# EDGAR Filing Document

**Accession Number:** 0000203002
**File Stem:** 0001193125-26-005605
**Filing Date:** 2026-1
**Character Count:** 181439
**Document Hash:** 494a9ff0be89c11ed7e2c078baf50d8e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-005605.hdr.sgml**: 20260107

**ACCESSION NUMBER**: 0001193125-26-005605

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260107

**DATE AS OF CHANGE**: 20260107

**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:** 26514371

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

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

**CIK Number of Registrant:** 0000203002

**LEI of Registrant:** 254900V5R8G1UV68J551

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

**LEI of Series:** 254900T6AWAAU4WGF982

**EDGAR Series Identifier:** S000003444

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 16 days

- **WAL:** 34 days

- **Total Value of Portfolio Securities:** $91098048.34

- **Amortized Cost of Portfolio Securities:** $91091444.97

- **Cash:** $290.05

- **Total Other Assets:** $63432.90

- **Total Liabilities:** $349386.39

- **Net Assets of Series:** $90805781.53

- **Number of Shares Outstanding (Series):** 90805788.4940

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $100358452.07             | $100358452.07              | 91.7600%                  | 91.7600%                   |
| 2025-12-02 | $100900830.16             | $100900830.16              | 92.5000%                  | 92.5000%                   |
| 2025-12-03 | $101373710.89             | $101373710.89              | 92.5800%                  | 92.5800%                   |
| 2025-12-04 | $101546219.09             | $101546219.09              | 92.7600%                  | 92.7600%                   |
| 2025-12-05 | $101472840.38             | $101472840.38              | 92.7300%                  | 92.7300%                   |
| 2025-12-08 | $101499867.17             | $104508512.26              | 92.7300%                  | 95.4800%                   |
| 2025-12-09 | $83702941.20              | $86711789.39               | 89.4200%                  | 92.6400%                   |
| 2025-12-10 | $82384142.45              | $85393316.27               | 89.2700%                  | 92.5300%                   |
| 2025-12-11 | $82411256.67              | $85420638.66               | 89.2700%                  | 92.5300%                   |
| 2025-12-12 | $85016707.47              | $85016707.47               | 92.4800%                  | 92.4800%                   |
| 2025-12-15 | $85038907.07              | $85038907.07               | 92.5200%                  | 92.5200%                   |
| 2025-12-16 | $87065384.70              | $87065384.70               | 87.9300%                  | 87.9300%                   |
| 2025-12-17 | $82148012.09              | $82148012.09               | 87.3400%                  | 87.3400%                   |
| 2025-12-18 | $82010478.26              | $82010478.26               | 86.7200%                  | 86.7200%                   |
| 2025-12-19 | $82570819.93              | $82570819.93               | 87.3700%                  | 87.3700%                   |
| 2025-12-22 | $82271247.51              | $82271247.51               | 87.3500%                  | 87.3500%                   |
| 2025-12-23 | $81659058.49              | $81659058.49               | 86.3300%                  | 86.3300%                   |
| 2025-12-24 | $81247461.07              | $81247461.07               | 86.3000%                  | 86.3000%                   |
| 2025-12-26 | $81237341.09              | $81237341.09               | 86.2900%                  | 86.2900%                   |
| 2025-12-29 | $77217184.05              | $77217184.05               | 85.6900%                  | 85.6900%                   |
| 2025-12-30 | $77143249.00              | $77143249.00               | 85.6700%                  | 85.6700%                   |
| 2025-12-31 | $78253290.05              | $78253290.05               | 85.8400%                  | 85.8400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.1100%             |
| 2025-12-02 | 4.1100%             |
| 2025-12-03 | 4.1000%             |
| 2025-12-04 | 4.0700%             |
| 2025-12-05 | 3.9900%             |
| 2025-12-08 | 3.9700%             |
| 2025-12-09 | 3.9600%             |
| 2025-12-10 | 3.9600%             |
| 2025-12-11 | 3.9200%             |
| 2025-12-12 | 3.8300%             |
| 2025-12-15 | 3.8000%             |
| 2025-12-16 | 3.7600%             |
| 2025-12-17 | 3.7300%             |
| 2025-12-18 | 3.7500%             |
| 2025-12-19 | 3.7400%             |
| 2025-12-22 | 3.7200%             |
| 2025-12-23 | 3.7300%             |
| 2025-12-24 | 3.7100%             |
| 2025-12-26 | 3.7600%             |
| 2025-12-29 | 3.7700%             |
| 2025-12-30 | 3.7700%             |
| 2025-12-31 | 3.8000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0000                      |
|  |  |
| 2025-12-02 | 1.0000                      |
|  |  |
| 2025-12-03 | 1.0000                      |
|  |  |
| 2025-12-04 | 1.0000                      |
|  |  |
| 2025-12-05 | 1.0000                      |
|  |  |
| 2025-12-08 | 1.0000                      |
|  |  |
| 2025-12-09 | 1.0001                      |
|  |  |
| 2025-12-10 | 1.0001                      |
|  |  |
| 2025-12-11 | 1.0001                      |
|  |  |
| 2025-12-12 | 1.0001                      |
|  |  |
| 2025-12-15 | 1.0001                      |
|  |  |
| 2025-12-16 | 1.0001                      |
|  |  |
| 2025-12-17 | 1.0001                      |
|  |  |
| 2025-12-18 | 1.0001                      |
|  |  |
| 2025-12-19 | 1.0001                      |
|  |  |
| 2025-12-22 | 1.0001                      |
|  |  |
| 2025-12-23 | 1.0001                      |
|  |  |
| 2025-12-24 | 1.0001                      |
|  |  |
| 2025-12-26 | 1.0001                      |
|  |  |
| 2025-12-29 | 1.0001                      |
|  |  |
| 2025-12-30 | 1.0001                      |
|  |  |
| 2025-12-31 | 1.0001                      |
|  |  |

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

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1285576.29

- **Number of Shares Outstanding:** 1285576.2900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-02 | $336484.68                | $0.00                   |
| 2025-12-03 | $0.00                     | $14186.59               |
| 2025-12-05 | $0.00                     | $2803.31                |
| 2025-12-08 | $2000.00                  | $135.00                 |
| 2025-12-22 | $0.00                     | $2000.00                |
| 2025-12-31 | $3570.06                  | $212.58                 |

**Total Gross Subscriptions (Month):** $342054.74

**Total Gross Redemptions (Month):** $19337.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4800%           |
| 2025-12-02 | 3.5100%           |
| 2025-12-03 | 3.5200%           |
| 2025-12-04 | 3.5200%           |
| 2025-12-05 | 3.5100%           |
| 2025-12-08 | 3.5100%           |
| 2025-12-09 | 3.4900%           |
| 2025-12-10 | 3.4900%           |
| 2025-12-11 | 3.4600%           |
| 2025-12-12 | 3.3700%           |
| 2025-12-15 | 3.3500%           |
| 2025-12-16 | 3.3300%           |
| 2025-12-17 | 3.3000%           |
| 2025-12-18 | 3.3200%           |
| 2025-12-19 | 3.2800%           |
| 2025-12-22 | 3.2500%           |
| 2025-12-23 | 3.2200%           |
| 2025-12-24 | 3.1600%           |
| 2025-12-26 | 3.1700%           |
| 2025-12-29 | 3.1800%           |
| 2025-12-30 | 3.1800%           |
| 2025-12-31 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 50.3500%         | 0.0000%              |
| Retail investor |  | 10.2900%         | 10.2900%             |
| Broker-dealer   |  | 5.5300%          | 0.0000%              |

### Class: Class Y

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3757560.51

- **Number of Shares Outstanding:** 3757560.5110

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $1032.02                |
| 2025-12-03 | $0.01                     | $0.00                   |
| 2025-12-04 | $0.00                     | $2281.71                |
| 2025-12-05 | $164.45                   | $0.00                   |
| 2025-12-09 | $1669.32                  | $0.00                   |
| 2025-12-10 | $38.74                    | $1823.28                |
| 2025-12-11 | $0.00                     | $319514.18              |
| 2025-12-12 | $1778.15                  | $0.00                   |
| 2025-12-17 | $5153.96                  | $0.00                   |
| 2025-12-18 | $215.34                   | $2673.24                |
| 2025-12-19 | $164.45                   | $1611.66                |
| 2025-12-29 | $0.00                     | $74.32                  |
| 2025-12-30 | $2202.70                  | $0.00                   |
| 2025-12-31 | $10928.21                 | $0.00                   |

**Total Gross Subscriptions (Month):** $22315.33

**Total Gross Redemptions (Month):** $329010.41

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4800%           |
| 2025-12-02 | 3.5100%           |
| 2025-12-03 | 3.5200%           |
| 2025-12-04 | 3.5200%           |
| 2025-12-05 | 3.5100%           |
| 2025-12-08 | 3.5100%           |
| 2025-12-09 | 3.4900%           |
| 2025-12-10 | 3.4900%           |
| 2025-12-11 | 3.4600%           |
| 2025-12-12 | 3.3700%           |
| 2025-12-15 | 3.3500%           |
| 2025-12-16 | 3.3300%           |
| 2025-12-17 | 3.3000%           |
| 2025-12-18 | 3.3200%           |
| 2025-12-19 | 3.2800%           |
| 2025-12-22 | 3.2500%           |
| 2025-12-23 | 3.2200%           |
| 2025-12-24 | 3.1600%           |
| 2025-12-26 | 3.1700%           |
| 2025-12-29 | 3.1800%           |
| 2025-12-30 | 3.1800%           |
| 2025-12-31 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 73.7400%         | 0.0000%              |
| Retail investor |  | 20.2100%         | 0.0000%              |
| Retail investor |  | 5.6100%          | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $85762644.73

- **Number of Shares Outstanding:** 85762651.6930

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0000          |
|  |  |
| 2025-12-02 | 1.0000          |
|  |  |
| 2025-12-03 | 1.0000          |
|  |  |
| 2025-12-04 | 1.0000          |
|  |  |
| 2025-12-05 | 1.0000          |
|  |  |
| 2025-12-08 | 1.0000          |
|  |  |
| 2025-12-09 | 1.0001          |
|  |  |
| 2025-12-10 | 1.0001          |
|  |  |
| 2025-12-11 | 1.0001          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0001          |
|  |  |
| 2025-12-16 | 1.0001          |
|  |  |
| 2025-12-17 | 1.0001          |
|  |  |
| 2025-12-18 | 1.0001          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0001          |
|  |  |
| 2025-12-23 | 1.0001          |
|  |  |
| 2025-12-24 | 1.0001          |
|  |  |
| 2025-12-26 | 1.0001          |
|  |  |
| 2025-12-29 | 1.0001          |
|  |  |
| 2025-12-30 | 1.0001          |
|  |  |
| 2025-12-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $268271.13                | $566613.46              |
| 2025-12-02 | $203323.15                | $131333.43              |
| 2025-12-03 | $1216.07                  | $25621.66               |
| 2025-12-04 | $3254.80                  | $82788.28               |
| 2025-12-05 | $18255.42                 | $241.00                 |
| 2025-12-08 | $172554.76                | $16028163.91            |
| 2025-12-09 | $37743.75                 | $1362564.18             |
| 2025-12-10 | $31319.18                 | $10806.84               |
| 2025-12-11 | $1577.89                  | $100299.71              |
| 2025-12-12 | $558.99                   | $22155.55               |
| 2025-12-15 | $2397754.88               | $328391.79              |
| 2025-12-16 | $74483.68                 | $18844.47               |
| 2025-12-17 | $657141.36                | $157554.04              |
| 2025-12-18 | $23609.72                 | $115663.53              |
| 2025-12-19 | $963177.35                | $1288533.18             |
| 2025-12-22 | $102336.84                | $685609.41              |
| 2025-12-23 | $533100.51                | $8593.86                |
| 2025-12-24 | $40.00                    | $28626.60               |
| 2025-12-26 | $868315.46                | $4898145.57             |
| 2025-12-29 | $2574.32                  | $81980.29               |
| 2025-12-30 | $1143091.83               | $37105.25               |
| 2025-12-31 | $9259016.60               | $797251.99              |

**Total Gross Subscriptions (Month):** $16762717.69

**Total Gross Redemptions (Month):** $26776888.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.4800%           |
| 2025-12-02 | 3.5100%           |
| 2025-12-03 | 3.5200%           |
| 2025-12-04 | 3.5200%           |
| 2025-12-05 | 3.5100%           |
| 2025-12-08 | 3.5100%           |
| 2025-12-09 | 3.4900%           |
| 2025-12-10 | 3.4900%           |
| 2025-12-11 | 3.4600%           |
| 2025-12-12 | 3.3700%           |
| 2025-12-15 | 3.3500%           |
| 2025-12-16 | 3.3300%           |
| 2025-12-17 | 3.3000%           |
| 2025-12-18 | 3.3200%           |
| 2025-12-19 | 3.2800%           |
| 2025-12-22 | 3.2500%           |
| 2025-12-23 | 3.2200%           |
| 2025-12-24 | 3.1600%           |
| 2025-12-26 | 3.1700%           |
| 2025-12-29 | 3.1800%           |
| 2025-12-30 | 3.1800%           |
| 2025-12-31 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | Partnership      | 36.3600%         | 36.3600%             |
| Retail investor           |  | 9.8600%          | 0.0000%              |
| Other                     | Partnership      | 5.3400%          | 5.3400%              |
| Non-financial corporation |  | 1.8600%          | 1.8600%              |
| Non-financial corporation |  | 1.1100%          | 1.1100%              |
| Other                     | Partnership      | 0.0500%          | 0.0500%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.900000%
- **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):** $1991063.64
- **C.18.a - Value (excl. sponsor support):** $1991063.64
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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):** $2900197.30
- **C.18.a - Value (excl. sponsor support):** $2900197.30
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1971027.78
- **C.18.a - Value (excl. sponsor support):** $1971027.78
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 4: 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):** $980877.12
- **C.18.a - Value (excl. sponsor support):** $980877.12
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 5: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.860000%
- **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):** $5001882.50
- **C.18.a - Value (excl. sponsor support):** $5001882.50
- **C.19 - Percentage of Net Assets:** 5.5100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 6: StoneX Financial Inc. Joint Repurchase Agreement

- **C.1 - Title:** StoneX Financial Inc. Joint Repurchase Agreement 3.850000%
- **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: ARP1DV785, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50646000.00
- **C.18.a - Value (excl. sponsor support):** $50646000.00
- **C.19 - Percentage of Net Assets:** 55.7700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| RFCO Strip                 | 2030-01-15      | 0.0000%  | 0.0000% | $1459738.87        | $1250931.99        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2035-06-15      | 4.6500%  | 0.0000% | $111721.28         | $114028.29         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2038-06-15      | 5.5000%  | 0.0000% | $102150.43         | $111923.21         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2034-08-01      | 4.3750%  | 0.0000% | $24479.29          | $25246.55          | Agency Debentures and Agency Strips |
| Freddie Mac                | 2027-06-01      | 8.0000%  | 0.0000% | $637553.42         | $63.27             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-11-01      | 6.2660%  | 0.0000% | $91480.77          | $619.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-05-01      | 6.7250%  | 0.0000% | $62394.59          | $291.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.1900%  | 0.0000% | $32393.65          | $567.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 6.8490%  | 0.0000% | $19325.76          | $90.50             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-01-01      | 6.3880%  | 0.0000% | $56136.72          | $333.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5200%  | 0.0000% | $9720.86           | $16.87             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5020%  | 0.0000% | $35823.70          | $211.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-02-01      | 5.5000%  | 0.0000% | $552164.50         | $4324.25           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-08-01      | 4.5000%  | 0.0000% | $6625.97           | $62.54             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-08-01      | 4.5000%  | 0.0000% | $920.27            | $20.42             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-02-01      | 5.0000%  | 0.0000% | $1104.33           | $13.91             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-12-01      | 5.0000%  | 0.0000% | $1840.55           | $24.08             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 4.5000%  | 0.0000% | $1493.05           | $35.45             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-03-01      | 3.5000%  | 0.0000% | $6257.86           | $794.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-01      | 3.5000%  | 0.0000% | $4785.43           | $782.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-08-01      | 2.5000%  | 0.0000% | $1288.38           | $247.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 4.5000%  | 0.0000% | $2392.71           | $259.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-02-01      | 3.5000%  | 0.0000% | $11595.45          | $1369.27           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-05-01      | 4.5000%  | 0.0000% | $1104.33           | $93.70             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-09-01      | 4.5000%  | 0.0000% | $552.16            | $45.93             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-09-01      | 5.0000%  | 0.0000% | $343253.06         | $2997.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-10-01      | 6.5000%  | 0.0000% | $98469.34          | $2182.96           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-10-01      | 4.5000%  | 0.0000% | $2392.71           | $57.54             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-08-01      | 3.5000%  | 0.0000% | $1472.44           | $165.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-11-01      | 4.0000%  | 0.0000% | $3128.93           | $185.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-04-01      | 3.0000%  | 0.0000% | $184.05            | $24.51             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.5000%  | 0.0000% | $2208.66           | $181.57            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 4.0000%  | 0.0000% | $3128.93           | $240.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 3.5000%  | 0.0000% | $2208.66           | $197.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 4.0000%  | 0.0000% | $5153.54           | $420.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-07-01      | 3.5000%  | 0.0000% | $7730.30           | $788.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.0000%  | 0.0000% | $3128.93           | $403.67            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $552.16            | $57.76             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-11-01      | 4.0000%  | 0.0000% | $3312.99           | $319.57            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 3.5000%  | 0.0000% | $1840.55           | $190.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 3.0000%  | 0.0000% | $1840.55           | $260.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-05-01      | 3.5000%  | 0.0000% | $368.11            | $38.35             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.5000%  | 0.0000% | $4601.37           | $479.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.0000%  | 0.0000% | $9570.85           | $1697.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.0000%  | 0.0000% | $3497.04           | $720.14            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-05-01      | 3.0000%  | 0.0000% | $2576.77           | $29.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-10-01      | 3.0000%  | 0.0000% | $6625.97           | $537.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-06-01      | 3.0000%  | 0.0000% | $736.22            | $58.82             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-05-01      | 2.5000%  | 0.0000% | $920.27            | $99.27             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-03-01      | 3.0000%  | 0.0000% | $1288.38           | $119.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-04-01      | 3.5000%  | 0.0000% | $3128.93           | $301.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 3.0000%  | 0.0000% | $736.22            | $83.68             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-01-01      | 3.5000%  | 0.0000% | $5153.54           | $676.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-06-01      | 3.5000%  | 0.0000% | $184.05            | $16.11             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-04-01      | 4.0000%  | 0.0000% | $9570.85           | $1216.54           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 5.5000%  | 0.0000% | $80063.85          | $235.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.7450%  | 0.0000% | $23006.85          | $140.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-10-01      | 6.6950%  | 0.0000% | $46013.71          | $614.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-04-01      | 6.7000%  | 0.0000% | $16196.83          | $105.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-09-01      | 6.3750%  | 0.0000% | $25767.68          | $121.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-02-01      | 3.0000%  | 0.0000% | $404920.63         | $3136.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-12-01      | 3.0000%  | 0.0000% | $2208.66           | $14.53             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 2.5000%  | 0.0000% | $368109.66         | $3310.45           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 2.5000%  | 0.0000% | $368109.66         | $3525.39           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-03-01      | 3.0000%  | 0.0000% | $613.64            | $5.70              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-01-01      | 6.0210%  | 0.0000% | $41412.34          | $473.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-07-01      | 6.4100%  | 0.0000% | $17485.21          | $90.13             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-03-01      | 6.5000%  | 0.0000% | $9938.96           | $66.67             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.4130%  | 0.0000% | $36810.97          | $755.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 6.6630%  | 0.0000% | $10491.13          | $71.56             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 6.8550%  | 0.0000% | $10123.02          | $215.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $92027.42          | $4574.77           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-02-01      | 6.5100%  | 0.0000% | $26687.95          | $357.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 6.4770%  | 0.0000% | $258228.93         | $1451.59           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 6.7220%  | 0.0000% | $36810.97          | $283.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 5.5000%  | 0.0000% | $181281.13         | $268.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-10-01      | 8.0000%  | 0.0000% | $256756.49         | $108.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 8.0000%  | 0.0000% | $286602.82         | $53.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-09-01      | 8.0000%  | 0.0000% | $182907.07         | $60.31             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-11-01      | 6.5000%  | 0.0000% | $114114.00         | $1149.71           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-04-01      | 5.0000%  | 0.0000% | $363967.33         | $3669.22           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $4785.43           | $211.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-10-01      | 4.5000%  | 0.0000% | $1787.54           | $47.19             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-11-01      | 4.5000%  | 0.0000% | $1288.38           | $32.48             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-11-01      | 4.0000%  | 0.0000% | $736.22            | $34.07             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 4.0000%  | 0.0000% | $8098.41           | $374.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 4.5000%  | 0.0000% | $11411.40          | $329.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-03-01      | 8.5000%  | 0.0000% | $498.24            | $0.53              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-11-01      | 6.0340%  | 0.0000% | $92027.42          | $83.92             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-03-01      | 6.4990%  | 0.0000% | $643793.25         | $276.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 6.4980%  | 0.0000% | $184054.83         | $166.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-12-01      | 8.0000%  | 0.0000% | $139457.06         | $205.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-06-01      | 2.5000%  | 0.0000% | $116874.82         | $4564.93           | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2031-02-26      | 1.5000%  | 0.0000% | $55216.45          | $51972.28          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2040-10-09      | 5.5000%  | 0.0000% | $2285961.01        | $2312233.05        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 5.5000%  | 0.0000% | $334368.92         | $1095.12           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 4.0000%  | 0.0000% | $17669.26          | $163.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-09-01      | 4.0000%  | 0.0000% | $19141.70          | $1017.36           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-10-01      | 4.0000%  | 0.0000% | $82824.67          | $3898.59           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-11-01      | 4.0000%  | 0.0000% | $5889.75           | $272.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-12-01      | 4.5000%  | 0.0000% | $736.22            | $59.91             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-01-01      | 4.0000%  | 0.0000% | $89981.46          | $4299.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 4.0000%  | 0.0000% | $3681.10           | $158.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-02-01      | 4.0000%  | 0.0000% | $33866.09          | $1446.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-09-01      | 4.0000%  | 0.0000% | $24295.24          | $1981.61           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-09-01      | 4.0000%  | 0.0000% | $12331.67          | $1087.15           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-11-01      | 4.0000%  | 0.0000% | $714.68            | $43.49             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-01-01      | 4.0000%  | 0.0000% | $8466.52           | $552.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-02-01      | 4.0000%  | 0.0000% | $4049.21           | $418.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 4.0000%  | 0.0000% | $16012.77          | $2371.17           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 3.5000%  | 0.0000% | $4417.32           | $855.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 3.5000%  | 0.0000% | $7546.25           | $885.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 4.0000%  | 0.0000% | $920.27            | $152.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-03-01      | 3.5000%  | 0.0000% | $368.11            | $75.56             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-10-01      | 4.0000%  | 0.0000% | $920.27            | $64.10             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-01-01      | 6.6060%  | 0.0000% | $195098.12         | $2641.55           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-06-01      | 6.3160%  | 0.0000% | $92027.42          | $1381.24           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 6.3640%  | 0.0000% | $11043.29          | $423.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-11-01      | 6.0050%  | 0.0000% | $17485.21          | $1643.19           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-10-01      | 4.0000%  | 0.0000% | $20246.03          | $614.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $12147.62          | $536.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-09-01      | 6.5000%  | 0.0000% | $75462.48          | $74.81             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-10-01      | 6.5000%  | 0.0000% | $92768.24          | $151.40            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-06-01      | 6.5000%  | 0.0000% | $82824.67          | $107.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-08-01      | 6.5000%  | 0.0000% | $18405.48          | $12.67             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-10-01      | 5.0000%  | 0.0000% | $323016.23         | $3796.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-10-01      | 4.0000%  | 0.0000% | $14908.44          | $326.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-08-01      | 4.0000%  | 0.0000% | $10675.18          | $407.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-03-01      | 4.5000%  | 0.0000% | $16196.83          | $474.08            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-03-01      | 3.0000%  | 0.0000% | $3128.93           | $226.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-04-01      | 3.5000%  | 0.0000% | $5889.75           | $790.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-07-01      | 3.5000%  | 0.0000% | $10491.13          | $1309.80           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 3.0000%  | 0.0000% | $1104.33           | $154.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 3.5000%  | 0.0000% | $23006.85          | $3422.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-06-01      | 3.5000%  | 0.0000% | $5153.54           | $530.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-09-01      | 4.0000%  | 0.0000% | $7362.19           | $710.57            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-05-01      | 4.0000%  | 0.0000% | $10675.18          | $1169.51           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-09-01      | 4.0000%  | 0.0000% | $28528.50          | $467.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-02-01      | 4.5000%  | 0.0000% | $22270.63          | $209.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 4.5000%  | 0.0000% | $349.70            | $8.18              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-08-01      | 4.5000%  | 0.0000% | $17853.32          | $1080.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-10-01      | 4.0000%  | 0.0000% | $552.16            | $16.44             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-10-01      | 4.5000%  | 0.0000% | $9754.91           | $548.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-08-01      | 4.0000%  | 0.0000% | $1472.44           | $140.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $2760.82           | $471.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-03-01      | 3.5000%  | 0.0000% | $3865.15           | $490.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2043-08-01      | 4.0000%  | 0.0000% | $736.22            | $48.65             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-11-01      | 3.5000%  | 0.0000% | $1104.33           | $83.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 4.0000%  | 0.0000% | $2944.88           | $2435.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 5.5000%  | 0.0000% | $368.11            | $223.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 4.5000%  | 0.0000% | $1104.33           | $702.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $920.27            | $641.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 5.0000%  | 0.0000% | $4417.32           | $2778.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 5.5000%  | 0.0000% | $2576.77           | $1533.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 5.5000%  | 0.0000% | $3128.93           | $1827.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 6.0000%  | 0.0000% | $2392.71           | $1218.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 5.0000%  | 0.0000% | $368.11            | $330.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 6.0000%  | 0.0000% | $736.22            | $404.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 6.0000%  | 0.0000% | $1656.49           | $937.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 6.5000%  | 0.0000% | $184.05            | $122.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 6.0000%  | 0.0000% | $920.27            | $552.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 4.0000%  | 0.0000% | $1288.38           | $1172.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 6.0000%  | 0.0000% | $3497.04           | $2223.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.0000%  | 0.0000% | $7546.25           | $5574.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.5000%  | 0.0000% | $552.16            | $369.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.0000%  | 0.0000% | $552.16            | $512.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 4.5000%  | 0.0000% | $552.16            | $463.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.0000%  | 0.0000% | $184.05            | $168.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 3.5000%  | 0.0000% | $2208.66           | $1980.22           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 5.5000%  | 0.0000% | $184.05            | $134.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $368.11            | $337.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 5.5000%  | 0.0000% | $184.05            | $177.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-07-01      | 5.5000%  | 0.0000% | $4233.26           | $3738.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-08-01      | 4.5000%  | 0.0000% | $1472.44           | $1416.63           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $920.27            | $885.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 5.5000%  | 0.0000% | $184.05            | $172.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 5.0000%  | 0.0000% | $368.11            | $366.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-10-01      | 4.5000%  | 0.0000% | $368.11            | $356.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.3340%  | 0.0000% | $368109.66         | $850.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 4.5000%  | 0.0000% | $28739.61          | $1683.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $1656.49           | $34.87             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.7720%  | 0.0000% | $9202.74           | $117.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.5000%  | 0.0000% | $16012.77          | $203.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $3865.15           | $188.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 3.5000%  | 0.0000% | $184054.83         | $3376.29           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $9054557.21        | $8499190.92        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-04-01      | 4.5000%  | 0.0000% | $1309.73           | $1235.20           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 4.0000%  | 0.0000% | $368.11            | $340.65            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 5.5000%  | 0.0000% | $920.27            | $830.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 5.5000%  | 0.0000% | $920.27            | $889.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 3.5000%  | 0.0000% | $184.05            | $176.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 6.5000%  | 0.0000% | $184.05            | $154.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 5.5000%  | 0.0000% | $920.27            | $906.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 5.5000%  | 0.0000% | $2208.66           | $2193.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 5.5000%  | 0.0000% | $1288.38           | $1262.55           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.5000%  | 0.0000% | $552.16            | $513.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 4.5000%  | 0.0000% | $1004.20           | $983.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 6.0000%  | 0.0000% | $1288.38           | $1099.13           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-08-01      | 5.0000%  | 0.0000% | $552.16            | $501.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 4.5000%  | 0.0000% | $4318.48           | $325.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 5.5000%  | 0.0000% | $3681.10           | $316.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 3.5000%  | 0.0000% | $10123.02          | $1236.43           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $19877.92          | $1566.64           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 4.5000%  | 0.0000% | $3312.99           | $237.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.5000%  | 0.0000% | $2760.82           | $220.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $85212.23          | $6354.67           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 5.5000%  | 0.0000% | $936.84            | $80.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-01-20      | 3.0000%  | 0.0000% | $1840.55           | $675.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $6441.92           | $1610.51           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 2.5000%  | 0.0000% | $552.16            | $208.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.0000%  | 0.0000% | $368.11            | $244.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 2.5000%  | 0.0000% | $2024.60           | $1019.41           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.5000%  | 0.0000% | $3497.04           | $1970.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-08-20      | 2.0000%  | 0.0000% | $1656.49           | $928.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-01-20      | 4.0000%  | 0.0000% | $22086.58          | $13913.87          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.0000%  | 0.0000% | $1840.55           | $1180.81           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 4.5000%  | 0.0000% | $1840.55           | $1411.26           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.0000%  | 0.0000% | $1104.33           | $986.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.5000%  | 0.0000% | $552.16            | $450.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 5.5000%  | 0.0000% | $368.11            | $308.52            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 4.5000%  | 0.0000% | $736.22            | $690.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 7.0000%  | 0.0000% | $4601.37           | $224.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 4.5000%  | 0.0000% | $1472.44           | $1369.46           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 6.0000%  | 0.0000% | $46013.71          | $34182.64          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.0000%  | 0.0000% | $208800.64         | $205975.17         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-11-20      | 4.0000%  | 0.0000% | $323.94            | $319.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-12-20      | 6.5000%  | 0.0000% | $1782.02           | $1902.97           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-12-20      | 6.5000%  | 0.0000% | $2898.31           | $3049.80           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-20      | 7.0000%  | 0.0000% | $519954.90         | $251.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-01-20      | 6.5000%  | 0.0000% | $10970.22          | $12.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-05-20      | 4.0000%  | 0.0000% | $5521.64           | $205.72            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-10-20      | 4.5000%  | 0.0000% | $19141.70          | $264.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 4.0000%  | 0.0000% | $7362.19           | $230.58            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 4.5000%  | 0.0000% | $15268.64          | $217.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-20      | 4.0000%  | 0.0000% | $18405.48          | $772.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.5000%  | 0.0000% | $3133.17           | $91.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-10-15      | 4.0000%  | 0.0000% | $9762.82           | $998.19            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-09-15      | 5.5000%  | 0.0000% | $10624.01          | $590.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-11-15      | 4.5000%  | 0.0000% | $4631.19           | $240.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-15      | 5.5000%  | 0.0000% | $4726.53           | $29.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-15      | 6.0000%  | 0.0000% | $8282.47           | $89.59             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-15      | 5.5000%  | 0.0000% | $1057.03           | $15.61             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-15      | 5.0000%  | 0.0000% | $328.54            | $11.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $7020.40           | $148.40            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 4.0000%  | 0.0000% | $2576.77           | $191.13            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.5000%  | 0.0000% | $6810.03           | $559.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-05-01      | 4.0000%  | 0.0000% | $1288.38           | $74.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-08-01      | 4.0000%  | 0.0000% | $13620.06          | $947.31            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-09-01      | 4.0000%  | 0.0000% | $32209.60          | $2094.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-07-01      | 3.5000%  | 0.0000% | $10307.07          | $1049.69           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 3.5000%  | 0.0000% | $18221.43          | $1772.18           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 4.0000%  | 0.0000% | $24847.40          | $2167.52           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 3.5000%  | 0.0000% | $1288.38           | $110.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 4.0000%  | 0.0000% | $19693.87          | $1508.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 3.5000%  | 0.0000% | $6625.97           | $592.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-04-01      | 4.0000%  | 0.0000% | $736.22            | $49.26             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-06-01      | 3.5000%  | 0.0000% | $552.16            | $60.12             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 3.5000%  | 0.0000% | $11779.51          | $1239.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 4.0000%  | 0.0000% | $552.16            | $58.44             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.5000%  | 0.0000% | $8282.47           | $865.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-10-01      | 4.0000%  | 0.0000% | $1288.38           | $108.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-11-01      | 4.0000%  | 0.0000% | $27982.96          | $2696.02           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $2944.88           | $295.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 4.0000%  | 0.0000% | $2944.88           | $280.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 4.0000%  | 0.0000% | $1656.49           | $202.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $4233.26           | $661.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.5000%  | 0.0000% | $8098.41           | $843.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 4.0000%  | 0.0000% | $4785.43           | $492.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 4.5000%  | 0.0000% | $2944.88           | $273.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-06-01      | 4.5000%  | 0.0000% | $184.05            | $18.87             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.5000%  | 0.0000% | $184.05            | $25.85             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.5000%  | 0.0000% | $6810.03           | $930.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-02-01      | 3.5000%  | 0.0000% | $5381.58           | $634.75            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-07-01      | 4.5000%  | 0.0000% | $736.22            | $84.40             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-08-01      | 4.0000%  | 0.0000% | $736.22            | $81.52             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-10-01      | 4.0000%  | 0.0000% | $2576.77           | $312.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-08-01      | 4.0000%  | 0.0000% | $381.18            | $27.98             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-04-01      | 4.5000%  | 0.0000% | $368.11            | $35.82             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $552.16            | $44.24             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 3.5000%  | 0.0000% | $9570.85           | $689.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-09-01      | 4.5000%  | 0.0000% | $2944.88           | $244.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-09-01      | 3.5000%  | 0.0000% | $552.16            | $67.09             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-09-01      | 3.5000%  | 0.0000% | $552.16            | $44.20             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 6.5000%  | 0.0000% | $16564.93          | $22.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-09-01      | 3.5000%  | 0.0000% | $2208.66           | $361.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-12-01      | 4.0000%  | 0.0000% | $5889.75           | $727.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-11-01      | 4.0000%  | 0.0000% | $12331.67          | $2371.21           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-06-01      | 3.5000%  | 0.0000% | $4233.26           | $734.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $1472.44           | $247.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $184.05            | $18.61             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-11-01      | 3.5000%  | 0.0000% | $1104.33           | $312.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 4.5000%  | 0.0000% | $736.22            | $187.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $3376.85           | $720.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-10-01      | 4.0000%  | 0.0000% | $7546.25           | $534.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-03-01      | 3.5000%  | 0.0000% | $368.11            | $30.21             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.0000%  | 0.0000% | $184.05            | $13.05             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.0000%  | 0.0000% | $920.27            | $60.63             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 4.5000%  | 0.0000% | $2760.82           | $192.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 5.0000%  | 0.0000% | $7362.19           | $576.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-01-01      | 4.0000%  | 0.0000% | $1288.38           | $82.86             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 4.5000%  | 0.0000% | $920.27            | $117.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-04-01      | 4.0000%  | 0.0000% | $4233.26           | $309.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 4.0000%  | 0.0000% | $4785.43           | $460.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 3.0000%  | 0.0000% | $184.05            | $18.92             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $1104.33           | $651.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-12-01      | 5.0000%  | 0.0000% | $6625.97           | $4057.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-10-01      | 2.5000%  | 0.0000% | $552.16            | $167.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-11-01      | 2.5000%  | 0.0000% | $920.27            | $252.30            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $368.11            | $74.42             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 3.5000%  | 0.0000% | $10491.13          | $3089.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $552.16            | $383.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-05-01      | 2.5000%  | 0.0000% | $736.22            | $572.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 5.5000%  | 0.0000% | $1840.55           | $1455.65           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 2.5000%  | 0.0000% | $1656.49           | $1418.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 3.0000%  | 0.0000% | $920.27            | $148.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-05-01      | 2.5000%  | 0.0000% | $3681.10           | $845.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-12-01      | 2.0000%  | 0.0000% | $1104.33           | $621.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $3681.10           | $2161.21           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 3.0000%  | 0.0000% | $736.22            | $447.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-11-01      | 4.0000%  | 0.0000% | $552.16            | $320.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 4.0000%  | 0.0000% | $552.16            | $317.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-04-01      | 4.5000%  | 0.0000% | $552.16            | $332.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 5.0000%  | 0.0000% | $4049.21           | $2452.01           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-03-01      | 6.0000%  | 0.0000% | $1656.49           | $974.17            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 6.0000%  | 0.0000% | $7362.19           | $3949.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.5000%  | 0.0000% | $736.22            | $382.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-01-01      | 5.5000%  | 0.0000% | $1104.33           | $572.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-02-01      | 6.0000%  | 0.0000% | $1104.33           | $555.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-04-01      | 5.0000%  | 0.0000% | $368.11            | $234.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $1472.44           | $829.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-06-01      | 5.0000%  | 0.0000% | $2024.60           | $1371.85           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 5.0000%  | 0.0000% | $1472.44           | $1017.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-07-01      | 5.5000%  | 0.0000% | $3128.93           | $1916.96           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-12-01      | 5.0000%  | 0.0000% | $552.16            | $426.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-09-01      | 5.5000%  | 0.0000% | $7178.14           | $4446.28           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 6.0000%  | 0.0000% | $1656.49           | $1287.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 6.0000%  | 0.0000% | $1472.44           | $901.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-02-01      | 4.0000%  | 0.0000% | $1104.33           | $1004.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-02-01      | 6.0000%  | 0.0000% | $3497.04           | $2492.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 5.0000%  | 0.0000% | $1840.55           | $1446.47           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.0000%  | 0.0000% | $736.22            | $574.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.5000%  | 0.0000% | $1104.33           | $878.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 6.0000%  | 0.0000% | $552.16            | $443.93            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.5000%  | 0.0000% | $920.27            | $649.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 3.5000%  | 0.0000% | $3681.10           | $1927.30           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.5000%  | 0.0000% | $5337.59           | $4166.73           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $368.11            | $264.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-05-01      | 4.5000%  | 0.0000% | $2208.66           | $1372.90           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.5000%  | 0.0000% | $1104.33           | $826.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.5000%  | 0.0000% | $486.64            | $357.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-07-01      | 5.5000%  | 0.0000% | $1104.33           | $946.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $2024.60           | $1569.44           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 3.0000%  | 0.0000% | $1288.38           | $994.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.5000%  | 0.0000% | $184.05            | $167.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $184.05            | $156.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 3.5000%  | 0.0000% | $11963.56          | $1074.98           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 3.0000%  | 0.0000% | $2944.88           | $470.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 2.5000%  | 0.0000% | $3681.10           | $894.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 3.0000%  | 0.0000% | $3681.10           | $671.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-05-01      | 3.5000%  | 0.0000% | $5337.59           | $1175.35           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.5000%  | 0.0000% | $6774.32           | $2387.85           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.5000%  | 0.0000% | $12124.24          | $3204.45           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-05-01      | 3.0000%  | 0.0000% | $1472.44           | $617.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.5000%  | 0.0000% | $1840.55           | $831.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-07-01      | 3.0000%  | 0.0000% | $3128.93           | $1611.64           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-08-01      | 2.5000%  | 0.0000% | $6073.81           | $3620.44           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $920.27            | $571.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.5000%  | 0.0000% | $552.16            | $361.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 2.0000%  | 0.0000% | $1472.44           | $911.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 3.0000%  | 0.0000% | $1288.38           | $719.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.0000%  | 0.0000% | $2024.60           | $1353.19           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.0000%  | 0.0000% | $184.05            | $122.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.5000%  | 0.0000% | $368.11            | $255.60            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $5337.59           | $4178.00           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.5000%  | 0.0000% | $552.16            | $430.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $2392.71           | $1744.49           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 4.5000%  | 0.0000% | $184.05            | $146.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 5.0000%  | 0.0000% | $1104.33           | $876.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 2.5000%  | 0.0000% | $2760.82           | $2017.49           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.0000%  | 0.0000% | $2024.60           | $1636.44           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.0000%  | 0.0000% | $1104.33           | $919.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-08-01      | 4.5000%  | 0.0000% | $3497.04           | $2973.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 5.5000%  | 0.0000% | $1288.38           | $1067.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-04-01      | 5.5000%  | 0.0000% | $2576.77           | $2121.12           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 4.0000%  | 0.0000% | $4601.37           | $4039.18           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 5.5000%  | 0.0000% | $1472.44           | $1218.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 6.0000%  | 0.0000% | $552.16            | $398.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.0000%  | 0.0000% | $736.22            | $675.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 5.5000%  | 0.0000% | $2760.82           | $2446.21           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 4.5000%  | 0.0000% | $368.11            | $344.56            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 4.0000%  | 0.0000% | $736.22            | $673.15            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-05-01      | 6.0000%  | 0.0000% | $1288.38           | $1123.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 2.5000%  | 0.0000% | $552.16            | $411.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-01      | 3.0000%  | 0.0000% | $15644.66          | $2209.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-04-01      | 4.0000%  | 0.0000% | $368.11            | $81.38             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 3.5000%  | 0.0000% | $5337.59           | $1146.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-06-01      | 4.0000%  | 0.0000% | $15261.64          | $2912.54           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $2760.82           | $240.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $825.85            | $194.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 5.0000%  | 0.0000% | $184.05            | $27.97             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.5000%  | 0.0000% | $184.05            | $27.14             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-05-01      | 4.5000%  | 0.0000% | $368.11            | $45.04             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-11-01      | 3.5000%  | 0.0000% | $2392.71           | $645.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-05-01      | 5.0000%  | 0.0000% | $920.27            | $186.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 4.5000%  | 0.0000% | $1472.44           | $375.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-11-01      | 3.5000%  | 0.0000% | $1472.44           | $417.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-09-01      | 4.5000%  | 0.0000% | $1104.33           | $260.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-05-01      | 6.4880%  | 0.0000% | $101230.16         | $89.85             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-01-01      | 6.2340%  | 0.0000% | $91107.14          | $713.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-03-01      | 3.0000%  | 0.0000% | $736.22            | $307.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-08-01      | 2.5000%  | 0.0000% | $368.11            | $234.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.5000%  | 0.0000% | $2760.82           | $1886.80           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.0000%  | 0.0000% | $2576.77           | $1837.68           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.5000%  | 0.0000% | $736.22            | $584.23            | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2028-05-09      | 4.0100%  | 0.0000% | $17281828.45       | $17393430.65       | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.0000%  | 0.0000% | $368.11            | $121.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 2.0000%  | 0.0000% | $4049.21           | $2388.54           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-07-01      | 3.0000%  | 0.0000% | $1472.44           | $635.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 2.5000%  | 0.0000% | $920.27            | $534.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 3.0000%  | 0.0000% | $4601.37           | $2055.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $4601.37           | $3097.25           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $184.05            | $123.30            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 5.0000%  | 0.0000% | $4601.37           | $3613.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $2024.60           | $1532.80           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 5.0000%  | 0.0000% | $2208.66           | $2223.55           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-05-01      | 3.0000%  | 0.0000% | $920.27            | $639.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-03-01      | 2.0000%  | 0.0000% | $341.79            | $159.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-04-01      | 6.5000%  | 0.0000% | $9202.74           | $10.81             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-12-01      | 6.2920%  | 0.0000% | $73621.93          | $405.66            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-04-01      | 6.5010%  | 0.0000% | $10123.02          | $72.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $10194981.20       | $7833701.21        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-01-15      | 0.0000%  | 0.0000% | $2208.66           | $2205.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-07-15      | 0.0000%  | 0.0000% | $155342.28         | $125375.51         | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-05-23      | 3.9900%  | 0.0000% | $158655.27         | $159478.33         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-01-15      | 0.0000%  | 0.0000% | $2576.77           | $2572.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-06-01      | 6.0000%  | 0.0000% | $64419.19          | $40.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 7.5000%  | 0.0000% | $531552.20         | $129.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 5.5000%  | 0.0000% | $4417.32           | $39.90             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-10-01      | 8.0000%  | 0.0000% | $168342.99         | $17.87             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $284187.47         | $142.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-08-01      | 7.5000%  | 0.0000% | $558668.44         | $210.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $180737.24         | $73.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-03-01      | 8.0000%  | 0.0000% | $131009.13         | $68.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-01      | 7.5000%  | 0.0000% | $352677.59         | $99.76             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $163942.61         | $24.99             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $24489.60          | $5.48              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-12-01      | 8.5000%  | 0.0000% | $69264.80          | $103.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-03-01      | 7.5000%  | 0.0000% | $237365.03         | $144.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $134596.35         | $170.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $187515.06         | $110.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $18042.71          | $50.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $66222.01          | $137.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.5000%  | 0.0000% | $9202.74           | $137.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.5000%  | 0.0000% | $318414.86         | $3054.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-01-25      | 6.5000%  | 0.0000% | $28895.50          | $0.63              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 6.5000%  | 0.0000% | $64419.19          | $100.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-04-01      | 6.5000%  | 0.0000% | $7362.19           | $17.36             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 4.2710%  | 0.0000% | $14895.19          | $17.43             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 8.0000%  | 0.0000% | $220974.94         | $0.75              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 7.5000%  | 0.0000% | $385981.39         | $413.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-01-01      | 7.5000%  | 0.0000% | $225297.65         | $109.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $108613.89         | $56.62             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 7.5000%  | 0.0000% | $291607.64         | $59.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $288639.20         | $149.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.0000%  | 0.0000% | $85969.80          | $14.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $80961.12          | $15.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $2070401.52        | $865.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.5000%  | 0.0000% | $53596.77          | $146.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $30827.53          | $15.57             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $628630.44         | $323.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 4.8550%  | 0.0000% | $128838.38         | $75.45             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 5.1300%  | 0.0000% | $248474.02         | $681.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 7.5000%  | 0.0000% | $90725.78          | $62.05             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $8103.75           | $11.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $102111.60         | $106.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 8.0000%  | 0.0000% | $153611.98         | $270.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 6.5000%  | 0.0000% | $10123.02          | $57.22             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 6.5000%  | 0.0000% | $50693.49          | $54.76             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $253075.39         | $221.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.5000%  | 0.0000% | $35027.29          | $35.10             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $526493.63         | $407.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.0000%  | 0.0000% | $22474.57          | $650.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 4.5000%  | 0.0000% | $29080.66          | $228.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.2520%  | 0.0000% | $24740.65          | $47.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 6.0000%  | 0.0000% | $1130.10           | $1.81              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 7.5000%  | 0.0000% | $182692.83         | $27.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-06-01      | 7.5000%  | 0.0000% | $25364.60          | $104.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 7.5000%  | 0.0000% | $145504.00         | $125.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-04-01      | 7.5000%  | 0.0000% | $103335.01         | $216.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 7.5000%  | 0.0000% | $61724.81          | $200.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-08-01      | 4.2100%  | 0.0000% | $46013.71          | $232.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.2920%  | 0.0000% | $8174.24           | $42.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 5.2270%  | 0.0000% | $14895.37          | $19.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.6880%  | 0.0000% | $24588.62          | $37.73             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 5.2270%  | 0.0000% | $11184.83          | $15.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-08-01      | 4.2150%  | 0.0000% | $8520.82           | $160.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 7.5000%  | 0.0000% | $487.01            | $1.67              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 6.5010%  | 0.0000% | $460137.08         | $422.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 7.5000%  | 0.0000% | $57705.24          | $188.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 6.5000%  | 0.0000% | $92027.42          | $122.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-01-25      | 3.5000%  | 0.0000% | $5521.64           | $0.96              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $1288.38           | $57.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.5000%  | 0.0000% | $9570.85           | $302.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-03-01      | 4.0000%  | 0.0000% | $1472.44           | $0.68              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-03-01      | 3.5000%  | 0.0000% | $4969.48           | $5.26              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 5.0000%  | 0.0000% | $920.27            | $34.30             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-09-01      | 4.5000%  | 0.0000% | $1151.82           | $43.54             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-12-01      | 3.0000%  | 0.0000% | $1656.49           | $11.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 2.5000%  | 0.0000% | $368109.66         | $3869.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 6.7980%  | 0.0000% | $9202.74           | $42.23             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-07-01      | 5.0000%  | 0.0000% | $11836.01          | $739.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 4.5000%  | 0.0000% | $876.65            | $31.51             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 3.0000%  | 0.0000% | $4601.37           | $44.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-11-01      | 4.0000%  | 0.0000% | $9938.96           | $1242.66           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-02-01      | 4.0000%  | 0.0000% | $6257.86           | $485.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $2392.71           | $147.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-01-01      | 4.5000%  | 0.0000% | $736.22            | $59.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-09-01      | 4.0000%  | 0.0000% | $4417.32           | $603.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-05-01      | 4.0000%  | 0.0000% | $1472.44           | $2.17              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-10-01      | 4.0000%  | 0.0000% | $5521.64           | $816.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-12-01      | 4.0000%  | 0.0000% | $5705.70           | $83.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 4.0000%  | 0.0000% | $2392.71           | $282.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-05-01      | 3.5000%  | 0.0000% | $4626.40           | $793.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-02-01      | 4.0000%  | 0.0000% | $3128.93           | $4.88              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 4.0000%  | 0.0000% | $7546.25           | $703.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 4.5000%  | 0.0000% | $1840.55           | $230.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-06-01      | 4.5000%  | 0.0000% | $2944.88           | $325.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-03-01      | 4.5000%  | 0.0000% | $184.05            | $24.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-06-01      | 4.0000%  | 0.0000% | $2024.60           | $302.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-05-01      | 5.5000%  | 0.0000% | $1288.38           | $223.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.2840%  | 0.0000% | $3867.18           | $317.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 3.5000%  | 0.0000% | $2392.71           | $441.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-08-01      | 3.5000%  | 0.0000% | $1840.55           | $377.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-06-01      | 4.5000%  | 0.0000% | $368.11            | $57.42             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-02-01      | 3.5000%  | 0.0000% | $3865.15           | $595.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-09-01      | 6.4450%  | 0.0000% | $23006.85          | $517.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $552.16            | $505.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.0000%  | 0.0000% | $920.27            | $828.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-11-01      | 3.5000%  | 0.0000% | $1104.33           | $36.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-11-01      | 4.5000%  | 0.0000% | $447.25            | $14.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 4.0000%  | 0.0000% | $23872.83          | $2540.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-03-01      | 3.5000%  | 0.0000% | $3681.10           | $629.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $4417.32           | $566.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $5889.75           | $522.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-02-01      | 2.5000%  | 0.0000% | $3681.10           | $416.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 3.5000%  | 0.0000% | $5240.04           | $1007.69           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-05-01      | 4.5000%  | 0.0000% | $184.05            | $17.10             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-07-01      | 2.5000%  | 0.0000% | $2208.66           | $285.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-01-01      | 3.5000%  | 0.0000% | $5739.75           | $1211.43           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 4.0000%  | 0.0000% | $13620.06          | $2117.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-08-01      | 3.5000%  | 0.0000% | $2760.82           | $381.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.0000%  | 0.0000% | $7730.30           | $855.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-03-01      | 4.0000%  | 0.0000% | $394.98            | $41.77             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 3.5000%  | 0.0000% | $736.22            | $14.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 6.3010%  | 0.0000% | $53375.90          | $2502.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 3.5000%  | 0.0000% | $368.11            | $30.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-01-01      | 3.5000%  | 0.0000% | $6441.92           | $755.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.0000%  | 0.0000% | $1104.33           | $145.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 6.2150%  | 0.0000% | $142642.49         | $83.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 5.2020%  | 0.0000% | $6966.11           | $216.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5080%  | 0.0000% | $6257.86           | $63.80             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 6.1520%  | 0.0000% | $42759.62          | $137.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 5.5000%  | 0.0000% | $4404.98           | $27.02             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 5.5000%  | 0.0000% | $306.82            | $2.68              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.5000%  | 0.0000% | $4785.43           | $39.50             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.1200%  | 0.0000% | $64419.19          | $379.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 5.5000%  | 0.0000% | $48222.37          | $406.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 6.1680%  | 0.0000% | $33682.03          | $306.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-06-01      | 5.0000%  | 0.0000% | $3681.10           | $33.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.1550%  | 0.0000% | $92027.42          | $334.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.3190%  | 0.0000% | $552164.50         | $1670.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.1990%  | 0.0000% | $552164.50         | $1606.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.9440%  | 0.0000% | $17485.21          | $342.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 6.9150%  | 0.0000% | $23006.85          | $27.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 6.1530%  | 0.0000% | $23006.85          | $175.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.1170%  | 0.0000% | $25951.73          | $163.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 6.5440%  | 0.0000% | $808250.84         | $3441.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.2500%  | 0.0000% | $552164.50         | $2718.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 6.6250%  | 0.0000% | $46013.71          | $403.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.1990%  | 0.0000% | $456271.93         | $1765.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.9850%  | 0.0000% | $13804.11          | $141.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 6.4160%  | 0.0000% | $46013.71          | $442.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5150%  | 0.0000% | $46013.71          | $108.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 6.5850%  | 0.0000% | $46013.71          | $566.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 6.3810%  | 0.0000% | $401239.53         | $2562.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 6.1600%  | 0.0000% | $92027.42          | $1405.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 5.9080%  | 0.0000% | $73621.93          | $572.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 6.1290%  | 0.0000% | $29448.77          | $227.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 6.0000%  | 0.0000% | $736.22            | $3.91              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 6.7340%  | 0.0000% | $27608.22          | $96.39             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-06-01      | 5.5000%  | 0.0000% | $1656.49           | $1271.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.5000%  | 0.0000% | $1840.55           | $1681.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-04-01      | 3.5000%  | 0.0000% | $368.11            | $0.25              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $4049.21           | $1081.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-01-01      | 3.5000%  | 0.0000% | $3128.93           | $555.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-09-01      | 4.0000%  | 0.0000% | $1472.44           | $186.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 4.0000%  | 0.0000% | $14356.28          | $1892.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 3.5000%  | 0.0000% | $736.22            | $109.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 3.5000%  | 0.0000% | $1288.38           | $176.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 3.5000%  | 0.0000% | $66259.74          | $9320.18           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $1288.38           | $196.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.0000%  | 0.0000% | $8466.52           | $851.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $7914.36           | $1600.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $368.11            | $66.73             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $1104.33           | $198.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 4.0000%  | 0.0000% | $2539.22           | $577.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 3.5000%  | 0.0000% | $8403.94           | $2334.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-02-01      | 3.0000%  | 0.0000% | $1104.33           | $200.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-01-01      | 4.5000%  | 0.0000% | $7914.36           | $1891.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-02-01      | 3.5000%  | 0.0000% | $368.11            | $68.59             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 4.0000%  | 0.0000% | $2760.82           | $379.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 3.5000%  | 0.0000% | $5521.64           | $744.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-08-01      | 4.5000%  | 0.0000% | $1864.48           | $473.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-03-01      | 3.0000%  | 0.0000% | $2576.77           | $479.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-02-01      | 3.5000%  | 0.0000% | $1104.33           | $146.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.0000%  | 0.0000% | $2208.66           | $428.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-09-01      | 3.0000%  | 0.0000% | $1656.49           | $281.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $5521.64           | $850.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.5000%  | 0.0000% | $3128.93           | $650.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 5.0000%  | 0.0000% | $5889.75           | $1276.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $3312.99           | $653.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 3.5000%  | 0.0000% | $6025.22           | $2213.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 6.3230%  | 0.0000% | $9386.80           | $1658.66           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.0000%  | 0.0000% | $1840.55           | $338.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 4.0000%  | 0.0000% | $736.22            | $163.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 4.0000%  | 0.0000% | $7730.30           | $2110.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $116322.65         | $8780.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $2576.77           | $361.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $552.16            | $104.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $1472.44           | $491.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $368.11            | $90.77             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 2.0000%  | 0.0000% | $9202.74           | $3231.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 2.0000%  | 0.0000% | $736.22            | $313.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.0000%  | 0.0000% | $368.11            | $232.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.0000%  | 0.0000% | $5289.37           | $3427.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $368.11            | $244.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 5.0000%  | 0.0000% | $1840.55           | $1195.37           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.0000%  | 0.0000% | $736.22            | $530.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 4.0000%  | 0.0000% | $60282.19          | $4933.57           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-10-01      | 4.0000%  | 0.0000% | $920.27            | $161.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $2944.88           | $342.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 3.5000%  | 0.0000% | $4601.37           | $504.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 3.5000%  | 0.0000% | $92027.42          | $9087.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 4.5000%  | 0.0000% | $14172.22          | $2148.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.5000%  | 0.0000% | $2208.66           | $615.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-07-01      | 4.5000%  | 0.0000% | $8400.81           | $1817.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 3.5000%  | 0.0000% | $7730.30           | $989.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $17117.10          | $2787.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 4.0000%  | 0.0000% | $19141.70          | $1340.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 5.0000%  | 0.0000% | $3865.15           | $669.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 2.5000%  | 0.0000% | $1656.49           | $546.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $552.16            | $119.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $6257.86           | $723.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $18037.37          | $1778.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $8282.47           | $1931.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.0000%  | 0.0000% | $6257.86           | $2208.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $11595.45          | $3048.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.5000%  | 0.0000% | $8650.58           | $1909.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $12331.67          | $2643.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 3.5000%  | 0.0000% | $5521.64           | $1558.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.0000%  | 0.0000% | $3681.10           | $882.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 2.5000%  | 0.0000% | $552.16            | $244.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 2.5000%  | 0.0000% | $6625.97           | $3353.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $2576.77           | $972.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.0000%  | 0.0000% | $1104.33           | $586.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.0000%  | 0.0000% | $920.27            | $526.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 2.5000%  | 0.0000% | $3128.93           | $1906.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-11-01      | 3.0000%  | 0.0000% | $1288.38           | $824.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 2.5000%  | 0.0000% | $2208.66           | $1235.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $1840.55           | $1132.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $1840.55           | $1281.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $1840.55           | $1200.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $920.27            | $596.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.5000%  | 0.0000% | $184.05            | $102.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $552.16            | $351.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $6441.92           | $4704.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.0000%  | 0.0000% | $920.27            | $702.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $736.22            | $571.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $4601.37           | $3709.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.5000%  | 0.0000% | $1104.33           | $913.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 4.5000%  | 0.0000% | $1472.44           | $1409.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.0000%  | 0.0000% | $1288.38           | $1062.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 5.5000%  | 0.0000% | $920.27            | $836.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 5.5000%  | 0.0000% | $920.27            | $852.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-04-01      | 5.5000%  | 0.0000% | $395.17            | $369.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 3.0000%  | 0.0000% | $920.27            | $719.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-04-01      | 5.5000%  | 0.0000% | $369.21            | $367.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 5.5000%  | 0.0000% | $1472.44           | $1465.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 6.0000%  | 0.0000% | $368.11            | $338.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.0000%  | 0.0000% | $1472.44           | $1479.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $184.05            | $148.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 5.0000%  | 0.0000% | $6625.97           | $1455.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 3.0000%  | 0.0000% | $1288.38           | $289.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $37464.18          | $5416.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 4.0000%  | 0.0000% | $1940.12           | $309.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 4.0000%  | 0.0000% | $4785.43           | $600.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $2576.77           | $421.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 4.0000%  | 0.0000% | $1472.44           | $256.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-09-01      | 2.5000%  | 0.0000% | $1288.38           | $107.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $2760.82           | $363.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $1656.49           | $141.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-09-01      | 3.5000%  | 0.0000% | $4969.48           | $1051.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $1472.44           | $248.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 4.0000%  | 0.0000% | $1472.44           | $330.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 5.0000%  | 0.0000% | $2208.66           | $417.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 2.5000%  | 0.0000% | $4601.37           | $1289.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 2.5000%  | 0.0000% | $2300.69           | $645.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 5.0000%  | 0.0000% | $4969.48           | $1507.17           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-04-01      | 3.0000%  | 0.0000% | $736.22            | $138.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 4.0000%  | 0.0000% | $5522.75           | $789.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-02-01      | 4.0000%  | 0.0000% | $2208.66           | $750.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-10-01      | 4.5000%  | 0.0000% | $6441.92           | $2031.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $2024.60           | $630.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $2208.66           | $250.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 3.5000%  | 0.0000% | $3128.93           | $518.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 3.5000%  | 0.0000% | $2024.60           | $540.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.5000%  | 0.0000% | $2944.88           | $381.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-03-01      | 4.0000%  | 0.0000% | $5521.64           | $834.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $13804.11          | $1993.33           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.5000%  | 0.0000% | $855.49            | $302.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $3681.10           | $1110.68           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.5000%  | 0.0000% | $1910.31           | $584.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $1553.42           | $641.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 2.0000%  | 0.0000% | $9202.74           | $4197.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $2024.60           | $439.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 5.0000%  | 0.0000% | $2944.88           | $942.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 3.5000%  | 0.0000% | $2024.60           | $468.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.5000%  | 0.0000% | $552.16            | $152.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-10-01      | 2.5000%  | 0.0000% | $4969.48           | $2016.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-01-01      | 3.5000%  | 0.0000% | $736.22            | $312.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-01-01      | 2.5000%  | 0.0000% | $920.27            | $249.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-11-01      | 4.0000%  | 0.0000% | $4503.64           | $1847.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $3432.07           | $1522.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 2.0000%  | 0.0000% | $368.11            | $215.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 2.0000%  | 0.0000% | $1472.44           | $538.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $9202.74           | $2857.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $368.11            | $178.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 5.0000%  | 0.0000% | $3098.01           | $1366.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 4.5000%  | 0.0000% | $7802.64           | $3559.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 4.0000%  | 0.0000% | $9018.69           | $2954.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $2208.66           | $884.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.5000%  | 0.0000% | $1656.49           | $556.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $1862.63           | $889.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 4.0000%  | 0.0000% | $368.11            | $159.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-03-01      | 3.5000%  | 0.0000% | $1656.49           | $617.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 2.0000%  | 0.0000% | $5521.64           | $2839.49           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-11-01      | 5.0000%  | 0.0000% | $2024.60           | $1018.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.5000%  | 0.0000% | $184.05            | $99.90             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 2.0000%  | 0.0000% | $1656.49           | $1005.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-09-01      | 4.5000%  | 0.0000% | $1862.63           | $1021.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 3.0000%  | 0.0000% | $552.16            | $266.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.5000%  | 0.0000% | $6721.50           | $4391.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.5000%  | 0.0000% | $1656.49           | $994.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 4.0000%  | 0.0000% | $1104.33           | $531.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 5.0000%  | 0.0000% | $1453.11           | $792.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.0000%  | 0.0000% | $184.05            | $115.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.0000%  | 0.0000% | $1656.49           | $969.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 3.0000%  | 0.0000% | $920.27            | $519.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $3681.10           | $2564.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 3.5000%  | 0.0000% | $2392.71           | $1153.99           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $736.22            | $422.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $4472.53           | $2870.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $3681.10           | $2508.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $1472.44           | $951.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 3.0000%  | 0.0000% | $368.11            | $226.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 4.0000%  | 0.0000% | $552.16            | $343.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 2.0000%  | 0.0000% | $4417.32           | $3048.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.5000%  | 0.0000% | $4601.37           | $3345.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $920.27            | $728.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 4.0000%  | 0.0000% | $4601.37           | $3280.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $920.27            | $646.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.5000%  | 0.0000% | $1104.33           | $759.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $5521.64           | $4150.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 4.0000%  | 0.0000% | $4049.21           | $2678.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-01-01      | 6.0000%  | 0.0000% | $368.11            | $261.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-10-01      | 2.5000%  | 0.0000% | $1104.33           | $797.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.5000%  | 0.0000% | $184.05            | $120.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 5.0000%  | 0.0000% | $1840.55           | $1400.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-06-01      | 4.0000%  | 0.0000% | $552.16            | $384.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 5.0000%  | 0.0000% | $184.05            | $152.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 6.5000%  | 0.0000% | $3865.15           | $3016.36           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $184.05            | $154.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 4.0000%  | 0.0000% | $552.16            | $400.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $2024.60           | $1524.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 4.5000%  | 0.0000% | $736.22            | $538.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 3.0000%  | 0.0000% | $1104.33           | $820.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 6.0000%  | 0.0000% | $1472.44           | $1289.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $368.11            | $223.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 2.5000%  | 0.0000% | $920.27            | $718.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $736.22            | $559.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $239.64            | $195.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $1104.33           | $904.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 4.0000%  | 0.0000% | $1104.33           | $917.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.5000%  | 0.0000% | $552.16            | $478.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $1840.55           | $1422.61           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $4601.37           | $3679.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $1472.44           | $1356.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-25      | 3.0000%  | 0.0000% | $3681.10           | $2424.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.0000%  | 0.0000% | $1986.87           | $9.51              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $16564.93          | $14.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $136200.58         | $132.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 5.5000%  | 0.0000% | $5521.64           | $35.36             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.0000%  | 0.0000% | $2392.71           | $14.07             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.1410%  | 0.0000% | $13804.11          | $158.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 6.5300%  | 0.0000% | $23743.07          | $232.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 6.6240%  | 0.0000% | $23927.13          | $235.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 6.2060%  | 0.0000% | $37731.24          | $502.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 5.5000%  | 0.0000% | $736.22            | $10.07             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.0000%  | 0.0000% | $1656.49           | $19.99             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 5.5000%  | 0.0000% | $3497.04           | $24.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-11-01      | 3.5000%  | 0.0000% | $288224.71         | $937.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-08-01      | 5.0000%  | 0.0000% | $1288.38           | $95.97             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 5.7800%  | 0.0000% | $1472.44           | $28.30             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.6420%  | 0.0000% | $18405.48          | $141.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 6.7300%  | 0.0000% | $92027.42          | $2644.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.2890%  | 0.0000% | $117795.09         | $716.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 5.0000%  | 0.0000% | $552164.50         | $614.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $4229.21           | $145.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 4.5000%  | 0.0000% | $3128.93           | $75.65             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-02-01      | 4.5000%  | 0.0000% | $184.05            | $4.39              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 4.5000%  | 0.0000% | $7178.14           | $161.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 6.5000%  | 0.0000% | $184054.83         | $1554.61           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.4950%  | 0.0000% | $570569.98         | $1794.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 6.0000%  | 0.0000% | $920.27            | $5.81              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 6.0000%  | 0.0000% | $736.22            | $5.33              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.3070%  | 0.0000% | $18405.48          | $260.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.2230%  | 0.0000% | $92027.42          | $848.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.0000%  | 0.0000% | $920.27            | $3.19              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 5.5000%  | 0.0000% | $552.16            | $3.99              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 6.4520%  | 0.0000% | $18037.37          | $72.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 5.5000%  | 0.0000% | $4785.43           | $31.42             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.0000%  | 0.0000% | $87659.79          | $799.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $10123.02          | $131.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 4.0000%  | 0.0000% | $920.27            | $32.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-01-25      | 3.0000%  | 0.0000% | $2576.77           | $0.12              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-12-01      | 4.0000%  | 0.0000% | $1288.38           | $41.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-10-01      | 3.0000%  | 0.0000% | $920.27            | $159.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.0000%  | 0.0000% | $8650.58           | $336.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 4.5000%  | 0.0000% | $4601.37           | $110.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-07-01      | 5.0000%  | 0.0000% | $184.05            | $2.02              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-02-01      | 3.0000%  | 0.0000% | $386515.15         | $3657.73           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-05-01      | 3.0000%  | 0.0000% | $736.22            | $7.66              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-05-01      | 3.0000%  | 0.0000% | $17301.15          | $480.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 3.0000%  | 0.0000% | $1104.33           | $121.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-06-01      | 3.0000%  | 0.0000% | $184.05            | $27.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 3.5000%  | 0.0000% | $828.43            | $101.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $3312.99           | $337.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 3.5000%  | 0.0000% | $4233.26           | $517.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 4.5000%  | 0.0000% | $4049.21           | $564.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 3.5000%  | 0.0000% | $552.16            | $46.84             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 4.5000%  | 0.0000% | $6073.81           | $442.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 4.0000%  | 0.0000% | $327801.66         | $32944.74          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 4.0000%  | 0.0000% | $5521.64           | $443.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $12147.62          | $687.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-09-01      | 2.5000%  | 0.0000% | $7362.19           | $922.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $6441.92           | $1050.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-11-01      | 2.5000%  | 0.0000% | $184.05            | $24.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-01      | 3.0000%  | 0.0000% | $7730.30           | $1336.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-01-01      | 4.0000%  | 0.0000% | $736.22            | $96.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.0000%  | 0.0000% | $736.22            | $162.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 3.5000%  | 0.0000% | $2208.66           | $309.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 4.0000%  | 0.0000% | $3865.15           | $494.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 3.0000%  | 0.0000% | $46933.98          | $1076.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.0000%  | 0.0000% | $2032.89           | $198.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 3.5000%  | 0.0000% | $6441.92           | $681.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 4.5000%  | 0.0000% | $552.16            | $46.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 3.0000%  | 0.0000% | $7546.25           | $991.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 4.0000%  | 0.0000% | $9646.87           | $1567.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-10-01      | 3.0000%  | 0.0000% | $2024.60           | $75.73             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 3.5000%  | 0.0000% | $10491.13          | $1345.32           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $736.22            | $101.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 3.0000%  | 0.0000% | $2944.88           | $359.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.0000%  | 0.0000% | $368.11            | $56.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-01-01      | 3.0000%  | 0.0000% | $2024.60           | $250.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-02-01      | 3.0000%  | 0.0000% | $2760.82           | $330.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 4.0000%  | 0.0000% | $2392.71           | $320.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 3.5000%  | 0.0000% | $9202.74           | $787.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.5000%  | 0.0000% | $2576.77           | $240.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.0000%  | 0.0000% | $5705.70           | $601.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.5000%  | 0.0000% | $368.11            | $18.57             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 3.5000%  | 0.0000% | $1472.44           | $139.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $10399.10          | $837.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 2.0000%  | 0.0000% | $4417.32           | $2700.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 2.0000%  | 0.0000% | $9754.91           | $3831.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $1288.38           | $821.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 3.5000%  | 0.0000% | $184.05            | $13.32             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $1104.33           | $116.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.5000%  | 0.0000% | $736.22            | $83.29             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $736.22            | $68.17             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 2.5000%  | 0.0000% | $4417.32           | $540.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 3.0000%  | 0.0000% | $1656.49           | $157.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 3.5000%  | 0.0000% | $7546.25           | $952.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $184.05            | $18.48             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.5000%  | 0.0000% | $11963.56          | $1580.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 4.0000%  | 0.0000% | $1472.44           | $203.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-11-01      | 3.5000%  | 0.0000% | $2024.60           | $250.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-12-01      | 2.5000%  | 0.0000% | $184.05            | $33.40             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 3.0000%  | 0.0000% | $15828.72          | $2411.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $18405.48          | $3215.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.5000%  | 0.0000% | $736.22            | $100.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 2.5000%  | 0.0000% | $6073.81           | $1356.55           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 3.0000%  | 0.0000% | $368.11            | $63.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $736.22            | $133.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $368.11            | $54.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.0000%  | 0.0000% | $736.22            | $156.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.5000%  | 0.0000% | $736.22            | $102.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $5337.59           | $858.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 4.0000%  | 0.0000% | $2392.71           | $387.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $1472.44           | $301.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 2.5000%  | 0.0000% | $1472.44           | $515.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $6257.86           | $1827.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 2.0000%  | 0.0000% | $1472.44           | $711.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 3.0000%  | 0.0000% | $736.22            | $226.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.5000%  | 0.0000% | $2024.60           | $659.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 1.5000%  | 0.0000% | $5337.59           | $2837.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-10-01      | 2.0000%  | 0.0000% | $9202.74           | $3533.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.5000%  | 0.0000% | $368.11            | $159.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 2.0000%  | 0.0000% | $2944.88           | $1489.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 2.5000%  | 0.0000% | $2024.60           | $914.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 3.0000%  | 0.0000% | $184.05            | $82.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 2.5000%  | 0.0000% | $1104.33           | $529.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 3.0000%  | 0.0000% | $6441.92           | $3194.33           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $2760.82           | $1312.85           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 4.0000%  | 0.0000% | $1840.55           | $1619.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 5.5000%  | 0.0000% | $736.22            | $420.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 6.0000%  | 0.0000% | $736.22            | $420.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 5.5000%  | 0.0000% | $920.27            | $565.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 6.0000%  | 0.0000% | $2208.66           | $1378.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 4.0000%  | 0.0000% | $1288.38           | $552.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-12-01      | 2.0000%  | 0.0000% | $4601.37           | $2856.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.0000%  | 0.0000% | $5521.64           | $3556.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $7730.30           | $5003.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $184.05            | $121.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $5337.59           | $3687.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $1288.38           | $936.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.5000%  | 0.0000% | $2208.66           | $1529.82           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $184.05            | $96.45             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 3.5000%  | 0.0000% | $1472.44           | $835.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.5000%  | 0.0000% | $736.22            | $533.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 3.5000%  | 0.0000% | $736.22            | $435.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 3.0000%  | 0.0000% | $1012.30           | $640.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $393916.73         | $299847.60         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.5000%  | 0.0000% | $1104.33           | $767.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $920.27            | $727.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 3.5000%  | 0.0000% | $184.05            | $115.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.0000%  | 0.0000% | $736.22            | $596.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.5000%  | 0.0000% | $736.22            | $592.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 5.0000%  | 0.0000% | $4601.37           | $3617.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 6.0000%  | 0.0000% | $920.27            | $655.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 4.5000%  | 0.0000% | $184.05            | $111.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-03-01      | 5.5000%  | 0.0000% | $1288.38           | $964.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 6.0000%  | 0.0000% | $2760.82           | $1730.04           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-02-01      | 5.0000%  | 0.0000% | $552.16            | $357.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-03-01      | 5.0000%  | 0.0000% | $2208.66           | $1565.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.5000%  | 0.0000% | $5521.64           | $3028.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.0000%  | 0.0000% | $1472.44           | $808.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 6.0000%  | 0.0000% | $2760.82           | $1869.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.5000%  | 0.0000% | $2760.82           | $1793.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 3.5000%  | 0.0000% | $368.11            | $291.22            | Agency Mortgage-Backed Securities   |
| U.S. Treasury Notes        | 2028-10-31      | 0.0000%  | 0.0000% | $370318.32         | $335030.69         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-04-30      | 0.0000%  | 0.0000% | $372526.98         | $330211.64         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-10-31      | 0.0000%  | 0.0000% | $323200.28         | $280781.22         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2043-11-15      | 0.0000%  | 0.0000% | $117611.04         | $48179.83          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-11-15      | 0.0000%  | 0.0000% | $107119.91         | $39311.94          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-01-31      | 0.0000%  | 0.0000% | $40515.75          | $40395.21          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-02-28      | 0.0000%  | 0.0000% | $14286.40          | $14203.68          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-04-30      | 0.0000%  | 0.0000% | $143621.35         | $141952.32         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-10-31      | 0.0000%  | 0.0000% | $85310.75          | $82808.08          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-04-30      | 0.0000%  | 0.0000% | $378416.73         | $361187.80         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-10-31      | 0.0000%  | 0.0000% | $378600.79         | $354969.66         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-09      | 0.0000%  | 0.0000% | $2078365.57        | $2041736.45        | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-01-13      | 0.0000%  | 0.0000% | $45958.49          | $45909.36          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-03-17      | 0.0000%  | 0.0000% | $77818.38          | $77263.93          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2053-05-15      | 0.0000%  | 0.0000% | $165649.35         | $42954.04          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-15      | 6.6250%  | 0.0000% | $41688.42          | $44222.81          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2041-02-15      | 4.7500%  | 0.0000% | $99003.09          | $102970.59         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2041-08-15      | 3.7500%  | 0.0000% | $55805.43          | $51309.94          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-05-15      | 3.0000%  | 0.0000% | $46013.71          | $35773.36          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2049-08-15      | 2.2500%  | 0.0000% | $90849.47          | $58090.37          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2050-02-15      | 2.0000%  | 0.0000% | $10693.59          | $6390.94           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2040-08-15      | 1.1250%  | 0.0000% | $9202.74           | $5843.60           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2050-11-15      | 1.6250%  | 0.0000% | $137562.58         | $73017.24          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2054-02-15      | 4.2500%  | 0.0000% | $239.27            | $221.51            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-08-15      | 4.1250%  | 0.0000% | $6478.73           | $6076.50           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-08-15      | 4.8750%  | 0.0000% | $25068.27          | $25898.59          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-11-15      | 4.6250%  | 0.0000% | $50044.51          | $48808.06          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2045-11-15      | 4.6250%  | 0.0000% | $562287.51         | $555567.65         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-08-15      | 0.0000%  | 0.0000% | $18589.54          | $15050.74          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-05-15      | 2.3750%  | 0.0000% | $202.46            | $195.48            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-05-31      | 2.1250%  | 0.0000% | $52970.98          | $52744.25          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-02-15      | 1.5000%  | 0.0000% | $69830.40          | $64617.07          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-02-28      | 0.5000%  | 0.0000% | $54664.29          | $54474.60          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-31      | 0.6250%  | 0.0000% | $19693.87          | $19415.05          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-06-30      | 3.2500%  | 0.0000% | $25215.51          | $25133.18          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-09-30      | 3.8750%  | 0.0000% | $62689.08          | $63901.92          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-11-15      | 4.1250%  | 0.0000% | $5337.59           | $5439.72           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-02-15      | 4.0000%  | 0.0000% | $32375.24          | $32866.54          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-15      | 4.5000%  | 0.0000% | $2725060.63        | $2795352.91        | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-10-31      | 4.1250%  | 0.0000% | $488665.58         | $501061.05         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-04-15      | 3.7500%  | 0.0000% | $36810.97          | $37315.04          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-05-31      | 3.8750%  | 0.0000% | $66259.74          | $66835.35          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-08-15      | 4.2500%  | 0.0000% | $1308997.96        | $1343612.45        | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-11-15      | 4.0000%  | 0.0000% | $610509.88         | $606814.38         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-11-30      | 3.7500%  | 0.0000% | $447437.30         | $444906.90         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-11-30      | 3.5000%  | 0.0000% | $523451.94         | $520700.03         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-12-15      | 3.5000%  | 0.0000% | $268996.14         | $269315.02         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-15      | 0.0000%  | 0.0000% | $40308.01          | $39420.99          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-11-15      | 0.0000%  | 0.0000% | $52087.52          | $50483.43          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-15      | 0.0000%  | 0.0000% | $39012.29          | $37505.87          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2037-05-15      | 0.0000%  | 0.0000% | $165617.69         | $99835.67          | U.S. Treasuries (including strips)  |

### Security 7: Brean Capital LLC Joint Repurchase Agreement

- **C.1 - Title:** Brean Capital LLC Joint Repurchase Agreement 3.850000%
- **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: ARP1DV7B8, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9202000.00
- **C.18.a - Value (excl. sponsor support):** $9202000.00
- **C.19 - Percentage of Net Assets:** 10.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| Ginnie Mae    | 2054-12-20      | 7.5000%  | 0.0000% | $250776.77         | $179453.42         | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2051-01-01      | 5.6200%  | 0.0000% | $2391373.43        | $2511361.39        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2029-01-01      | 5.0000%  | 0.0000% | $1131661.96        | $1169770.30        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-12-01      | 4.3300%  | 0.0000% | $5490833.40        | $5525454.93        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Nomura Securities International Inc. Joint Repurchase Agreement 3.810000%
- **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: ARP1DV7E2, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18405000.00
- **C.18.a - Value (excl. sponsor support):** $18405000.00
- **C.19 - Percentage of Net Assets:** 20.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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   | 2055-06-01      | 5.0000%  | 0.0000% | $1334600.00        | $1334763.88        | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-10-01      | 6.0000%  | 0.0000% | $2377600.00        | $2440493.73        | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2052-06-20      | 4.0000%  | 0.0000% | $987200.00         | $704009.02         | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2052-03-15      | 4.0000%  | 0.0000% | $994100.00         | $742052.55         | Agency Mortgage-Backed Securities |
| Ginnie Mae    | 2055-01-20      | 5.5000%  | 0.0000% | $9930700.00        | $8557548.83        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-03-01      | 5.5000%  | 0.0000% | $3442400.00        | $2841297.57        | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-06-01      | 7.0000%  | 0.0000% | $2849000.00        | $2171507.09        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Davis Series, Inc.

**Date:** 2026-01-06

**By:** Doug Haines

**Name of Signing Officer:** Doug Haines

**Title of Signing Officer:** Treasurer