% | $24605.78          | $2353.49           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $2589.47           | $259.08            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 4.0000%  | 0.0000% | $647.37            | $71.56             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 4.5000%  | 0.0000% | $323.68            | $31.25             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 3.5000%  | 0.0000% | $4855.25           | $422.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $485.53            | $38.76             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $161.84            | $16.12             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.0000%  | 0.0000% | $809.21            | $53.02             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.5000%  | 0.0000% | $809.21            | $102.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 2.0000%  | 0.0000% | $2427.63           | $991.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.5000%  | 0.0000% | $809.21            | $517.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $2265.79           | $1396.94           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $323.68            | $205.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.5000%  | 0.0000% | $3560.52           | $2254.06           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 3.5000%  | 0.0000% | $323.68            | $195.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-09-01      | 4.0000%  | 0.0000% | $1294.73           | $163.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.0000%  | 0.0000% | $1132.89           | $177.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.5000%  | 0.0000% | $8901.30           | $2466.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 2.5000%  | 0.0000% | $485.53            | $214.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-09-01      | 4.5000%  | 0.0000% | $2128.22           | $1151.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 2.0000%  | 0.0000% | $323.68            | $204.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $1294.73           | $262.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.5000%  | 0.0000% | $2427.63           | $1753.88           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 2.5000%  | 0.0000% | $13682.11          | $4584.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 4.5000%  | 0.0000% | $111670.85         | $80764.87          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-20      | 6.5000%  | 0.0000% | $11814.45          | $24.85             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-04-01      | 4.0000%  | 0.0000% | $3722.36           | $271.11            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $2751.31           | $549.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $3722.36           | $2154.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 3.5000%  | 0.0000% | $323.68            | $191.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-05-01      | 4.5000%  | 0.0000% | $1132.89           | $698.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 2.0000%  | 0.0000% | $61965.34          | $38244.36          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.0000%  | 0.0000% | $1780.26           | $1110.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.5000%  | 0.0000% | $809.21            | $495.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.0000%  | 0.0000% | $1780.26           | $1183.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.5000%  | 0.0000% | $3884.20           | $2687.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 2.5000%  | 0.0000% | $1942.10           | $1354.76           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 4.0000%  | 0.0000% | $11976.29          | $1859.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-07-01      | 4.5000%  | 0.0000% | $19047.49          | $4093.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $5826.31           | $809.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $2427.63           | $1577.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 3.0000%  | 0.0000% | $4855.25           | $2631.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.5000%  | 0.0000% | $161.84            | $23.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.0000%  | 0.0000% | $161.84            | $101.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 3.5000%  | 0.0000% | $2103.94           | $1001.82           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $1294.73           | $825.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 4.0000%  | 0.0000% | $647.37            | $423.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-08-20      | 2.5000%  | 0.0000% | $971.05            | $556.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.5000%  | 0.0000% | $647.37            | $407.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 2.5000%  | 0.0000% | $1456.58           | $477.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $1181.93           | $557.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $6959.20           | $4483.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-05-01      | 6.7250%  | 0.0000% | $54864.37          | $252.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.0860%  | 0.0000% | $28484.16          | $495.40            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-04-01      | 6.7000%  | 0.0000% | $14242.08          | $91.50             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-07-01      | 6.4100%  | 0.0000% | $15374.97          | $78.69             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-03-01      | 6.5000%  | 0.0000% | $8739.46           | $56.01             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 3.5000%  | 0.0000% | $44830.18          | $3205.12           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-09-01      | 3.0000%  | 0.0000% | $2103.94           | $734.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $253804.21         | $126.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 4.0000%  | 0.0000% | $12623.66          | $1666.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $6959.20           | $1405.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $485.53            | $42.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.5000%  | 0.0000% | $1756.95           | $413.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 6.2880%  | 0.0000% | $8253.93           | $1423.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $4046.05           | $471.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $2589.47           | $805.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 3.5000%  | 0.0000% | $1780.26           | $634.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $1618.42           | $710.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $3094.42           | $1457.66           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $809.21            | $446.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.5000%  | 0.0000% | $1873.32           | $1221.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $21363.12          | $12737.05          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 3.5000%  | 0.0000% | $485.53            | $40.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 3.0000%  | 0.0000% | $485.53            | $181.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $161.84            | $82.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-10-20      | 5.0000%  | 0.0000% | $113127.42         | $30209.96          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.5000%  | 0.0000% | $231110.10         | $152969.04         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-20      | 6.5000%  | 0.0000% | $21848.64          | $8.64              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 3.5000%  | 0.0000% | $10519.72          | $3046.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 4.0000%  | 0.0000% | $485.53            | $275.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.5000%  | 0.0000% | $4207.89           | $3181.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $495.88            | $330.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 3.0000%  | 0.0000% | $647.37            | $394.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.0000%  | 0.0000% | $2073070.10        | $1518321.87        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 4.0000%  | 0.0000% | $1456.58           | $174.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 4.0000%  | 0.0000% | $4207.89           | $432.51            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-02-01      | 3.5000%  | 0.0000% | $4732.09           | $549.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 2.5000%  | 0.0000% | $2589.47           | $760.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 3.0000%  | 0.0000% | $647.37            | $386.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-11-01      | 4.0000%  | 0.0000% | $1942.10           | $1104.67           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 5.0000%  | 0.0000% | $1132.89           | $852.31            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $1294.73           | $910.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-08-01      | 4.1750%  | 0.0000% | $40460.45          | $200.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.2830%  | 0.0000% | $7187.72           | $37.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 5.1770%  | 0.0000% | $13097.70          | $16.05             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 5.1770%  | 0.0000% | $9834.96           | $13.40             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 4.2060%  | 0.0000% | $7492.47           | $139.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.0000%  | 0.0000% | $3236.84           | $565.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 5.1520%  | 0.0000% | $6125.39           | $188.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 6.1520%  | 0.0000% | $37599.09          | $119.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.0910%  | 0.0000% | $56644.63          | $329.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 6.6250%  | 0.0000% | $40460.45          | $351.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 6.3610%  | 0.0000% | $40460.45          | $384.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $1942.10           | $646.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $485.53            | $104.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 2.5000%  | 0.0000% | $5826.31           | $2929.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $6635.51           | $4820.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $2913.15           | $382.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 4.0000%  | 0.0000% | $9872.35           | $3058.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-02-01      | 4.0000%  | 0.0000% | $566.45            | $191.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-03-01      | 3.5000%  | 0.0000% | $1456.58           | $533.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $161.84            | $91.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.0000%  | 0.0000% | $971.05            | $119.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $1132.89           | $167.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 4.0000%  | 0.0000% | $1132.89           | $487.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $841.58            | $615.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 3.5000%  | 0.0000% | $1618.42           | $900.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 3.5000%  | 0.0000% | $647.37            | $375.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 4.5000%  | 0.0000% | $1780.26           | $964.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.0000%  | 0.0000% | $647.37            | $524.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 5.0000%  | 0.0000% | $47743.33          | $10789.79          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 4.5000%  | 0.0000% | $323.68            | $123.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 4.5000%  | 0.0000% | $3398.68           | $2590.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-15      | 6.5000%  | 0.0000% | $566446.33         | $4465.49           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-15      | 5.0000%  | 0.0000% | $114979.54         | $5939.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-02-01      | 3.0000%  | 0.0000% | $15860.17          | $2292.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 5.0000%  | 0.0000% | $1942.10           | $1531.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-05-01      | 3.0000%  | 0.0000% | $1780.26           | $1223.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-06-01      | 6.0000%  | 0.0000% | $56644.63          | $34.36             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 7.5000%  | 0.0000% | $467400.76         | $111.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-03-01      | 8.0000%  | 0.0000% | $115198.03         | $59.19             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-03-01      | 7.5000%  | 0.0000% | $208718.16         | $124.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.5000%  | 0.0000% | $279986.33         | $2657.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-04-01      | 6.5000%  | 0.0000% | $6473.67           | $13.86             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 7.5000%  | 0.0000% | $256414.39         | $50.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 8.0000%  | 0.0000% | $135073.01         | $229.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $127943.56         | $107.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-10-01      | 4.0000%  | 0.0000% | $2751.31           | $106.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-03-01      | 4.0000%  | 0.0000% | $2913.15           | $766.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.0000%  | 0.0000% | $1942.10           | $375.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.5000%  | 0.0000% | $4855.25           | $1006.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $2265.79           | $318.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 2.0000%  | 0.0000% | $8092.09           | $2790.04           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $16831.55          | $1181.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.0000%  | 0.0000% | $6959.20           | $1635.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 2.5000%  | 0.0000% | $2751.31           | $1669.22           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $809.21            | $522.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $971.05            | $744.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 4.0000%  | 0.0000% | $7930.25           | $2582.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $14565.76          | $10.17             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.5000%  | 0.0000% | $2103.94           | $1438.05           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.0000%  | 0.0000% | $31606.57          | $23555.60          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 5.0000%  | 0.0000% | $1618.42           | $1026.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-11-01      | 6.2660%  | 0.0000% | $80440.23          | $537.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 6.6620%  | 0.0000% | $9224.98           | $61.05             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.3670%  | 0.0000% | $23467.06          | $311.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-03-01      | 6.4990%  | 0.0000% | $566095.78         | $240.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $425.16            | $318.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 4.2210%  | 0.0000% | $13097.53          | $14.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.2020%  | 0.0000% | $21754.78          | $40.74             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5080%  | 0.0000% | $5502.62           | $55.78             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.1670%  | 0.0000% | $29617.05          | $266.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 6.9150%  | 0.0000% | $20230.23          | $24.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.9250%  | 0.0000% | $12138.14          | $123.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5150%  | 0.0000% | $40460.45          | $94.31             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 6.1600%  | 0.0000% | $80920.90          | $1178.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.0320%  | 0.0000% | $12138.14          | $137.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5300%  | 0.0000% | $20877.59          | $201.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 6.5300%  | 0.0000% | $21039.44          | $204.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 5.7800%  | 0.0000% | $1294.73           | $24.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.5000%  | 0.0000% | $4855.25           | $2559.07           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-03-01      | 3.5000%  | 0.0000% | $323.68            | $66.17             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-09-01      | 6.5000%  | 0.0000% | $66355.14          | $54.90             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-06-01      | 6.5000%  | 0.0000% | $72828.81          | $68.03             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-08-01      | 6.5000%  | 0.0000% | $16184.18          | $9.27              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 4.0000%  | 0.0000% | $485.53            | $50.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.5000%  | 0.0000% | $7121.04           | $735.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.5000%  | 0.0000% | $161.84            | $22.53             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.5000%  | 0.0000% | $5988.15           | $810.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-10-01      | 4.0000%  | 0.0000% | $2265.79           | $271.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-09-01      | 4.5000%  | 0.0000% | $2589.47           | $213.11            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 6.5000%  | 0.0000% | $14565.76          | $16.91             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 3.0000%  | 0.0000% | $161.84            | $16.56             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-09-01      | 3.0000%  | 0.0000% | $2751.31           | $334.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-02-01      | 4.5000%  | 0.0000% | $323.68            | $242.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.0000%  | 0.0000% | $161.84            | $107.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $5178.94           | $4038.70           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.0000%  | 0.0000% | $485.53            | $377.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $161.84            | $107.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $119762.94         | $91.87             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-03-01      | 5.5000%  | 0.0000% | $1132.89           | $833.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 4.5000%  | 0.0000% | $1132.89           | $708.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-10-01      | 6.6950%  | 0.0000% | $40460.45          | $536.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 6.3590%  | 0.0000% | $9710.51           | $308.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 2.0000%  | 0.0000% | $4855.25           | $2754.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.0000%  | 0.0000% | $971.05            | $802.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $323.68            | $79.23             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 3.0000%  | 0.0000% | $809.21            | $429.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.5000%  | 0.0000% | $161.84            | $89.60             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $11977.26          | $1689.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-01-01      | 3.5000%  | 0.0000% | $647.37            | $271.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $971.05            | $635.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $809.21            | $635.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.0000%  | 0.0000% | $647.37            | $135.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-04-01      | 3.0000%  | 0.0000% | $2103.94           | $959.51            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 3.5000%  | 0.0000% | $349620.23         | $250893.21         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.4130%  | 0.0000% | $32368.36          | $658.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $1618.42           | $990.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.5000%  | 0.0000% | $4693.41           | $3677.67           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $9710.51           | $6796.13           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-08-01      | 2.5000%  | 0.0000% | $647.37            | $266.55            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 6.0000%  | 0.0000% | $350730.14         | $365985.69         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 6.0000%  | 0.0000% | $12947.34          | $7544.10           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-04-01      | 4.5000%  | 0.0000% | $1942.10           | $1137.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 5.0000%  | 0.0000% | $485.53            | $384.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-04-01      | 5.0000%  | 0.0000% | $444.58            | $343.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 4.5000%  | 0.0000% | $161.84            | $128.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-07-01      | 4.5000%  | 0.0000% | $1294.73           | $1102.99           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 4.5000%  | 0.0000% | $485.53            | $417.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.0000%  | 0.0000% | $647.37            | $467.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $4370.05           | $1376.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.5000%  | 0.0000% | $161.84            | $103.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-04-01      | 2.5000%  | 0.0000% | $323.68            | $177.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 5.5000%  | 0.0000% | $1942.10           | $1157.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 6.0000%  | 0.0000% | $79788.01          | $8447.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-08-20      | 6.0000%  | 0.0000% | $44294.32          | $6415.38           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 6.0000%  | 0.0000% | $32368.36          | $5709.26           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.5000%  | 0.0000% | $14080.24          | $10721.49          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 6.0000%  | 0.0000% | $11814.61          | $6030.26           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.5000%  | 0.0000% | $4222.45           | $1287.15           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-10-20      | 5.0000%  | 0.0000% | $1294.73           | $157.53            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 5.0000%  | 0.0000% | $52113.06          | $16247.64          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.5000%  | 0.0000% | $647.37            | $153.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $7282.88           | $753.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 4.0000%  | 0.0000% | $2589.47           | $245.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $3722.36           | $578.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 5.0000%  | 0.0000% | $6473.67           | $496.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-04-01      | 5.5000%  | 0.0000% | $2103.94           | $1185.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-11-01      | 5.5000%  | 0.0000% | $13109.19          | $6856.40           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $5768.69           | $4249.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-07-01      | 5.5000%  | 0.0000% | $1942.10           | $1641.49           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $7015.68           | $4653.18           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.5000%  | 0.0000% | $971.05            | $738.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 3.0000%  | 0.0000% | $161.84            | $122.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.0000%  | 0.0000% | $1780.26           | $1438.23           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 5.5000%  | 0.0000% | $1294.73           | $1040.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $2589.47           | $1941.10           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 5.5000%  | 0.0000% | $1942.10           | $1539.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-15      | 0.0000%  | 0.0000% | $5010460.59        | $4234029.59        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $144156.87         | $21.35             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $95505.60          | $48.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $71190.17          | $13.47             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $462952.70         | $347.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 2.0000%  | 0.0000% | $647.37            | $351.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $4369.73           | $3291.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $161.84            | $129.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 2.5000%  | 0.0000% | $2023.02           | $557.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.5000%  | 0.0000% | $161.84            | $122.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 6.0000%  | 0.0000% | $809.21            | $5.07              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-10-01      | 3.0000%  | 0.0000% | $809.21            | $138.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 4.0000%  | 0.0000% | $5826.31           | $781.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 2.0000%  | 0.0000% | $8577.62           | $3278.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.0000%  | 0.0000% | $161.84            | $87.78             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 3.5000%  | 0.0000% | $161.84            | $98.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 4.5000%  | 0.0000% | $647.37            | $384.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 5.5000%  | 0.0000% | $1294.73           | $701.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 4.0000%  | 0.0000% | $161.84            | $134.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 5.5000%  | 0.0000% | $3722.36           | $2111.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 5.5000%  | 0.0000% | $3074.99           | $1664.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 5.5000%  | 0.0000% | $7930.25           | $4390.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.5000%  | 0.0000% | $2913.15           | $123.53            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 5.5000%  | 0.0000% | $3236.84           | $273.17            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-05-20      | 5.5000%  | 0.0000% | $263757.97         | $267517.05         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 6.0000%  | 0.0000% | $16184.18          | $16.84             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-09-15      | 5.0000%  | 0.0000% | $156986.56         | $8601.05           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $6959.20           | $5040.67           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.5000%  | 0.0000% | $647.37            | $503.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.0000%  | 0.0000% | $161.84            | $134.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.0000%  | 0.0000% | $323.68            | $200.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $809.21            | $547.53            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-03-20      | 6.5000%  | 0.0000% | $430860.28         | $452441.87         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-03-20      | 2.5000%  | 0.0000% | $942728.54         | $623462.93         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-15      | 6.0000%  | 0.0000% | $378371.91         | $396597.13         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-11-01      | 5.8750%  | 0.0000% | $80920.90          | $49.39             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-02-01      | 6.0000%  | 0.0000% | $971.05            | $464.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 4.0000%  | 0.0000% | $2589.47           | $2138.46           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.5000%  | 0.0000% | $5017.10           | $2538.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 6.0000%  | 0.0000% | $485.53            | $337.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-01-01      | 4.5000%  | 0.0000% | $242762.71         | $10.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-09-01      | 3.0000%  | 0.0000% | $21848.64          | $355.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.5000%  | 0.0000% | $4207.89           | $3154.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 2.0000%  | 0.0000% | $4855.25           | $2441.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 3.0000%  | 0.0000% | $1294.73           | $947.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 5.5000%  | 0.0000% | $2265.79           | $1226.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 6.0000%  | 0.0000% | $647.37            | $362.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 6.0000%  | 0.0000% | $3236.84           | $2132.27           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.5000%  | 0.0000% | $3560.52           | $2274.79           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 4.5000%  | 0.0000% | $34148.62          | $28479.42          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 4.5000%  | 0.0000% | $3074.99           | $1922.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.0000%  | 0.0000% | $161.84            | $138.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 5.0000%  | 0.0000% | $2103.94           | $1280.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.0000%  | 0.0000% | $184985.19         | $122228.67         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 5.5000%  | 0.0000% | $5664.46           | $4192.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $1456.58           | $1104.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 4.5000%  | 0.0000% | $3643382.82        | $3114536.94        | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 5.5000%  | 0.0000% | $323.68            | $241.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 5.5000%  | 0.0000% | $957771.90         | $740367.55         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-20      | 6.0000%  | 0.0000% | $25085.48          | $26.57             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-08-01      | 4.0000%  | 0.0000% | $335.17            | $24.37             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-09-01      | 2.0000%  | 0.0000% | $161.84            | $86.29             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.5000%  | 0.0000% | $6473.67           | $5017.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 6.0000%  | 0.0000% | $4693.41           | $3312.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 5.5000%  | 0.0000% | $3236.84           | $1815.08           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 5.0000%  | 0.0000% | $485.53            | $323.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 5.5000%  | 0.0000% | $1780.26           | $1054.40           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $8121545.69        | $6211455.61        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 2.5000%  | 0.0000% | $5340.78           | $2942.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 5.5000%  | 0.0000% | $2589.47           | $1447.26           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 6.0000%  | 0.0000% | $1618.42           | $939.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 6.0000%  | 0.0000% | $5017.10           | $2887.74           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 5.0000%  | 0.0000% | $95486.67          | $80115.14          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 6.0000%  | 0.0000% | $161.84            | $92.03             | Agency Mortgage-Backed Securities   |
| U.S. Treasury Notes        | 2028-07-15      | 0.7500%  | 0.0000% | $80920.90          | $104331.72         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-10-15      | 1.6250%  | 0.0000% | $51789.38          | $54675.99          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-01-15      | 2.1250%  | 0.0000% | $161.84            | $170.58            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2050-11-15      | 0.0000%  | 0.0000% | $0.13              | $0.04              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-03-24      | 0.0000%  | 0.0000% | $222160.25         | $221040.12         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-04-21      | 0.0000%  | 0.0000% | $1242216.81        | $1232626.90        | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-11-15      | 0.0000%  | 0.0000% | $7897.88           | $6019.03           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-06-15      | 4.1250%  | 0.0000% | $614011.64         | $618401.77         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-07-31      | 3.7717%  | 0.0000% | $129.47            | $130.88            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-04-30      | 0.0000%  | 0.0000% | $824.22            | $760.21            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-08-15      | 0.0000%  | 0.0000% | $857.76            | $723.28            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-10-15      | 1.1250%  | 0.0000% | $147276.05         | $147340.55         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-11-15      | 0.0000%  | 0.0000% | $1.79              | $1.55              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-15      | 0.0000%  | 0.0000% | $3.34              | $3.22              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-05-15      | 0.0000%  | 0.0000% | $0.11              | $0.10              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-15      | 0.0000%  | 0.0000% | $22178.08          | $21746.59          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-08-15      | 0.0000%  | 0.0000% | $0.04              | $0.03              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-11-15      | 4.0000%  | 0.0000% | $317209.95         | $313579.41         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-10-31      | 0.0000%  | 0.0000% | $4105.38           | $3995.18           | U.S. Treasuries (including strips)  |

### Security 10: Nomura Securities International Inc. Joint Repurchase Agreement

- **C.1 - Title:** Nomura Securities International Inc. Joint Repurchase Agreement 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQTQ1, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16184000.00
- **C.18.a - Value (excl. sponsor support):** $16184000.00
- **C.19 - Percentage of Net Assets:** 10.9800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2052-08-01      | 4.5000%  | 0.0000% | $100300.00         | $75427.35          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2052-12-01      | 4.5000%  | 0.0000% | $24600.00          | $18525.88          | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 6.0000%  | 0.0000% | $1702400.00        | $1578016.88        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-10-01      | 5.5000%  | 0.0000% | $2666000.00        | $2731549.45        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-08-01      | 5.5000%  | 0.0000% | $2323600.00        | $1855747.36        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-09-01      | 6.5000%  | 0.0000% | $19000.00          | $15549.21          | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2050-02-01      | 4.0000%  | 0.0000% | $7931400.00        | $7277339.84        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-02-01      | 6.0000%  | 0.0000% | $3520848.00        | $2660428.88        | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2047-08-20      | 4.0000%  | 0.0000% | $2812100.00        | $301148.52         | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Davis Series, Inc.

**Date:** 2026-02-04

**By:** Doug Haines

**Name of Signing Officer:** Doug Haines

**Title of Signing Officer:** Treasurer